LULU option chain Lululemon Athletica Inc.
Cboe delayed options data · as of 15:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.6% (89.72–108.72) · ATM IV 41.1% · P/C open interest 0.80
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 47.35 | 51.50 | 5 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 2.13 | 107 | 162.2% | -0.00 | 0.0004 | -0.004 | |||
| 42.35 | 46.50 | 10 | 1.00 | 0.0006 | 0.000 | 55 | 0 | 2.13 | 10 | 143.0% | -0.01 | 0.0006 | -0.005 | |||
| 37.40 | 41.55 | 65 | 51.6% | 0.99 | 0.0009 | -0.002 | 60 | 0 | 1.05 | 825 | 106.9% | -0.01 | 0.0009 | -0.006 | ||
| 32.65 | 36.40 | 63 | 59.2% | 0.99 | 0.0014 | -0.004 | 65 | 0 | 0.7500 | 151 | 86.3% | -0.01 | 0.0014 | -0.008 | ||
| 27.65 | 31.55 | 44 | 57.0% | 0.98 | 0.0023 | -0.006 | 70 | 0 | 0.2100 | 411 | 58.9% | -0.02 | 0.0023 | -0.010 | ||
| 22.70 | 26.45 | 36 | 42.2% | 0.98 | 0.0039 | -0.010 | 75 | 0.0200 | 0.2100 | 1,216 | 49.4% | -0.02 | 0.0039 | -0.013 | ||
| 18.50 | 20.50 | 99 | 0.95 | 0.0071 | -0.017 | 80 | 0.2000 | 0.3100 | 24 | 2,110 | 45.9% | -0.05 | 0.0072 | -0.020 | ||
| 13.85 | 15.85 | 706 | 35.9% | 0.91 | 0.0134 | -0.031 | 85 | 0.5200 | 0.6700 | 63 | 3,710 | 43.5% | -0.09 | 0.0134 | -0.033 | |
| 12.95 | 15.00 | 36.9% | 0.89 | 0.0150 | -0.035 | 86 | 0.5900 | 0.8400 | 1 | 3 | 43.4% | -0.11 | 0.0151 | -0.037 | ||
| 12.10 | 13.85 | 34.5% | 0.87 | 0.0167 | -0.039 | 87 | 0.6900 | 0.8900 | 3 | 42.2% | -0.13 | 0.0168 | -0.041 | |||
| 11.25 | 13.40 | 38.8% | 0.86 | 0.0184 | -0.043 | 88 | 0.8700 | 1.05 | 1 | 4 | 42.3% | -0.15 | 0.0186 | -0.045 | ||
| 10.40 | 12.50 | 38.2% | 0.84 | 0.0202 | -0.047 | 89 | 1.02 | 1.34 | 1 | 42.8% | -0.17 | 0.0204 | -0.049 | |||
| 9.65 | 11.40 | 748 | 36.6% | 0.81 | 0.0220 | -0.051 | 90 | 1.27 | 1.42 | 16 | 4,623 | 42.2% | -0.19 | 0.0222 | -0.053 | |
| 8.85 | 10.80 | 37.9% | 0.79 | 0.0238 | -0.055 | 91 | 1.39 | 1.77 | 42.1% | -0.21 | 0.0240 | -0.056 | ||||
| 8.10 | 10.70 | 41.7% | 0.76 | 0.0255 | -0.059 | 92 | 1.64 | 2.28 | 2 | 43.4% | -0.24 | 0.0258 | -0.060 | |||
| 8.05 | 9.25 | 41.1% | 0.73 | 0.0271 | -0.062 | 93 | 1.91 | 2.25 | 2 | 5 | 41.5% | -0.27 | 0.0274 | -0.064 | ||
| 7.75 | 8.40 | 42.2% | 0.71 | 0.0286 | -0.066 | 94 | 2.21 | 2.57 | 6 | 41.4% | -0.30 | 0.0289 | -0.067 | |||
| 7.00 | 7.50 | 2 | 1,789 | 40.4% | 0.68 | 0.0300 | -0.068 | 95 | 2.60 | 2.91 | 24 | 4,459 | 41.5% | -0.33 | 0.0303 | -0.070 |
| 6.45 | 6.95 | 1 | 41.0% | 0.64 | 0.0311 | -0.071 | 96 | 2.97 | 3.30 | 1 | 3 | 41.4% | -0.36 | 0.0315 | -0.072 | |
| 5.80 | 6.35 | 15 | 40.6% | 0.61 | 0.0321 | -0.073 | 97 | 3.35 | 3.75 | 21 | 41.4% | -0.39 | 0.0324 | -0.074 | ||
| 5.10 | 5.80 | 2 | 6 | 39.9% | 0.58 | 0.0328 | -0.074 | 98 | 3.65 | 4.30 | 41.1% | -0.42 | 0.0332 | -0.075 | ||
