TSEM · Expected Move
Tower Semiconductor Ltd
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).
TSEM 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 TSEM Expected Move
30-Day Straddle
$38.85
7-Day Straddle
$14.55
30-Day ATM IV
84.8%
IV Rank
35%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $38.85 | $14.55 | 84.8% | 35% |
| 20261016 | $38.20 | $17.95 | 89.7% | 46% |
| 20261015 | $40.05 | $21.10 | 85.3% | 36% |
| 20261014 | $40.30 | $21.15 | 84.8% | 36% |
| 20261013 | $41.90 | $22.15 | 81.5% | 29% |
| 20261012 | $38.75 | $14.65 | 76.0% | 17% |
| 20261009 | $36.55 | $16.60 | 72.7% | 11% |
| 20261008 | $36.20 | $18.95 | 71.2% | 8% |
| 20261007 | $40.75 | $22.40 | 71.7% | 9% |
| 20261006 | $43.95 | $24.35 | 72.2% | 10% |
| 20261005 | $42.00 | $16.80 | 71.5% | 8% |
| 20261002 | $37.90 | $17.40 | 71.4% | 8% |
| 20261001 | $39.40 | $21.15 | 72.5% | 10% |
| 20260930 | $37.25 | $21.35 | 70.0% | 5% |
| 20260929 | $40.05 | $22.25 | 73.0% | 11% |
| 20260928 | $37.85 | $16.20 | 71.3% | 8% |
| 20260925 | $35.70 | $16.95 | 69.4% | 4% |
| 20260924 | $33.80 | $18.05 | 70.2% | 6% |
| 20260923 | $37.55 | $20.60 | 71.4% | 8% |
| 20260922 | $37.70 | $22.15 | 68.3% | 2% |
| 20260921 | $38.90 | $15.55 | 70.1% | 5% |
| 20260918 | $33.95 | $16.20 | 68.5% | 2% |
| 20260917 | $33.45 | $19.40 | 68.2% | 2% |
| 20260916 | $31.50 | $17.40 | 67.8% | 1% |
| 20260915 | $31.45 | $19.60 | 69.8% | 5% |
| 20260914 | $30.75 | $12.30 | 70.2% | 6% |
| 20260911 | $31.75 | $14.82 | 69.0% | 3% |
| 20260910 | $34.15 | $17.25 | 72.1% | 10% |
| 20260909 | $36.00 | $20.25 | 72.8% | 11% |
| 20260908 | $38.20 | $20.50 | 75.1% | 16% |
| 20260904 | $33.50 | $16.80 | 69.8% | 5% |
| 20260903 | $30.45 | $14.35 | 67.4% | 0% |
| 20260902 | $32.40 | $17.30 | 69.1% | 2% |
| 20260901 | $32.05 | $18.25 | 68.7% | 1% |
| 20260831 | $33.10 | $10.80 | 68.7% | 1% |
| 20260828 | $30.75 | $15.50 | 68.1% | 0% |
| 20260827 | $35.70 | $18.15 | 72.8% | 2% |
| 20260826 | $36.00 | $21.90 | 72.1% | 0% |
| 20260825 | $37.30 | $20.35 | 75.0% | 4% |
| 20260824 | $38.60 | $15.85 | 77.3% | 9% |
| 20260821 | $36.45 | $18.65 | 75.2% | 4% |
| 20260820 | $38.70 | $20.00 | 77.1% | 9% |
| 20260819 | $38.55 | $23.80 | 73.3% | 0% |
| 20260818 | $44.65 | $26.65 | 80.5% | 4% |
| 20260817 | $50.30 | $20.65 | 81.4% | 6% |
| 20260814 | $46.50 | $23.35 | 79.0% | 0% |
| 20260813 | $46.70 | $26.75 | 82.5% | 0% |
| 20260812 | $49.30 | $27.25 | 83.4% | 3% |
| 20260811 | $47.50 | $28.20 | 82.5% | 0% |
| 20260810 | $52.50 | $21.20 | 86.7% | 8% |
| 20260807 | — | — | 87.1% | 9% |
| 20260806 | $49.10 | $25.55 | 96.9% | 40% |
| 20260805 | $47.20 | $26.55 | 97.6% | 42% |
| 20260804 | $56.95 | $32.60 | 103.4% | 61% |
| 20260803 | $58.20 | $31.85 | 106.6% | 71% |
| 20260731 | $51.45 | $31.05 | 105.5% | 69% |
| 20260730 | $49.15 | $34.20 | 104.7% | 67% |
| 20260729 | $49.05 | $31.30 | 113.2% | 93% |
| 20260728 | $52.90 | $36.55 | 112.5% | 92% |
| 20260727 | $58.25 | $24.00 | 112.2% | 91% |
More on TSEM
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.