LULU ボラティリティ 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.56.9%
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.41.6%
HV6038.6%
IV − HV20スプレッド
+15.3pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時： 21:51 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 216.4% | -5.3pt | ±21.8% |
| Sep 11, 2026 | 8 | 81.8% | -2.6pt | ±22.5% |
| Sep 18, 2026 | 15 | 67.1% | -0.4pt | ±22.9% |
| Sep 25, 2026 | 22 | 61.1% | -0.4pt | ±23.4% |
| Oct 02, 2026 | 29 | 57.5% | -1.3pt | ±23.9% |
| Oct 09, 2026 | 36 | 53.8% | -1.6pt | ±24.2% |
| Oct 16, 2026 | 43 | 51.6% | -0.3pt | ±24.7% |
| Oct 23, 2026 | 50 | 50.6% | — | ±21.3% |
| Nov 20, 2026 | 78 | 49.7% | -0.0pt | ±27.7% |
| Dec 18, 2026 | 106 | 51.3% | -0.3pt | ±30.8% |
| Jan 15, 2027 | 134 | 50.0% | -0.1pt | ±32.8% |
| Mar 19, 2027 | 197 | 48.9% | -0.0pt | ±37.0% |
| Jun 17, 2027 | 287 | 50.2% | +0.5pt | ±43.6% |
| Sep 17, 2027 | 379 | 49.8% | +1.7pt | ±48.5% |
| Dec 17, 2027 | 470 | 49.6% | +0.6pt | ±53.0% |
| Jan 21, 2028 | 505 | 49.0% | +0.7pt | ±54.2% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20