LULU option chain Lululemon Athletica Inc.
Cboe delayed options data · as of 00:36 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 ±14.3% (103.32–137.72) · ATM IV 51.7% · P/C open interest 1.89
| 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 | |
| 54.20 | 56.65 | 0.99 | 0.0005 | 0.000 | 65 | 0 | 1.38 | 2 | 108.7% | -0.01 | 0.0005 | -0.006 | ||||
| 49.05 | 51.70 | 0.99 | 0.0008 | 0.000 | 70 | 0 | 1.22 | 95.0% | -0.01 | 0.0008 | -0.007 | |||||
| 44.10 | 46.75 | 0.99 | 0.0012 | -0.002 | 75 | 0 | 0.9500 | 44 | 77.1% | -0.01 | 0.0012 | -0.009 | ||||
| 39.35 | 41.85 | 51.0% | 0.98 | 0.0018 | -0.006 | 80 | 0 | 0.5000 | 3 | 63.2% | -0.02 | 0.0018 | -0.013 | |||
| 34.30 | 37.00 | 46.2% | 0.97 | 0.0029 | -0.012 | 85 | 0.0200 | 0.3800 | 12 | 53.1% | -0.03 | 0.0029 | -0.018 | |||
| 30.50 | 32.25 | 60.2% | 0.95 | 0.0045 | -0.020 | 90 | 0.1500 | 0.6500 | 108 | 51.9% | -0.05 | 0.0045 | -0.026 | |||
| 25.20 | 27.70 | 13 | 52.1% | 0.92 | 0.0068 | -0.033 | 95 | 0.5500 | 0.9400 | 11 | 945 | 50.7% | -0.08 | 0.0069 | -0.037 | |
| 20.85 | 24.15 | 2 | 33 | 55.8% | 0.87 | 0.0097 | -0.048 | 100 | 1.35 | 1.84 | 43 | 306 | 52.9% | -0.13 | 0.0098 | -0.052 |
| 17.75 | 19.95 | 80 | 57.4% | 0.81 | 0.0127 | -0.064 | 105 | 2.43 | 2.76 | 70 | 1,248 | 52.4% | -0.19 | 0.0128 | -0.067 | |
| 13.55 | 15.90 | 1 | 8 | 52.3% | 0.73 | 0.0154 | -0.079 | 110 | 3.65 | 4.55 | 44 | 733 | 52.7% | -0.27 | 0.0155 | -0.081 |
| 11.30 | 13.35 | 1 | 59 | 56.6% | 0.64 | 0.0173 | -0.089 | 115 | 5.55 | 6.00 | 13 | 543 | 51.1% | -0.36 | 0.0175 | -0.091 |
| 8.55 | 9.25 | 46 | 87 | 51.4% | 0.55 | 0.0184 | -0.095 | 120 | 8.00 | 8.60 | 14 | 332 | 52.0% | -0.45 | 0.0186 | -0.097 |
| 6.60 | 6.95 | 20 | 334 | 51.6% | 0.46 | 0.0184 | -0.096 | 125 | 10.85 | 12.05 | 3 | 51 | 53.9% | -0.55 | 0.0187 | -0.097 |
| 4.90 | 5.15 | 60 | 233 | 51.4% | 0.38 | 0.0176 | -0.092 | 130 | 13.90 | 14.80 | 1 | 6 | 51.6% | -0.63 | 0.0179 | -0.092 |
| 3.55 | 3.85 | 54 | 566 | 51.6% | 0.30 | 0.0160 | -0.084 | 135 | 17.20 | 18.45 | 2 | 6 | 50.3% | -0.71 | 0.0165 | -0.084 |
| 2.48 | 3.25 | 89 | 115 | 53.2% | 0.23 | 0.0141 | -0.074 | 140 | 20.65 | 22.80 | 1 | 7 | 49.4% | -0.78 | 0.0146 | -0.074 |
| 1.81 | 2.31 | 38 | 100 | 53.2% | 0.18 | 0.0120 | -0.064 | 145 | 24.55 | 27.20 | 1 | 47.7% | -0.83 | 0.0126 | -0.063 | |
| 1.17 | 1.87 | 13 | 107 | 53.9% | 0.14 | 0.0100 | -0.053 | 150 | 29.55 | 31.55 | 4 | 49.5% | -0.88 | 0.0106 | -0.051 | |
| 0.8400 | 1.34 | 12 | 100 | 54.1% | 0.10 | 0.0081 | -0.043 | 155 | 33.55 | 36.80 | 48.3% | -0.92 | 0.0086 | -0.041 | ||
| 0.5400 | 0.8000 | 5 | 435 | 52.6% | 0.08 | 0.0064 | -0.035 | 160 | 38.30 | 41.55 | 1 | -0.94 | 0.0072 | -0.030 | ||
| 0.2400 | 0.6000 | 27 | 51.8% | 0.06 | 0.0051 | -0.028 | 165 | 43.95 | 46.40 | 4 | 57.3% | -0.97 | 0.0066 | -0.029 | ||
| 0.2700 | 0.5100 | 3 | 5 | 54.9% | 0.04 | 0.0040 | -0.023 | 170 | 48.85 | 50.75 | -0.98 | 0.0049 | -0.026 | |||
| 0.2000 | 0.4500 | 6 | 6 | 56.8% | 0.03 | 0.0032 | -0.019 | 175 | 53.50 | 55.55 | -0.99 | 0.0029 | -0.024 | |||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs