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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thor Industries (THO) - NYSE Next Earnings Date: OS Estimate: Sept. 25, 2024 BO
OS Projected Window: Sept. 23, 2024 to Sept. 28, 2024
EVR: 3.2
Avg Daily Volume: 590,579    Market Cap: 6.88B
Sector: Consumer Goods    Short Interest: 7.92
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
June 5, 2024 BO 3.2 $95.96 @$95.00 $9.45
($95.96)
9.95% -4.87% I 0.71% I $96.65 $5.60
( $96.65 )
-40.74%
March 6, 2024 BO 2.7 $126.59 @$125.00 $10.25
($126.59)
8.2% -16.65% O -15.44% O $107.04 $18.40
( $107.04 )
79.51%
Dec. 6, 2023 BO 2.6 $103.00 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 25, 2023 AC 2.6 $94.82 @$95.00
June 6, 2023 BO 2.2 $79.16 @$80.00
March 7, 2023 BO 2.4 $92.58 @$95.00
Dec. 7, 2022 BO 2.5 $84.00 @$85.00
Sept. 28, 2022 BO 2.8 $71.75 @$70.00
June 8, 2022 BO 3.1 $76.23 @$75.00
March 9, 2022 BO 3.0 $84.68 @$85.00

 
 
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