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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lumentum Holdings Inc. (LITE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.5
Avg Daily Volume: 1,919,950    Market Cap: 3.88B
Sector: None    Short Interest: 18.99
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 7, 2024 AC 3.9 $73.64 @$72.50 $9.25
($73.64)
12.76% 19.5% O 13.86% O $83.85 $11.85
( $83.85 )
28.11%
Aug. 14, 2024 AC 3.5 $45.53 @$45.00 $7.30
($45.53)
16.22% 17.26% O 14.78% I $52.26 $8.82
( $52.26 )
20.82%
May 6, 2024 AC 3.6 $44.11 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 3.1 $58.77 @$60.00
Nov. 8, 2023 BO 2.9 $42.02 @$42.50
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

 
 
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