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
$39.65
7-Day Straddle
$19.85
Avg IV
0.4%
IV Rank
49%
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
20260724 $39.65 $19.85 0.4% 49%
20260723 $42.65 $22.95 0.5% 65%
20260722 $49.25 $36.45 0.5% 67%
20260721 $48.20 $34.40 0.4% 50%
20260720 $48.30 $33.20 0.5% 61%
20260716 $45.15 $33.95 0.5% 91%
20260715 $45.20 $31.95 0.5% 91%
20260714 $47.80 $34.90 0.5% 97%
20260713 $47.25 $16.65 0.5% 88%
20260710 $43.10 $17.60 0.5% 78%
20260709 $45.35 $20.40 0.5% 76%
20260708 $44.85 $22.40 0.5% 97%
20260707 $45.85 $23.55 0.4% 58%
20260706 $47.55 $18.95 0.5% 69%
20260702 $42.65 $18.95 0.4% 53%
20260701 $44.55 $21.70 0.5% 75%
20260630 $43.90 $23.50 0.4% 46%
20260629 $43.95 $12.60 0.5% 59%
20260626 $42.30 $18.15 0.5% 88%
20260625 $42.75 $21.10 0.5% 64%
20260624 $43.40 $22.25 0.5% 62%
20260623 $38.75 $21.00 0.5% 59%
20260622 $39.35 $15.25 0.4% 54%
20260618 $33.15 $15.80 0.4% 37%
20260617 $33.20 $19.00 0.4% 13%
20260616 $36.05 $21.65 0.4% 40%
20260615 $37.05 $13.20 0.4% 12%
20260613 $33.95 $16.15 0.4% 37%
20260612 $33.90 $15.85 0.3% 0%
20260611 $35.00 $18.40 0.4% 32%
20260610 $36.30 $19.70 0.3% 2%
20260609 $38.05 $22.65 0.4% 38%
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%