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Lululemon Athletica Inc. LULU

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T00:19:23.057Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:19:22.215688+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.$1.07$4.21$7.35$10.50$13.64$83.57$91.54$99.50$107.47$115.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LULU spot · $98.77LULU PRICE$1.41$1.86$2.39$2.92$3.58$4.27$4.97$5.92$6.89$7.89$9.12$10.36$12.41$1.53$2.07$2.62$3.20$3.89$4.59$5.29$6.10$6.92$7.74$9.11$10.93$12.73
PutsFair1.01×
CallsExpensive1.12×
SkewBullish-4.74 pp
Implied moveBearish±$10.25
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.2142.7%15.0%89.5941.3%10.8%
25Δ109.5942.8%12.8%91.5341.0%9.4%
30Δ107.5042.8%11.3%93.3640.8%8.1%
35Δ105.4142.8%9.7%95.1640.6%6.9%
40Δ103.5943.0%8.5%96.7540.2%6.0%
45Δ101.8443.3%7.4%98.3339.8%5.1%
50Δ100.0943.6%6.4%99.9139.4%4.2%
55Δ98.3444.1%5.6%101.4038.5%3.5%
60Δ96.5944.6%4.8%102.8737.6%2.9%
65Δ94.8345.1%4.0%104.3536.7%2.2%
70Δ92.9244.9%3.3%106.2336.9%1.7%
75Δ91.0244.7%2.6%108.4538.1%1.3%
80Δ88.4346.7%2.1%110.6538.4%0.9%

20Δ

Calls
Pseudo strike
112.21
IV
42.7%
B/E move
15.0%
Puts
Pseudo strike
89.59
IV
41.3%
B/E move
10.8%

25Δ

Calls
Pseudo strike
109.59
IV
42.8%
B/E move
12.8%
Puts
Pseudo strike
91.53
IV
41.0%
B/E move
9.4%

30Δ

Calls
Pseudo strike
107.50
IV
42.8%
B/E move
11.3%
Puts
Pseudo strike
93.36
IV
40.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
105.41
IV
42.8%
B/E move
9.7%
Puts
Pseudo strike
95.16
IV
40.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
103.59
IV
43.0%
B/E move
8.5%
Puts
Pseudo strike
96.75
IV
40.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
101.84
IV
43.3%
B/E move
7.4%
Puts
Pseudo strike
98.33
IV
39.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
100.09
IV
43.6%
B/E move
6.4%
Puts
Pseudo strike
99.91
IV
39.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
98.34
IV
44.1%
B/E move
5.6%
Puts
Pseudo strike
101.40
IV
38.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
96.59
IV
44.6%
B/E move
4.8%
Puts
Pseudo strike
102.87
IV
37.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
94.83
IV
45.1%
B/E move
4.0%
Puts
Pseudo strike
104.35
IV
36.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
92.92
IV
44.9%
B/E move
3.3%
Puts
Pseudo strike
106.23
IV
36.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
91.02
IV
44.7%
B/E move
2.6%
Puts
Pseudo strike
108.45
IV
38.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
88.43
IV
46.7%
B/E move
2.1%
Puts
Pseudo strike
110.65
IV
38.4%
B/E move
0.9%