ILMN · Expected Move
Illumina Inc
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).
ILMN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ILMN Expected Move
30-Day Straddle
$33.00
7-Day Straddle
$19.00
30-Day ATM IV
57.2%
IV Rank
53%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $33.00 | $19.00 | 57.2% | 53% |
| 20261106 | $32.95 | $21.00 | 58.1% | 56% |
| 20261105 | $34.65 | $22.80 | 61.9% | 68% |
| 20261104 | $23.65 | $23.65 | 58.5% | 57% |
| 20261103 | $25.65 | $25.65 | 59.4% | 60% |
| 20261102 | $25.30 | $25.30 | 58.8% | 58% |
| 20261030 | $27.55 | $27.55 | 58.1% | 56% |
| 20261029 | $38.70 | $38.70 | 64.8% | 77% |
| 20261028 | $42.95 | $42.95 | 70.1% | 93% |
| 20261027 | $41.25 | $41.25 | 68.9% | 90% |
| 20261026 | $39.75 | $39.75 | 68.3% | 88% |
| 20261023 | $43.05 | $43.05 | 71.4% | 97% |
| 20261022 | $43.95 | $43.95 | 72.2% | 100% |
| 20261021 | $44.05 | $44.05 | 68.0% | 100% |
| 20261020 | $42.00 | $42.00 | 67.4% | 100% |
| 20261019 | $41.60 | $41.60 | 66.8% | 98% |
| 20261016 | $43.55 | $3.77 | 67.4% | 100% |
| 20261015 | $45.05 | $7.62 | 66.8% | 100% |
| 20261014 | $44.25 | $10.15 | 64.1% | 94% |
| 20261013 | $45.65 | $12.15 | 65.6% | 100% |
| 20261012 | $46.45 | $15.50 | 63.7% | 100% |
| 20261009 | $46.95 | $16.80 | 61.5% | 91% |
| 20261008 | $44.80 | $18.40 | 61.5% | 91% |
| 20261007 | $46.60 | $19.00 | 61.8% | 93% |
| 20261006 | $48.45 | $21.55 | 62.2% | 94% |
| 20261005 | $53.60 | $23.75 | 63.7% | 100% |
| 20261002 | $22.15 | $22.15 | 58.5% | 92% |
| 20261001 | $21.95 | $21.95 | 58.2% | 91% |
| 20260930 | $24.55 | $24.55 | 58.6% | 93% |
| 20260929 | $25.40 | $25.40 | 59.3% | 96% |
| 20260928 | $26.85 | $26.85 | 60.1% | 100% |
| 20260925 | $28.50 | $28.50 | 59.0% | 100% |
| 20260924 | $30.40 | $30.40 | 58.8% | 100% |
| 20260923 | $27.00 | $27.00 | 53.8% | 81% |
| 20260922 | $25.65 | $25.65 | 52.2% | 72% |
| 20260921 | $24.60 | $24.60 | 51.6% | 69% |
| 20260918 | $27.05 | $3.00 | 51.2% | 67% |
| 20260917 | $27.60 | $7.58 | 48.6% | 53% |
| 20260916 | $25.60 | $8.38 | 48.9% | 56% |
| 20260915 | $25.50 | $8.60 | 48.8% | 55% |
| 20260914 | $23.20 | $9.62 | 46.8% | 45% |
| 20260911 | $23.20 | $10.60 | 45.0% | 36% |
| 20260910 | $22.95 | $12.00 | 45.9% | 40% |
| 20260909 | $25.05 | $13.35 | 48.1% | 52% |
| 20260908 | $25.90 | $13.95 | 48.1% | 52% |
| 20260904 | $28.15 | $15.80 | 47.2% | 47% |
| 20260903 | $29.15 | $16.70 | 47.7% | 50% |
| 20260902 | $17.15 | $17.15 | 46.9% | 46% |
| 20260901 | $16.80 | $16.80 | 46.2% | 42% |
| 20260831 | $18.80 | $18.80 | 48.0% | 51% |
| 20260828 | $19.80 | $19.80 | 47.0% | 46% |
| 20260827 | $21.00 | $21.00 | 47.7% | 49% |
| 20260826 | $21.75 | $21.75 | 47.6% | 49% |
| 20260825 | $22.15 | $22.15 | 47.0% | 46% |
| 20260824 | $22.20 | $22.20 | 47.2% | 47% |
| 20260821 | $22.45 | $2.75 | 46.3% | 42% |
| 20260820 | $22.20 | $6.80 | 45.7% | 39% |
| 20260819 | $20.35 | $7.85 | 42.4% | 22% |
| 20260818 | $18.10 | $6.43 | 41.0% | 15% |
| 20260817 | $18.25 | $8.05 | 39.9% | 9% |
More on ILMN
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.