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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.2
Avg Daily Volume: 172,493    Market Cap: 936.7M
Sector: Industrial Goods    Short Interest: 0.99
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 7, 2025 BO 2.8 $28.23 @$30.00 $2.45
($28.23)
8.17% -13.81% O -11.61% O $24.95 $4.83
( $24.95 )
97.14%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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