LULU
lululemon athletica inc.Close $125.19EOD onlyThis page reflects LULU options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65.00 | 55.91 | 56.00 | 60.80 | -6.76 | 2 | 3 | 423.0% | 0.988 | 0.0008 | -0.318 | 0.003 | 0.003 |
| 70.00 | 57.70 | 51.00 | 55.60 | 0.00 | 0 | 4 | 353.5% | 0.991 | 0.0008 | -0.213 | 0.002 | 0.004 |
| 75.00 | 46.41 | 46.00 | 51.35 | -2.92 | 2 | 3 | 393.8% | 0.972 | 0.0018 | -0.602 | 0.006 | 0.004 |
| 80.00 | 41.43 | 41.00 | 46.15 | -3.01 | 2 | 1 | 336.9% | 0.973 | 0.0020 | -0.501 | 0.006 | 0.004 |
| 85.00 | 39.46 | 36.00 | 41.15 | 0.00 | 0 | 1 | 299.2% | 0.969 | 0.0026 | -0.500 | 0.007 | 0.004 |
| 90.00 | 32.24 | 31.00 | 38.25 | 0.00 | 0 | 4 | 371.2% | 0.910 | 0.0047 | -1.408 | 0.015 | 0.004 |
| 105.00 | 15.24 | 16.00 | 20.70 | 0.00 | 2 | 2 | 137.4% | 0.963 | 0.0064 | -0.271 | 0.008 | 0.005 |
| 107.00 | 15.38 | 14.65 | 18.90 | 1.91 | 1 | 4 | 137.3% | 0.945 | 0.0087 | -0.366 | 0.010 | 0.005 |
| 108.00 | 14.49 | 13.80 | 18.00 | 1.94 | 1 | 4 | 136.1% | 0.936 | 0.0100 | -0.409 | 0.012 | 0.005 |
| 109.00 | 13.30 | 12.75 | 16.80 | 3.35 | 2 | 4 | 119.9% | 0.946 | 0.0099 | -0.317 | 0.010 | 0.006 |
| 110.00 | 12.73 | 12.10 | 15.70 | 3.68 | 62 | 44 | 108.6% | 0.951 | 0.0101 | -0.269 | 0.009 | 0.006 |
| 111.00 | 11.83 | 11.10 | 15.70 | 2.92 | 8 | 1 | 144.9% | 0.880 | 0.0149 | -0.681 | 0.018 | 0.005 |
| 112.00 | 10.40 | 10.80 | 13.70 | 1.75 | 14 | 11 | 97.1% | 0.944 | 0.0126 | -0.266 | 0.010 | 0.006 |
| 113.00 | 9.50 | 9.80 | 12.70 | 2.55 | 2 | 1 | 91.3% | 0.940 | 0.0141 | -0.265 | 0.011 | 0.006 |
| 114.00 | 8.50 | 7.70 | 11.75 | 2.30 | 5 | 63 | 87.8% | 0.930 | 0.0165 | -0.285 | 0.012 | 0.006 |
| 115.00 | 9.00 | 8.00 | 10.90 | 4.00 | 18 | 212 | 88.2% | 0.909 | 0.0200 | -0.346 | 0.015 | 0.006 |
| 116.00 | 8.10 | 7.20 | 9.80 | 3.75 | 31 | 13 | 78.0% | 0.912 | 0.0221 | -0.301 | 0.015 | 0.006 |
| 117.00 | 4.25 | 5.95 | 8.80 | 0.40 | 2 | 6 | 71.9% | 0.904 | 0.0256 | -0.297 | 0.016 | 0.006 |
| 118.00 | 5.95 | 4.75 | 8.00 | 2.85 | 3 | 74 | 72.8% | 0.871 | 0.0313 | -0.367 | 0.020 | 0.006 |
| 119.00 | 6.50 | 6.50 | 7.05 | 4.00 | 330 | 810 | 58.5% | 0.885 | 0.0359 | -0.276 | 0.018 | 0.006 |
| 120.00 | 5.10 | 5.45 | 5.95 | 3.18 | 766 | 1,175 | 57.8% | 0.845 | 0.0444 | -0.330 | 0.022 | 0.005 |
| 121.00 | 4.40 | 3.90 | 5.00 | 2.79 | 469 | 870 | 52.3% | 0.817 | 0.0547 | -0.333 | 0.025 | 0.005 |
| 122.00 | 3.65 | 3.50 | 4.30 | 2.44 | 480 | 482 | 53.1% | 0.753 | 0.0643 | -0.399 | 0.029 | 0.005 |
| 123.00 | 3.35 | 3.15 | 4.75 | 2.39 | 724 | 641 | 60.5% | 0.663 | 0.0651 | -0.521 | 0.034 | 0.004 |
