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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.5
Avg Daily Volume: 1,898,113    Market Cap: 15.4B
Sector: Healthcare    Short Interest: 4.3
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 30, 2025 AC 2.9 $99.01 @$100.00 $13.30
($99.01)
13.3% 25.16% O 24.77% O $123.54 $25.20
( $123.54 )
89.47%
July 31, 2025 AC 2.8 $102.71 @$103.00 $11.70
($102.71)
11.36% -10.24% I -7.83% I $94.66 $10.08
( $94.66 )
-13.85%
May 8, 2025 AC 3.0 $79.58 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 9, 2023 AC 3.1 $106.98 @$107.00
Aug. 9, 2023 AC 3.4 $184.49 @$185.00

 
 
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