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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: Estimated on May 5, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.7
Avg Daily Volume: 5,582,832    Market Cap: 44.4B
Sector: None    Short Interest: 15.27
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Feb. 3, 2026 AC 4.6 $435.10 @$440.00 $91.90
($435.10)
20.89% 15.96% I 6.99% I $465.54 $83.10
( $465.54 )
-9.58%
Nov. 4, 2025 AC 4.0 $188.36 @$187.50 $32.40
($188.36)
17.28% 27.79% O 23.56% O $232.75 $49.60
( $232.75 )
53.09%
Aug. 12, 2025 AC 4.0 $119.66 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 8, 2024 BO 3.1 $58.77 @$60.00
Nov. 8, 2023 BO 2.9 $42.02 @$42.50

 
 
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