Optionslam.com

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

 
Treehouse Foods (THS) - NYSE Next Earnings Date: Estimated on Aug. 4, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.4
Avg Daily Volume: 702,981    Market Cap: 1.7B
Sector: Consumer Goods    Short Interest: 4.63
Live Interactive Chart
Days to Next Earnings: 55 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 6, 2025 BO 4.7 $23.45 @$22.50 $2.75
($23.45)
12.22% -10.49% I -5.84% I $22.08 $1.48
( $22.08 )
-46.18%
Feb. 14, 2025 BO 4.2 $33.26 @$35.00 $4.25
($33.26)
12.14% 22.57% O -0.6% I $33.06 $2.15
( $33.06 )
-49.41%
Nov. 12, 2024 BO 3.5 $37.20 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2024 BO 3.7 $39.31 @$40.00
May 6, 2024 BO 3.6 $37.26 @$35.00
Feb. 16, 2024 BO 3.2 $42.74 @$45.00
Nov. 6, 2023 BO 3.0 $42.50 @$40.00
Aug. 7, 2023 BO 3.2 $52.03 @$50.00
May 8, 2023 BO 3.3 $54.26 @$55.00
Feb. 13, 2023 BO 3.1 $48.33 @$50.00

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