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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Treehouse Foods (THS) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.5
Avg Daily Volume: 758,017    Market Cap: 926.2M
Sector: Consumer Goods    Short Interest: 6.3
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
July 31, 2025 BO 4.4 $20.57 @$20.00 $2.95
($20.57)
14.75% -10.06% I -6.56% I $19.22 $1.50
( $19.22 )
-49.15%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2024 BO 3.5 $37.20 @$35.00
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

 
 
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