LULU option chain Lululemon Athletica Inc.
Cboe delayed options data · as of 03:36 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 ±45.5% (65.67–175.37) · ATM IV 49.6% · P/C open interest 0.83
| 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 | |
| 62.00 | 65.50 | 20 | 55.4% | 0.92 | 0.0020 | -0.004 | 65 | 2.97 | 4.10 | 128 | 52.3% | -0.08 | 0.0021 | -0.011 | ||
| 58.50 | 62.00 | 23 | 55.4% | 0.91 | 0.0023 | -0.006 | 70 | 2.95 | 5.80 | 81 | 51.2% | -0.10 | 0.0024 | -0.013 | ||
| 54.95 | 58.50 | 138 | 54.7% | 0.89 | 0.0027 | -0.008 | 75 | 4.90 | 6.20 | 326 | 51.0% | -0.12 | 0.0028 | -0.014 | ||
| 50.75 | 54.05 | 1 | 147 | 51.1% | 0.86 | 0.0030 | -0.010 | 80 | 5.00 | 8.00 | 79 | 49.5% | -0.14 | 0.0032 | -0.016 | |
| 47.50 | 51.70 | 108 | 52.1% | 0.84 | 0.0034 | -0.012 | 85 | 8.00 | 9.05 | 15 | 753 | 51.1% | -0.17 | 0.0036 | -0.018 | |
| 45.10 | 48.50 | 410 | 52.4% | 0.82 | 0.0037 | -0.014 | 90 | 8.75 | 11.00 | 10 | 662 | 49.7% | -0.19 | 0.0040 | -0.019 | |
| 42.50 | 46.00 | 43 | 52.9% | 0.79 | 0.0040 | -0.015 | 95 | 10.80 | 13.25 | 1 | 266 | 50.3% | -0.22 | 0.0043 | -0.021 | |
| 39.90 | 42.30 | 4 | 655 | 51.6% | 0.77 | 0.0043 | -0.017 | 100 | 12.95 | 15.10 | 10.8K | 50.0% | -0.25 | 0.0047 | -0.022 | |
| 37.00 | 39.50 | 47 | 50.8% | 0.74 | 0.0046 | -0.018 | 105 | 15.30 | 17.45 | 571 | 50.2% | -0.28 | 0.0050 | -0.023 | ||
| 34.55 | 37.50 | 300 | 51.1% | 0.72 | 0.0048 | -0.020 | 110 | 16.25 | 21.00 | 1,696 | 49.8% | -0.30 | 0.0053 | -0.024 | ||
| 32.00 | 35.50 | 466 | 50.9% | 0.69 | 0.0050 | -0.021 | 115 | 20.30 | 22.50 | 2,094 | 50.2% | -0.33 | 0.0056 | -0.025 | ||
| 30.20 | 31.85 | 9 | 914 | 49.6% | 0.66 | 0.0052 | -0.022 | 120 | 22.85 | 24.80 | 1,217 | 49.5% | -0.36 | 0.0058 | -0.025 | |
| 28.25 | 30.25 | 1 | 419 | 50.0% | 0.64 | 0.0054 | -0.023 | 125 | 25.60 | 27.80 | 598 | 49.5% | -0.39 | 0.0060 | -0.026 | |
| 26.00 | 29.50 | 1 | 1,855 | 50.6% | 0.61 | 0.0055 | -0.024 | 130 | 28.50 | 30.50 | 626 | 49.1% | -0.42 | 0.0062 | -0.027 | |
| 24.90 | 26.95 | 126 | 50.3% | 0.59 | 0.0056 | -0.024 | 135 | 31.10 | 35.00 | 1 | 670 | 49.9% | -0.45 | 0.0064 | -0.027 | |
| 22.65 | 25.95 | 363 | 50.3% | 0.56 | 0.0057 | -0.025 | 140 | 34.45 | 37.75 | 1,374 | 49.5% | -0.48 | 0.0066 | -0.027 | ||
| 20.80 | 24.50 | 40 | 1,424 | 50.0% | 0.54 | 0.0057 | -0.025 | 145 | 37.75 | 40.70 | 660 | 48.9% | -0.51 | 0.0067 | -0.027 | |
| 20.25 | 22.25 | 52 | 679 | 50.0% | 0.51 | 0.0058 | -0.025 | 150 | 41.20 | 43.90 | 706 | 48.6% | -0.53 | 0.0068 | -0.027 | |
| 18.80 | 20.90 | 165 | 49.9% | 0.49 | 0.0058 | -0.025 | 155 | 44.50 | 47.20 | 61 | 48.0% | -0.56 | 0.0069 | -0.027 | ||
| 17.40 | 19.05 | 258 | 49.2% | 0.47 | 0.0058 | -0.025 | 160 | 47.50 | 52.50 | 320 | 48.8% | -0.59 | 0.0070 | -0.027 | ||
| 15.65 | 18.75 | 145 | 49.4% | 0.45 | 0.0057 | -0.025 | 165 | 52.00 | 54.65 | 211 | 47.8% | -0.61 | 0.0070 | -0.027 | ||
| 14.80 | 16.35 | 12 | 573 | 48.4% | 0.43 | 0.0057 | -0.025 | 170 | 56.10 | 59.50 | 424 | 48.9% | -0.64 | 0.0071 | -0.027 | |
| 14.10 | 17.50 | 5 | 589 | 50.6% | 0.41 | 0.0056 | -0.025 | 175 | 60.00 | 62.40 | 208 | 47.6% | -0.67 | 0.0071 | -0.026 | |
| 13.10 | 14.95 | 1,324 | 49.1% | 0.39 | 0.0056 | -0.025 | 180 | 63.50 | 67.25 | 1 | 255 | 47.7% | -0.69 | 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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs