Ulta Beauty, Inc. (ULTA)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:43 UTC · Figures derived from the full chain (1,856 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 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 ±7.8% (range 546.99–638.89) by Nov 20, 2026. ATM straddle: 45.95 @ strike 595 · ATM IV: 31.2%.
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) |
|---|---|---|---|
| 533.65 | -10% | 86.3% | 13.7% |
| 563.29 | -5% | 69.5% | 30.5% |
| 592.94 | +0% | 48.2% | 51.8% |
| 622.59 | +5% | 28.3% | 71.7% |
| 652.23 | +10% | 14.1% | 85.9% |
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 | 4 | ±3.7% | 33.5% | 939 |
| Oct 30, 2026 | 11 | ±5.2% | 33.3% | 1,026 |
| Nov 06, 2026 | 18 | ±6.2% | 32.4% | 594 |
| Nov 13, 2026 | 25 | ±6.9% | 31.1% | 187 |
| Nov 20, 2026 | 32 | ±7.8% | 31.2% | 6,280 |
| Nov 27, 2026 | 39 | ±8.5% | 31.5% | 80 |
| Dec 18, 2026 | 60 | ±12.8% | 38.4% | 5,501 |
| Jan 15, 2027 | 88 | ±14.3% | 35.6% | 12.2K |
| Mar 19, 2027 | 151 | ±19.3% | 37.0% | 4,576 |
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): 600 C · 729575 C · 501430 P · 472460 P · 397440 P · 362
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 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 90.3% of the time.
Past earnings reactions
Avg |reaction| 7.2% · median 5.9% (21 reports). Two-session close-to-close window; definition
About Ulta Beauty, Inc.
Ulta Beauty, Inc. functions as a prominent beauty product retailer throughout the United States. Its physical locations feature a broad assortment of goods, including cosmetics, perfumes, skincare, haircare items, bath and body essentials, and professional salon styling instruments. Additionally, they provide a comprehensive suite of salon services, encompassing hair, skin, makeup, brow, and nail treatments. The company further offers its proprietary label products, such as the Ulta Beauty Collection for cosmetics, skincare, and bath items, alongside other Ulta Beauty branded merchandise and gift options. As of March 10, 2022, Ulta Beauty operated 1,308 retail stores across all 50 U.S. states. Its products are also available for purchase via its website, ulta.com, and through its mobile applications. Incorporated in 1990, the enterprise was initially known as Ulta Salon, Cosmetics & Fragrance, Inc., before officially changing its name to Ulta Beauty, Inc. in January 2017. Its corporate base is located in Bolingbrook, Illinois.
Consumer Cyclical · Specialty Retail · NASDAQ · Profile: Financial Modeling Prep
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