| 124.00 | 2.50 | 2.50 | 2.95 | 1.70 | 680 | 364 | 51.2% | 0.609 | 0.0810 | -0.464 | 0.036 | 0.004 |
| 125.00 | 2.08 | 1.89 | 2.28 | 1.52 | 709 | 1,373 | 48.3% | 0.527 | 0.0890 | -0.453 | 0.037 | 0.004 |
| 126.00 | 1.54 | 1.40 | 1.94 | 1.16 | 496 | 346 | 51.1% | 0.442 | 0.0833 | -0.474 | 0.037 | 0.003 |
| 127.00 | 1.26 | 1.11 | 1.29 | 0.93 | 454 | 288 | 45.4% | 0.343 | 0.0874 | -0.392 | 0.034 | 0.002 |
| 128.00 | 0.82 | 0.80 | 1.00 | 0.54 | 68 | 197 | 46.2% | 0.266 | 0.0767 | -0.355 | 0.030 | 0.002 |
| 129.00 | 0.65 | 0.46 | 0.97 | 0.46 | 82 | 172 | 52.4% | 0.228 | 0.0621 | -0.370 | 0.028 | 0.002 |
| 130.00 | 0.48 | 0.45 | 0.50 | 0.33 | 433 | 1,472 | 45.0% | 0.134 | 0.0518 | -0.227 | 0.020 | 0.001 |
| 131.00 | 0.27 | 0.27 | 0.34 | 0.07 | 127 | 107 | 44.6% | 0.089 | 0.0388 | -0.167 | 0.015 | 0.001 |
| 132.00 | 0.23 | 0.19 | 0.54 | 0.13 | 317 | 127 | 50.7% | 0.083 | 0.0325 | -0.180 | 0.014 | 0.001 |
| 133.00 | 0.15 | 0.08 | 0.21 | -0.06 | 217 | 114 | 48.0% | 0.047 | 0.0220 | -0.109 | 0.009 | 0.000 |
| 134.00 | 0.10 | 0.00 | 0.42 | 0.01 | 194 | 87 | 52.3% | 0.042 | 0.0184 | -0.109 | 0.008 | 0.000 |
| 135.00 | 0.08 | 0.07 | 0.10 | 0.00 | 158 | 263 | 48.4% | 0.019 | 0.0102 | -0.052 | 0.004 | 0.000 |
| 136.00 | 0.31 | 0.00 | 0.15 | 0.00 | 2 | 61 | 56.5% | 0.025 | 0.0113 | -0.078 | 0.005 | 0.000 |
| 137.00 | 0.01 | 0.00 | 0.28 | -0.12 | 304 | 170 | 59.6% | 0.022 | 0.0095 | -0.072 | 0.005 | 0.000 |
| 138.00 | 0.04 | 0.00 | 0.85 | -0.01 | 8 | 98 | 81.5% | 0.057 | 0.0152 | -0.217 | 0.011 | 0.000 |
| 139.00 | 0.86 | 0.01 | 0.57 | 0.00 | 4 | 25 | 78.2% | 0.038 | 0.0114 | -0.150 | 0.008 | 0.000 |
| 140.00 | 0.05 | 0.02 | 0.08 | 0.03 | 1,136 | 1,169 | 59.4% | 0.006 | 0.0031 | -0.023 | 0.002 | 0.000 |
| 141.00 | 0.10 | 0.00 | 0.10 | -0.89 | 3 | 226 | 62.9% | 0.006 | 0.0028 | -0.024 | 0.002 | 0.000 |
| 142.00 | 0.02 | 0.00 | 0.50 | -0.03 | 20 | 70 | 87.3% | 0.028 | 0.0079 | -0.130 | 0.006 | 0.000 |
| 143.00 | 0.10 | 0.00 | 0.20 | 0.00 | 1 | 38 | 76.8% | 0.010 | 0.0039 | -0.050 | 0.003 | 0.000 |
| 144.00 | 0.61 | 0.00 | 0.52 | 0.00 | 3 | 21 | 95.5% | 0.026 | 0.0068 | -0.134 | 0.006 | 0.000 |
| 145.00 | 0.03 | 0.00 | 0.05 | 0.02 | 60 | 710 | 68.8% | 0.002 | 0.0011 | -0.011 | 0.001 | 0.000 |
| 146.00 | 0.09 | 0.00 | 0.59 | 0.00 | 7 | 118 | 105.5% | 0.027 | 0.0064 | -0.152 | 0.006 | 0.000 |
| 147.00 | 0.02 | 0.00 | 0.28 | -0.01 | 2 | 12 | 94.9% | 0.012 | 0.0036 | -0.070 | 0.003 | 0.000 |
| 149.00 | 0.10 | 0.00 | 0.50 | 0.00 | 2 | 15 | 112.5% | 0.020 | 0.0047 | -0.128 | 0.005 | 0.000 |
