Lululemon Athletica Inc. (LULU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:39 UTC · Figures derived from the full chain (1,430 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.2% (range 87.78–107.62) by Nov 20, 2026. ATM straddle: 9.93 @ strike 98 · ATM IV: 42.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 87.93 | -10% | 78.3% | 21.7% |
| 92.81 | -5% | 63.6% | 36.4% |
| 97.70 | +0% | 47.5% | 52.5% |
| 102.59 | +5% | 32.5% | 67.5% |
| 107.47 | +10% | 20.4% | 79.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±3.7% | 43.6% | 20.3K |
| Oct 30, 2026 | 10 | ±6.1% | 43.6% | 11.7K |
| Nov 06, 2026 | 17 | ±7.3% | 40.9% | 5,162 |
| Nov 13, 2026 | 24 | ±8.8% | 42.0% | 1,750 |
| Nov 20, 2026 | 31 | ±10.2% | 42.8% | 56.1K |
| Nov 27, 2026 | 38 | ±10.4% | 39.6% | 872 |
| Dec 18, 2026 | 59 | ±16.8% | 51.2% | 90.0K |
| Jan 15, 2027 | 87 | ±19.0% | 47.9% | 109.9K |
| Mar 19, 2027 | 150 | ±25.4% | 49.3% | 25.4K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 110 C · 9,53090 P · 8,749105 C · 8,49285 P · 8,25095 P · 7,957
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 75.2% of the time.
Past earnings reactions
Avg |reaction| 9.9% · median 9.4% (21 reports). Two-session close-to-close window; definition
About Lululemon Athletica Inc.
Lululemon Athletica Inc., alongside its subsidiaries, specializes in the design, global distribution, and retail of athletic apparel and accessories for both women and men. Its business operations are structured into two main divisions: company-owned retail establishments and direct-to-consumer sales. The firm's offerings encompass a range of clothing such as pants, shorts, tops, and jackets, all crafted for promoting a healthy lifestyle and facilitating athletic endeavors. These activities span yoga, running, training, and other physically demanding pursuits. Beyond apparel, Lululemon also supplies fitness-related accessories and a selection of footwear. Customers can acquire Lululemon products through numerous channels. These include a global network of corporate-managed stores, outlet locations, and seasonal warehouse sales. The company also sells through an interactive digital workout platform and via wholesale partnerships with entities like yoga studios, health clubs, and fitness centers. Further sales occur through temporary pop-up shops, as well as various licensing and supply agreements. A significant portion of sales is conducted directly with consumers through dedicated
Consumer Cyclical · Apparel - Retail · NASDAQ · Profile: Financial Modeling Prep
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