LITE · Expected Move
Lumentum Holdings Inc. Common Stock
The expected move for LITE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LITE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LITE Expected Move
30-Day Straddle
$146.90
7-Day Straddle
$66.30
30-Day ATM IV
80.3%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to LITE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LITE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $146.90 | $66.30 | 80.3% | 24% |
| 20261015 | $154.75 | $73.60 | 78.9% | 21% |
| 20261014 | $161.60 | $85.35 | 79.2% | 21% |
| 20261013 | $177.90 | $92.75 | 78.0% | 19% |
| 20261012 | $178.20 | $60.75 | 76.9% | 17% |
| 20261009 | $185.75 | $75.50 | 76.3% | 16% |
| 20261008 | $181.45 | $80.40 | 77.1% | 17% |
| 20261007 | $197.50 | $89.55 | 78.3% | 20% |
| 20261006 | $205.00 | $98.95 | 77.3% | 18% |
| 20261005 | $202.20 | $64.35 | 76.8% | 17% |
| 20261002 | $164.95 | $78.75 | 71.6% | 6% |
| 20261001 | $168.85 | $85.95 | 73.4% | 10% |
| 20260930 | $156.75 | $87.60 | 71.0% | 5% |
| 20260929 | $161.40 | $94.00 | 71.7% | 6% |
| 20260928 | $152.35 | $60.70 | 70.4% | 4% |
| 20260925 | $141.65 | $68.35 | 68.5% | 0% |
| 20260924 | $147.00 | $79.10 | 70.8% | 4% |
| 20260923 | $154.80 | $86.15 | 72.7% | 8% |
| 20260922 | $159.50 | $95.65 | 73.1% | 9% |
| 20260921 | $163.00 | $63.55 | 72.8% | 9% |
| 20260918 | $144.85 | $71.55 | 70.7% | 4% |
| 20260917 | $139.40 | $75.05 | 69.9% | 3% |
| 20260916 | $152.30 | $86.35 | 73.8% | 10% |
| 20260915 | $134.15 | $78.75 | 69.4% | 2% |
| 20260914 | $140.60 | $56.75 | 71.5% | 6% |
| 20260911 | $143.00 | $70.75 | 70.8% | 5% |
| 20260910 | $152.20 | $79.70 | 72.8% | 9% |
| 20260909 | $170.45 | $91.65 | 75.7% | 14% |
| 20260908 | $177.65 | $103.90 | 78.7% | 20% |
| 20260904 | $134.15 | $60.35 | 69.5% | 2% |
| 20260903 | $129.95 | $62.50 | 68.6% | 0% |
| 20260902 | $138.10 | $70.30 | 69.9% | 1% |
| 20260901 | $138.95 | $77.80 | 69.4% | 0% |
| 20260831 | $155.30 | $58.90 | 72.2% | 1% |
| 20260828 | $139.60 | $64.45 | 71.7% | 0% |
| 20260827 | $164.80 | $90.70 | 77.2% | 0% |
| 20260826 | $167.85 | $97.70 | 79.0% | 4% |
| 20260825 | $162.90 | $99.40 | 79.5% | 5% |
| 20260824 | $152.95 | $61.80 | 78.5% | 3% |
| 20260821 | $146.10 | $72.95 | 77.3% | 0% |
| 20260820 | $155.75 | $84.85 | 79.3% | 3% |
| 20260819 | $147.35 | $85.25 | 78.1% | 0% |
| 20260818 | $164.95 | $97.85 | 81.8% | 1% |
| 20260817 | $187.20 | $74.65 | 82.3% | 2% |
| 20260814 | $166.70 | $80.55 | 82.0% | 1% |
| 20260813 | $161.20 | $83.90 | 81.6% | 0% |
| 20260812 | $178.20 | $103.00 | 84.2% | 0% |
| 20260811 | $172.35 | $115.80 | 91.0% | 5% |
| 20260810 | $183.50 | $96.50 | 95.6% | 21% |
| 20260807 | — | — | 102.8% | 46% |
| 20260806 | $208.65 | $134.05 | 110.2% | 72% |
| 20260805 | $202.60 | $131.70 | 108.4% | 66% |
| 20260804 | $225.60 | $151.95 | 115.6% | 91% |
| 20260803 | $205.20 | $83.80 | 113.0% | 81% |
| 20260731 | $167.10 | $84.35 | 106.0% | 57% |
| 20260730 | $163.05 | $88.55 | 104.4% | 51% |
| 20260729 | $151.90 | $85.95 | 111.5% | 76% |
| 20260728 | $167.65 | $97.25 | 111.7% | 77% |
| 20260727 | $183.65 | $74.80 | 110.6% | 73% |
| 20260724 | $181.65 | $90.05 | 107.8% | 64% |
More on LITE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.