| 150.00 | 0.07 | 0.00 | 0.10 | 0.06 | 34 | 578 | 89.5% | 0.004 | 0.0013 | -0.022 | 0.001 | 0.000 |
| 152.50 | 0.01 | 0.00 | 0.63 | 0.00 | 4 | 62 | 129.9% | 0.023 | 0.0045 | -0.162 | 0.005 | 0.000 |
| 155.00 | 0.02 | 0.00 | 0.05 | 0.00 | 1 | 257 | 94.5% | 0.001 | 0.0005 | -0.009 | 0.000 | 0.000 |
| 157.50 | 0.17 | 0.00 | 0.53 | 0.00 | 9 | 8 | 141.6% | 0.016 | 0.0031 | -0.134 | 0.004 | 0.000 |
| 160.00 | 0.09 | 0.00 | 0.20 | 0.00 | 3 | 671 | 127.7% | 0.005 | 0.0013 | -0.046 | 0.001 | 0.000 |
| 162.50 | 0.02 | 0.00 | 0.55 | 0.00 | 2 | 1 | 157.8% | 0.015 | 0.0026 | -0.138 | 0.003 | 0.000 |
| 165.00 | 0.06 | 0.00 | 0.03 | 0.00 | 1 | 518 | 112.5% | 0.001 | 0.0002 | -0.005 | 0.000 | 0.000 |
| 170.00 | 0.01 | 0.00 | 0.09 | 0.00 | 3 | 105 | 138.7% | 0.002 | 0.0004 | -0.018 | 0.001 | 0.000 |
| 172.50 | 0.02 | 0.00 | 1.16 | -0.28 | 2 | 2 | 213.8% | 0.026 | 0.0030 | -0.298 | 0.006 | 0.000 |
| 175.00 | 0.02 | 0.00 | 0.05 | 0.00 | 1 | 47 | 140.6% | 0.001 | 0.0002 | -0.009 | 0.000 | 0.000 |
| 180.00 | 0.03 | 0.00 | 1.55 | 0.00 | 2 | 60 | 249.4% | 0.031 | 0.0030 | -0.399 | 0.006 | 0.000 |
| 185.00 | 0.02 | 0.00 | 0.43 | 0.00 | 2 | 68 | 210.2% | 0.008 | 0.0011 | -0.101 | 0.002 | 0.000 |
| 190.00 | 0.02 | 0.00 | 0.20 | 0.00 | 4 | 59 | 199.6% | 0.003 | 0.0005 | -0.042 | 0.001 | 0.000 |
| 192.50 | 0.03 | 0.00 | 0.16 | 0.00 | 7 | 6 | 199.2% | 0.002 | 0.0004 | -0.032 | 0.001 | 0.000 |
| 195.00 | 0.02 | 0.00 | 0.17 | 0.00 | 5 | 79 | 205.5% | 0.002 | 0.0004 | -0.034 | 0.001 | 0.000 |
| 200.00 | 0.14 | 0.00 | 0.02 | 0.13 | 8 | 43 | 171.9% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 205.00 | 0.02 | 0.00 | 0.15 | 0.00 | 2 | 66 | 221.9% | 0.002 | 0.0003 | -0.029 | 0.001 | 0.000 |
| 210.00 | 0.02 | 0.00 | 0.04 | 0.00 | 21 | 22 | 201.6% | 0.000 | 0.0001 | -0.006 | 0.000 | 0.000 |
| 215.00 | 0.01 | 0.00 | 0.21 | 0.00 | 28 | 21 | 250.0% | 0.002 | 0.0003 | -0.042 | 0.001 | 0.000 |
| 220.00 | 0.05 | 0.00 | 0.10 | -0.06 | 3 | 20 | 237.5% | 0.001 | 0.0001 | -0.017 | 0.000 | 0.000 |
| 225.00 | 0.01 | 0.00 | 0.10 | -0.01 | 39 | 7 | 246.1% | 0.001 | 0.0001 | -0.017 | 0.000 | 0.000 |
| 235.00 | 0.08 | 0.01 | 0.27 | -0.08 | 1 | 10 | 294.5% | 0.003 | 0.0003 | -0.057 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70.00 | 0.19 | 0.00 | 0.02 | 0.00 | 0 | 1 | 221.9% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 80.00 | 0.02 | 0.00 | 0.03 | 0.00 | 0 | 63 | 181.3% | -0.000 | 0.0001 | -0.005 | 0.000 | -0.000 |
| 90.00 | 0.03 | 0.00 | 0.04 | 0.00 | 1 | 2 | 140.6% | -0.001 | 0.0002 | -0.007 | 0.000 | -0.000 |
