Symbol:    
Lululemon Athletica Inc. 
Options Root:  Open Help    LULU  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days31.63%50.29%56.50%176.65% - 24-Mar10.31% - 25-Oct
20 days41.19%46.42%57.38%131.21% - 27-Mar15.48% - 30-Oct
30 days46.92%50.81%64.72%112.03% - 06-Apr17.69% - 22-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help53.43%52.13%45.24%128.24% - 16-Mar21.54% - 17-Jan
IV Index put Open Help54.31%51.91%44.75%129.04% - 16-Mar21.51% - 17-Jan
IV Index mean Open Help53.87%52.02%44.99%128.64% - 16-Mar21.52% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days69.81%73.92%67.56%92.26% - 12-Mar-13.70% - 22-Nov
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
74.20%60.04% 19.05001.95
(11.40)
19.050Jun 12, 2020 305.01011.825-1.23
(-9.39)
11.8250-39.98%74.62%
73.00%54.86% 16.17501.62
(11.17)
16.175Jun 12, 2020 310.01013.575-1.97
(-12.70)
13.5750-45.14%71.52%
73.22%49.60% 13.85002.05
(17.37)
13.850Jun 12, 2020 315.01016.500-1.48
(-8.21)
16.5000-50.42%72.97%
72.90%44.39% 11.67501.18
(11.19)
11.675Jun 12, 2020 320.01019.000-1.88
(-8.98)
19.0000-55.88%71.12%
63.89%64.09% 23.70002.40
(11.27)
23.700Jun 19, 2020 300.01711.250-1.35
(-10.71)
11.2500-35.82%63.37%
63.17%61.89% 22.07502.15
(10.79)
22.075Jun 19, 2020 302.51712.325-1.13
(-8.36)
12.3250-38.13%63.39%
62.34%54.89% 17.87501.88
(11.72)
17.875Jun 19, 2020 310.01715.350-1.60
(-9.44)
15.3500-45.12%61.51%
60.40%45.18% 12.87501.48
(12.94)
12.875Jun 19, 2020 320.01720.475-2.03
(-9.00)
20.4750-54.88%60.09%
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