Thermo Fisher Scientific TMO 676.94 -29.22 -4.14%
Expected move
November 05, 2026 close · $680.33| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.7% ±$11.29 | $669.03 – $691.62 | $666.79 – $693.86 | $656.17 – $704.48 |
| 2 sessions | ±2.3% ±$15.64 | $664.68 – $695.97 | $661.34 – $699.31 | $646.58 – $714.07 |
| 3 sessions | ±2.9% ±$19.72 | $660.60 – $700.05 | $656.79 – $703.86 | $638.35 – $722.30 |
| 1 week | ±3.7% ±$25.03 | $655.29 – $705.36 | $649.64 – $711.01 | $626.92 – $733.73 |
| 2 weeks | ±5.2% ±$35.17 | $645.15 – $715.50 | $636.78 – $723.87 | $605.29 – $755.36 |
| 3 weeks | ±6.2% ±$42.38 | $637.94 – $722.71 | $627.60 – $733.05 | $590.73 – $769.92 |
| 1 month | ±7.2% ±$48.77 | $631.55 – $729.10 | $619.37 – $741.28 | $576.85 – $783.80 |
Earnings: priced against what happened
Average implied move
±5.18%
Average actual move
5.92%
Beyond the implied move
4 / 6
Median IV change
-30.06%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 21, 2026 | ±5.77% | +0.97% | 0.17× | — |
| July 23, 2026 | ±6.18% | +8.71% | 1.41× | — |
| April 23, 2026 | ±4.81% | -9.20% | 1.91× | — |
| July 23, 2025 | ±4.99% | +9.14% | 1.83× | — |
| April 23, 2025 | ±5.54% | -0.71% | 0.13× | 50.1% → 35.0% |
| January 30, 2025 | ±3.78% | +6.78% | 1.79× | — |