LULU volatilidad Lululemon Athletica Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.57.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.41.4%
HV6039.1%
Diferencial IV − HV20
+16.0pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 18:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 211.4% | -4.7pt | ±9.2% |
| Sep 11, 2026 | 8 | 87.9% | -2.0pt | ±10.5% |
| Sep 18, 2026 | 15 | 69.2% | -0.4pt | ±11.2% |
| Sep 25, 2026 | 22 | 62.5% | -0.3pt | ±12.3% |
| Oct 02, 2026 | 29 | 58.0% | +0.1pt | ±13.1% |
| Oct 09, 2026 | 36 | 54.6% | +1.1pt | ±13.7% |
| Oct 16, 2026 | 43 | 52.6% | +0.2pt | ±14.4% |
| Oct 23, 2026 | 50 | 50.7% | — | ±15.0% |
| Nov 20, 2026 | 78 | 47.3% | +0.3pt | ±17.6% |
| Dec 18, 2026 | 106 | 50.1% | -0.4pt | ±21.5% |
| Jan 15, 2027 | 134 | 50.3% | +0.5pt | ±24.2% |
| Mar 19, 2027 | 197 | 48.5% | +0.3pt | ±28.3% |
| Jun 17, 2027 | 287 | 50.0% | +1.3pt | ±35.0% |
| Sep 17, 2027 | 379 | 49.2% | +0.8pt | ±39.4% |
| Dec 17, 2027 | 470 | 49.9% | +1.7pt | ±44.4% |
| Jan 21, 2028 | 505 | 49.1% | +1.4pt | ±45.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20