TEM - Latest News
Tempus AI, Inc. (TEM), operates in Healthcare / Medical - Healthcare Information Services, trades on NASDAQ.
Market capitalization stands near $8.01B. Beta to the broader market is 3.99.
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 Expands Strategic Collaboration with Bristol Myers Squibb to Enhance the Probability of Success Across Clinical Development Programs In Oncology and Neuroscience
businesswire.com - May 14, 2026
CHICAGO--(BUSINESS WIRE)--Tempus AI, Inc. (NASDAQ: TEM), a technology company leading the adoption of AI to advance precision medicine, today announc
Ambry Genetics' CARE Program® Wins 2026 MedTech Breakthrough Award for “Best Overall Health Informatics Solution”
businesswire.com - May 11, 2026
ALISO VIEJO, Calif. --(BUSINESS WIRE)--Ambry Genetics, a leader in clinical genomic testing, and a wholly owned subsidiary of Tempus AI, Inc.
Tempus AI: My Pick For An Oncoming Boom In Demand For Data-Driven Precision Medicine
seekingalpha.com - May 8, 2026
Tempus AI, Inc. is positioned as a data-driven precision medicine leader, leveraging AI and a vast multi-modal patient database to drive diagnostics
3 Stocks Poised to Disrupt the Healthcare Market by 2030
fool.com - May 8, 2026
The old healthcare model is breaking down.
Tempus Announces Pricing of Upsized Offering of $400.0 Million of Convertible Senior Notes
businesswire.com - May 8, 2026
CHICAGO--(BUSINESS WIRE)--Tempus AI, Inc. (“Tempus”) (NASDAQ: TEM), a technology company leading the adoption of AI to advance precision medicine and
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 (May 14, 2026) is "Tempus Expands Strategic Collaboration with Bristol Myers Squibb to Enhance the Probability of Success Across Clinical Development Programs In Oncology and Neuroscience". 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.