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.41.5%
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.32.0%
HV6053.5%
Diferencial IV − HV20
+9.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
56
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.
28/60 días registrados
Cboe delayed options data · a fecha de 18:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 44.5% | +0.2pt | ±3.8% |
| Oct 30, 2026 | 11 | 42.1% | +0.5pt | ±5.9% |
| Nov 06, 2026 | 18 | 42.3% | -0.5pt | ±7.5% |
| Nov 13, 2026 | 25 | 41.6% | -0.1pt | ±8.7% |
| Nov 20, 2026 | 32 | 41.5% | -0.3pt | ±9.9% |
| Nov 27, 2026 | 39 | 42.1% | +1.4pt | ±11.0% |
| Dec 18, 2026 | 60 | 50.9% | +0.1pt | ±16.4% |
| Jan 15, 2027 | 88 | 49.5% | +0.2pt | ±19.3% |
| Mar 19, 2027 | 151 | 49.0% | +0.5pt | ±25.0% |
| Jun 17, 2027 | 241 | 51.1% | +0.3pt | ±32.7% |
| Sep 17, 2027 | 333 | 50.7% | +0.8pt | ±38.0% |
| Dec 17, 2027 | 424 | 51.4% | +0.8pt | ±43.2% |
| Jan 21, 2028 | 459 | 50.5% | +1.0pt | ±44.2% |
Sonrisa de volatilidad — Nov 20, 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