TEM - Latest News
Tempus AI, Inc. (TEM), operates in Healthcare / Medical - Healthcare Information Services, trades on NASDAQ.
Market capitalization stands near $9.13B. Beta to the broader market is 3.58.
The article list below shows the most recent TEM headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent TEM Headlines
Tempus AI's FDA Win Could Unlock Major Reimbursement Growth Ahead
zacks.com - Aug 13, 2026
TEM's FDA approval for xT could unlock $85 million in annual revenue from higher pricing, with bigger gains tied to xF.
Is Tempus AI Worth Buying as Growth Improves but Valuation Stays High?
zacks.com - Aug 12, 2026
TEM's faster growth, rising data demand and reimbursement potential strengthen the bull case, but high valuation and cash burn keep risks in focus.
The Biggest IPO of the Year Is Targeted in the Next 60 Days. Why One Unexpected Industry Could Rally Before Then (Hint: It’s Not Tech)
247wallst.com - Aug 11, 2026
Anthropic is preparing what could be the largest IPO of 2026, and it's telling investors the pitch goes well beyond chatbots. According to the Wall S
Tempus Q2 Earnings Call Highlights Data Growth and Pricing Upside
zacks.com - Aug 11, 2026
TEM raises its 2026 revenue outlook as oncology testing, data demand and FDA-linked pricing gains support growth and cash flow improvement.
CellCarta Adds Tempus to CDx Commercialization Lab Network
prnewswire.com - Aug 6, 2026
Tempus joins as a second commercial laboratory partnership to support oncology-focused access within CellCarta's CDx Accelerator Model. MONTREAL, Aug
How News Affects TEM Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track TEM's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked TEM news questions
- What is the latest TEM news headline?
- The most recent TEM headline (Aug 13, 2026) is "Tempus AI's FDA Win Could Unlock Major Reimbursement Growth Ahead". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the TEM news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What TEM news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual TEM options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.