TSEM (Tower Semiconductor Ltd)
Expected Move & Straddle Price History
The expected move for TSEM 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 TSEM Expected Move
30-Day Straddle
$33.50
7-Day Straddle
$16.80
Avg IV
0.7%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to TSEM'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.
TSEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $33.50 | $16.80 | 0.7% | 0% |
| 20260903 | $30.45 | $14.35 | 0.8% | 1% |
| 20260902 | $32.40 | $17.30 | 0.8% | 1% |
| 20260901 | $32.05 | $18.25 | 0.8% | 7% |
| 20260831 | $33.10 | $10.80 | 0.8% | 0% |
| 20260828 | $30.75 | $15.50 | 0.8% | 1% |
| 20260827 | $35.70 | $18.15 | 0.8% | 1% |
| 20260826 | $36.00 | $21.90 | 0.8% | 0% |
| 20260825 | $37.30 | $20.35 | 0.8% | 0% |
| 20260824 | $38.60 | $15.85 | 0.8% | 0% |
| 20260821 | $36.45 | $18.65 | 0.9% | 15% |
| 20260820 | $38.70 | $20.00 | 0.9% | 8% |
| 20260819 | $38.55 | $23.80 | 0.9% | 9% |
| 20260818 | $44.65 | $26.65 | 1.0% | 23% |
| 20260817 | $50.30 | $20.65 | 1.1% | 35% |
| 20260814 | $46.50 | $23.35 | 0.8% | 3% |
| 20260813 | $46.70 | $26.75 | 0.9% | 10% |
| 20260812 | $49.30 | $27.25 | 0.9% | 12% |
| 20260811 | $47.50 | $28.20 | 0.9% | 7% |
| 20260810 | $52.50 | $21.20 | 0.9% | 11% |
| 20260806 | $49.10 | $25.55 | 1.0% | 16% |
| 20260805 | $47.20 | $26.55 | 1.0% | 17% |
| 20260804 | $56.95 | $32.60 | 1.1% | 24% |
| 20260803 | $58.20 | $31.85 | 1.1% | 27% |
| 20260731 | $51.45 | $31.05 | 1.1% | 26% |
| 20260730 | $49.15 | $34.20 | 1.1% | 26% |
| 20260729 | $49.05 | $31.30 | 1.1% | 32% |
| 20260728 | $52.90 | $36.55 | 1.1% | 26% |
| 20260727 | $58.25 | $24.00 | 1.1% | 28% |
| 20260724 | $56.70 | $26.50 | 1.2% | 39% |
| 20260723 | $64.85 | $34.10 | 1.2% | 37% |
| 20260722 | $64.25 | $35.40 | 1.2% | 40% |
| 20260721 | $65.80 | $38.50 | 1.3% | 50% |
| 20260720 | $60.15 | $23.10 | 1.2% | 38% |
| 20260716 | $60.80 | $30.25 | 1.1% | 30% |
| 20260715 | $63.45 | $33.75 | 1.1% | 30% |
| 20260714 | $63.90 | $35.20 | 1.1% | 31% |
| 20260713 | $58.90 | $22.95 | 1.1% | 28% |
| 20260710 | $51.55 | $21.80 | 1.1% | 29% |
| 20260709 | $55.15 | $26.20 | 1.1% | 29% |
| 20260708 | $55.45 | $28.30 | 1.1% | 34% |
| 20260707 | $54.00 | $31.60 | 1.1% | 34% |
| 20260706 | $55.50 | $23.20 | 1.1% | 31% |
| 20260702 | $50.65 | $28.15 | 1.1% | 29% |
| 20260701 | $55.15 | $29.70 | 1.0% | 24% |
| 20260630 | $58.95 | $33.20 | 1.0% | 22% |
| 20260629 | $59.75 | $21.85 | 1.0% | 23% |
| 20260626 | $55.25 | $25.40 | 1.0% | 22% |
| 20260625 | $59.50 | $30.45 | 1.0% | 24% |
| 20260624 | $65.75 | $35.95 | 1.0% | 27% |
| 20260623 | $67.75 | $38.40 | 1.0% | 29% |
| 20260622 | $74.95 | $31.45 | 1.0% | 28% |
| 20260618 | $59.65 | $33.10 | 1.2% | 46% |
| 20260617 | $56.05 | $31.05 | 1.3% | 58% |
| 20260616 | $58.25 | $37.05 | 1.3% | 50% |
| 20260615 | $64.20 | $23.80 | 1.5% | 69% |
| 20260613 | $54.55 | $27.65 | 1.0% | 23% |
| 20260612 | $55.15 | $26.45 | 1.0% | 23% |
| 20260611 | $55.85 | $29.90 | 1.0% | 22% |
| 20260610 | $52.40 | $30.15 | 1.0% | 27% |