| 4.80 | 5.15 | 5 | 40.7% | 0.55 | 0.0333 | -0.075 | 99 | 4.25 | 4.80 | 41.6% | -0.46 | 0.0337 | -0.076 | |||
| 4.25 | 4.70 | 36 | 3,029 | 40.1% | 0.51 | 0.0335 | -0.076 | 100 | 4.75 | 5.35 | 14 | 3,085 | 41.6% | -0.49 | 0.0340 | -0.077 |
| 3.85 | 4.35 | 3 | 2 | 40.7% | 0.48 | 0.0335 | -0.075 | 101 | 5.25 | 5.85 | 41.1% | -0.53 | 0.0340 | -0.077 | ||
| 3.45 | 4.00 | 7 | 6 | 41.0% | 0.45 | 0.0332 | -0.075 | 102 | 5.90 | 6.50 | 41.7% | -0.56 | 0.0338 | -0.076 | ||
| 3.10 | 3.45 | 3 | 6 | 40.4% | 0.42 | 0.0328 | -0.074 | 103 | 6.35 | 7.10 | 40.8% | -0.59 | 0.0334 | -0.075 | ||
| 2.77 | 3.15 | 5 | 40.7% | 0.38 | 0.0321 | -0.072 | 104 | 7.15 | 7.80 | 41.7% | -0.62 | 0.0328 | -0.073 | |||
| 2.51 | 2.75 | 28 | 5,823 | 40.6% | 0.35 | 0.0312 | -0.070 | 105 | 7.75 | 8.40 | 2,136 | 41.0% | -0.65 | 0.0320 | -0.071 | |
| 2.21 | 2.49 | 9 | 40.8% | 0.33 | 0.0302 | -0.068 | 106 | 8.35 | 9.15 | 2 | 40.7% | -0.68 | 0.0310 | -0.069 | ||
| 1.91 | 2.27 | 1 | 10 | 40.9% | 0.30 | 0.0291 | -0.066 | 107 | 9.30 | 11.05 | 47.5% | -0.71 | 0.0299 | -0.067 | ||
| 1.68 | 2.01 | 16 | 13 | 40.9% | 0.27 | 0.0278 | -0.063 | 108 | 9.85 | 11.40 | 44.6% | -0.74 | 0.0287 | -0.064 | ||
| 1.50 | 1.83 | 41.3% | 0.25 | 0.0264 | -0.060 | 109 | 10.60 | 12.95 | 48.6% | -0.76 | 0.0274 | -0.061 | ||||
| 1.34 | 1.45 | 159 | 4,280 | 40.5% | 0.22 | 0.0250 | -0.057 | 110 | 11.60 | 12.65 | 1,175 | 43.9% | -0.79 | 0.0260 | -0.058 | |
| 1.16 | 1.34 | 3 | 6 | 40.8% | 0.20 | 0.0236 | -0.053 | 111 | 12.10 | 14.60 | 48.7% | -0.81 | 0.0246 | -0.054 | ||
| 1.01 | 1.18 | 1 | 40.9% | 0.18 | 0.0221 | -0.050 | 112 | 13.10 | 15.25 | 48.8% | -0.83 | 0.0231 | -0.051 | |||
| 0.8900 | 1.04 | 21 | 9 | 41.0% | 0.16 | 0.0206 | -0.047 | 113 | 13.95 | 15.95 | 48.2% | -0.85 | 0.0217 | -0.048 | ||
| 0.6700 | 0.8000 | 79 | 1,673 | 41.2% | 0.13 | 0.0177 | -0.040 | 115 | 15.70 | 17.60 | 711 | 48.0% | -0.89 | 0.0189 | -0.041 | |
| 0.3400 | 0.4200 | 11 | 2,157 | 42.0% | 0.07 | 0.0115 | -0.027 | 120 | 20.20 | 22.20 | 5 | 405 | 49.0% | -0.95 | 0.0130 | -0.028 |
| 0.1400 | 0.3500 | 7 | 1,915 | 44.8% | 0.04 | 0.0072 | -0.018 | 125 | 24.85 | 27.90 | 45 | 60.2% | -0.98 | 0.0081 | -0.019 | |
| 0.0800 | 0.2500 | 6 | 892 | 47.5% | 0.03 | 0.0047 | -0.013 | 130 | 30.20 | 32.90 | 70.9% | -1.00 | 0.0028 | -0.014 | ||
| 0.0500 | 0.0900 | 1 | 854 | 46.7% | 0.02 | 0.0032 | -0.009 | 135 | 35.15 | 37.90 | 2 | 1 | 77.4% | -1.00 | 0.0005 | -0.013 |
| 0.0200 | 0.0800 | 6 | 594 | 49.2% | 0.01 | 0.0022 | -0.007 | 140 | 40.00 | 42.90 | 1 | 82.4% | -1.00 | 0.0000 | -0.013 | |
| 0 | 0.1400 | 1 | 572 | 55.8% | 0.01 | 0.0016 | -0.006 | 145 | 45.20 | 47.90 | 90.8% | -1.00 | 0.0000 | -0.013 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs