THS (Treehouse Foods, Inc.)
Expected Move & Straddle Price History
The expected move for THS 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 THS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
2.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to THS'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.
THS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260212 | $0.00 | $0.00 | 2.5% | 100% |
| 20260211 | $0.00 | $0.00 | 1.1% | 51% |
| 20260210 | $3.75 | $4.28 | 1.1% | 50% |
| 20260209 | $12.50 | $12.47 | 1.0% | 42% |
| 20260206 | $2.83 | $12.60 | 1.0% | 41% |
| 20260205 | $2.83 | $3.02 | 0.7% | 23% |
| 20260204 | $12.07 | $12.07 | 1.6% | 77% |
| 20260203 | $5.30 | $5.30 | 1.1% | 48% |
| 20260202 | $2.05 | $2.05 | 1.4% | 69% |
| 20260130 | $9.50 | $9.50 | 0.9% | 39% |
| 20260129 | $9.25 | $9.25 | 1.3% | 61% |
| 20260128 | $4.90 | $4.90 | 1.3% | 58% |
| 20260127 | $11.72 | $11.72 | 1.2% | 56% |
| 20260126 | $9.10 | $9.10 | 1.2% | 55% |
| 20260123 | $4.50 | $4.50 | 1.1% | 48% |
| 20260122 | $2.02 | $2.02 | 0.9% | 39% |
| 20260121 | $9.35 | $9.35 | 1.1% | 48% |
| 20260120 | $3.38 | $3.38 | 1.0% | 41% |
| 20260116 | $3.08 | $9.10 | 1.0% | 43% |
| 20260115 | $2.92 | $8.47 | 0.9% | 39% |
| 20260114 | $3.02 | $0.83 | 0.8% | 34% |
| 20260113 | $3.23 | $9.50 | 0.9% | 35% |
| 20260112 | $2.98 | $1.27 | 1.0% | 42% |
| 20260109 | $3.02 | $1.27 | 1.0% | 43% |
| 20260108 | $1.02 | $0.88 | 0.9% | 38% |
| 20260107 | $0.95 | $11.18 | 0.8% | 28% |
| 20260106 | $1.00 | $1.27 | 1.0% | 41% |
| 20260105 | $1.00 | $2.70 | 0.8% | 30% |
| 20260102 | $9.28 | $9.28 | 1.1% | 51% |
| 20251231 | $3.80 | $3.80 | 0.8% | 32% |
| 20251230 | $1.70 | $1.70 | 1.0% | 44% |
| 20251229 | $8.40 | $8.40 | 0.6% | 18% |
| 20251226 | $4.60 | $4.60 | 0.5% | 12% |
| 20251224 | $4.83 | $4.83 | 0.5% | 15% |
| 20251223 | $9.12 | $9.12 | 0.8% | 33% |
| 20251222 | $11.32 | $11.32 | 0.4% | 8% |
| 20251219 | $4.10 | $0.80 | 0.8% | 32% |
| 20251218 | $3.75 | $1.32 | 0.7% | 27% |
| 20251217 | $11.25 | $11.25 | 0.5% | 11% |
| 20251216 | $3.75 | $3.40 | 0.8% | 30% |
| 20251215 | $11.25 | $0.95 | 0.5% | 16% |
| 20251212 | $3.73 | $1.22 | 0.3% | 2% |
| 20251211 | $8.75 | $8.70 | 0.4% | 6% |
| 20251210 | $11.25 | $10.93 | 0.6% | 20% |
| 20251209 | $11.32 | $11.30 | 0.3% | 0% |
| 20251208 | $1.73 | $1.35 | 0.5% | 0% |
| 20251205 | $12.10 | $10.80 | 0.6% | 3% |
| 20251204 | $11.60 | $0.88 | 0.6% | 6% |
| 20251203 | $11.55 | $11.55 | 1.3% | 51% |
| 20251202 | $1.32 | $1.32 | 1.7% | 80% |
| 20251201 | $1.23 | $1.23 | 1.9% | 96% |
| 20251128 | $1.00 | $1.00 | 1.8% | 89% |
| 20251126 | $1.75 | $1.75 | 1.1% | 40% |
| 20251125 | $9.07 | $9.07 | 1.1% | 41% |
| 20251124 | $8.10 | $8.10 | 1.6% | 75% |
| 20251121 | $1.32 | $3.62 | 1.4% | 62% |
| 20251120 | $8.70 | $1.20 | 1.5% | 65% |
| 20251119 | $8.30 | $9.00 | 1.1% | 40% |
| 20251118 | $3.00 | $1.38 | 1.0% | 29% |
| 20251117 | $8.20 | $1.15 | 1.6% | 73% |