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
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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 -0.523(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..
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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-27 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)
Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.08% 1-day move.
The expected range for the next 2 days is 154.16 — 164.85 , corresponding to +3.86% / -2.87% .
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 168.09 (5.90% above spot).
Bearish positioning points to downside pressure toward 152.09 (4.17% below spot).
Options flow strength: 0.73 (0–1 scale). ATM Strike: 157.50, Call: 2.97, Put: 1.71, Straddle Cost: 4.67.
Price moves may extend once a direction forms. The short-term gamma flip is near 166.60 , with intermediate positioning around 166.77 . The mid-term gamma flip remains near 171.56.