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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Treehouse Foods (THS) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 4.2
Avg Daily Volume: 772,292    Market Cap: 2.02B
Sector: Consumer Goods    Short Interest: 7.67
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Nov. 12, 2024 BO 3.5 $37.20 @$35.00 $4.25
($37.20)
12.14% -24.62% O -14.32% O $31.87 $3.88
( $31.87 )
-8.71%
Aug. 5, 2024 BO 3.7 $39.31 @$40.00 $3.60
($39.31)
9.0% -6.15% I -2.49% I $38.33 $3.00
( $38.33 )
-16.67%
May 6, 2024 BO 3.6 $37.26 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2024 BO 3.2 $42.74 @$45.00
Nov. 6, 2023 BO 3.0 $42.50 @$40.00
Aug. 7, 2023 BO 3.2 $52.03 @$50.00
May 8, 2023 BO 3.3 $54.26 @$55.00
Feb. 13, 2023 BO 3.1 $48.33 @$50.00
Aug. 8, 2022 BO 3.0 $42.68 @$45.00
May 9, 2022 BO 2.6 $30.54 @$30.00

 
 
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