ILMN Moves

Illumina Inc ILMN 208.0 -18.54 -8.18%

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Expected move

November 05, 2026 close · $207.00

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.0% ±$6.19	$200.81 – $213.19	$199.57 – $214.43	$193.71 – $220.29
2 sessions	±4.2% ±$8.61	$198.39 – $215.61	$196.57 – $217.43	$188.41 – $225.59
3 sessions	±5.2% ±$10.85	$196.15 – $217.85	$194.06 – $219.94	$183.90 – $230.10
1 week	±6.7% ±$13.79	$193.21 – $220.79	$190.13 – $223.87	$177.63 – $236.37
2 weeks	±9.3% ±$19.35	$187.65 – $226.35	$183.07 – $230.93	$165.72 – $248.28
3 weeks	±11.2% ±$23.18	$183.82 – $230.18	$178.19 – $235.81	$158.02 – $255.98
1 month	±13.0% ±$26.85	$180.15 – $233.85	$173.49 – $240.51	$150.07 – $263.93

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 →