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 ±17.8% (99.02–142.02) · ATM IV 48.3% · P/C open interest 1.11
| 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 | |
| 54.50 | 57.05 | 61 | 58.2% | 0.99 | 0.0006 | 0.000 | 65 | 0 | 0.7200 | 122 | 72.2% | -0.01 | 0.0006 | -0.003 | ||
| 49.60 | 52.10 | 41 | 53.7% | 0.99 | 0.0009 | -0.001 | 70 | 0 | 0.6400 | 85 | 63.3% | -0.01 | 0.0009 | -0.005 | ||
| 44.55 | 47.25 | 13 | 47.6% | 0.98 | 0.0016 | -0.004 | 75 | 0.0800 | 0.2100 | 1 | 134 | 49.6% | -0.02 | 0.0016 | -0.008 | |
| 40.55 | 42.45 | 13 | 57.4% | 0.97 | 0.0024 | -0.009 | 80 | 0.1800 | 0.4900 | 10 | 162 | 50.1% | -0.03 | 0.0025 | -0.012 | |
| 35.25 | 37.80 | 4 | 49.9% | 0.95 | 0.0037 | -0.015 | 85 | 0.4700 | 0.7800 | 970 | 49.7% | -0.05 | 0.0037 | -0.018 | ||
| 30.75 | 33.50 | 22 | 50.6% | 0.92 | 0.0053 | -0.022 | 90 | 0.8400 | 1.39 | 2 | 668 | 49.7% | -0.08 | 0.0054 | -0.025 | |
| 26.40 | 29.10 | 4 | 49.0% | 0.88 | 0.0072 | -0.031 | 95 | 1.39 | 1.84 | 23 | 1,011 | 47.6% | -0.12 | 0.0073 | -0.033 | |
| 22.45 | 25.30 | 3 | 31 | 49.6% | 0.83 | 0.0093 | -0.040 | 100 | 2.26 | 2.99 | 48 | 1,082 | 48.0% | -0.17 | 0.0094 | -0.042 |
| 18.90 | 21.10 | 14 | 8 | 48.1% | 0.78 | 0.0112 | -0.049 | 105 | 3.60 | 4.35 | 30 | 2,044 | 48.3% | -0.23 | 0.0114 | -0.051 |
| 16.10 | 17.70 | 10 | 129 | 49.0% | 0.71 | 0.0129 | -0.056 | 110 | 5.30 | 5.85 | 34 | 1,053 | 47.9% | -0.29 | 0.0131 | -0.058 |
| 12.90 | 14.35 | 23 | 109 | 47.2% | 0.64 | 0.0141 | -0.062 | 115 | 7.05 | 8.35 | 6 | 709 | 48.2% | -0.37 | 0.0144 | -0.063 |
| 10.55 | 12.20 | 37 | 473 | 48.5% | 0.56 | 0.0149 | -0.065 | 120 | 9.40 | 10.85 | 54 | 318 | 48.1% | -0.44 | 0.0152 | -0.066 |
| 8.30 | 9.20 | 15 | 1,177 | 46.5% | 0.49 | 0.0151 | -0.066 | 125 | 12.55 | 13.85 | 102 | 704 | 49.2% | -0.52 | 0.0155 | -0.067 |
| 6.55 | 7.40 | 40 | 586 | 46.7% | 0.42 | 0.0147 | -0.065 | 130 | 15.25 | 17.15 | 325 | 48.5% | -0.59 | 0.0152 | -0.066 | |
| 5.40 | 6.50 | 2 | 596 | 48.9% | 0.35 | 0.0140 | -0.062 | 135 | 18.40 | 20.80 | 71 | 48.0% | -0.66 | 0.0146 | -0.063 | |
| 4.25 | 5.10 | 31 | 697 | 48.8% | 0.30 | 0.0130 | -0.057 | 140 | 22.10 | 23.70 | 213 | 45.4% | -0.72 | 0.0136 | -0.058 | |
| 3.00 | 3.95 | 4 | 608 | 47.8% | 0.25 | 0.0118 | -0.052 | 145 | 26.00 | 28.15 | 127 | 46.0% | -0.77 | 0.0125 | -0.053 | |
| 2.36 | 3.30 | 184 | 762 | 48.8% | 0.20 | 0.0105 | -0.047 | 150 | 30.50 | 33.00 | 101 | 48.7% | -0.82 | 0.0112 | -0.048 | |
| 1.77 | 2.23 | 13 | 101 | 47.4% | 0.16 | 0.0092 | -0.042 | 155 | 34.80 | 36.55 | 39 | 44.6% | -0.86 | 0.0100 | -0.042 | |
| 1.28 | 1.91 | 15 | 314 | 48.1% | 0.13 | 0.0079 | -0.036 | 160 | 39.05 | 41.85 | 25 | 46.1% | -0.89 | 0.0088 | -0.037 | |
| 0.9600 | 1.59 | 1 | 264 | 48.8% | 0.11 | 0.0068 | -0.032 | 165 | 43.95 | 46.35 | 29 | 45.4% | -0.92 | 0.0078 | -0.032 | |
| 0.6800 | 1.38 | 7 | 592 | 49.5% | 0.09 | 0.0058 | -0.027 | 170 | 48.80 | 51.00 | 133 | -0.94 | 0.0069 | -0.026 | ||
| 0.5000 | 0.9900 | 1 | 360 | 49.1% | 0.07 | 0.0049 | -0.024 | 175 | 53.95 | 56.00 | 21 | 47.3% | -0.96 | 0.0060 | -0.027 | |
| 0.4000 | 1.00 | 1 | 339 | 51.2% | 0.06 | 0.0042 | -0.020 | 180 | 58.85 | 60.80 | 28 | -0.98 | 0.0057 | -0.027 | ||
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.