LULU option chain Lululemon Athletica Inc.
Cboe delayed options data · as of 12:38 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 ±17.2% (80.00–113.25) · ATM IV 51.7% · P/C open interest 0.51
| 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 | |
| 46.15 | 48.65 | 494 | 1.00 | 0.0005 | -0.003 | 50 | 0 | 0.0600 | 26 | 63.4% | -0.01 | 0.0005 | -0.003 | |||
| 41.35 | 43.70 | 0.99 | 0.0010 | -0.005 | 55 | 0.0300 | 0.3500 | 598 | 70.4% | -0.01 | 0.0010 | -0.005 | ||||
| 36.40 | 39.35 | 102 | 60.8% | 0.98 | 0.0017 | -0.007 | 60 | 0.1000 | 0.2600 | 4 | 1,094 | 60.4% | -0.02 | 0.0017 | -0.007 | |
| 31.85 | 34.55 | 1 | 4 | 61.9% | 0.97 | 0.0030 | -0.012 | 65 | 0.2300 | 0.3500 | 400 | 528 | 56.2% | -0.03 | 0.0030 | -0.012 |
| 27.10 | 30.00 | 25 | 59.1% | 0.95 | 0.0050 | -0.019 | 70 | 0.4700 | 0.6100 | 4 | 1,005 | 54.0% | -0.05 | 0.0051 | -0.019 | |
| 22.85 | 25.30 | 5 | 56.6% | 0.91 | 0.0078 | -0.028 | 75 | 0.9400 | 1.23 | 8 | 3,672 | 53.9% | -0.10 | 0.0079 | -0.029 | |
| 18.80 | 21.35 | 171 | 56.8% | 0.85 | 0.0110 | -0.040 | 80 | 1.67 | 2.05 | 84 | 2,514 | 52.8% | -0.15 | 0.0111 | -0.040 | |
| 15.05 | 16.45 | 137 | 50.9% | 0.78 | 0.0141 | -0.051 | 85 | 2.85 | 3.30 | 47 | 2,822 | 52.5% | -0.23 | 0.0142 | -0.051 | |
| 11.85 | 13.80 | 124 | 53.6% | 0.69 | 0.0167 | -0.059 | 90 | 4.55 | 5.10 | 130 | 1,524 | 52.8% | -0.31 | 0.0169 | -0.060 | |
| 9.30 | 10.15 | 3 | 1,104 | 51.5% | 0.60 | 0.0185 | -0.064 | 95 | 6.55 | 7.25 | 42 | 2,082 | 52.0% | -0.41 | 0.0188 | -0.065 |
| 7.00 | 7.50 | 91 | 1,575 | 50.5% | 0.51 | 0.0192 | -0.066 | 100 | 9.30 | 10.15 | 7 | 2,770 | 52.9% | -0.50 | 0.0196 | -0.067 |
| 5.10 | 6.25 | 30 | 1,140 | 52.3% | 0.42 | 0.0188 | -0.064 | 105 | 12.45 | 13.20 | 6 | 1,236 | 52.7% | -0.59 | 0.0194 | -0.066 |
| 3.75 | 4.15 | 26 | 3,980 | 50.6% | 0.33 | 0.0175 | -0.060 | 110 | 15.55 | 17.00 | 17 | 2,644 | 52.1% | -0.68 | 0.0182 | -0.062 |
| 2.78 | 3.05 | 35 | 938 | 51.2% | 0.26 | 0.0157 | -0.053 | 115 | 19.60 | 20.70 | 1 | 565 | 51.9% | -0.75 | 0.0165 | -0.056 |
| 1.94 | 2.40 | 27 | 1,966 | 52.0% | 0.20 | 0.0135 | -0.046 | 120 | 24.00 | 25.00 | 5 | 883 | 53.4% | -0.82 | 0.0145 | -0.050 |
| 1.34 | 1.75 | 19 | 1,184 | 52.1% | 0.16 | 0.0114 | -0.039 | 125 | 27.15 | 29.55 | 1,150 | 46.4% | -0.87 | 0.0124 | -0.043 | |
| 0.9600 | 1.21 | 20 | 1,440 | 52.1% | 0.12 | 0.0094 | -0.033 | 130 | 32.05 | 34.25 | 3 | 1,134 | 47.6% | -0.91 | 0.0106 | -0.037 |
| 0.6100 | 1.03 | 17 | 464 | 53.2% | 0.09 | 0.0076 | -0.027 | 135 | 37.10 | 38.95 | 1,213 | 48.5% | -0.94 | 0.0088 | -0.032 | |
| 0.3500 | 0.7900 | 5 | 979 | 53.2% | 0.07 | 0.0062 | -0.023 | 140 | 41.40 | 43.90 | 273 | -0.96 | 0.0068 | -0.026 | ||
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.
callsputs