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
$16.25
7-Day Straddle
$16.25
Avg IV
0.7%
IV Rank
35%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $15.40 | $5.95 | 0.7% | 44% |
| 20260511 | $14.75 | $5.95 | 0.9% | 72% |
| 20260510 | $14.85 | $6.33 | 0.7% | 40% |
| 20260508 | $14.85 | $6.33 | 0.7% | 26% |
| 20260507 | $14.35 | $6.60 | 0.7% | 28% |
| 20260506 | $15.05 | $6.68 | 0.7% | 25% |
| 20260505 | $15.45 | $7.07 | 0.8% | 36% |
| 20260504 | $15.60 | $7.95 | 0.8% | 32% |
| 20260502 | $8.70 | $8.70 | 1.1% | 65% |
| 20260501 | $8.70 | $8.70 | 1.1% | 60% |
| 20260430 | $13.15 | $13.15 | 1.2% | 69% |
| 20260429 | $12.60 | $12.60 | 1.0% | 54% |
| 20260428 | $12.95 | $12.95 | 0.9% | 50% |
| 20260427 | $13.85 | $13.85 | 0.9% | 49% |
| 20260424 | $13.80 | $13.80 | 0.9% | 42% |
| 20260423 | $13.00 | $13.00 | 0.8% | 38% |
| 20260422 | $13.90 | $13.90 | 0.8% | 39% |
| 20260421 | $14.70 | $14.70 | 0.8% | 32% |
| 20260420 | $13.85 | $13.85 | 0.9% | 44% |
| 20260417 | $15.10 | $1.35 | 0.7% | 25% |
| 20260416 | $14.85 | $3.83 | 0.8% | 36% |
| 20260415 | $15.40 | $4.72 | 0.7% | 24% |
| 20260414 | $15.10 | $4.17 | 0.7% | 31% |
| 20260413 | $15.30 | $5.77 | 0.8% | 37% |
| 20260410 | $15.85 | $6.88 | 0.5% | 11% |
| 20260409 | $15.95 | $6.93 | 0.5% | 10% |
| 20260408 | $16.30 | $7.05 | 0.5% | 12% |
| 20260407 | $17.05 | $7.68 | 0.6% | 19% |
| 20260406 | $17.05 | $7.80 | 0.6% | 15% |
| 20260402 | $17.40 | $8.60 | 0.5% | 8% |