Historical Volatility (Close-to-Close) (90-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

lululemon athletica inc. (LULU) had 90-Day Historical Volatility (Close-to-Close) of 0.4248 for 2024-05-07.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4248
Historical Volatility (Parkinson)	0.2322
Implied Volatility (Calls)	0.3684
Implied Volatility (Puts)	0.3716
Implied Volatility (Mean)	0.3700
Put-Call Implied Volatility Ratio	1.0085
Implied Volatility Skew	0.0227
Option Statistics
Put-Call Ratio (Volume)	0.5943
Put-Call Ratio (Open Interest)	0.7511
Forward Price	354.27
Call Breakeven Price	473.30
Put Breakeven Price	307.03
Option Breakeven Price	401.73