Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: Estimated on May 23, 2024
EVR: 2.3
Avg Daily Volume: 228,417    Market Cap: 1.04B
Sector: Industrial Goods    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 34 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
Aug. 4, 2022 BO 2.3 $15.84 @$15.00 $1.10
($15.84)
7.33% 4.54% I 3.47% I $16.39 $1.62
( $16.39 )
47.27%
May 26, 2022 BO 2.5 $15.51 @$15.00 $2.50
($15.51)
16.67% 3.15% I 1.28% I $15.71 $1.55
( $15.71 )
-38.0%
Feb. 3, 2022 BO 2.8 $17.46 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2021 BO 2.7 $18.78 @$20.00
Aug. 5, 2021 BO 2.7 $16.79 @$17.50
May 31, 2021 BO 3.2 $17.43 @$17.50
Feb. 4, 2021 BO 3.3 $15.80 @$15.00
Nov. 5, 2020 BO 3.2 $10.13 @$10.00
Aug. 6, 2020 BO 3.2 $14.61 @$15.00
June 1, 2020 BO 3.0 $16.03 @$15.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US