LITE — Aug 740/620 put credit spread

Lumentum has run roughly 600% in a year on 800G and 1.6T transceiver demand for hyperscale AI back-end fabrics, and reports Aug 11 into a chain pricing a 21% move. Rather than pay that IV on a long call after the run, a short 740/620 put spread collects 41.4 of credit and holds max profit as long as LITE stays above 698.6, about 10% below spot.

Structure

  • short put 740 2026-08-21
  • long put 620 2026-08-21

Signals

  • 1-year return: +601% (DB)
  • Product cycle: 800G/1.6T transceiver ramp (DB)
  • Implied move: ~21% by Aug expiry (DB)
  • 1-week move: +9.5% (DB)

What invalidates this thesis

After a 600% run the risk is a sell-the-news reaction on any transceiver-mix or China-demand caution; a drop over 10% on the print breaches the 698.6 breakeven, and rich pre-print IV puts the short strikes inside the implied move.