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Lumentum Holdings Inc LITE 626.75 -53.41 -7.85% Regime: Trend Down (95%)

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $619.21
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.8% ±$23.47 $595.74 – $642.68 $591.04 – $647.38 $568.93 – $669.49
2 sessions ±5.3% ±$32.63 $586.58 – $651.84 $579.70 – $658.72 $548.87 – $689.55
3 sessions ±6.3% ±$39.20 $580.01 – $658.41 $572.40 – $666.02 $535.74 – $702.68
1 week ±7.7% ±$47.86 $571.35 – $667.07 $560.69 – $677.73 $517.23 – $721.19
2 weeks ±10.6% ±$65.70 $553.51 – $684.91 $537.97 – $700.45 $479.08 – $759.34
3 weeks ±12.6% ±$77.71 $541.50 – $696.92 $522.61 – $715.81 $455.00 – $783.42
1 month ±15.6% ±$96.35 $522.86 – $715.56 $498.90 – $739.52 $414.93 – $823.49
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.81%
Average actual move
8.12%
Beyond the implied move
2 / 5
Median IV change
-25.00%
Reaction session Implied Actual Used ATM IV before → after
November 02, 2026 ±11.50% -18.59% 1.62× 93.3% → 89.9%
August 12, 2026 ±10.74% +13.63% 1.27× —
May 06, 2026 ±11.92% -5.06% 0.42× —
August 13, 2025 ±10.91% +0.48% 0.04× —
May 07, 2025 ±13.97% +2.83% 0.20× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →