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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thor Industries (THO) - NYSE Next Earnings Date: OS Estimate: June 2, 2026 BO
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 3.5
Avg Daily Volume: 864,579    Market Cap: 4.2B
Sector: Consumer Goods    Short Interest: 6.54
Live Interactive Chart
Days to Next Earnings: 63 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
March 3, 2026 BO 3.5 $95.69 @$95.00 $11.60
($95.69)
12.21% -7.64% I -5.55% I $90.37 $8.28
( $90.37 )
-28.62%
Dec. 3, 2025 BO 3.4 $110.21 @$110.00 $10.85
($110.21)
9.86% -10.0% O -9.48% I $99.76 $10.60
( $99.76 )
-2.3%
Sept. 24, 2025 BO 3.4 $102.25 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 4, 2025 BO 3.4 $82.41 @$80.00
March 5, 2025 BO 3.0 $95.23 @$95.00
Dec. 4, 2024 BO 3.0 $108.49 @$110.00
Sept. 24, 2024 BO 3.2 $103.19 @$105.00
June 5, 2024 BO 3.2 $95.96 @$95.00
March 6, 2024 BO 2.7 $126.59 @$125.00
Dec. 6, 2023 BO 2.6 $103.00 @$105.00

 
 
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