IntraAlpha
Create free account Start free

lululemon athletica inc. Common Stock LULU

i

Market dataready · fetched 2026-11-07T03:41:57.172Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:29.364919379Z

FundamentalsSEC EDGAR · ready · as of 2026-08-02 · fetched 2026-11-07T03:41:56.822318+00:00

Share price$110.25
1D+1.3%
AH$108$109$111$112$1135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLULU
Sold putSold callAH

lululemon athletica inc. Common Stock options

Live interpolated LULU call and put midpoint premiums by absolute delta.lululemon athletica inc. Common Stock$0.54$2.78$5.01$7.25$9.48$101.76$106.36$110.96$115.55$120.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LULU spot · $110.25LULU PRICE$0.79$1.06$1.37$1.71$2.07$2.49$2.99$3.55$4.16$4.81$5.96$6.87$8.84$0.79$1.04$1.42$1.62$1.97$2.40$2.70$3.02$3.50$3.86$4.30$4.61$4.71
PutsCheap0.92×
CallsFair0.97×
SkewBullish-11.30 pp
Implied moveBullish±$5.68
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.8747.5%6.7%104.8845.1%5.6%
25Δ115.6748.1%5.9%106.0644.3%4.7%
30Δ114.5448.4%5.1%106.8547.1%4.4%
35Δ113.5449.2%4.5%107.9943.6%3.5%
40Δ112.5249.3%3.9%108.8543.6%3.1%
45Δ111.5649.9%3.4%109.6944.4%2.7%
50Δ110.6051.1%3.0%110.5042.7%2.2%
55Δ109.6252.2%2.6%111.3040.8%1.8%
60Δ108.5853.1%2.3%112.1141.0%1.5%
65Δ107.5253.4%1.9%112.8239.1%1.2%
70Δ106.1357.8%1.7%113.5637.7%0.9%
75Δ104.8458.1%1.3%114.1335.4%0.7%
80Δ102.6665.4%1.1%114.4531.4%0.5%

20Δ

Calls
Pseudo strike
116.87
IV
47.5%
B/E move
6.7%
Puts
Pseudo strike
104.88
IV
45.1%
B/E move
5.6%

25Δ

Calls
Pseudo strike
115.67
IV
48.1%
B/E move
5.9%
Puts
Pseudo strike
106.06
IV
44.3%
B/E move
4.7%

30Δ

Calls
Pseudo strike
114.54
IV
48.4%
B/E move
5.1%
Puts
Pseudo strike
106.85
IV
47.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
113.54
IV
49.2%
B/E move
4.5%
Puts
Pseudo strike
107.99
IV
43.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
112.52
IV
49.3%
B/E move
3.9%
Puts
Pseudo strike
108.85
IV
43.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
111.56
IV
49.9%
B/E move
3.4%
Puts
Pseudo strike
109.69
IV
44.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
110.60
IV
51.1%
B/E move
3.0%
Puts
Pseudo strike
110.50
IV
42.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
109.62
IV
52.2%
B/E move
2.6%
Puts
Pseudo strike
111.30
IV
40.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
108.58
IV
53.1%
B/E move
2.3%
Puts
Pseudo strike
112.11
IV
41.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
107.52
IV
53.4%
B/E move
1.9%
Puts
Pseudo strike
112.82
IV
39.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
106.13
IV
57.8%
B/E move
1.7%
Puts
Pseudo strike
113.56
IV
37.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
104.84
IV
58.1%
B/E move
1.3%
Puts
Pseudo strike
114.13
IV
35.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
102.66
IV
65.4%
B/E move
1.1%
Puts
Pseudo strike
114.45
IV
31.4%
B/E move
0.5%

Options history

IV · four-Friday blend44.61%
Daily close
LULU31.9%76.4%120.8%2026-08-10: 48.84%2026-08-11: 46.16%2026-08-12: 47.29%2026-08-13: 46.49%2026-08-14: 47.40%2026-08-17: 52.31%2026-08-18: 53.68%2026-08-19: 53.94%2026-08-20: 53.88%2026-08-21: 58.82%2026-08-24: 63.54%2026-08-25: 63.06%2026-08-26: 63.87%2026-08-27: 64.26%2026-08-28: 69.19%2026-08-31: 82.15%2026-09-01: 87.01%2026-09-02: 92.48%2026-09-03: 114.65%2026-09-04: 40.95%2026-09-08: 45.62%2026-09-09: 45.33%2026-09-10: 44.54%2026-09-11: 38.07%2026-09-14: 43.34%2026-09-15: 43.23%2026-09-16: 42.39%2026-09-17: 42.42%2026-09-18: 39.49%2026-09-21: 42.40%2026-09-22: 41.73%2026-09-23: 41.66%2026-09-24: 41.29%2026-09-25: 40.62%2026-09-28: 45.05%2026-09-29: 43.96%2026-09-30: 42.91%2026-10-01: 46.97%2026-10-02: 40.17%2026-10-05: 42.18%2026-10-06: 41.06%2026-10-07: 40.61%2026-10-08: 41.57%2026-10-09: 39.38%2026-10-12: 41.27%2026-10-13: 42.07%2026-10-14: 42.71%2026-10-15: 43.29%2026-10-16: 41.55%2026-10-19: 42.39%2026-10-20: 41.64%2026-10-21: 43.36%2026-10-22: 50.89%2026-10-23: 43.12%2026-10-26: 45.96%2026-10-27: 45.75%2026-10-28: 47.25%2026-10-29: 46.70%2026-10-30: 44.61%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
48.84%
46.16%
47.29%
46.49%
47.40%
52.31%
53.68%
53.94%
53.88%
58.82%
63.54%
63.06%
63.87%
64.26%
69.19%
82.15%
87.01%
92.48%
114.65%
40.95%
45.62%
45.33%
44.54%
38.07%
43.34%
43.23%
42.39%
42.42%
39.49%
42.40%
41.73%
41.66%
41.29%
40.62%
45.05%
43.96%
42.91%
46.97%
40.17%
42.18%
41.06%
40.61%
41.57%
39.38%
41.27%
42.07%
42.71%
43.29%
41.55%
42.39%
41.64%
43.36%
50.89%
43.12%
45.96%
45.75%
47.25%
46.70%
44.61%