Symbol:    
Lululemon Athletica Inc. 
Options Root:  Open Help    LULU  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days31.04%28.72%40.22%176.65% - 24-Mar10.31% - 25-Oct
20 days33.10%32.27%49.36%131.21% - 27-Mar15.48% - 30-Oct
30 days34.31%41.99%43.78%112.03% - 06-Apr17.69% - 22-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help40.45%40.20%43.39%128.24% - 16-Mar21.54% - 17-Jan
IV Index put Open Help40.40%39.37%42.20%129.04% - 16-Mar21.51% - 17-Jan
IV Index mean Open Help40.42%39.79%42.80%128.64% - 16-Mar21.52% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days51.03%29.49%40.20%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
42.44%57.30% 13.10002.95
(29.06)
13.100Nov 06, 2020 330.0149.200-5.07
(-35.55)
9.2000-42.71%42.53%
42.08%53.72% 11.70002.72
(30.36)
11.700Nov 06, 2020 332.51410.375-5.23
(-33.49)
10.3750-46.28%42.45%
41.95%50.10% 10.45002.43
(30.22)
10.450Nov 06, 2020 335.01411.600-5.65
(-32.75)
11.6000-49.88%42.22%
41.95%46.50% 9.32502.15
(29.97)
9.325Nov 06, 2020 337.51412.950-5.93
(-31.39)
12.9500-53.48%42.14%
41.56%56.71% 15.27503.17
(26.24)
15.275Nov 13, 2020 330.02111.300-4.90
(-30.25)
11.3000-43.28%41.43%
41.26%53.72% 13.90002.90
(26.36)
13.900Nov 13, 2020 332.52112.450-5.17
(-29.36)
12.4500-46.28%41.20%
41.13%50.70% 12.65002.65
(26.50)
12.650Nov 13, 2020 335.02113.675-5.42
(-28.40)
13.6750-49.32%40.99%
40.99%47.67% 11.47502.40
(26.45)
11.475Nov 13, 2020 337.52115.025-5.63
(-27.24)
15.0250-52.34%40.96%
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