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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thermon Group Holdings (THR) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.5
Avg Daily Volume: 208,256    Market Cap: 1.1B
Sector: Industrial Goods    Short Interest: 2.02
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 6, 2025 BO 3.2 $29.41 @$30.00 $2.58
($29.41)
8.6% 14.62% O 11.52% O $32.80 $5.55
( $32.80 )
115.12%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 BO 2.4 $27.16 @$25.00
Aug. 3, 2023 BO 2.1 $27.90 @$30.00

 
 
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