ThetaOwl

Expected Move — TSEM

Data as of market close Apr 2, 2026

TSEM Expected Move Data

Nearest Expiry
2026-04-17
Expected Move
±14.4%
Expected Range
$169.25–$226.35
Days to Expiry
15
ATM Strike
$200.00
Spot Price
$197.80

Expected Move by Expiration (spot: $197.80)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1715$200.00±$28.55±14.4%$169.25$226.35
2026-05-1543$200.00±$53.00±26.8%$144.80$250.80
2026-06-1877$200.00±$66.75±33.8%$131.05$264.55
2026-07-17106$200.00±$37.65±19.0%$160.15$235.45
2026-08-21141$185.00±$49.75±25.1%$148.05$247.55
2026-09-18169$200.00±$46.90±23.7%$150.90$244.70
2026-10-16197$200.00±$50.40±25.5%$147.40$248.20
2027-01-15288$200.00±$118.00±59.7%$79.80$315.80
TSEM expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-171520028.5514.43169.25226.35
2026-05-15432005326.79144.8250.8
2026-06-187720066.7533.75131.05264.55
2026-07-1710620037.6519.03160.15235.45
2026-08-2114118549.7525.15148.05247.55
2026-09-1816920046.923.71150.9244.7
2026-10-1619720050.425.48147.4248.2
2027-01-1528820011859.6679.8315.8

Check the expected price move for TSEM by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.