THO · Expected Move

Thor Industries, Inc.

The expected move for THO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

THO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current THO Expected Move
30-Day Straddle
$10.95
7-Day Straddle
$5.78
30-Day ATM IV
49.0%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to THO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
THO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $10.95 $5.78 49.0% 93%
20261106 $10.70 $5.90 48.3% 88%
20261105 $11.40 $6.57 48.0% 86%
20261104 $6.05 $6.05 46.1% 72%
20261103 $6.22 $6.22 45.6% 68%
20261102 $6.08 $6.08 46.3% 74%
20261030 $5.33 $5.33 43.4% 52%
20261029 $6.03 $6.03 43.7% 54%
20261028 $6.30 $6.30 44.5% 60%
20261027 $6.00 $6.00 43.9% 56%
20261026 $6.18 $6.18 44.1% 57%
20261023 $6.60 $6.60 43.7% 54%
20261022 $6.75 $6.75 42.6% 46%
20261021 $6.30 $6.30 41.1% 35%
20261020 $6.67 $6.67 42.2% 43%
20261019 $6.55 $6.55 41.5% 38%
20261016 $7.00 $2.62 41.1% 35%
20261015 $7.25 $1.77 41.7% 40%
20261014 $6.62 $1.85 40.1% 28%
20261013 $6.70 $1.98 40.2% 29%
20261012 $6.78 $2.40 40.2% 29%
20261009 $7.25 $2.92 41.4% 22%
20261008 $7.15 $3.27 39.9% 14%
20261007 $7.45 $3.50 40.9% 18%
20261006 $7.85 $4.00 40.3% 16%
20261005 $7.58 $4.20 39.3% 12%
20261002 $4.10 $4.10 38.4% 8%
20261001 $4.30 $4.30 39.4% 12%
20260930 $4.95 $4.95 40.6% 17%
20260929 $4.72 $4.72 40.2% 16%
20260928 $5.25 $5.25 39.7% 14%
20260925 $5.58 $5.58 38.7% 10%
20260924 $5.72 $5.72 39.5% 13%
20260923 $5.88 $5.88 38.4% 9%
20260922 $6.05 $6.05 39.1% 11%
20260921 $6.90 $6.90 46.7% 41%
20260918 $7.45 $2.58 49.2% 51%
20260917 $7.65 $1.72 49.8% 54%
20260916 $7.95 $2.10 50.0% 54%
20260915 $8.50 $3.15 49.9% 54%
20260914 $8.55 $3.12 48.3% 48%
20260911 $9.00 $3.42 48.6% 49%
20260910 $9.00 $3.75 48.2% 47%
20260909 $9.32 $3.93 48.5% 48%
20260908 $9.20 $4.30 47.8% 45%
20260904 $9.55 $4.40 43.8% 30%
20260903 $9.45 $4.47 43.4% 28%
20260902 $4.58 $4.58 44.0% 31%
20260901 $4.97 $4.97 44.0% 30%
20260831 $5.50 $5.50 43.1% 27%
20260828 $6.07 $6.07 41.9% 22%
20260827 $5.85 $5.85 41.7% 21%
20260826 $6.22 $6.22 42.0% 23%
20260825 $6.22 $6.22 40.9% 18%
20260824 $6.80 $6.80 42.1% 23%
20260821 $6.72 $1.12 39.1% 11%
20260820 $6.85 $2.45 38.4% 8%
20260819 $6.60 $2.08 36.3% 0%
20260818 $7.05 $3.08 38.1% 1%
20260817 $6.92 $3.25 37.9% 0%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.