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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Treehouse Foods (THS) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.2
Avg Daily Volume: 505,974    Market Cap: 2.02B
Sector: Consumer Goods    Short Interest: 7.67
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 8.72%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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, 2024 BO None $0.00 @$35.00 $3.20
($36.69)
8.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 16, 2024 BO 2.8 $42.74 @$45.00 $4.90
($42.74)
10.89% -16.0% O -15.48% O $36.12 $8.80
( $36.12 )
79.59%
Aug. 7, 2023 BO 3.1 $52.03 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2022 BO 3.0 $42.68 @$45.00
May 9, 2022 BO 2.6 $30.54 @$30.00
Feb. 14, 2022 BO 2.7 $35.28 @$35.00
Nov. 8, 2021 BO 2.7 $35.94 @$35.00
Aug. 5, 2021 BO 2.6 $42.18 @$40.00
May 6, 2021 BO 2.7 $48.26 @$50.00
Feb. 11, 2021 BO 3.1 $50.69 @$50.00

 
 
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