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 ±28.4% (86.29–154.74) · ATM IV 48.8% · P/C open interest 0.71
| 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 | |
| 56.10 | 58.85 | 2 | 52.5% | 0.97 | 0.0016 | 0.000 | 65 | 0.2200 | 1.33 | 63 | 53.9% | -0.03 | 0.0016 | -0.009 | ||
| 51.60 | 54.35 | 5 | 52.0% | 0.95 | 0.0022 | -0.002 | 70 | 0.5900 | 1.58 | 62 | 52.3% | -0.05 | 0.0022 | -0.012 | ||
| 48.00 | 50.00 | 4 | 54.8% | 0.93 | 0.0029 | -0.006 | 75 | 0.9100 | 1.96 | 46 | 50.2% | -0.07 | 0.0029 | -0.015 | ||
| 43.05 | 45.55 | 12 | 50.3% | 0.91 | 0.0036 | -0.010 | 80 | 1.76 | 2.52 | 1 | 70 | 50.2% | -0.09 | 0.0037 | -0.018 | |
| 39.30 | 41.55 | 57 | 50.9% | 0.88 | 0.0044 | -0.015 | 85 | 2.54 | 3.35 | 29 | 49.6% | -0.12 | 0.0045 | -0.022 | ||
| 35.75 | 37.75 | 19 | 51.2% | 0.85 | 0.0053 | -0.019 | 90 | 3.45 | 4.45 | 1 | 111 | 49.1% | -0.15 | 0.0054 | -0.026 | |
| 31.30 | 33.85 | 7 | 13 | 48.3% | 0.82 | 0.0061 | -0.024 | 95 | 5.05 | 5.80 | 435 | 49.6% | -0.19 | 0.0062 | -0.029 | |
| 28.90 | 30.50 | 69 | 50.0% | 0.78 | 0.0069 | -0.028 | 100 | 6.15 | 7.45 | 750 | 48.8% | -0.23 | 0.0070 | -0.033 | ||
| 25.75 | 27.30 | 4 | 49.6% | 0.73 | 0.0076 | -0.031 | 105 | 7.90 | 9.30 | 1 | 320 | 48.6% | -0.27 | 0.0078 | -0.036 | |
| 22.70 | 24.35 | 1 | 79 | 49.0% | 0.69 | 0.0082 | -0.034 | 110 | 10.55 | 11.05 | 329 | 456 | 49.0% | -0.32 | 0.0084 | -0.038 |
| 20.10 | 21.75 | 51 | 234 | 48.9% | 0.65 | 0.0086 | -0.037 | 115 | 12.40 | 13.70 | 90 | 828 | 48.7% | -0.36 | 0.0090 | -0.040 |
| 17.70 | 19.60 | 22 | 865 | 49.1% | 0.60 | 0.0090 | -0.038 | 120 | 14.90 | 16.25 | 37 | 100 | 48.5% | -0.41 | 0.0094 | -0.041 |
| 14.95 | 16.95 | 13 | 173 | 47.5% | 0.56 | 0.0092 | -0.040 | 125 | 17.30 | 19.20 | 20 | 254 | 48.0% | -0.46 | 0.0097 | -0.042 |
| 13.85 | 14.75 | 112 | 842 | 48.2% | 0.51 | 0.0093 | -0.040 | 130 | 20.60 | 22.45 | 20 | 146 | 48.7% | -0.50 | 0.0099 | -0.042 |
| 11.90 | 13.05 | 21 | 68 | 47.9% | 0.47 | 0.0093 | -0.041 | 135 | 23.70 | 25.70 | 382 | 48.5% | -0.55 | 0.0100 | -0.041 | |
| 10.60 | 11.45 | 133 | 48.1% | 0.43 | 0.0092 | -0.040 | 140 | 26.70 | 29.25 | 114 | 47.9% | -0.59 | 0.0099 | -0.040 | ||
| 9.30 | 10.30 | 162 | 48.5% | 0.39 | 0.0090 | -0.040 | 145 | 30.25 | 33.00 | 37 | 48.0% | -0.63 | 0.0098 | -0.039 | ||
| 7.80 | 8.95 | 10 | 592 | 47.9% | 0.36 | 0.0087 | -0.039 | 150 | 34.10 | 36.90 | 1 | 156 | 48.2% | -0.67 | 0.0096 | -0.038 |
| 6.60 | 8.10 | 218 | 48.0% | 0.32 | 0.0084 | -0.037 | 155 | 38.05 | 40.90 | 622 | 48.3% | -0.71 | 0.0093 | -0.036 | ||
| 5.70 | 7.20 | 301 | 48.1% | 0.29 | 0.0080 | -0.036 | 160 | 42.25 | 45.10 | 109 | 48.6% | -0.74 | 0.0091 | -0.034 | ||
| 4.95 | 6.45 | 756 | 48.4% | 0.27 | 0.0076 | -0.034 | 165 | 46.25 | 48.60 | 39 | 46.7% | -0.78 | 0.0087 | -0.032 | ||
| 4.30 | 5.45 | 1 | 137 | 48.0% | 0.24 | 0.0072 | -0.033 | 170 | 50.70 | 53.85 | 58 | 48.8% | -0.80 | 0.0084 | -0.030 | |
| 3.70 | 4.85 | 325 | 48.1% | 0.22 | 0.0067 | -0.031 | 175 | 55.15 | 57.50 | 9 | 46.9% | -0.83 | 0.0080 | -0.027 | ||
| 3.20 | 4.45 | 4 | 57 | 48.6% | 0.20 | 0.0063 | -0.029 | 180 | 59.95 | 62.15 | 76 | 47.8% | -0.86 | 0.0077 | -0.025 | |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs