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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
lululemon athletica inc. (LULU) - NASDAQ Next Earnings Date: OS Estimate: March 29, 2018 BO
OS Projected Window: March 21, 2018 to March 30, 2018
EVR: 4.8
Avg Daily Volume: 2,278,163    Market Cap: 8.33B
Sector: Consumer Goods    Short Interest: 6.38
Live Interactive Chart
Days to Next Earnings: 108 Days
Current 7 Day Implied Movement: 0.34%       Theoretical Expires in 7 days


 
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Sample Chart


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    Most Recent LULU Strategy Testing:
    Anh    Opened a short Put position @$57.50 Expires Jan. 19, 2018   
       Aug. 30, 2017, 7:12 p.m.
    Anh    Opened a long Straddle position @$57.50 Expires Jan. 19, 2018   
       Aug. 30, 2017, 7:02 p.m.
    Jerry2dt    Closed a long Straddle position @$57.50 Expires Dec. 16, 2016    PnL: $290.99
       Dec. 16, 2016, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 13

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Dec. 6, 2017 AC $67.66 10.71% N/A 8.4% $73.34 $72.01 3.27% N/A 9.13% 9.05% 3.89%
June 1, 2017 AC $48.67 10.19% N/A 15.9% $56.41 $54.29 3.25% N/A 16.8% 8.85% 4.14%
March 29, 2017 AC $66.30 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 7, 2016 AC $59.84
June 8, 2016 BO $68.14
March 30, 2016 BO $61.24
Sept. 10, 2015 BO $64.05
June 9, 2015 BO $61.52
March 26, 2015 BO $60.96
Dec. 11, 2014 BO $46.70

 
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