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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.7
Avg Daily Volume: 2,031,987    Market Cap: 28.4B
Sector: Healthcare    Short Interest: 5.8
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
July 30, 2026 AC 3.7 $205.09 @$210.00 $25.60
($205.09)
12.19% -6.05% I 0.0% $205.10 $18.70
( $205.10 )
-26.95%
April 30, 2026 AC 3.7 $126.74 @$125.00 $13.10
($126.74)
10.48% 7.8% I 7.13% I $135.78 $13.65
( $135.78 )
4.2%
Feb. 5, 2026 AC 3.5 $133.61 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 2.9 $99.01 @$100.00
July 31, 2025 AC 2.8 $102.71 @$103.00
May 8, 2025 AC 3.0 $79.58 @$80.00
Feb. 6, 2025 AC 3.0 $122.80 @$125.00
Nov. 4, 2024 AC 3.1 $153.49 @$152.50
Aug. 6, 2024 AC 3.0 $116.36 @$116.00
May 2, 2024 AC 3.1 $123.87 @$124.00

 
 
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