How often does Thermo Fisher Scientific move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

TMONYSEMeasuring & Controlling Devices, NEC

Thermo Fisher Scientific Inc. (TMO) earnings date, market-implied expected move, and options open interest by expiry

695.26

Closed19:21 ET

Open714.56Volume2.1MMkt cap$258.2BP/E36.61EPS18.99Div yield0.26%

Day692.60 – 715.0012%52-wk434.50 – 711.8594%

TMO

Thermo Fisher Scientific Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

before open · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

+0.97%

vs ±4.9% implied · ×0.20

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Linked news

1dHRMY · customerHarmony Biosciences CEO to retire; COO named successor with $725,000 base salary
1dPCRX · customerViatris Announces Commencement of Tender Offer to Acquire Pacira BioSciences, Inc.
2dCDNA · customerCareDx reports net income of $19,292 thousand for quarter ended Sept. 30, 2026

News

Largest filed tie

13F top-10 QoQ

+4.31%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

2,632 managers

Top fund weight

3.24%

TMO weight · XLV

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Thermo Fisher Scientific (TMO) is expected to report on Jan 28 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±4.2%
avg realized: ±5.0%

Jan 30 '25Jan 30 '25confirmed±3.4%▲+6.78%×1.99

Apr 23 '25Apr 23 '25confirmed±4.2%▼−0.71%×0.17

Jul 23 '25Jul 23 '25confirmed±4.5%▲+9.14%×2.05

Oct 22 '25Oct 22 '25confirmed±4.2%▲+1.65%×0.39

Jan 29 '26Jan 29 '26confirmed±3.7%▼−2.61%×0.70

Q1 FY26Apr 23 '26confirmed±4.1%▼−9.20%×2.27

Q2 FY26Jul 23 '26confirmed±4.9%▲+8.71%×1.77

Q3 FY26Oct 21 '26confirmed±4.9%▲+0.97%×0.20

quarterimplied−10%0+10%realized×

Q3 FY26±4.9%▲+0.97%×0.20

Q2 FY26±4.9%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

1.21OI · 8 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5 nearer expiries

1,379+25%Nov 65d3.71372+16%3.71

1,439+5%Nov 1312d7.57190+30%7.57

6,742+2%Nov 2019d0.739,245+1%0.73

106+4%Nov 2726d0.43248+3%0.43

61—Dec 433d2.2627—2.26

6,083+1%Dec 1847d1.175,218+1%1.17

8,670+1%Jan 1575d1.048,313+1%1.04

report · Jan 28 · before open · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 65d1,379+25%372+16%3.71

Nov 1312d1,439+5%190+30%7.57

Nov 2019d6,742+2%9,245

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

14.23%as filednet margin · revenue +1.19% QoQ · +9.13% YoY

Revenue

$12.1B+1.19% QoQ

Gross profit

$5.1B+5.10% QoQ

42.28% margin

Operating income

$2.3B+8.43% QoQ

18.65% margin

Pre-tax income

$2.1B+8.52% QoQ

Net income

$1.7B−0.80% QoQ

14.23% margin

Cost of revenue

$7.0B−1.49% QoQ

Operating expenses

$2.9B+2.61% QoQ

SG&A $2.3B

R&D $348M

Other operating $199M

Other expense

$175M

Tax

$352M+110.78% QoQ

Revenue$12.1B+1.19%

Gross profit

$5.1B+5.10%

42.28% margin

Operating income

$2.3B+8.43%

18.65% margin

Pre-tax income

$2.1B+8.52%

Net income

$1.7B−0.80%

14.23% margin

Cost of revenue

$7.0B−1.49%

Operating expenses

$2.9B+2.61%

SG&A $2.3B

R&D $348M

Other operating $199M

Other expense

$175M

Tax$352M+110.78%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 26 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:15 ET

Intraday

Event sensitivity

NFP ×1.45· ±1.8% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%4 of 10×1.45

PPIproducer prices±1.7%5 of 11×1.36

GDPgross domestic product±1.6%13 of 20×1.30

PCEpersonal income & outlays±1.4%11 of 20×1.15

FOMCrate decision±1.4%9 of 25×1.09

CPROFcorporate profits±1.4%8 of 12×1.09

CPIconsumer prices±1.1%4 of 11×0.88

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 4.64 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	4.64	—
Q2 FY26	Jul 23 '26 · confirmed	4.68	—
Q1 FY26	Apr 23 '26 · confirmed	4.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod