ILMN ILMN
$271.76 · scored 08:04 · fresh
Decision brief
BEARISH · 50/100
What changed
No prior comparable read.
Evidence is current.
What would change the view
composite rises above -15 · confidence deteriorates materially from 50/100
For the read
open interest agrees with the read
Against / uncertainty
signal stability is low
The read
Mildly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−17.5 composite
Evidence
50 / 100 · top 47% today
2,668 contracts · quality 74 · stability 0.00
hasn’t paid +8.39% · n=2,729
What traded today · weight 62%
+7.3 pts
1,491 calls · 55.9% 1,177 puts
bias +11.8 × 0.62
What’s on the books · weight 38%
−24.8 pts
12 call OI · 17.4% 57 put OI
bias −65.2 × 0.38
Equals
−17.5
23% of the score comes from today’s volume, 77% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring ILMN today. There’s one reading so far. The 14-day chart fills in as the hourly tape arrives. Nothing here is back-filled or guessed.
03
Should you trust it? note Some evidence, not a lot confidence 50 (53th pct) · quality 74 · 2,668 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 45
against This kind of read hasn’t paid mildly bearish · balanced · low liquidity → +8.39% avg, n=2,729
note Too few of our calls checked 0 closed calls on ILMN
04
Where the positions sit calls traded strike puts traded
Spot $271.76 highlighted. The $65 strike holds the most open interest (the “wall”, 40). Near-dated expiry in the mix, so OI is noisier.
05 Our record on ILMN Proof We haven’t checked a call on ILMN yet. Each read is checked 4 hours, 1 day and 3 days after it’s made.
06
Catalysts & context EPS surprise · last 4 quarters
No reported quarters stored yet.
Street — Next report —
P/E — Beta —
52w — IV rank —
ILMN
Mildly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−17.5 evidence
hasn’t paid +8.39% · n=2,729
Why it’s −17
+7.3 volume · 56% calls−24.8 OI · 17% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
note Some evidence, not a lot confidence 50 (53th pct) · quality 74 · 2,668 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 45
against This kind of read hasn’t paid mildly bearish · balanced · low liquidity → +8.39% avg, n=2,729
note Too few of our calls checked 0 closed calls on ILMN
What traded today · 62%
+7.3 pts
1,491 calls · 1,177 puts · bias +11.8
What’s on the books · 38%
−24.8 pts
12 call OI · 57 put OI · bias −65.2
— price ◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bullish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $65 wall price · below
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about ILMN
Not enough tape history on ILMN for a weekly brief yet. Ask anything below.
Why is our ILMN record what it is? What’s the $65 wall?