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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 12, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 4.7
Avg Daily Volume: 6,142,036    Market Cap: 62.9B
Sector: None    Short Interest: 12.49
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 8, 2024 BO 3.1 $58.77 @$60.00

 
 
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