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Illumina Inc ILMN

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:02:56.350Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:49.368808573Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:55.992923+00:00

Share price$269.28
1D-0.7%
AH$258$262$267$272$2775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMILMN
Sold putSold callAH

Illumina Inc options

Live interpolated ILMN call and put midpoint premiums by absolute delta.Illumina Inc$0.89$4.36$7.83$11.29$14.76$254.55$261.08$267.61$274.15$280.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $269.28OPTION PRICELive ILMN spot · $269.28ILMN PRICE$1.27$1.62$1.98$2.33$2.69$3.04$3.52$4.13$4.74$5.36$5.97$6.58$7.19$1.41$2.05$2.69$3.33$3.96$4.60$5.24$6.35$7.61$8.87$10.13$11.39$13.76
PutsFair0.97×
CallsFair0.99×
SkewBearish+21.84 pp
Implied moveBearish±$8.76
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.6782.2%4.3%261.6067.6%3.4%
25Δ277.9178.7%3.8%262.9471.1%3.1%
30Δ276.1675.3%3.3%264.2974.6%2.9%
35Δ274.4171.9%2.8%265.6378.2%2.6%
40Δ272.6568.4%2.3%266.9881.7%2.3%
45Δ270.9065.0%1.7%268.3285.2%2.1%
50Δ269.5161.8%1.4%269.6788.8%1.8%
55Δ268.5258.9%1.3%271.3890.0%1.6%
60Δ267.5256.0%1.1%273.2390.4%1.4%
65Δ266.5253.0%1.0%275.0790.8%1.1%
70Δ265.5250.1%0.8%276.9191.2%0.9%
75Δ264.5247.2%0.7%278.7591.6%0.7%
80Δ263.5344.3%0.5%281.6295.7%0.5%

20Δ

Calls
Pseudo strike
279.67
IV
82.2%
B/E move
4.3%
Puts
Pseudo strike
261.60
IV
67.6%
B/E move
3.4%

25Δ

Calls
Pseudo strike
277.91
IV
78.7%
B/E move
3.8%
Puts
Pseudo strike
262.94
IV
71.1%
B/E move
3.1%

30Δ

Calls
Pseudo strike
276.16
IV
75.3%
B/E move
3.3%
Puts
Pseudo strike
264.29
IV
74.6%
B/E move
2.9%

35Δ

Calls
Pseudo strike
274.41
IV
71.9%
B/E move
2.8%
Puts
Pseudo strike
265.63
IV
78.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
272.65
IV
68.4%
B/E move
2.3%
Puts
Pseudo strike
266.98
IV
81.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
270.90
IV
65.0%
B/E move
1.7%
Puts
Pseudo strike
268.32
IV
85.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
269.51
IV
61.8%
B/E move
1.4%
Puts
Pseudo strike
269.67
IV
88.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
268.52
IV
58.9%
B/E move
1.3%
Puts
Pseudo strike
271.38
IV
90.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
267.52
IV
56.0%
B/E move
1.1%
Puts
Pseudo strike
273.23
IV
90.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
266.52
IV
53.0%
B/E move
1.0%
Puts
Pseudo strike
275.07
IV
90.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
265.52
IV
50.1%
B/E move
0.8%
Puts
Pseudo strike
276.91
IV
91.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
264.52
IV
47.2%
B/E move
0.7%
Puts
Pseudo strike
278.75
IV
91.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
263.53
IV
44.3%
B/E move
0.5%
Puts
Pseudo strike
281.62
IV
95.7%
B/E move
0.5%