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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: Feb. 3, 2026 AC
EVR: 4.6
Avg Daily Volume: 3,965,573    Market Cap: 27.8B
Sector: None    Short Interest: 15.82
Live Interactive Chart
Implied Move Weekly: 16.50%       Expires on: Feb. 6, 2026
Implied Move Monthly: 21.76%       Expires on: Feb. 20, 2026

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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 None $0.00 @$420.00 $92.15
($423.42)
21.76% -None% -None% $0.00 $0.00
( N/A )
None%
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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