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Lululemon Athletica Inc. LULU

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T21:49:31.048Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:38.142239783Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T21:49:30.497941+00:00

Share price$97.00
1D-2.8%
AH$96$97$98$100$1015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLULU
Sold putSold callAH

Lululemon Athletica Inc. options

Live interpolated LULU call and put midpoint premiums by absolute delta.Lululemon Athletica Inc.$0.45$1.78$3.10$4.43$5.75$90.29$93.68$97.07$100.46$103.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LULU spot · $97.00LULU PRICE$0.59$0.79$1.02$1.26$1.52$1.79$2.13$2.50$2.88$3.24$3.51$3.76$4.55$0.64$0.84$1.07$1.33$1.60$1.91$2.25$2.62$3.06$3.52$3.98$4.74$5.37
PutsExpensive1.05×
CallsFair0.96×
SkewBearish+0.55 pp
Implied moveBearish±$4.38
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.9440.6%5.7%92.6841.0%5.1%
25Δ100.9840.5%4.9%93.5840.8%4.4%
30Δ100.1640.8%4.3%94.4040.5%3.8%
35Δ99.3840.9%3.8%95.1440.6%3.3%
40Δ98.6440.8%3.2%95.8640.3%2.8%
45Δ97.9140.5%2.8%96.5440.4%2.4%
50Δ97.2341.0%2.4%97.2340.5%2.1%
55Δ96.5341.3%2.1%97.9140.3%1.8%
60Δ95.8341.3%1.8%98.6340.6%1.5%
65Δ95.1540.4%1.4%99.3440.3%1.2%
70Δ94.5838.0%1.1%100.0739.7%0.9%
75Δ94.0435.3%0.8%101.0140.9%0.7%
80Δ93.0937.0%0.7%101.8639.9%0.5%

20Δ

Calls
Pseudo strike
101.94
IV
40.6%
B/E move
5.7%
Puts
Pseudo strike
92.68
IV
41.0%
B/E move
5.1%

25Δ

Calls
Pseudo strike
100.98
IV
40.5%
B/E move
4.9%
Puts
Pseudo strike
93.58
IV
40.8%
B/E move
4.4%

30Δ

Calls
Pseudo strike
100.16
IV
40.8%
B/E move
4.3%
Puts
Pseudo strike
94.40
IV
40.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
99.38
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
95.14
IV
40.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
98.64
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
95.86
IV
40.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
97.91
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
96.54
IV
40.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
97.23
IV
41.0%
B/E move
2.4%
Puts
Pseudo strike
97.23
IV
40.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
96.53
IV
41.3%
B/E move
2.1%
Puts
Pseudo strike
97.91
IV
40.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
95.83
IV
41.3%
B/E move
1.8%
Puts
Pseudo strike
98.63
IV
40.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
95.15
IV
40.4%
B/E move
1.4%
Puts
Pseudo strike
99.34
IV
40.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
94.58
IV
38.0%
B/E move
1.1%
Puts
Pseudo strike
100.07
IV
39.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
94.04
IV
35.3%
B/E move
0.8%
Puts
Pseudo strike
101.01
IV
40.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
93.09
IV
37.0%
B/E move
0.7%
Puts
Pseudo strike
101.86
IV
39.9%
B/E move
0.5%