Healthcare Healthcare Reference Data Updated 2026-05-31

ILMN Gamma Exposure, IV Rank & Implied Volatility

Illumina Inc. (ILMN) options data — GEX, IV rank, options chain & Greeks

ILMN options trade with implied volatility typically in the 25% - 65% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 29.3 /100
IV 27.7%
Simulated data for display · open live ILMN on the platform →

An IV rank near 29.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 29.3th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live ILMN IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 20.86%37.36%

Chart shows simulated data for display purposes. View the real ILMN IV history on the live platform →

Comprehensive options market data for Illumina Inc.

ILMN Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 25% - 65%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
25% - 65%
Market Cap
$20B+
Weeklies
Yes

1 About Illumina Inc. (ILMN)

Illumina is the global leader in DNA sequencing and array-based technologies. The company's platforms power genomic research, clinical diagnostics, and precision medicine initiatives.

Company Profile

Sector Healthcare
Industry Medical Instruments
Market Cap $20B+
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Illumina Inc. operates in the Healthcare sector.

2 ILMN Options Market Overview

ILMN options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

ILMN options are available for trading across multiple expirations.

3 ILMN Implied Volatility & IV Rank

ILMN implied volatility reflects inherent uncertainty in healthcare outcomes, clinical trials, and regulatory decisions. IV patterns follow earnings and FDA catalysts.

Low IV Environment
25% - 35%
Below average volatility
Typical IV Range
35% - 55%
Normal conditions
Elevated IV
55% - 65%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short ILMN options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

ILMN IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View ILMN Volatility Lab

ILMN Gamma Exposure (GEX)

Gamma Exposure analysis for ILMN reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: ILMN tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live ILMN GEX

4 Common ILMN Options Strategies

These are strategies commonly used by traders on ILMN options, based on typical market characteristics. This is not investment advice.

Popular for ILMN shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on ILMN.

Range-bound strategy for ILMN between events.

Key Considerations for ILMN Options

  • ILMN options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: ILMN Options

What is ILMN's typical implied volatility?

ILMN implied volatility typically ranges from 25% - 65%.

Does ILMN have weekly options?

ILMN offers weekly options.

What is ILMN's options trading profile?

ILMN (Illumina Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 65% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.

How does ILMN implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on ILMN?

Popular strategies on ILMN options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 65% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is ILMN's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ILMN's intraday price action. ILMN tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ILMN GEX levels and the gamma-flip point on ApexVol.

What is ILMN's IV rank?

ILMN's IV rank shows where ILMN's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ILMN implied volatility typically ranges from 25% - 65%. Check ILMN's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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