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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 14, 2024 AC
OS Projected Window: Aug. 12, 2024 to Aug. 17, 2024
EVR: 3.5
Avg Daily Volume: 1,162,112    Market Cap: 2.93B
Sector: None    Short Interest: 19.77
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
May 6, 2024 AC 3.6 $44.11 @$45.00 $5.82
($44.11)
12.93% 9.09% I -6.14% I $41.40 $3.88
( $41.40 )
-33.33%
Feb. 8, 2024 BO 3.1 $58.77 @$60.00 $7.90
($58.77)
13.17% -22.78% O -22.42% O $45.59 $14.30
( $45.59 )
81.01%
Nov. 8, 2023 BO 2.9 $42.02 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 17, 2023 BO 3.2 $46.81 @$47.50
May 9, 2023 BO 3.4 $47.89 @$47.50
Feb. 9, 2023 BO 3.4 $61.17 @$61.00
Nov. 8, 2022 BO 3.0 $70.38 @$70.00
Aug. 16, 2022 BO 3.2 $96.19 @$95.00
May 4, 2022 BO 3.2 $82.14 @$82.00
Feb. 3, 2022 BO 2.8 $100.95 @$101.00

 
 
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