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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thor Industries (THO) - NYSE Next Earnings Date: OS Estimate: June 4, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.2
Avg Daily Volume: 492,902    Market Cap: 6.88B
Sector: Consumer Goods    Short Interest: 7.92
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 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 $9.95
($103.00)
9.48% 9.65% O 1.44% I $104.49 $4.95
( $104.49 )
-50.25%
Sept. 25, 2023 AC 2.6 $94.82 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Dec. 8, 2021 BO 3.4 $106.39 @$105.00

 
 
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