LULU Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete LULU options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around LULU.
Near-Term Options-Derived Market Structure
NEUTRAL OUTLOOK
Reflecting options positioning and volatility conditions over the coming sessions.
The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian
On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 50%
Current DPI is -0.196(bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with High Saturation Gamma saturation
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)
Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.25% 1-day move.
The expected range for the next 3 days is 114.31 — 123.69 , corresponding to +5.43% / -2.56% .
Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.
Bullish flow suggests upside interest toward 127.10 (8.34% above spot).
Bearish positioning points to downside pressure toward 113.18 (3.53% below spot).
Options flow strength: 0.82 (0–1 scale). ATM Strike: 117.00, Call: 2.10, Put: 2.46, Straddle Cost: 4.56.
Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 116.24 . The mid-term gamma flip remains near 116.49.