What is LULU's IV rank?

At the last close, LULU's IV rank was 61 with 30-day implied volatility of 58.5%. IV sits 61% of the way from its one-year low to its one-year high. Its IV percentile was 75: IV is higher than 75% of the past year's readings.

What is the expected move for LULU?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $17.03 (16.1%), a range of $88.62 to $122.68. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on LULU?

At the last close, these OptionClaws preset screens had passing trades on LULU: Long Call Butterflies for Pinning (9). Open a screen in the app to see the individual trades, refreshed intraday.

Is LULU option volume above average?

At the last close, LULU option volume was 0.5x its average, quieter than usual.

LULU options: IV rank, expected move and trade screens

lululemon athletica inc. · Consumer

In the app, stock prices are live and options data is refreshed intraday.

LULU last closed at $105.65 with 30-day implied volatility of 58.5%. That is in the upper half of its one-year range (IV rank 61), so premiums are somewhat richer than usual for LULU. Measured by IV percentile, IV is higher than 75% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $17.03, or 16.1%.

The price is above its 50-day moving average (+4.7%) but still below its 200-day (-18.7%). It is 51.1% below its 52-week high and 15.0% above its 52-week low. The 14-day RSI of 50.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $4.13, about 3.9% of the price, a measure of a typical day's range.

Option volume at the close (13.7K contracts) was 0.5x its average, quieter than usual. A beta of 1.04 means LULU has tended to move about 1.0 times as much as the broad market. 1 of our preset screen found trades on LULU at the close, led by Long Call Butterflies for Pinning with 9 trades.

LULU stats at the close

Price: $105.65; Market cap $11.2B
Implied volatility: 58.5%; 30-day, at the money
IV rank: 61; IV sits 61% of the way from its one-year low to its one-year high.
IV percentile: 75; IV is higher than 75% of the past year's readings.
ATR (14-day): $4.13; 3.9% of the price on a typical day
RSI (14-day): 50.8; Between 30 and 70, neutral
52-week range: -51.1% from high; +15.0% from the 52-week low
Moving averages: +4.7% vs 50-day; -18.7% vs the 200-day
Beta: 1.04; Sensitivity to the broad market
Option volume: 0.5x avg; 13.7K contracts vs 27.1K average

LULU expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	43.1%	±$6.30 (6.0%)	$99.35 to $111.95	$5.04
Dec 11, 202628 days	58.2%	±$17.03 (16.1%)	$88.62 to $122.68	$13.58
Jan 15, 202763 days	50.6%	±$22.20 (21.0%)	$83.45 to $127.85	$17.60

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for LULU from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Long Call Butterflies for Pinning

Call Butterfly

9 trades pass on LULU

Return on risk: 127.3% to 488.2%
Probability of profit: 7.5% to 62.5%

Butterfly spread screener

LULU options FAQ

What is LULU's IV rank?: At the last close, LULU's IV rank was 61 with 30-day implied volatility of 58.5%. IV sits 61% of the way from its one-year low to its one-year high. Its IV percentile was 75: IV is higher than 75% of the past year's readings.
What is the expected move for LULU?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $17.03 (16.1%), a range of $88.62 to $122.68. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on LULU?: At the last close, these OptionClaws preset screens had passing trades on LULU: Long Call Butterflies for Pinning (9). Open a screen in the app to see the individual trades, refreshed intraday.
Is LULU option volume above average?: At the last close, LULU option volume was 0.5x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.