Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illumina (ILMN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.0
Avg Daily Volume: 2,021,708    Market Cap: 20.24B
Sector: Healthcare    Short Interest: 3.75
Live Interactive Chart
Days to Next Earnings: 75 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Nov. 4, 2024 AC 3.1 $153.49 @$152.50 $13.80
($153.49)
9.05% -4.16% I 0.95% I $154.96 $8.72
( $154.96 )
-36.81%
Aug. 6, 2024 AC 3.0 $116.36 @$116.00 $15.45
($116.36)
13.32% 11.39% I 4.07% I $121.10 $10.62
( $121.10 )
-31.26%
May 2, 2024 AC 3.1 $123.87 @$124.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 AC 3.6 $218.69 @$217.50
Feb. 7, 2023 AC 3.5 $215.74 @$215.00
Nov. 3, 2022 AC 3.6 $211.93 @$212.50
Aug. 11, 2022 AC 3.2 $227.44 @$227.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US