LULU option chain Lululemon Athletica Inc.
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 ±21.4% (78.34–120.95) · ATM IV 50.6% · P/C open interest —
| 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 | |
| 16.65 | 19.60 | 30 | 49.2% | 0.79 | 0.0123 | -0.057 | 107 | 1.11 | 5.25 | 52.0% | -0.22 | 0.0124 | -0.067 | |||
| 15.95 | 19.70 | 52.4% | 0.77 | 0.0128 | -0.060 | 108 | 1.39 | 5.50 | 52.3% | -0.23 | 0.0129 | -0.070 | ||||
| 15.25 | 19.20 | 53.0% | 0.76 | 0.0132 | -0.063 | 109 | 1.76 | 5.80 | 52.3% | -0.24 | 0.0134 | -0.072 | ||||
| 14.55 | 17.65 | 49.9% | 0.74 | 0.0137 | -0.066 | 110 | 2.12 | 6.05 | 1 | 52.4% | -0.26 | 0.0138 | -0.074 | |||
| 13.90 | 17.55 | 52.0% | 0.73 | 0.0141 | -0.069 | 111 | 2.43 | 6.40 | 52.4% | -0.27 | 0.0142 | -0.076 | ||||
| 13.20 | 16.45 | 50.3% | 0.71 | 0.0145 | -0.071 | 112 | 2.78 | 6.80 | 52.6% | -0.29 | 0.0146 | -0.078 | ||||
| 12.55 | 16.55 | 52.6% | 0.70 | 0.0148 | -0.074 | 113 | 3.15 | 7.10 | 52.4% | -0.31 | 0.0150 | -0.080 | ||||
| 11.95 | 15.65 | 51.8% | 0.68 | 0.0152 | -0.076 | 114 | 3.50 | 7.50 | 52.6% | -0.32 | 0.0153 | -0.082 | ||||
| 11.35 | 15.05 | 51.7% | 0.66 | 0.0154 | -0.078 | 115 | 3.90 | 7.90 | 52.2% | -0.34 | 0.0156 | -0.083 | ||||
| 10.75 | 14.60 | 52.1% | 0.65 | 0.0157 | -0.080 | 116 | 4.40 | 8.30 | 52.5% | -0.36 | 0.0159 | -0.085 | ||||
| 10.15 | 13.55 | 50.7% | 0.63 | 0.0160 | -0.082 | 117 | 4.60 | 8.75 | 52.3% | -0.37 | 0.0162 | -0.086 | ||||
| 9.65 | 13.55 | 52.2% | 0.61 | 0.0162 | -0.083 | 118 | 5.35 | 9.15 | 5 | 52.5% | -0.39 | 0.0164 | -0.087 | |||
| 9.10 | 13.25 | 52.4% | 0.60 | 0.0164 | -0.085 | 119 | 5.90 | 9.60 | 1 | 52.7% | -0.41 | 0.0166 | -0.088 | |||
| 8.55 | 12.35 | 51.6% | 0.58 | 0.0165 | -0.086 | 120 | 5.95 | 10.10 | 51.5% | -0.42 | 0.0167 | -0.089 | ||||
| 8.05 | 11.75 | 51.3% | 0.56 | 0.0167 | -0.087 | 121 | 7.10 | 9.25 | 1 | 49.4% | -0.44 | 0.0169 | -0.089 | |||
| 9.50 | 11.40 | 57.0% | 0.55 | 0.0167 | -0.088 | 122 | 7.35 | 11.15 | 52.6% | -0.46 | 0.0170 | -0.089 | ||||
| 7.10 | 11.00 | 51.7% | 0.53 | 0.0168 | -0.088 | 123 | 7.75 | 11.65 | 52.1% | -0.47 | 0.0170 | -0.089 | ||||
| 6.65 | 10.20 | 50.7% | 0.51 | 0.0168 | -0.089 | 124 | 8.60 | 12.20 | 52.9% | -0.49 | 0.0171 | -0.089 | ||||
| 6.25 | 9.90 | 3 | 51.1% | 0.50 | 0.0168 | -0.089 | 125 | 8.95 | 12.20 | 50.7% | -0.51 | 0.0171 | -0.089 | |||
| 5.80 | 9.85 | 52.0% | 0.48 | 0.0168 | -0.089 | 126 | 9.40 | 13.40 | 51.8% | -0.52 | 0.0171 | -0.089 | ||||
| 5.40 | 9.25 | 51.4% | 0.47 | 0.0168 | -0.089 | 127 | 10.20 | 13.95 | 52.4% | -0.54 | 0.0170 | -0.088 | ||||
| 5.05 | 8.90 | 51.6% | 0.45 | 0.0167 | -0.089 | 128 | 10.85 | 14.55 | 52.4% | -0.56 | 0.0170 | -0.088 | ||||
| 4.65 | 8.55 | 51.5% | 0.43 | 0.0166 | -0.089 | 129 | 11.75 | 15.20 | 53.2% | -0.57 | 0.0169 | -0.087 | ||||
| 4.30 | 8.20 | 51.5% | 0.42 | 0.0165 | -0.088 | 130 | 11.95 | 15.85 | 51.9% | -0.59 | 0.0168 | -0.086 | ||||
| 4.00 | 7.95 | 51.8% | 0.40 | 0.0163 | -0.088 | 131 | 12.65 | 16.50 | 51.9% | -0.60 | 0.0166 | -0.085 | ||||
| 3.65 | 7.60 | 51.6% | 0.39 | 0.0162 | -0.087 | 132 | 13.30 | 17.40 | 52.5% | -0.62 | 0.0165 | -0.083 | ||||
| 3.30 | 7.45 | 51.5% | 0.37 | 0.0160 | -0.086 | 133 | 13.90 | 18.10 | 51.6% | -0.63 | 0.0163 | -0.082 | ||||
| 3.05 | 6.75 | 2 | 50.9% | 0.36 | 0.0158 | -0.085 | 134 | 14.65 | 18.70 | 51.9% | -0.65 | 0.0161 | -0.080 | |||
| 4.30 | 6.65 | 1 | 56.0% | 0.34 | 0.0155 | -0.084 | 135 | 15.80 | 19.30 | 52.9% | -0.66 | 0.0159 | -0.079 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.