Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 4.0
Avg Daily Volume: 2,533,495    Market Cap: 35.6B
Sector: Healthcare    Short Interest: 5.22
Live Interactive Chart
Days to Next Earnings: 92 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
Oct. 29, 2026 AC 3.7 $290.06 @$290.00 $39.30
($290.06)
13.55% -20.29% O -18.64% O $235.99 $56.80
( $235.99 )
44.53%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 AC 3.5 $133.61 @$135.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US