In a bizarre end to a tense match, Parry made 11 saves in a shoot out to help seal a 7-6 win at the Dunedin Ice Stadium yesterday.
Canterbury goaltender Matt Canaday was just as difficult to beat. He made 10 saves but could not keep a blistering shot from Hassan Saeed out of the back of net.
With the game tied 6-6 at the end of regulation time, the Thunder was forced to hold on grimly towards the end of extra time after a penalty had left the home side short-handed.
The Red Devils could not capitalise on their extra man and the game went to a shoot out.
Extraordinarily, both teams missed their first eight attempts.
But with the goaltenders seemingly growing larger and the goal mouth appearing smaller, both teams drilled their ninth attempt. The goals cancelled each other out and were not recorded.
The Thunder missed another two attempts before Saeed scored the winner.
The win, though, came at a high price for the Thunder with import JP Bertrand dislocating his left shoulder, and on Saturday, forward Damien Watson injured his knee.
The Red Devils did not leave Dunedin empty handed. The visitors won Saturday's fixture 7-4. The Devils took control of the game netting four goals in a five-minute spell during the third period.
The Queenstown-based Southern Stampede made a positive start to its campaign with a 6-4 win against the Botany Swarm in Auckland.