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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: Estimated on May 21, 2026
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 3.4
Avg Daily Volume: 518,188    Market Cap: 1.8B
Sector: Industrial Goods    Short Interest: 2.64
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 12.47%       Expires on: June 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 21, 2026 BO None $0.00 @$65.00 $8.07
($64.69)
12.47% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 5, 2026 BO 3.5 $46.19 @$45.00 $6.50
($46.19)
14.44% -6.86% I 5.58% I $48.77 $6.38
( $48.77 )
-1.85%
Nov. 6, 2025 BO 3.2 $29.41 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 2.8 $28.23 @$30.00
May 22, 2025 BO 3.1 $29.12 @$30.00
Feb. 6, 2025 BO 2.9 $26.95 @$25.00
Nov. 7, 2024 BO 2.8 $29.44 @$30.00
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

 
 
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