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 ±44.5% (53.66–139.60) · ATM IV 50.1% · P/C open interest 0.77
| 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 | |
| 51.55 | 55.00 | 9 | 52.3% | 0.95 | 0.0022 | -0.002 | 50 | 1.89 | 2.40 | 2 | 241 | 53.4% | -0.07 | 0.0022 | -0.008 | |
| 47.25 | 50.80 | 42 | 49.6% | 0.93 | 0.0027 | -0.004 | 55 | 2.59 | 3.30 | 55 | 52.5% | -0.09 | 0.0028 | -0.010 | ||
| 43.45 | 46.55 | 2 | 589 | 47.9% | 0.90 | 0.0033 | -0.006 | 60 | 3.85 | 4.40 | 3 | 344 | 52.6% | -0.11 | 0.0034 | -0.012 |
| 40.50 | 43.55 | 21 | 50.3% | 0.88 | 0.0039 | -0.008 | 65 | 4.80 | 5.90 | 5 | 408 | 52.0% | -0.14 | 0.0041 | -0.013 | |
| 37.35 | 39.25 | 49 | 48.5% | 0.85 | 0.0044 | -0.011 | 70 | 6.50 | 7.90 | 1,268 | 52.9% | -0.17 | 0.0047 | -0.015 | ||
| 34.35 | 37.50 | 142 | 50.9% | 0.82 | 0.0050 | -0.013 | 75 | 8.25 | 9.00 | 1 | 360 | 51.6% | -0.20 | 0.0053 | -0.017 | |
| 31.75 | 35.00 | 220 | 51.6% | 0.79 | 0.0055 | -0.014 | 80 | 9.90 | 11.00 | 1 | 190 | 51.0% | -0.24 | 0.0059 | -0.018 | |
| 29.25 | 32.00 | 116 | 51.1% | 0.75 | 0.0059 | -0.016 | 85 | 11.65 | 14.20 | 805 | 51.8% | -0.28 | 0.0064 | -0.020 | ||
| 26.30 | 27.80 | 2 | 480 | 48.0% | 0.72 | 0.0063 | -0.017 | 90 | 13.85 | 15.55 | 717 | 50.0% | -0.31 | 0.0070 | -0.021 | |
| 23.45 | 27.50 | 315 | 49.7% | 0.68 | 0.0067 | -0.019 | 95 | 16.85 | 18.15 | 5 | 565 | 50.5% | -0.35 | 0.0074 | -0.022 | |
| 22.40 | 23.50 | 8 | 1,170 | 48.6% | 0.65 | 0.0070 | -0.020 | 100 | 19.20 | 20.80 | 11.8K | 49.8% | -0.39 | 0.0078 | -0.023 | |
| 20.60 | 21.35 | 3 | 129 | 48.4% | 0.62 | 0.0072 | -0.020 | 105 | 21.40 | 24.85 | 463 | 50.1% | -0.43 | 0.0081 | -0.023 | |
| 18.65 | 20.65 | 21 | 504 | 49.4% | 0.58 | 0.0073 | -0.021 | 110 | 24.85 | 27.90 | 1,635 | 50.3% | -0.46 | 0.0084 | -0.024 | |
| 16.20 | 19.20 | 537 | 48.7% | 0.55 | 0.0074 | -0.021 | 115 | 27.55 | 30.45 | 1 | 2,039 | 48.7% | -0.50 | 0.0087 | -0.024 | |
| 15.55 | 16.75 | 91 | 2,401 | 48.5% | 0.52 | 0.0075 | -0.022 | 120 | 32.00 | 33.65 | 3 | 2,637 | 49.5% | -0.54 | 0.0089 | -0.024 |
| 14.25 | 15.70 | 5 | 492 | 48.9% | 0.49 | 0.0075 | -0.022 | 125 | 34.50 | 37.55 | 444 | 48.5% | -0.57 | 0.0090 | -0.024 | |
| 13.10 | 14.80 | 20 | 2,257 | 49.4% | 0.46 | 0.0074 | -0.022 | 130 | 39.00 | 41.35 | 1,025 | 49.5% | -0.61 | 0.0091 | -0.024 | |
| 11.15 | 13.90 | 165 | 48.7% | 0.43 | 0.0074 | -0.022 | 135 | 42.75 | 45.15 | 651 | 49.2% | -0.64 | 0.0092 | -0.024 | ||
| 10.45 | 12.15 | 6 | 389 | 48.2% | 0.41 | 0.0073 | -0.021 | 140 | 46.00 | 49.20 | 1,385 | 48.3% | -0.67 | 0.0093 | -0.023 | |
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