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Lululemon Athletica Inc. LULU

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T01:01:46.890Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:54.206431164Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:01:46.483927+00:00

Share price$98.77
1D+4.7%
AH$94$95$97$99$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.$0.16$1.74$3.33$4.91$6.50$92.60$95.44$98.28$101.12$103.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LULU spot · $98.77LULU PRICE$0.33$0.44$0.56$0.69$0.84$1.00$1.20$1.46$1.72$2.07$2.43$3.33$6.04$0.38$0.34$0.43$0.52$0.62$0.73$0.83$0.94$1.07$1.20$1.32$1.45
PutsFair1.04×
CallsCheap0.75×
SkewBullish-24.18 pp
Implied moveBullish±$2.03
TiltBullish38.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.3456.4%2.9%95.2183.1%4.0%
25Δ100.8557.0%2.5%97.2743.4%1.9%
30Δ100.4157.1%2.2%97.6242.6%1.6%
35Δ99.9757.2%1.9%97.9741.9%1.3%
40Δ99.5957.3%1.7%98.2541.1%1.2%
45Δ99.2057.4%1.4%98.5240.3%1.0%
50Δ98.8158.5%1.3%98.7939.4%0.8%
55Δ98.4160.8%1.1%99.0538.5%0.7%
60Δ98.0163.1%1.0%99.2837.3%0.6%
65Δ97.5265.3%0.8%99.5136.0%0.5%
70Δ97.0367.4%0.7%99.7434.7%0.4%
75Δ96.0980.5%0.7%99.9733.5%0.3%
80Δ93.53130.8%0.8%

20Δ

Calls
Pseudo strike
101.34
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
95.21
IV
83.1%
B/E move
4.0%

25Δ

Calls
Pseudo strike
100.85
IV
57.0%
B/E move
2.5%
Puts
Pseudo strike
97.27
IV
43.4%
B/E move
1.9%

30Δ

Calls
Pseudo strike
100.41
IV
57.1%
B/E move
2.2%
Puts
Pseudo strike
97.62
IV
42.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
99.97
IV
57.2%
B/E move
1.9%
Puts
Pseudo strike
97.97
IV
41.9%
B/E move
1.3%

40Δ

Calls
Pseudo strike
99.59
IV
57.3%
B/E move
1.7%
Puts
Pseudo strike
98.25
IV
41.1%
B/E move
1.2%

45Δ

Calls
Pseudo strike
99.20
IV
57.4%
B/E move
1.4%
Puts
Pseudo strike
98.52
IV
40.3%
B/E move
1.0%

50Δ

Calls
Pseudo strike
98.81
IV
58.5%
B/E move
1.3%
Puts
Pseudo strike
98.79
IV
39.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
98.41
IV
60.8%
B/E move
1.1%
Puts
Pseudo strike
99.05
IV
38.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
98.01
IV
63.1%
B/E move
1.0%
Puts
Pseudo strike
99.28
IV
37.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
97.52
IV
65.3%
B/E move
0.8%
Puts
Pseudo strike
99.51
IV
36.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
97.03
IV
67.4%
B/E move
0.7%
Puts
Pseudo strike
99.74
IV
34.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
96.09
IV
80.5%
B/E move
0.7%
Puts
Pseudo strike
99.97
IV
33.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
93.53
IV
130.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move