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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: May 2, 2024 AC
EVR: 3.1
Avg Daily Volume: 1,518,854    Market Cap: 20.24B
Sector: Healthcare    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 7.82%       Expires on: May 3, 2024
Implied Move Monthly: 11.22%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 2, 2024 AC None $0.00 @$125.00 $14.00
($124.73)
11.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 AC 3.4 $143.33 @$143.00 $14.00
($143.33)
9.79% -5.6% I -3.83% I $137.84 $9.32
( $137.84 )
-33.43%
Nov. 9, 2023 AC 3.1 $106.98 @$107.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC 3.4 $184.49 @$185.00
April 25, 2023 AC 3.6 $218.69 @$217.50
Feb. 7, 2023 AC 3.5 $215.74 @$215.00
Nov. 3, 2022 AC 3.6 $211.93 @$212.50
Aug. 11, 2022 AC 3.2 $227.44 @$227.50
May 5, 2022 AC 3.0 $291.72 @$290.00
Feb. 10, 2022 AC 3.0 $358.08 @$357.50

 
 
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