Illumina Inc. (ILMN)
NASDAQ: ILMN
· Real-Time Price · USD
95.12
-4.19 (-4.22%)
At close: Sep 12, 2025, 3:59 PM
96.99
1.97%
After-hours: Sep 12, 2025, 07:22 PM EDT
ILMN Delta Exposure By Expiry
The total Delta Exposure (DEX) for ILMN across all expirations shows 1,196,398.55 net shares that market makers must hedge, with 1,547,811.19 from calls and 351,412.64 from puts. The put-call delta ratio of 0.23 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ILMN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 147,554.52 | -99,838.4 | 47,716.12 | 0.68 |
| Sep 26, 25 | 7,044.37 | -2,769.21 | 4,275.16 | 0.39 |
| Oct 17, 25 | 10,146.38 | -11,599.32 | -1,452.94 | 1.14 |
| Nov 21, 25 | 13,564.08 | -2,041.91 | 11,522.17 | 0.15 |
| Dec 19, 25 | 893,400.01 | -64,494.01 | 828,906 | 0.07 |
| Jan 16, 26 | 306,437.08 | -115,180.22 | 191,256.86 | 0.38 |
| Feb 20, 26 | 14,863.26 | -1,671.82 | 13,191.44 | 0.11 |
| Mar 20, 26 | 4,547.95 | -4,310.51 | 237.44 | 0.95 |
| Jun 18, 26 | 59,606.5 | -29,469.3 | 30,137.2 | 0.49 |
| Jan 15, 27 | 90,647.04 | -20,037.94 | 70,609.1 | 0.22 |