LULU · Expected Move
lululemon athletica inc.
The expected move for LULU is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LULU straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LULU Expected Move
30-Day Straddle
$9.38
7-Day Straddle
$5.08
30-Day ATM IV
41.8%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to LULU's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LULU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.38 | $5.08 | 41.8% | 16% |
| 20261020 | $9.48 | $5.42 | 40.9% | 12% |
| 20261019 | $9.93 | $3.58 | 42.3% | 19% |
| 20261016 | $9.07 | $4.38 | 41.9% | 16% |
| 20261015 | $9.47 | $4.80 | 42.4% | 19% |
| 20261014 | $9.10 | $4.93 | 42.7% | 20% |
| 20261013 | $9.07 | $5.12 | 41.2% | 10% |
| 20261012 | $8.72 | $3.50 | 40.8% | 8% |
| 20261009 | $8.45 | $4.00 | 40.4% | 7% |
| 20261008 | $8.82 | $4.55 | 42.0% | 13% |
| 20261007 | $8.85 | $4.54 | 42.0% | 12% |
| 20261006 | $9.15 | $4.95 | 41.3% | 10% |
| 20261005 | $8.93 | $3.54 | 40.7% | 8% |
| 20261002 | $8.55 | $4.02 | 41.4% | 10% |
| 20261001 | $9.18 | $4.84 | 43.1% | 16% |
| 20260930 | $9.25 | $5.00 | 42.2% | 13% |
| 20260929 | $9.45 | $5.51 | 42.1% | 13% |
| 20260928 | $10.14 | $4.03 | 43.4% | 17% |
| 20260925 | $9.55 | $4.50 | 42.4% | 14% |
| 20260924 | $9.30 | $4.92 | 40.8% | 8% |
| 20260923 | $9.70 | $5.21 | 41.5% | 11% |
| 20260922 | $10.25 | $5.84 | 42.1% | 13% |
| 20260921 | $9.72 | $3.83 | 40.8% | 8% |
| 20260918 | $8.75 | $4.40 | 38.9% | 2% |
| 20260917 | $9.07 | $4.87 | 40.3% | 7% |
| 20260916 | $8.70 | $4.82 | 39.4% | 3% |
| 20260915 | $9.45 | $5.40 | 41.1% | 9% |
| 20260914 | $9.70 | $3.86 | 40.6% | 8% |
| 20260911 | $8.25 | $4.07 | 38.4% | 0% |
| 20260910 | $9.12 | $4.85 | 42.1% | 6% |
| 20260909 | $9.62 | $5.49 | 42.1% | 6% |
| 20260908 | $10.25 | $6.39 | 41.9% | 5% |
| 20260904 | $9.02 | $4.54 | 40.6% | 0% |
| 20260903 | $16.10 | $12.70 | 58.5% | 66% |
| 20260902 | $15.70 | $12.62 | 57.5% | 62% |
| 20260901 | $16.00 | $13.20 | 59.3% | 69% |
| 20260831 | $16.10 | $12.07 | 58.0% | 64% |
| 20260828 | $15.15 | $12.38 | 56.1% | 57% |
| 20260827 | $14.50 | $11.35 | 56.1% | 57% |
| 20260826 | $15.50 | $11.68 | 58.1% | 65% |
| 20260825 | $15.70 | $12.35 | 57.9% | 64% |
| 20260824 | $16.88 | $4.87 | 59.2% | 69% |
| 20260821 | $15.60 | $5.64 | 58.1% | 65% |
| 20260820 | $15.00 | $5.69 | 57.2% | 61% |
| 20260819 | $15.65 | $6.00 | 57.2% | 61% |
| 20260818 | $15.73 | $6.79 | 57.0% | 60% |
| 20260817 | $15.35 | $4.32 | 57.0% | 61% |
| 20260814 | $14.98 | $4.97 | 56.1% | 57% |
| 20260813 | $15.50 | $5.90 | 57.1% | 61% |
| 20260812 | $15.25 | $6.58 | 55.5% | 55% |
| 20260811 | $16.27 | $7.00 | 55.1% | 53% |
| 20260810 | $16.88 | $5.06 | 56.7% | 59% |
| 20260807 | — | — | 56.6% | 59% |
| 20260806 | $16.25 | $7.00 | 58.2% | 65% |
| 20260805 | $16.45 | $6.62 | 58.3% | 65% |
| 20260804 | $17.27 | $7.95 | 59.6% | 70% |
| 20260803 | $17.20 | $5.34 | 56.6% | 59% |
| 20260731 | $13.10 | $5.88 | 52.7% | 44% |
| 20260730 | $13.62 | $6.57 | 51.1% | 38% |
| 20260729 | $13.20 | $6.78 | 48.8% | 30% |
More on LULU
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.