THR · Expected Move
THERMON GROUP HOLDINGS, INC.
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).
THR straddle price & implied vol
60 sessionsBars: 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 THR Expected Move
30-Day Straddle
$6.08
7-Day Straddle
$6.08
30-Day ATM IV
48.6%
IV Rank
39%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260529 | $6.08 | $6.08 | 48.6% | 39% |
| 20260528 | $6.25 | $6.25 | 46.7% | 31% |
| 20260527 | $6.35 | $6.35 | 43.7% | 19% |
| 20260526 | $6.00 | $6.00 | 40.2% | 6% |
| 20260522 | $6.28 | $6.28 | 43.6% | 19% |
| 20260521 | $5.62 | $5.62 | 39.2% | 2% |
| 20260520 | $5.97 | $5.97 | 38.8% | 0% |
| 20260519 | $6.60 | $6.60 | 43.1% | 15% |
| 20260518 | $7.52 | $7.52 | 49.7% | 38% |
| 20260515 | $7.22 | $2.33 | 45.7% | 24% |
| 20260514 | $7.18 | $3.22 | 40.9% | 6% |
| 20260513 | $8.00 | $3.30 | 46.6% | 27% |
| 20260512 | $8.10 | $2.98 | 49.0% | 36% |
| 20260511 | $7.72 | $3.45 | 46.0% | 24% |
| 20260510 | $8.18 | $3.40 | — | — |
| 20260508 | $8.18 | $3.40 | 47.0% | 27% |
| 20260507 | $8.03 | $3.65 | 45.5% | 22% |
| 20260506 | $8.68 | $4.20 | 46.4% | 25% |
| 20260505 | $7.45 | $3.90 | 39.3% | 0% |
| 20260504 | $8.00 | $4.92 | 45.1% | 17% |
| 20260502 | $5.38 | $5.38 | — | — |
| 20260501 | $5.38 | $5.38 | 48.9% | 30% |
| 20260430 | $5.20 | $5.20 | 48.9% | 30% |
| 20260429 | $5.67 | $5.67 | 51.5% | 40% |
| 20260428 | $4.95 | $4.95 | 46.7% | 22% |
| 20260427 | $5.30 | $5.30 | 55.4% | 53% |
| 20260424 | $5.15 | $5.15 | 48.4% | 28% |
| 20260423 | $5.25 | $5.25 | 48.9% | 30% |
| 20260422 | $6.50 | $6.50 | 53.4% | 46% |
| 20260421 | $5.12 | $5.12 | 51.0% | 37% |
| 20260420 | $6.67 | $6.67 | 56.7% | 58% |
| 20260417 | $5.90 | $2.52 | 49.3% | 31% |
| 20260416 | $6.38 | $3.05 | 51.0% | 37% |
| 20260415 | $6.45 | $4.50 | 50.6% | 36% |
| 20260414 | $6.85 | $4.60 | 53.9% | 58% |
| 20260413 | $6.70 | $4.80 | 51.8% | 54% |
| 20260410 | $7.12 | $5.15 | 52.8% | 57% |
| 20260409 | $7.00 | $4.85 | 50.6% | 51% |
| 20260408 | $7.82 | $5.07 | 54.1% | 60% |
| 20260407 | $7.25 | $4.85 | 58.5% | 72% |
| 20260406 | $7.15 | $5.00 | 55.7% | 65% |
| 20260402 | $7.62 | $5.05 | 53.5% | 59% |
| 20260401 | $4.75 | $4.75 | 53.6% | 59% |
| 20260331 | $5.00 | $5.00 | 55.4% | 64% |
| 20260330 | $5.12 | $5.12 | 51.7% | 54% |
| 20260327 | $5.12 | $5.12 | 50.8% | 51% |
| 20260326 | $5.00 | $5.00 | 51.5% | 53% |
| 20260325 | $4.85 | $4.85 | 49.1% | 46% |
| 20260324 | $5.35 | $5.35 | 46.2% | 39% |
| 20260323 | $5.40 | $5.40 | 52.0% | 54% |
| 20260320 | $5.70 | $3.80 | 53.5% | 59% |
| 20260319 | $6.25 | $4.10 | 53.0% | 57% |
| 20260318 | $6.55 | $4.08 | 56.9% | 68% |
| 20260317 | $5.70 | $4.00 | 48.8% | 46% |
| 20260316 | $6.70 | $4.88 | 54.3% | 61% |
| 20260313 | $6.28 | $5.10 | 55.4% | 64% |
| 20260312 | $6.60 | $4.78 | 58.1% | 71% |
| 20260311 | $6.78 | $5.38 | 57.7% | 70% |
| 20260310 | $6.00 | $5.10 | 50.9% | 46% |
| 20260309 | $6.00 | $5.05 | 53.6% | 53% |
More on THR
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.