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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: Nov. 5, 2026 AC
EVR: 5.1
Avg Daily Volume: 5,470,763    Market Cap: 76.2B
Sector: Technology    Short Interest: 8.54
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 7.61%       Expires on: Nov. 6, 2026
Implied Move Monthly: 13.75%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Nov. 5, 2026 AC None $0.00 @$680.00 $93.50
($680.16)
13.75% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 AC 4.6 $435.10 @$440.00
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

 
 
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