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Illumina Inc ILMN

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:33:31.372Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:42.019353869Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:30.499894+00:00

Share price$269.37
1D-0.1%
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$0.87$4.51$8.15$11.79$15.44$254.61$261.21$267.81$274.42$281.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $269.37OPTION PRICELive ILMN spot · $269.37ILMN PRICE$1.26$1.61$1.96$2.32$2.67$3.02$3.37$3.72$4.07$4.42$4.78$5.13$5.48$1.42$2.07$2.71$3.35$3.99$4.64$5.28$6.44$7.72$8.99$10.27$11.55$14.39
PutsFair0.98×
CallsCheap0.93×
SkewBearish+24.53 pp
Implied moveBearish±$8.65
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.6981.8%4.3%261.6368.1%3.4%
25Δ277.9678.3%3.8%262.9871.7%3.1%
30Δ276.2274.9%3.3%264.3375.3%2.9%
35Δ274.4971.4%2.8%265.6978.9%2.6%
40Δ272.7568.0%2.2%267.0482.6%2.3%
45Δ271.0264.5%1.7%268.3986.2%2.1%
50Δ269.2861.0%1.2%269.7589.8%1.8%
55Δ267.5557.6%0.7%271.5290.9%1.6%
60Δ265.8154.1%0.2%273.3891.5%1.4%
65Δ264.0750.7%0.3%275.2592.1%1.2%
70Δ262.3447.2%0.8%277.1192.7%0.9%
75Δ260.6043.8%1.4%278.9793.2%0.7%
80Δ258.8740.3%1.9%282.2899.3%0.5%

20Δ

Calls
Pseudo strike
279.69
IV
81.8%
B/E move
4.3%
Puts
Pseudo strike
261.63
IV
68.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
277.96
IV
78.3%
B/E move
3.8%
Puts
Pseudo strike
262.98
IV
71.7%
B/E move
3.1%

30Δ

Calls
Pseudo strike
276.22
IV
74.9%
B/E move
3.3%
Puts
Pseudo strike
264.33
IV
75.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
274.49
IV
71.4%
B/E move
2.8%
Puts
Pseudo strike
265.69
IV
78.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
272.75
IV
68.0%
B/E move
2.2%
Puts
Pseudo strike
267.04
IV
82.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
271.02
IV
64.5%
B/E move
1.7%
Puts
Pseudo strike
268.39
IV
86.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
269.28
IV
61.0%
B/E move
1.2%
Puts
Pseudo strike
269.75
IV
89.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
267.55
IV
57.6%
B/E move
0.7%
Puts
Pseudo strike
271.52
IV
90.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
265.81
IV
54.1%
B/E move
0.2%
Puts
Pseudo strike
273.38
IV
91.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
264.07
IV
50.7%
B/E move
0.3%
Puts
Pseudo strike
275.25
IV
92.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
262.34
IV
47.2%
B/E move
0.8%
Puts
Pseudo strike
277.11
IV
92.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
260.60
IV
43.8%
B/E move
1.4%
Puts
Pseudo strike
278.97
IV
93.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
258.87
IV
40.3%
B/E move
1.9%
Puts
Pseudo strike
282.28
IV
99.3%
B/E move
0.5%