ILMN (Illumina Inc)
Expected Move & Straddle Price History
The expected move for ILMN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ILMN Expected Move
30-Day Straddle
$22.65
7-Day Straddle
$11.95
Avg IV
0.5%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to ILMN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ILMN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260807 | $22.65 | $11.95 | 0.5% | 12% |
| 20260806 | $23.70 | $14.10 | 0.6% | 28% |
| 20260805 | $14.45 | $14.45 | 0.6% | 25% |
| 20260804 | $16.30 | $16.30 | 0.6% | 28% |
| 20260803 | $16.35 | $16.35 | 0.7% | 39% |
| 20260731 | $18.70 | $18.70 | 0.7% | 32% |
| 20260730 | $24.05 | $24.05 | 0.6% | 26% |
| 20260729 | $23.90 | $23.90 | 0.7% | 34% |
| 20260728 | $23.75 | $23.75 | 0.7% | 38% |
| 20260727 | $23.10 | $23.10 | 0.7% | 35% |
| 20260724 | $22.25 | $22.25 | 0.7% | 32% |
| 20260723 | $25.25 | $25.25 | 0.6% | 22% |
| 20260722 | $21.95 | $21.95 | 0.6% | 28% |
| 20260721 | $24.30 | $24.30 | 0.6% | 26% |
| 20260720 | $22.60 | $22.60 | 0.6% | 28% |
| 20260716 | $25.20 | $4.62 | 0.5% | 15% |
| 20260715 | $24.75 | $5.75 | 0.6% | 21% |
| 20260714 | $26.55 | $6.72 | 0.6% | 26% |
| 20260713 | $26.20 | $8.40 | 0.6% | 23% |
| 20260710 | $26.10 | $9.05 | 0.6% | 22% |
| 20260709 | $27.35 | $9.85 | 0.6% | 20% |
| 20260708 | $26.55 | $11.30 | 0.5% | 15% |
| 20260707 | $27.50 | $11.35 | 0.6% | 21% |
| 20260706 | $29.05 | $13.05 | 0.5% | 18% |
| 20260702 | $13.40 | $13.40 | 0.7% | 41% |
| 20260701 | $13.55 | $13.55 | 0.7% | 38% |
| 20260630 | $12.35 | $12.35 | 0.8% | 49% |
| 20260629 | $14.15 | $14.15 | 0.6% | 28% |
| 20260626 | $14.75 | $14.75 | 0.6% | 23% |
| 20260625 | $15.25 | $15.25 | 0.7% | 36% |
| 20260624 | $16.25 | $16.25 | 0.7% | 35% |
| 20260623 | $14.20 | $14.20 | 0.6% | 27% |
| 20260622 | $13.90 | $13.90 | 0.6% | 27% |
| 20260618 | $14.70 | $2.88 | 0.5% | 19% |
| 20260617 | $15.00 | $4.92 | 0.5% | 8% |
| 20260616 | $16.05 | $5.12 | 0.6% | 23% |
| 20260615 | $17.05 | $5.72 | 0.5% | 9% |
| 20260613 | $17.15 | $8.97 | 0.7% | 39% |
| 20260612 | $17.25 | $7.03 | 0.5% | 17% |
| 20260611 | $17.50 | $8.15 | 0.5% | 8% |
| 20260610 | $18.30 | $9.85 | 0.5% | 18% |
| 20260609 | $18.00 | $9.30 | 0.5% | 16% |
| 20260608 | $18.40 | $10.10 | 0.5% | 9% |
| 20260605 | $19.00 | $10.80 | 0.5% | 13% |
| 20260604 | $19.70 | $11.30 | 0.4% | 3% |
| 20260603 | $20.75 | $12.05 | 0.6% | 20% |
| 20260602 | $12.20 | $12.20 | 1.1% | 97% |
| 20260601 | $12.45 | $12.45 | 1.0% | 81% |
| 20260529 | $12.00 | $12.00 | 0.9% | 71% |
| 20260528 | $12.75 | $12.75 | 1.0% | 75% |
| 20260527 | $12.05 | $12.05 | 1.1% | 94% |
| 20260526 | $11.85 | $11.85 | 0.9% | 68% |
| 20260522 | $12.20 | $12.20 | 1.1% | 87% |
| 20260521 | $12.70 | $12.70 | 1.0% | 74% |
| 20260520 | $12.90 | $12.90 | 1.0% | 77% |
| 20260519 | $13.80 | $13.80 | 0.9% | 72% |
| 20260518 | $13.90 | $13.90 | 1.0% | 78% |
| 20260515 | $14.45 | $2.62 | 0.8% | 48% |
| 20260514 | $15.85 | $5.20 | 0.8% | 49% |
| 20260513 | $15.60 | $5.83 | 1.0% | 75% |