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 days26.07%24.54%40.22%176.65% - 24-Mar10.31% - 25-Oct
20 days27.31%34.00%39.65%131.21% - 27-Mar15.48% - 30-Oct
30 days32.00%33.18%40.91%112.03% - 06-Apr17.69% - 22-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help44.06%39.40%38.82%128.24% - 16-Mar21.54% - 17-Jan
IV Index put Open Help43.79%38.90%38.22%129.04% - 16-Mar21.51% - 17-Jan
IV Index mean Open Help43.93%39.15%38.52%128.64% - 16-Mar21.52% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days68.36%70.13%48.52%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
37.91%57.94% 10.50000.85
(8.81)
10.500Aug 14, 2020 325.0116.875-2.62
(-27.63)
6.8750-42.04%37.77%
37.70%53.35% 9.12501.30
(16.61)
9.125Aug 14, 2020 327.5118.000-1.80
(-18.37)
8.0000-46.65%37.54%
37.41%48.69% 7.85001.12
(16.73)
7.850Aug 14, 2020 330.0119.250-1.90
(-17.04)
9.2500-51.32%37.38%
37.39%44.07% 6.75001.05
(18.42)
6.750Aug 14, 2020 332.51110.625-2.02
(-16.01)
10.6250-55.97%37.26%
38.18%56.86% 12.95001.43
(12.36)
12.950Aug 21, 2020 325.0189.325-1.45
(-13.46)
9.3250-43.13%38.09%
37.98%53.28% 11.60001.50
(14.85)
11.600Aug 21, 2020 327.51810.450-1.57
(-13.10)
10.4500-46.72%37.80%
37.74%49.66% 10.32501.38
(15.36)
10.325Aug 21, 2020 330.01811.700-1.70
(-12.69)
11.7000-50.35%37.64%
37.61%46.05% 9.17501.10
(13.62)
9.175Aug 21, 2020 332.51813.025-1.78
(-11.99)
13.0250-53.99%37.43%
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