lululemon athletica inc LULU 107.24 -2.58 -2.35%
Expected move
October 30, 2026 close · $107.06| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.1% ±$3.37 | $103.69 – $110.43 | $103.01 – $111.11 | $99.83 – $114.29 |
| 2 sessions | ±4.4% ±$4.69 | $102.37 – $111.75 | $101.38 – $112.75 | $96.95 – $117.17 |
| 3 sessions | ±5.5% ±$5.90 | $101.16 – $112.96 | $100.02 – $114.11 | $94.49 – $119.63 |
| 1 week | ±7.0% ±$7.51 | $99.56 – $114.57 | $97.89 – $116.24 | $91.08 – $123.05 |
| 2 weeks | ±9.8% ±$10.52 | $96.54 – $117.58 | $94.03 – $120.09 | $84.60 – $129.52 |
| 3 weeks | ±12.2% ±$13.04 | $94.02 – $120.10 | $90.85 – $123.27 | $79.50 – $134.62 |
| 1 month | ±14.5% ±$15.54 | $91.53 – $122.60 | $87.67 – $126.45 | $74.13 – $139.99 |
Earnings: priced against what happened
Average implied move
±9.77%
Average actual move
14.03%
Beyond the implied move
5 / 7
Median IV change
-35.72%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| September 04, 2026 | ±9.59% | -17.38% | 1.81× | — |
| June 05, 2026 | ±9.77% | -8.56% | 0.88× | 80.3% → 47.2% |
| March 18, 2026 | ±10.66% | +3.84% | 0.36× | — |
| September 05, 2025 | ±11.92% | -18.58% | 1.56× | 85.5% → 59.7% |
| June 06, 2025 | ±8.59% | -19.80% | 2.31× | — |
| March 28, 2025 | ±8.79% | -14.19% | 1.61× | — |
| December 06, 2024 | ±9.05% | +15.89% | 1.76× | — |