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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.7
Avg Daily Volume: 1,473,799    Market Cap: 19.3B
Sector: Healthcare    Short Interest: 4.73
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
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 $15.10
($133.61)
11.19% -11.93% O -10.39% I $119.72 $16.00
( $119.72 )
5.96%
Oct. 30, 2025 AC 2.9 $99.01 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 8, 2024 AC 3.4 $143.33 @$143.00

 
 
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