TMO (Thermo Fisher Scientific, Inc.)

Expected Move & Straddle Price History

The expected move for TMO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current TMO Expected Move
30-Day Straddle
$37.80
7-Day Straddle
$18.10
Avg IV
0.4%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to TMO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TMO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $37.80 $18.10 0.4% 34%
20260605 $37.10 $19.20 0.3% 0%
20260604 $36.55 $21.00 0.4% 53%
20260603 $36.20 $21.10 0.4% 38%
20260602 $34.90 $22.20 0.4% 37%
20260601 $38.10 $18.10 0.4% 43%
20260529 $35.40 $18.40 0.4% 50%
20260528 $34.70 $18.95 0.4% 30%
20260527 $33.00 $19.40 0.4% 47%
20260526 $35.25 $21.55 0.4% 49%
20260522 $31.15 $15.35 0.5% 98%
20260521 $31.05 $17.10 0.5% 98%
20260520 $33.90 $19.75 0.5% 89%
20260519 $33.80 $20.80 0.5% 89%
20260518 $33.30 $15.80 0.5% 73%
20260515 $30.95 $16.00 0.4% 52%
20260514 $33.45 $19.35 0.4% 59%
20260513 $33.15 $21.05 0.4% 53%
20260512 $32.45 $21.60 0.4% 29%
20260511 $33.40 $14.45 0.4% 47%
20260510 $33.70 $15.50 0.4% 53%
20260508 $31.55 $15.50 0.4% 63%
20260507 $27.30 $14.95 0.3% 6%
20260506 $31.95 $18.65 0.5% 13%
20260505 $34.00 $19.50 0.4% 10%
20260504 $32.90 $13.45 0.4% 10%
20260502 $29.65 $14.30 0.5% 13%
20260501 $29.60 $15.35 0.5% 14%
20260430 $32.05 $16.50 0.4% 12%
20260429 $31.70 $18.35 0.4% 12%
20260428 $33.20 $19.90 0.5% 13%
20260427 $34.10 $14.10 0.4% 11%
20260424 $32.30 $16.85 0.4% 9%
20260423 $33.95 $18.80 0.4% 11%
20260422 $41.10 $29.40 0.4% 12%
20260421 $44.05 $32.35 0.4% 12%
20260420 $42.50 $28.35 0.4% 11%
20260417 $40.10 $29.60 0.5% 14%
20260416 $42.55 $32.65 0.5% 15%
20260415 $43.85 $33.40 0.4% 10%
20260414 $42.00 $33.50 0.5% 14%
20260413 $44.30 $12.95 0.5% 14%
20260410 $39.20 $16.45 0.4% 11%
20260409 $43.10 $18.25 0.4% 13%
20260408 $42.35 $19.95 0.4% 12%
20260407 $43.65 $22.50 0.4% 12%
20260406 $43.55 $15.30 0.4% 12%
20260402 $41.80 $18.05 0.4% 12%
20260401 $41.65 $19.75 0.5% 14%
20260331 $41.20 $19.35 0.5% 14%
20260330 $45.15 $14.25 0.5% 14%
20260327 $43.15 $16.55 0.4% 13%
20260326 $41.55 $19.35 0.5% 15%
20260325 $41.65 $20.00 0.4% 13%
20260324 $42.10 $21.55 0.4% 13%
20260323 $42.05 $15.50 0.4% 12%
20260320 $35.55 $18.20 0.4% 9%
20260319 $35.00 $19.20 0.4% 10%
20260318 $36.35 $24.30 0.4% 11%
20260317 $35.45 $20.15 0.4% 9%