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 ±22.1% (93.94–147.09) · ATM IV 51.4% · P/C open interest 1.00
| 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 | |
| 54.75 | 57.40 | 4 | 50.1% | 0.99 | 0.0010 | 0.000 | 65 | 0.0600 | 0.5200 | 83 | 60.2% | -0.01 | 0.0010 | -0.006 | ||
| 50.10 | 53.40 | 9 | 63.3% | 0.98 | 0.0015 | 0.000 | 70 | 0.0100 | 0.9000 | 53 | 58.3% | -0.02 | 0.0016 | -0.009 | ||
| 46.15 | 47.90 | 4 | 59.9% | 0.96 | 0.0023 | 0.000 | 75 | 0.4100 | 0.9400 | 2,714 | 56.2% | -0.04 | 0.0023 | -0.013 | ||
| 40.95 | 43.30 | 42 | 53.7% | 0.94 | 0.0032 | -0.003 | 80 | 0.8000 | 0.9500 | 17 | 1,295 | 52.9% | -0.06 | 0.0032 | -0.018 | |
| 36.10 | 39.20 | 123 | 52.5% | 0.92 | 0.0044 | -0.011 | 85 | 1.13 | 1.65 | 4 | 847 | 52.4% | -0.08 | 0.0044 | -0.023 | |
| 32.80 | 35.20 | 7 | 25 | 56.5% | 0.89 | 0.0057 | -0.019 | 90 | 1.81 | 2.26 | 689 | 51.4% | -0.11 | 0.0057 | -0.030 | |
| 28.55 | 31.15 | 2 | 28 | 54.4% | 0.85 | 0.0070 | -0.027 | 95 | 2.62 | 3.55 | 5 | 540 | 51.8% | -0.15 | 0.0071 | -0.036 |
| 24.40 | 27.00 | 13 | 107 | 51.3% | 0.80 | 0.0083 | -0.035 | 100 | 4.00 | 4.80 | 25 | 1,317 | 52.0% | -0.20 | 0.0085 | -0.043 |
| 21.85 | 23.60 | 78 | 53.2% | 0.75 | 0.0095 | -0.042 | 105 | 5.35 | 6.15 | 69 | 1,023 | 50.8% | -0.25 | 0.0097 | -0.048 | |
| 18.85 | 19.75 | 7 | 200 | 51.4% | 0.69 | 0.0106 | -0.048 | 110 | 7.35 | 8.35 | 68 | 2,539 | 51.8% | -0.31 | 0.0108 | -0.053 |
| 15.35 | 17.35 | 272 | 50.6% | 0.64 | 0.0113 | -0.053 | 115 | 9.55 | 10.60 | 23 | 653 | 51.8% | -0.37 | 0.0116 | -0.056 | |
| 13.70 | 14.20 | 16 | 328 | 50.8% | 0.58 | 0.0118 | -0.056 | 120 | 12.05 | 13.20 | 38 | 1,348 | 51.9% | -0.43 | 0.0121 | -0.058 |
| 11.50 | 12.75 | 1 | 335 | 52.1% | 0.52 | 0.0120 | -0.058 | 125 | 14.40 | 16.05 | 11 | 1,195 | 51.0% | -0.49 | 0.0124 | -0.058 |
| 9.65 | 10.95 | 4 | 965 | 52.3% | 0.46 | 0.0120 | -0.058 | 130 | 17.15 | 19.30 | 1,132 | 50.6% | -0.55 | 0.0124 | -0.057 | |
| 7.70 | 8.65 | 10 | 277 | 50.3% | 0.41 | 0.0117 | -0.057 | 135 | 20.80 | 22.70 | 12 | 1,401 | 51.2% | -0.61 | 0.0122 | -0.055 |
| 6.65 | 7.45 | 2 | 374 | 51.4% | 0.36 | 0.0112 | -0.055 | 140 | 24.10 | 25.70 | 2 | 1,067 | 49.3% | -0.66 | 0.0118 | -0.052 |
| 5.50 | 6.50 | 95 | 52.0% | 0.31 | 0.0106 | -0.053 | 145 | 27.90 | 30.30 | 5 | 1,358 | 50.8% | -0.71 | 0.0113 | -0.048 | |
| 4.50 | 5.55 | 16 | 1,382 | 52.2% | 0.27 | 0.0099 | -0.050 | 150 | 32.10 | 34.40 | 2 | 557 | 51.4% | -0.75 | 0.0106 | -0.043 |
| 3.80 | 4.10 | 90 | 432 | 51.1% | 0.24 | 0.0092 | -0.046 | 155 | 36.30 | 38.70 | 566 | 51.7% | -0.79 | 0.0099 | -0.039 | |
| 2.90 | 3.65 | 7 | 789 | 51.3% | 0.20 | 0.0084 | -0.043 | 160 | 40.45 | 43.00 | 511 | 51.1% | -0.82 | 0.0092 | -0.034 | |
| 2.28 | 3.15 | 441 | 51.5% | 0.18 | 0.0076 | -0.039 | 165 | 45.05 | 47.55 | 779 | 51.8% | -0.85 | 0.0085 | -0.029 | ||
| 1.89 | 2.64 | 21 | 551 | 51.8% | 0.15 | 0.0069 | -0.036 | 170 | 49.60 | 52.15 | 5 | 175 | 51.8% | -0.88 | 0.0078 | -0.024 |
| 1.51 | 2.26 | 12 | 302 | 52.1% | 0.13 | 0.0062 | -0.033 | 175 | 54.40 | 56.90 | 2 | 299 | 52.9% | -0.91 | 0.0071 | -0.019 |
| 1.23 | 2.02 | 1,051 | 52.8% | 0.11 | 0.0055 | -0.029 | 180 | 59.20 | 61.40 | 272 | 51.9% | -0.93 | 0.0064 | -0.014 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.