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
$27.00
7-Day Straddle
$27.00
Avg IV
0.7%
IV Rank
40%
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 |
|---|---|---|---|---|
| 20260923 | $27.00 | $27.00 | 0.7% | 40% |
| 20260922 | $25.65 | $25.65 | 0.6% | 27% |
| 20260921 | $24.60 | $24.60 | 0.6% | 30% |
| 20260918 | $27.05 | $3.00 | 0.5% | 17% |
| 20260917 | $27.60 | $7.58 | 0.5% | 14% |
| 20260916 | $25.60 | $8.38 | 0.6% | 22% |
| 20260915 | $25.50 | $8.60 | 0.6% | 22% |
| 20260914 | $23.20 | $9.62 | 0.5% | 15% |
| 20260911 | $23.20 | $10.60 | 0.5% | 14% |
| 20260910 | $22.95 | $12.00 | 0.5% | 14% |
| 20260909 | $25.05 | $13.35 | 0.5% | 13% |
| 20260908 | $25.90 | $13.95 | 0.5% | 10% |
| 20260904 | $28.15 | $15.80 | 0.5% | 13% |
| 20260903 | $29.15 | $16.70 | 0.5% | 3% |
| 20260902 | $17.15 | $17.15 | 1.0% | 81% |
| 20260901 | $16.80 | $16.80 | 0.9% | 69% |
| 20260831 | $18.80 | $18.80 | 0.8% | 57% |
| 20260828 | $19.80 | $19.80 | 0.9% | 58% |
| 20260827 | $21.00 | $21.00 | 0.9% | 63% |
| 20260826 | $21.75 | $21.75 | 0.6% | 29% |
| 20260825 | $22.15 | $22.15 | 0.7% | 43% |
| 20260824 | $22.20 | $22.20 | 0.7% | 37% |
| 20260821 | $22.45 | $2.75 | 0.8% | 57% |
| 20260820 | $22.20 | $6.80 | 0.6% | 24% |
| 20260819 | $20.35 | $7.85 | 0.6% | 23% |
| 20260818 | $18.10 | $6.43 | 0.7% | 38% |
| 20260817 | $18.25 | $8.05 | 0.6% | 28% |
| 20260814 | $19.45 | $7.17 | 0.5% | 7% |
| 20260813 | $20.15 | $9.18 | 0.7% | 32% |
| 20260812 | $20.15 | $10.12 | 0.5% | 10% |
| 20260811 | $21.00 | $10.50 | 0.5% | 5% |
| 20260810 | $21.80 | $12.15 | 0.5% | 7% |
| 20260806 | $23.30 | $15.50 | 0.5% | 11% |
| 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% |