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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: May 31, 2018 AC
EVR: 4.7
Avg Daily Volume: 1.95M    Market Cap: 13.95B
Sector: Consumer Goods    Short Interest: 8.66
Live Interactive Chart
Days to Next Earnings: 4 Days
Current 7 Day Implied Movement: 7.59%       Theoretical Expires in 7 days
Implied Move Weekly: 8.36%       Expires on: June 1, 2018
Implied Move Monthly: 9.40%       Expires on: June 15, 2018


 
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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: 14

 
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
March 27, 2018 AC $78.71 8.86% N/A 7.03% $84.25 $85.96 3.39% N/A 11.77% 10.45% 3.26%
Dec. 6, 2017 AC $67.66 10.71% 9.70% 8.4% $73.34 $72.01 3.27% 4.27% 9.13% 9.05% 3.89%
June 1, 2017 AC $48.67 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 29, 2017 AC $66.30
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

 
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