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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Treehouse Foods (THS) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2026 BO
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 4.5
Avg Daily Volume: 1,015,134    Market Cap: 962.0M
Sector: Consumer Goods    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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. 10, 2025 BO None $19.05 @$20.00 $3.43
($19.05)
17.15% 26.29% O 22.67% O $23.37 $3.38
( $23.37 )
-1.46%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2025 BO 4.2 $33.26 @$35.00
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

 
 
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