LITE
Lumentum Holdings Inc.Closed995.41−107.95 −9.78%USD
NasdaqGS · as of Oct 12, 16:00 ET · 15m delayAfter hours 980.12 −1.54%
Open
1,100.00
Prev close
1,103.35
Day range
980.001,102.00
52-week range
152.541,143.00
Volume
6.42M1.36×
Mkt cap
90.17B
P/E ttm
—
Fwd P/E
27.96
EPS ttm
-103.04
Div yield
0.00%
Earnings
Nov 5, 2026
From 52w high
−12.91%
LITE market-implied price distribution
LITE Price at Expiry
132 OTM quotes · ATM IV 69.6%
Days to expiry
32
Fri, Nov 13, 2026
P(finish above spot)
37%
spot 995.41
Expected price
1,008.77
forward 997.93
68% range
776–1,229
−22.0% / +23.5%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 727.09 | −27.0% |
| 16% | 776.48 | −22.0% |
| 25% | 810.55 | −18.6% |
| 50% (median) | 915.82 | −8.0% |
| 75% | 1,096.89 | +10.2% |
| 84% | 1,229.14 | +23.5% |
| 95% | 1,669.32 | +67.7% |
Move Odds
| Up 5% or more (1,045.18) | 30% |
|---|---|
| Up 10% or more (1,094.95) | 25% |
| Down 5% or more (945.64) | 56% |
| Down 10% or more (895.87) | 46% |
Options price a 10%+ drop at 46%, 1.4× the 34% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.