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
$9.02
7-Day Straddle
$4.54
Avg IV
0.5%
IV Rank
3%
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
20260904 $9.02 $4.54 0.5% 3%
20260903 $16.10 $12.70 0.6% 17%
20260902 $15.70 $12.62 0.6% 16%
20260901 $16.00 $13.20 0.6% 16%
20260831 $16.10 $12.07 0.6% 16%
20260828 $15.15 $12.38 0.6% 16%
20260827 $14.50 $11.35 0.6% 16%
20260826 $15.50 $11.68 0.6% 14%
20260825 $15.70 $12.35 0.6% 16%
20260824 $16.88 $4.87 0.6% 15%
20260821 $15.60 $5.64 0.9% 65%
20260820 $15.00 $5.69 1.0% 70%
20260819 $15.65 $6.00 1.0% 68%
20260818 $15.73 $6.79 1.0% 75%
20260817 $15.35 $4.32 1.0% 68%
20260814 $14.98 $4.97 0.6% 16%
20260813 $15.50 $5.90 0.6% 17%
20260812 $15.25 $6.58 0.6% 15%
20260811 $16.27 $7.00 0.6% 14%
20260810 $16.88 $5.06 0.6% 10%
20260806 $16.25 $7.00 0.6% 11%
20260805 $16.45 $6.62 0.6% 19%
20260804 $17.27 $7.95 0.6% 14%
20260803 $17.20 $5.34 0.6% 12%
20260731 $13.10 $5.88 0.6% 9%
20260730 $13.62 $6.57 0.5% 3%
20260729 $13.20 $6.78 0.6% 10%
20260728 $14.05 $7.70 0.6% 9%
20260727 $14.25 $5.23 0.5% 7%
20260724 $11.47 $5.65 0.5% 5%
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%