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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 7, 2024 BO
OS Projected Window: Feb. 5, 2024 to Feb. 10, 2024
EVR: 3.1
Avg Daily Volume: 1,290,000    Market Cap: 2.87B
Sector: None    Short Interest: 16.42
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 8, 2023 BO 2.9 $42.02 @$42.50 $4.53
($42.02)
10.66% 10.42% I 2.02% I $42.87 $2.35
( $42.87 )
-48.12%
Aug. 17, 2023 BO 3.2 $46.81 @$47.50 $7.60
($46.81)
16.0% 4.67% I -1.3% I $46.20 $4.67
( $46.20 )
-38.55%
May 9, 2023 BO 3.4 $47.89 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 4, 2021 BO 3.0 $86.81 @$87.00
Aug. 18, 2021 BO 3.1 $80.24 @$80.00

 
 
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