Tower Semiconductor Ltd TSEM 166.48 -21.44 -11.41%
Expected move
October 30, 2026 close · $166.22| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session Earnings | ±8.6% ±$14.21 | $152.01 – $180.43 | $148.42 – $184.02 | $135.25 – $197.19 |
| 2 sessions Earnings | ±9.7% ±$16.09 | $150.13 – $182.31 | $146.19 – $186.25 | $131.35 – $201.09 |
| 3 sessions Earnings | ±10.8% ±$17.87 | $148.35 – $184.09 | $144.23 – $188.21 | $127.87 – $204.57 |
| 1 week Earnings | ±12.2% ±$20.21 | $146.01 – $186.43 | $141.12 – $191.32 | $123.72 – $208.72 |
| 2 weeks Earnings | ±14.9% ±$24.73 | $141.49 – $190.95 | $135.67 – $196.77 | $114.08 – $218.36 |
| 3 weeks Earnings | ±17.1% ±$28.37 | $137.85 – $194.59 | $131.08 – $201.36 | $106.58 – $225.86 |
| 1 month Earnings | ±19.3% ±$32.11 | $134.11 – $198.33 | $126.38 – $206.06 | $98.70 – $233.74 |
Earnings: priced against what happened
Average implied move
±11.34%
Average actual move
9.98%
Beyond the implied move
3 / 6
Median IV change
-21.53%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 04, 2026 | ±13.59% | +2.22% | 0.16× | — |
| May 13, 2026 | ±12.66% | +22.61% | 1.79× | 108.7% → 99.7% |
| August 04, 2025 | ±11.19% | +14.13% | 1.26× | — |
| May 14, 2025 | ±7.98% | +5.11% | 0.64× | — |
| February 10, 2025 | ±10.69% | -3.45% | 0.32× | 66.2% → 43.2% |
| November 13, 2024 | ±11.95% | +12.34% | 1.03× | — |