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
$50.70
7-Day Straddle
$28.80
Avg IV
1.0%
IV Rank
28%
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 |
|---|---|---|---|---|
| 20260605 | $50.70 | $28.80 | 1.0% | 28% |
| 20260604 | $53.15 | $29.80 | 1.0% | 22% |
| 20260603 | $58.30 | $34.15 | 1.0% | 25% |
| 20260602 | $59.45 | $37.15 | 1.0% | 31% |
| 20260601 | $57.50 | $24.90 | 1.0% | 25% |
| 20260529 | $51.85 | $27.60 | 1.0% | 25% |
| 20260528 | $56.70 | $32.05 | 0.9% | 21% |
| 20260527 | $57.35 | $34.40 | 0.9% | 18% |
| 20260526 | $61.20 | $38.50 | 1.0% | 25% |
| 20260522 | $54.05 | $27.25 | 1.1% | 39% |
| 20260521 | $56.55 | $30.65 | 1.2% | 43% |
| 20260520 | $55.85 | $33.00 | 1.1% | 39% |
| 20260519 | $52.95 | $31.80 | 1.1% | 34% |
| 20260518 | $51.80 | $24.15 | 1.1% | 36% |
| 20260515 | $53.50 | $28.35 | 0.9% | 23% |
| 20260514 | $57.90 | $33.90 | 1.0% | 28% |
| 20260513 | $54.60 | $33.90 | 0.9% | 24% |
| 20260512 | $50.05 | $36.05 | 1.0% | 31% |
| 20260511 | $52.90 | $31.70 | 1.0% | 31% |
| 20260510 | $48.05 | $30.25 | 1.0% | 27% |
| 20260508 | $44.55 | $30.25 | 1.0% | 28% |
| 20260507 | $45.35 | $30.70 | 1.0% | 25% |
| 20260506 | $47.25 | $33.10 | 1.0% | 22% |
| 20260505 | $49.10 | $35.05 | 1.0% | 21% |
| 20260504 | $47.80 | $18.95 | 1.0% | 20% |
| 20260502 | $46.05 | $20.80 | 1.0% | 22% |
| 20260501 | $46.05 | $20.80 | 1.0% | 21% |
| 20260430 | $47.15 | $23.70 | 1.0% | 21% |
| 20260429 | $42.60 | $23.90 | 1.0% | 20% |
| 20260428 | $41.25 | $23.85 | 0.9% | 18% |
| 20260427 | $44.85 | $18.45 | 1.0% | 20% |
| 20260424 | $41.40 | $20.10 | 1.0% | 21% |
| 20260423 | $42.10 | $21.15 | 1.0% | 20% |
| 20260422 | $44.75 | $24.00 | 1.0% | 19% |
| 20260421 | $47.80 | $27.15 | 1.0% | 22% |
| 20260420 | $50.05 | $18.30 | 1.0% | 21% |
| 20260417 | $46.80 | $20.90 | 1.2% | 33% |
| 20260416 | $45.00 | $21.90 | 1.0% | 20% |
| 20260415 | $47.30 | $26.30 | 1.1% | 28% |
| 20260414 | $46.65 | $25.10 | 1.2% | 35% |
| 20260413 | $45.00 | $17.55 | 1.1% | 30% |
| 20260410 | $38.35 | $19.50 | 0.9% | 13% |
| 20260409 | $39.05 | $21.10 | 0.9% | 13% |
| 20260408 | $39.20 | $22.90 | 0.8% | 12% |
| 20260407 | $39.40 | $24.30 | 0.9% | 19% |
| 20260406 | $40.00 | $16.45 | 0.9% | 19% |
| 20260402 | $39.80 | $20.60 | 0.9% | 15% |
| 20260401 | $26.20 | $26.20 | 1.8% | 77% |
| 20260331 | $25.30 | $25.30 | 1.5% | 61% |
| 20260330 | $25.15 | $25.15 | 1.5% | 56% |
| 20260327 | $28.30 | $28.30 | 1.2% | 40% |
| 20260326 | $29.25 | $29.25 | 1.4% | 54% |
| 20260325 | $30.45 | $30.45 | 1.3% | 45% |
| 20260324 | $31.65 | $31.65 | 1.5% | 56% |
| 20260323 | $28.90 | $28.90 | 1.5% | 57% |
| 20260320 | $29.80 | $1.88 | 1.2% | 40% |
| 20260319 | $27.10 | $6.95 | 1.2% | 39% |
| 20260318 | $22.05 | $7.75 | 1.2% | 40% |
| 20260317 | $23.30 | $8.48 | 1.1% | 29% |
| 20260316 | $23.75 | $10.80 | 1.1% | 31% |