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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 3.1
Avg Daily Volume: 1,588,889    Market Cap: 20.30B
Sector: Healthcare    Short Interest: 3.49
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
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 $13.65
($106.98)
12.76% -16.8% O -8.04% I $98.37 $9.30
( $98.37 )
-31.87%
Aug. 9, 2023 AC 3.4 $184.49 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 4, 2021 AC 3.1 $421.83 @$420.00

 
 
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