lululemon athletica inc LULU 112.06 5.11 4.78% Regime: Trend Up (84%)
Expected move
November 04, 2026 close · $112.28| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.1% ±$2.37 | $109.91 – $114.65 | $109.43 – $115.13 | $107.18 – $117.38 |
| 2 sessions | ±2.9% ±$3.30 | $108.98 – $115.58 | $108.27 – $116.29 | $105.16 – $119.40 |
| 3 sessions | ±3.7% ±$4.15 | $108.13 – $116.43 | $107.32 – $117.24 | $103.42 – $121.14 |
| 1 week | ±4.7% ±$5.29 | $106.99 – $117.57 | $105.81 – $118.75 | $101.02 – $123.54 |
| 2 weeks | ±6.6% ±$7.42 | $104.86 – $119.70 | $103.11 – $121.45 | $96.45 – $128.11 |
| 3 weeks | ±8.2% ±$9.18 | $103.10 – $121.46 | $100.86 – $123.70 | $92.87 – $131.69 |
| 1 month | ±9.8% ±$10.95 | $101.33 – $123.23 | $98.62 – $125.94 | $89.08 – $135.48 |
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× | — |