Illumina Inc. (ILMN)
NASDAQ: ILMN
· Real-Time Price · USD
95.49
-2.73 (-2.78%)
At close: Sep 10, 2025, 3:59 PM
95.75
0.27%
Pre-market: Sep 11, 2025, 08:00 AM EDT
ILMN Daily Delta Exposure
ILMN's current Delta Exposure (DEX) is 1.24M shares, which is 23% smaller than the 3M average of 1.6M shares. During this period, DEX ranged from 805.3K on Jul 21, 2025 to 2.62M on Jul 25, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 10, 2025 | 1,603,252.46 | -362,698.52 | 1,240,553.94 | 0.23 |
| Sep 9, 2025 | 1,892,634.88 | -319,832.53 | 1,572,802.35 | 0.17 |
| Sep 8, 2025 | 1,882,723.08 | -311,363.79 | 1,571,359.29 | 0.17 |
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