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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.1
Avg Daily Volume: 4,750,188    Market Cap: 83.2B
Sector: Technology    Short Interest: 7.94
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 11, 2026 AC 4.7 $820.59 @$820.00 $116.10
($820.59)
14.16% 17.79% O 13.63% I $932.47 $135.45
( $932.47 )
16.67%
May 5, 2026 AC 4.7 $994.56 @$990.00 $154.05
($994.56)
15.56% -9.3% I -5.05% I $944.28 $122.25
( $944.28 )
-20.64%
Feb. 3, 2026 AC 4.6 $435.10 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 4.0 $188.36 @$187.50
Aug. 12, 2025 AC 4.0 $119.66 @$120.00
May 6, 2025 AC 4.3 $64.42 @$65.00
Feb. 6, 2025 AC 4.5 $92.67 @$92.50
Nov. 7, 2024 AC 3.9 $73.64 @$72.50
Aug. 14, 2024 AC 3.5 $45.53 @$45.00
May 6, 2024 AC 3.6 $44.11 @$45.00

 
 
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