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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 2.8
Avg Daily Volume: 2,133,540    Market Cap: 12.0B
Sector: Healthcare    Short Interest: 3.48
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 8, 2025 AC 3.0 $79.58 @$80.00 $8.72
($79.58)
10.9% -5.45% I -4.8% I $75.76 $5.72
( $75.76 )
-34.4%
Feb. 6, 2025 AC 3.0 $122.80 @$125.00 $12.20
($122.80)
9.76% -11.39% O -9.56% I $111.06 $14.57
( $111.06 )
19.43%
Nov. 4, 2024 AC 3.1 $153.49 @$152.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 AC 3.0 $116.36 @$116.00
May 2, 2024 AC 3.1 $123.87 @$124.00
Feb. 8, 2024 AC 3.4 $143.33 @$143.00
Nov. 9, 2023 AC 3.1 $106.98 @$107.00
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

 
 
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