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 ±25.4% (72.13–121.13) · ATM IV 48.9% · P/C open interest 0.50
| 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 | |
| 46.60 | 49.85 | 21 | 0.99 | 0.0012 | -0.002 | 50 | 0.0100 | 0.6400 | 46 | 57.5% | -0.02 | 0.0012 | -0.005 | |||
| 42.35 | 45.45 | 2 | 47.9% | 0.98 | 0.0020 | -0.005 | 55 | 0.2500 | 0.5600 | 6 | 52.4% | -0.03 | 0.0020 | -0.007 | ||
| 38.25 | 40.80 | 3 | 52.4% | 0.96 | 0.0030 | -0.008 | 60 | 0.5000 | 1.09 | 224 | 52.7% | -0.05 | 0.0031 | -0.011 | ||
| 33.55 | 36.10 | 1 | 14 | 48.1% | 0.93 | 0.0044 | -0.013 | 65 | 0.9800 | 1.48 | 105 | 51.1% | -0.08 | 0.0044 | -0.015 | |
| 29.50 | 32.35 | 27 | 50.9% | 0.89 | 0.0059 | -0.018 | 70 | 1.40 | 2.35 | 216 | 49.9% | -0.11 | 0.0060 | -0.020 | ||
| 25.75 | 28.45 | 8 | 51.1% | 0.85 | 0.0074 | -0.024 | 75 | 2.73 | 3.45 | 2 | 230 | 51.1% | -0.16 | 0.0076 | -0.025 | |
| 22.00 | 24.80 | 35 | 50.2% | 0.80 | 0.0089 | -0.028 | 80 | 4.25 | 4.70 | 6 | 329 | 51.0% | -0.21 | 0.0091 | -0.030 | |
| 19.05 | 20.85 | 130 | 49.1% | 0.74 | 0.0102 | -0.033 | 85 | 5.80 | 6.30 | 2 | 426 | 50.3% | -0.27 | 0.0105 | -0.034 | |
| 16.15 | 17.70 | 3 | 253 | 48.7% | 0.69 | 0.0114 | -0.036 | 90 | 7.40 | 8.30 | 3 | 485 | 49.2% | -0.33 | 0.0118 | -0.037 |
| 13.55 | 15.15 | 3 | 245 | 48.8% | 0.62 | 0.0123 | -0.038 | 95 | 9.35 | 10.95 | 1 | 849 | 48.9% | -0.39 | 0.0128 | -0.040 |
| 11.50 | 12.40 | 53 | 698 | 48.2% | 0.56 | 0.0129 | -0.039 | 100 | 11.80 | 14.20 | 5 | 1,106 | 49.6% | -0.46 | 0.0135 | -0.041 |
| 9.00 | 10.45 | 4 | 413 | 47.2% | 0.50 | 0.0131 | -0.039 | 105 | 14.80 | 17.20 | 638 | 49.5% | -0.52 | 0.0138 | -0.041 | |
| 7.70 | 9.00 | 560 | 48.4% | 0.44 | 0.0129 | -0.039 | 110 | 17.70 | 20.50 | 1 | 616 | 48.7% | -0.58 | 0.0138 | -0.041 | |
| 6.30 | 7.55 | 47 | 1,466 | 48.5% | 0.38 | 0.0125 | -0.038 | 115 | 21.30 | 23.85 | 870 | 48.2% | -0.64 | 0.0136 | -0.040 | |
| 5.15 | 6.05 | 3 | 2,194 | 48.0% | 0.33 | 0.0119 | -0.036 | 120 | 25.00 | 28.40 | 207 | 49.6% | -0.70 | 0.0131 | -0.038 | |
| 4.25 | 5.10 | 108 | 821 | 48.4% | 0.29 | 0.0111 | -0.034 | 125 | 29.00 | 31.40 | 436 | 47.0% | -0.75 | 0.0125 | -0.037 | |
| 3.65 | 4.25 | 14 | 1,670 | 49.0% | 0.25 | 0.0103 | -0.031 | 130 | 34.40 | 36.05 | 4 | 390 | 51.3% | -0.79 | 0.0118 | -0.035 |
| 2.85 | 3.55 | 83 | 1,810 | 48.8% | 0.21 | 0.0094 | -0.029 | 135 | 38.00 | 40.35 | 362 | 48.9% | -0.83 | 0.0111 | -0.032 | |
| 2.28 | 3.05 | 415 | 49.1% | 0.19 | 0.0086 | -0.027 | 140 | 42.15 | 44.95 | 112 | 47.7% | -0.87 | 0.0104 | -0.030 | ||
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