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 ±44.2% (67.24–173.79) · ATM IV 49.9% · P/C open interest 0.88
| 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 | |
| 60.50 | 65.00 | 2 | 53.8% | 0.93 | 0.0020 | -0.003 | 65 | 2.30 | 4.95 | 21 | 54.4% | -0.08 | 0.0021 | -0.011 | ||
| 56.50 | 61.50 | 12 | 53.3% | 0.91 | 0.0024 | -0.006 | 70 | 2.95 | 5.60 | 9 | 52.4% | -0.10 | 0.0025 | -0.013 | ||
| 53.00 | 57.50 | 3 | 52.3% | 0.89 | 0.0027 | -0.008 | 75 | 3.00 | 7.40 | 27 | 51.2% | -0.12 | 0.0029 | -0.015 | ||
| 49.50 | 54.50 | 96 | 52.5% | 0.87 | 0.0031 | -0.010 | 80 | 4.85 | 9.00 | 53 | 52.4% | -0.14 | 0.0033 | -0.017 | ||
| 46.50 | 51.00 | 67 | 52.2% | 0.84 | 0.0035 | -0.012 | 85 | 6.00 | 8.90 | 245 | 49.7% | -0.17 | 0.0037 | -0.018 | ||
| 43.00 | 48.00 | 19 | 51.5% | 0.82 | 0.0038 | -0.014 | 90 | 8.80 | 11.10 | 101 | 51.4% | -0.19 | 0.0041 | -0.020 | ||
| 40.25 | 45.00 | 32 | 51.4% | 0.79 | 0.0042 | -0.016 | 95 | 10.15 | 12.85 | 7 | 50.4% | -0.22 | 0.0044 | -0.021 | ||
| 37.50 | 42.00 | 29 | 51.0% | 0.77 | 0.0045 | -0.018 | 100 | 12.10 | 15.80 | 304 | 51.3% | -0.25 | 0.0048 | -0.023 | ||
| 35.00 | 39.50 | 13 | 51.0% | 0.74 | 0.0048 | -0.019 | 105 | 13.80 | 17.60 | 36 | 50.1% | -0.28 | 0.0051 | -0.024 | ||
| 32.50 | 37.00 | 49 | 50.8% | 0.71 | 0.0050 | -0.021 | 110 | 15.50 | 20.50 | 186 | 49.9% | -0.31 | 0.0054 | -0.025 | ||
| 31.00 | 34.20 | 24 | 50.9% | 0.69 | 0.0052 | -0.022 | 115 | 19.20 | 21.05 | 100 | 49.0% | -0.34 | 0.0057 | -0.026 | ||
| 29.50 | 31.15 | 2 | 152 | 50.6% | 0.66 | 0.0054 | -0.023 | 120 | 21.90 | 24.00 | 99 | 49.2% | -0.37 | 0.0060 | -0.026 | |
| 26.00 | 29.90 | 55 | 49.8% | 0.63 | 0.0056 | -0.024 | 125 | 25.20 | 27.55 | 23 | 50.2% | -0.40 | 0.0062 | -0.027 | ||
| 23.50 | 28.50 | 2 | 138 | 49.6% | 0.60 | 0.0057 | -0.025 | 130 | 27.35 | 29.90 | 198 | 48.8% | -0.43 | 0.0064 | -0.028 | |
| 22.00 | 25.90 | 110 | 48.9% | 0.58 | 0.0058 | -0.025 | 135 | 30.40 | 33.45 | 274 | 49.0% | -0.46 | 0.0066 | -0.028 | ||
| 20.55 | 24.95 | 143 | 49.7% | 0.55 | 0.0059 | -0.026 | 140 | 33.00 | 37.50 | 1,101 | 49.1% | -0.48 | 0.0067 | -0.028 | ||
| 20.05 | 22.85 | 70 | 50.1% | 0.53 | 0.0059 | -0.026 | 145 | 37.10 | 40.30 | 198 | 49.2% | -0.51 | 0.0068 | -0.028 | ||
| 19.15 | 21.30 | 1 | 392 | 50.3% | 0.50 | 0.0059 | -0.026 | 150 | 39.50 | 42.95 | 556 | 47.3% | -0.54 | 0.0069 | -0.028 | |
| 17.20 | 19.80 | 155 | 49.6% | 0.48 | 0.0059 | -0.026 | 155 | 44.40 | 47.50 | 1,341 | 49.3% | -0.57 | 0.0070 | -0.028 | ||
| 15.75 | 18.20 | 1 | 109 | 49.0% | 0.46 | 0.0059 | -0.026 | 160 | 48.00 | 50.55 | 124 | 48.5% | -0.60 | 0.0071 | -0.028 | |
| 14.85 | 17.45 | 56 | 49.6% | 0.43 | 0.0059 | -0.026 | 165 | 51.55 | 54.15 | 353 | 47.9% | -0.62 | 0.0071 | -0.027 | ||
| 12.50 | 15.70 | 100 | 47.7% | 0.41 | 0.0058 | -0.026 | 170 | 55.35 | 59.50 | 1,886 | 49.2% | -0.65 | 0.0072 | -0.027 | ||
| 11.85 | 15.90 | 35 | 49.2% | 0.39 | 0.0057 | -0.026 | 175 | 59.20 | 62.25 | 125 | 47.6% | -0.67 | 0.0072 | -0.026 | ||
| 11.90 | 14.35 | 151 | 49.5% | 0.37 | 0.0056 | -0.025 | 180 | 63.00 | 66.15 | 158 | 46.9% | -0.70 | 0.0072 | -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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.