Preheat the oven to 395°F (200°C)
Mix the thyme with the olive oil, salt, and pepper.
Place the trout in the oven dish
Add 2 tablespoons of the mixture inside the trout
Place 2 lemon slices and the bay leaves inside the trout
pore the remaining mixture on top of the trout
Place the fish in the preheated oven and let it bake for 15 minutes