LULU (lululemon athletica inc.)

Expected Move & Straddle Price History

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).

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.

Current LULU Expected Move
30-Day Straddle
$11.07
7-Day Straddle
$5.66
Avg IV
0.5%
IV Rank
5%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $11.07 $5.66 0.5% 5%
20260722 $11.35 $6.55 0.5% 6%
20260721 $12.20 $7.03 0.5% 1%
20260720 $12.65 $4.84 0.5% 3%
20260716 $12.12 $6.28 0.5% 6%
20260715 $12.32 $6.63 0.5% 4%
20260714 $13.07 $7.15 0.5% 6%
20260713 $13.22 $5.16 0.5% 6%
20260710 $11.45 $5.54 0.5% 1%
20260709 $11.62 $6.01 0.5% 2%
20260708 $11.73 $6.70 0.5% 4%
20260707 $12.27 $7.17 0.5% 0%
20260706 $12.98 $4.88 0.5% 3%
20260702 $12.38 $5.39 0.5% 7%
20260701 $12.10 $6.28 0.6% 19%
20260630 $12.07 $6.70 0.6% 12%
20260629 $11.80 $4.08 0.6% 13%
20260626 $11.12 $4.89 0.6% 12%
20260625 $11.05 $5.24 0.6% 17%
20260624 $11.28 $5.89 0.6% 13%
20260623 $11.07 $6.21 0.6% 21%
20260622 $11.18 $4.47 0.6% 18%
20260618 $10.55 $4.81 0.8% 46%
20260617 $11.03 $5.63 0.8% 39%
20260616 $11.10 $6.63 0.7% 35%
20260615 $11.65 $4.04 0.7% 31%
20260613 $10.65 $5.11 0.6% 20%
20260612 $10.90 $5.07 0.6% 18%
20260611 $12.00 $5.95 0.7% 32%
20260610 $12.12 $6.93 0.6% 25%
20260609 $12.45 $6.92 0.7% 29%
20260608 $12.20 $5.02 0.6% 22%
20260605 $11.35 $6.05 0.7% 32%
20260604 $20.00 $16.05 1.2% 100%
20260603 $17.70 $14.02 0.7% 49%
20260602 $17.75 $14.20 0.7% 45%
20260601 $19.18 $13.03 0.7% 43%
20260529 $17.95 $13.60 0.7% 39%
20260528 $17.50 $13.57 0.7% 46%
20260527 $17.62 $13.65 0.7% 41%
20260526 $17.80 $14.55 0.7% 36%
20260522 $17.88 $5.45 1.0% 93%
20260521 $17.25 $6.06 1.0% 100%
20260520 $17.57 $7.22 1.0% 100%
20260519 $17.23 $7.33 1.0% 100%
20260518 $17.30 $4.91 0.9% 99%
20260515 $16.50 $5.46 0.8% 71%
20260514 $16.73 $6.23 0.7% 63%
20260513 $16.83 $7.08 0.7% 60%
20260512 $17.75 $7.18 0.7% 56%
20260511 $17.17 $5.53 0.7% 55%
20260510 $18.00 $5.70 0.7% 48%
20260508 $14.50 $5.70 0.7% 61%
20260507 $15.23 $7.12 0.6% 43%
20260506 $16.08 $7.29 0.7% 48%
20260505 $16.52 $7.80 0.7% 50%
20260504 $16.25 $5.56 0.6% 43%
20260502 $12.62 $6.08 0.7% 49%
20260501 $12.55 $5.85 0.6% 39%
20260430 $13.52 $7.20 0.6% 45%