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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: OS Estimate: Aug. 20, 2025 BO
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.8
Avg Daily Volume: 206,162    Market Cap: 927.1M
Sector: Industrial Goods    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
May 22, 2025 BO 3.1 $29.12 @$30.00 $3.62
($29.12)
12.07% 3.6% I -0.85% I $28.87 $2.45
( $28.87 )
-32.32%
Feb. 6, 2025 BO 2.9 $26.95 @$25.00 $2.75
($26.95)
11.0% 11.16% O -1.59% I $26.52 $2.20
( $26.52 )
-20.0%
Nov. 7, 2024 BO 2.8 $29.44 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 BO 3.0 $26.61 @$25.00
May 29, 2024 BO 3.0 $34.88 @$35.00
Feb. 1, 2024 BO 2.4 $32.78 @$35.00
Nov. 2, 2023 BO 2.4 $27.16 @$25.00
Aug. 3, 2023 BO 2.1 $27.90 @$30.00
May 25, 2023 BO 2.1 $22.94 @$22.50
Feb. 2, 2023 BO 2.3 $23.15 @$22.50

 
 
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