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Illumina Inc ILMN

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-20T06:05:34.794Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T20:27:16.435977939Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:34.382510+00:00

Share price$262.96
1D-5.8%
AH$259$265$270$275$2815:30 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$3.56$19.10$34.63$50.17$65.71$196.72$229.47$262.21$294.96$327.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ILMN spot · $262.96ILMN PRICE$5.24$7.00$8.97$11.19$12.95$15.45$18.31$21.47$24.74$28.14$31.97$36.81$42.65$6.29$8.68$11.23$13.89$16.98$20.27$23.77$27.75$32.37$37.98$44.60$51.93$61.23
PutsFair0.99×
CallsExpensive1.07×
SkewBearish+1.08 pp
Implied moveBearish±$42.08
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ316.9266.8%22.5%228.2766.5%15.6%
25Δ306.9767.1%19.4%235.4267.8%13.8%
30Δ298.4267.7%16.9%242.2968.7%12.1%
35Δ290.8768.9%14.9%249.2068.5%10.5%
40Δ282.3165.9%12.3%255.8668.6%9.2%
45Δ275.3366.0%10.6%262.4968.5%7.9%
50Δ268.9567.2%9.2%269.1068.2%6.7%
55Δ262.4368.0%8.0%275.8467.8%5.7%
60Δ255.8968.0%6.7%282.9667.8%4.7%
65Δ249.3367.6%5.5%290.7668.6%3.9%
70Δ242.7266.9%4.5%299.4169.3%3.1%
75Δ235.4867.3%3.5%308.7169.4%2.3%
80Δ227.5268.1%2.7%319.8069.9%1.7%

20Δ

Calls
Pseudo strike
316.92
IV
66.8%
B/E move
22.5%
Puts
Pseudo strike
228.27
IV
66.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
306.97
IV
67.1%
B/E move
19.4%
Puts
Pseudo strike
235.42
IV
67.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
298.42
IV
67.7%
B/E move
16.9%
Puts
Pseudo strike
242.29
IV
68.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
290.87
IV
68.9%
B/E move
14.9%
Puts
Pseudo strike
249.20
IV
68.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
282.31
IV
65.9%
B/E move
12.3%
Puts
Pseudo strike
255.86
IV
68.6%
B/E move
9.2%

45Δ

Calls
Pseudo strike
275.33
IV
66.0%
B/E move
10.6%
Puts
Pseudo strike
262.49
IV
68.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
268.95
IV
67.2%
B/E move
9.2%
Puts
Pseudo strike
269.10
IV
68.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
262.43
IV
68.0%
B/E move
8.0%
Puts
Pseudo strike
275.84
IV
67.8%
B/E move
5.7%

60Δ

Calls
Pseudo strike
255.89
IV
68.0%
B/E move
6.7%
Puts
Pseudo strike
282.96
IV
67.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
249.33
IV
67.6%
B/E move
5.5%
Puts
Pseudo strike
290.76
IV
68.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
242.72
IV
66.9%
B/E move
4.5%
Puts
Pseudo strike
299.41
IV
69.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
235.48
IV
67.3%
B/E move
3.5%
Puts
Pseudo strike
308.71
IV
69.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
227.52
IV
68.1%
B/E move
2.7%
Puts
Pseudo strike
319.80
IV
69.9%
B/E move
1.7%

Options history

ILMN66.5866.6466.712026-10-19T19:55:16.326000+00:00: 66.64%Oct 19Oct 19
Table
ObservationIVSkewImplied move
66.64%0.73 pp16.01%