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Illumina Inc ILMN 213.13 5.13 2.47%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $213.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$5.99 $207.14 – $219.12 $205.95 – $220.31 $200.30 – $225.96
2 sessions ±3.9% ±$8.31 $204.82 – $221.44 $203.05 – $223.21 $195.18 – $231.08
3 sessions ±4.9% ±$10.49 $202.64 – $223.62 $200.62 – $225.64 $190.82 – $235.44
1 week ±6.3% ±$13.32 $199.81 – $226.45 $196.85 – $229.41 $184.76 – $241.50
2 weeks ±8.8% ±$18.69 $194.44 – $231.82 $190.01 – $236.25 $173.25 – $253.01
3 weeks ±10.4% ±$22.25 $190.88 – $235.38 $185.49 – $240.77 $166.13 – $260.13
1 month ±12.1% ±$25.85 $187.28 – $238.98 $180.86 – $245.40 $158.31 – $267.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.42%
Average actual move
7.40%
Beyond the implied move
1 / 3
Median IV change
-35.22%
Reaction session Implied Actual Used ATM IV before → after
August 01, 2025 ±9.10% -7.84% 0.86× 71.1% → 44.3%
May 09, 2025 ±9.24% -4.80% 0.52× 76.2% → 51.3%
February 07, 2025 ±6.92% -9.56% 1.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →