THR (THERMON GROUP HOLDINGS, INC.)

Expected Move & Straddle Price History

The expected move for THR 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).

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.

Current THR Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
0.7%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to THR'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.
THR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260613 $0.00 $0.00 0.7% 21%
20260612 $0.00 $0.00 0.7% 21%
20260611 $0.00 $0.00 0.7% 20%
20260610 $0.00 $0.00 0.6% 19%
20260609 $0.00 $0.00 0.6% 19%
20260608 $0.00 $0.00 0.6% 17%
20260605 $0.00 $0.00 0.6% 15%
20260604 $0.00 $0.00 0.6% 15%
20260603 $0.00 $0.00 0.6% 14%
20260602 $0.00 $0.00 0.8% 27%
20260601 $0.00 $0.00 0.7% 25%
20260529 $6.08 $6.08 0.7% 21%
20260528 $6.25 $6.25 0.7% 21%
20260527 $6.35 $6.35 0.5% 10%
20260526 $6.00 $6.00 0.6% 18%
20260522 $6.28 $6.28 0.6% 15%
20260521 $5.62 $5.62 0.6% 11%
20260520 $5.97 $5.97 0.5% 8%
20260519 $6.60 $6.60 0.6% 14%
20260518 $7.52 $7.52 0.6% 11%
20260515 $7.22 $2.33 0.5% 9%
20260514 $7.18 $3.22 0.5% 10%
20260513 $8.00 $3.30 0.6% 14%
20260512 $8.10 $2.98 0.5% 10%
20260511 $7.72 $3.45 0.4% 0%
20260510 $8.18 $3.40 0.6% 12%
20260508 $8.18 $3.40 0.6% 11%
20260507 $8.03 $3.65 0.4% 0%
20260506 $8.68 $4.20 0.5% 0%
20260505 $7.45 $3.90 0.5% 0%
20260504 $8.00 $4.92 0.5% 0%
20260502 $5.38 $5.38 1.5% 81%
20260501 $5.38 $5.38 1.6% 93%
20260430 $5.20 $5.20 1.4% 68%
20260429 $5.67 $5.67 1.4% 70%
20260428 $4.95 $4.95 1.4% 66%
20260427 $5.30 $5.30 1.3% 65%
20260424 $5.15 $5.15 1.2% 53%
20260423 $5.25 $5.25 1.2% 55%
20260422 $6.50 $6.50 1.2% 51%
20260421 $5.12 $5.12 1.1% 52%
20260420 $6.67 $6.67 1.1% 47%
20260417 $5.90 $2.52 1.1% 45%
20260416 $6.38 $3.05 1.1% 44%
20260415 $6.45 $4.50 1.0% 43%
20260414 $6.85 $4.60 1.1% 47%
20260413 $6.70 $4.80 1.0% 43%
20260410 $7.12 $5.15 1.1% 45%
20260409 $7.00 $4.85 1.0% 38%
20260408 $7.82 $5.07 0.9% 29%
20260407 $7.25 $4.85 1.0% 43%
20260406 $7.15 $5.00 1.0% 38%
20260402 $7.62 $5.05 0.9% 32%
20260401 $4.75 $4.75 0.8% 23%
20260331 $5.00 $5.00 0.9% 30%
20260330 $5.12 $5.12 0.9% 29%
20260327 $5.12 $5.12 0.7% 16%
20260326 $5.00 $5.00 0.8% 23%
20260325 $4.85 $4.85 0.7% 16%
20260324 $5.35 $5.35 0.8% 20%