TMO · Expected Move
Thermo Fisher Scientific, Inc.
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).
TMO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TMO Expected Move
30-Day Straddle
$46.30
7-Day Straddle
$26.55
30-Day ATM IV
31.2%
IV Rank
39%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $46.30 | $26.55 | 31.2% | 39% |
| 20261022 | $50.05 | $29.25 | 32.4% | 46% |
| 20261021 | $48.45 | $28.35 | 30.6% | 35% |
| 20261020 | $61.50 | $47.70 | 38.7% | 86% |
| 20261019 | $60.25 | $38.95 | 37.9% | 81% |
| 20261016 | $60.25 | $42.85 | 39.1% | 88% |
| 20261015 | $60.30 | $43.00 | 38.5% | 85% |
| 20261014 | $61.65 | $44.00 | 39.7% | 92% |
| 20261013 | $60.55 | $44.35 | 39.4% | 90% |
| 20261012 | $58.75 | $18.50 | 37.8% | 80% |
| 20261009 | $57.70 | $20.45 | 39.0% | 88% |
| 20261008 | $58.00 | $26.20 | 39.3% | 90% |
| 20261007 | $56.95 | $25.80 | 37.6% | 79% |
| 20261006 | $57.45 | $27.15 | 37.9% | 81% |
| 20261005 | $59.40 | $19.10 | 37.4% | 78% |
| 20261002 | $54.60 | $22.55 | 37.7% | 80% |
| 20261001 | $56.05 | $24.50 | 38.0% | 81% |
| 20260930 | $57.55 | $26.15 | 37.4% | 78% |
| 20260929 | $59.45 | $27.85 | 37.9% | 81% |
| 20260928 | $59.10 | $18.70 | 37.2% | 77% |
| 20260925 | $54.15 | $22.80 | 36.3% | 71% |
| 20260924 | $56.90 | $27.45 | 37.2% | 76% |
| 20260923 | $51.25 | $24.20 | 33.6% | 53% |
| 20260922 | $52.80 | $24.70 | 33.8% | 55% |
| 20260921 | $53.35 | $17.45 | 32.9% | 49% |
| 20260918 | $39.30 | $20.00 | 29.4% | 27% |
| 20260917 | $40.15 | $22.75 | 28.3% | 20% |
| 20260916 | $43.20 | $26.40 | 29.1% | 25% |
| 20260915 | $44.00 | $27.35 | 29.6% | 28% |
| 20260914 | $41.05 | $18.35 | 28.2% | 19% |
| 20260911 | $37.90 | $16.90 | 28.5% | 21% |
| 20260910 | $39.55 | $20.95 | 28.8% | 23% |
| 20260909 | $40.75 | $21.90 | 28.7% | 23% |
| 20260908 | $41.65 | $22.15 | 29.3% | 26% |
| 20260904 | $36.65 | $16.35 | 26.6% | 10% |
| 20260903 | $37.25 | $18.25 | 26.8% | 11% |
| 20260902 | $38.40 | $20.25 | 27.4% | 15% |
| 20260901 | $39.25 | $23.95 | 27.9% | 18% |
| 20260831 | $40.40 | $15.15 | 27.3% | 14% |
| 20260828 | $36.95 | $18.10 | 26.6% | 9% |
| 20260827 | $38.40 | $21.00 | 27.2% | 13% |
| 20260826 | $39.65 | $22.00 | 26.5% | 9% |
| 20260825 | $39.85 | $22.30 | 27.2% | 13% |
| 20260824 | $41.25 | $15.90 | 27.5% | 15% |
| 20260821 | $37.05 | $20.25 | 27.0% | 12% |
| 20260820 | $38.60 | $22.80 | 27.3% | 14% |
| 20260819 | $37.55 | $21.95 | 26.7% | 10% |
| 20260818 | $36.15 | $22.95 | 26.3% | 7% |
| 20260817 | $35.80 | $14.70 | 26.2% | 7% |
| 20260814 | $32.65 | $16.80 | 25.1% | 0% |
| 20260813 | $34.25 | $16.65 | 25.6% | 0% |
| 20260812 | $36.45 | $18.80 | 25.9% | 2% |
| 20260811 | $37.20 | $18.80 | 25.6% | 0% |
| 20260810 | $38.75 | $14.15 | 27.4% | 7% |
| 20260807 | — | — | 28.1% | 12% |
| 20260806 | $40.65 | $23.70 | 31.0% | 32% |
| 20260805 | $40.60 | $24.55 | 30.7% | 30% |
| 20260804 | $42.80 | $27.30 | 32.4% | 42% |
| 20260803 | $42.95 | $20.90 | 31.7% | 37% |
| 20260731 | $38.85 | $20.70 | 30.4% | 28% |
More on TMO
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.