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
$66.30
7-Day Straddle
$38.55
Avg IV
1.2%
IV Rank
34%
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 |
|---|---|---|---|---|
| 20260721 | $66.30 | $38.55 | 1.2% | 34% |
| 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% |
| 20260609 | $51.70 | $33.35 | 1.0% | 26% |
| 20260608 | $55.25 | $22.70 | 1.0% | 25% |
| 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% |