LULU volatilidade 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.56.7%
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%
Spread IV − HV20
+15.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 15:36 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 197.4% | -2.7pt | ±9.1% |
| Sep 11, 2026 | 8 | 88.3% | -0.8pt | ±10.6% |
| Sep 18, 2026 | 15 | 69.2% | -0.7pt | ±11.3% |
| Sep 25, 2026 | 22 | 61.3% | -1.6pt | ±12.1% |
| Oct 02, 2026 | 29 | 57.2% | -1.8pt | ±12.9% |
| Oct 09, 2026 | 36 | 54.0% | -1.1pt | ±13.6% |
| Oct 16, 2026 | 43 | 52.0% | +0.3pt | ±14.3% |
| Oct 23, 2026 | 50 | 52.1% | — | ±15.4% |
| Nov 20, 2026 | 78 | 47.7% | -0.5pt | ±17.7% |
| Dec 18, 2026 | 106 | 51.0% | -0.1pt | ±22.0% |
| Jan 15, 2027 | 134 | 49.9% | +0.9pt | ±24.2% |
| Mar 19, 2027 | 197 | 48.8% | -0.2pt | ±28.7% |
| Jun 17, 2027 | 287 | 49.6% | -0.2pt | ±35.0% |
| Sep 17, 2027 | 379 | 49.8% | -0.5pt | ±40.3% |
| Dec 17, 2027 | 470 | 49.0% | +0.8pt | ±44.0% |
| Jan 21, 2028 | 505 | 48.4% | +0.2pt | ±45.0% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20