LITE as of Oct 31 · 09:04 ET

LITENasdaqCommunications Equipment, NEC

Lumentum Holdings Inc. · Brief

Next report

3 days

Nov 3 · after closeest.Q1 FY27

Earnings

Expected move

Inputs

±6.6%implied · report alone

785.08896.32

straddle ±9.8%

spot 840.70exp Nov 6ATM strike 840ATM straddle 96.45IV 104%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±11.5%
avg realized: ±7.8%

Feb 3 '25±13.6%▲+2.40%×0.18

Feb 6 '25±12.5%▼−7.31%×0.59

May 6 '25±11.9%▲+2.83%×0.24

Aug 12 '25±10.1%▲+0.48%×0.05

Nov 4 '25±11.0%▲+23.57%×2.13

Q2 FY26±13.9%▲+7.00%×0.50

Q3 FY26±9.9%▼−5.06%×0.51

Q4 FY26±9.3%▲+13.63%×1.47

quarterimplied−25%0+25%realized×

Q4 FY26±9.3%▲+13.63%×1.47

Q3 FY26±9.9%▼−5.06%×0.51

Q2 FY26±13.9%▲+7.00%×0.50

Nov '25±11.0%▲+23.57%×2.13

Aug '25±10.1%▲+0.48%×0.05

May '25±11.9%▲+2.83%×0.24

2 older reports

Feb '25±12.5%▼−7.31%×0.59

Feb '25±13.6%▲+2.40%×0.18

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 3 report · est.

Bull2 of 4

+8.36%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26

11tracked funds holding LITEN-PORT · Aug 31 '26

Bear1

6 of 20of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

LITE report session

Suppliers 1

FNFabrinet×0.56

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 20impliedImplied move: ±13.0% into Nov 3 earnings (Oct 20 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.