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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: OS Estimate: May 29, 2025 BO
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 3.1
Avg Daily Volume: 231,325    Market Cap: 927.1M
Sector: Industrial Goods    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 6, 2025 BO 2.9 $26.95 @$25.00 $2.75
($26.95)
11.0% 11.16% O -1.59% I $26.52 $2.20
( $26.52 )
-20.0%
Nov. 7, 2024 BO 2.8 $29.44 @$30.00 $2.50
($29.44)
8.33% -12.26% O -1.39% I $29.03 $2.50
( $29.03 )
0.0%
Oct. 31, 2024 BO 3.0 $26.61 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 29, 2024 BO 3.0 $34.88 @$35.00
Feb. 1, 2024 BO 2.4 $32.78 @$35.00
Nov. 2, 2023 BO 2.4 $27.16 @$25.00
Aug. 3, 2023 BO 2.1 $27.90 @$30.00
May 25, 2023 BO 2.1 $22.94 @$22.50
Feb. 2, 2023 BO 2.3 $23.15 @$22.50
Nov. 3, 2022 BO 2.3 $17.33 @$17.50

 
 
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