| 100.00 | 0.02 | 0.00 | 0.08 | -0.01 | 6 | 272 | 107.8% | -0.002 | 0.0007 | -0.017 | 0.001 | -0.000 |
| 105.00 | 0.02 | 0.00 | 0.10 | 0.00 | 14 | 86 | 89.5% | -0.004 | 0.0013 | -0.022 | 0.001 | -0.000 |
| 107.00 | 0.02 | 0.00 | 0.15 | -0.05 | 10 | 39 | 86.3% | -0.006 | 0.0022 | -0.036 | 0.002 | -0.000 |
| 108.00 | 0.08 | 0.00 | 0.43 | 0.00 | 1 | 22 | 98.8% | -0.020 | 0.0052 | -0.109 | 0.004 | -0.000 |
| 109.00 | 0.05 | 0.02 | 0.20 | -0.06 | 38 | 70 | 82.6% | -0.011 | 0.0037 | -0.054 | 0.003 | -0.000 |
| 110.00 | 0.03 | 0.02 | 0.07 | -0.15 | 84 | 565 | 67.6% | -0.004 | 0.0021 | -0.020 | 0.001 | -0.000 |
| 111.00 | 0.17 | 0.00 | 0.42 | -0.04 | 13 | 1,405 | 83.2% | -0.023 | 0.0072 | -0.106 | 0.005 | -0.000 |
| 112.00 | 0.11 | 0.02 | 0.25 | -0.23 | 322 | 189 | 71.5% | -0.016 | 0.0062 | -0.067 | 0.004 | -0.000 |
| 113.00 | 0.10 | 0.05 | 0.10 | -0.39 | 26 | 147 | 60.2% | -0.010 | 0.0048 | -0.037 | 0.002 | -0.000 |
| 114.00 | 0.13 | 0.05 | 0.20 | -0.48 | 37 | 725 | 61.1% | -0.018 | 0.0078 | -0.062 | 0.004 | -0.000 |
| 115.00 | 0.14 | 0.08 | 0.15 | -0.71 | 254 | 1,783 | 55.7% | -0.018 | 0.0088 | -0.058 | 0.004 | -0.000 |
| 116.00 | 0.16 | 0.04 | 0.23 | -0.90 | 58 | 539 | 52.7% | -0.024 | 0.0115 | -0.068 | 0.005 | -0.000 |
| 117.00 | 0.20 | 0.13 | 0.35 | -1.19 | 442 | 762 | 54.8% | -0.045 | 0.0187 | -0.120 | 0.009 | -0.000 |
| 118.00 | 0.29 | 0.18 | 0.33 | -1.36 | 151 | 577 | 50.4% | -0.054 | 0.0233 | -0.126 | 0.010 | -0.000 |
| 119.00 | 0.38 | 0.26 | 0.48 | -1.87 | 179 | 652 | 50.2% | -0.082 | 0.0327 | -0.175 | 0.014 | -0.001 |
| 120.00 | 0.42 | 0.26 | 0.51 | -2.37 | 210 | 911 | 49.5% | -0.119 | 0.0433 | -0.226 | 0.018 | -0.001 |
| 121.00 | 0.59 | 0.47 | 0.79 | -2.91 | 36 | 106 | 51.8% | -0.180 | 0.0548 | -0.312 | 0.024 | -0.001 |
| 122.00 | 0.80 | 0.65 | 1.05 | -2.90 | 144 | 345 | 51.5% | -0.241 | 0.0653 | -0.368 | 0.029 | -0.002 |
| 123.00 | 1.07 | 0.80 | 1.14 | -2.83 | 96 | 470 | 45.7% | -0.293 | 0.0812 | -0.360 | 0.032 | -0.002 |
| 124.00 | 1.34 | 1.32 | 1.68 | -4.11 | 78 | 129 | 49.4% | -0.387 | 0.0837 | -0.432 | 0.035 | -0.003 |
| 125.00 | 1.85 | 1.75 | 2.11 | -4.44 | 139 | 593 | 48.7% | -0.473 | 0.0881 | -0.442 | 0.037 | -0.003 |
| 126.00 | 3.05 | 2.09 | 2.67 | -4.20 | 51 | 22 | 49.4% | -0.560 | 0.0862 | -0.443 | 0.037 | -0.004 |
| 127.00 | 5.05 | 2.52 | 3.25 | -3.25 | 4 | 42 | 48.9% | -0.645 | 0.0822 | -0.412 | 0.034 | -0.005 |
| 128.00 | 5.54 | 3.10 | 3.90 | -3.48 | 6 | 54 | 48.4% | -0.724 | 0.0745 | -0.364 | 0.031 | -0.005 |
| 129.00 | 5.70 | 4.20 | 5.40 | -3.60 | 27 | 36 | 53.0% | -0.770 | 0.0618 | -0.361 | 0.028 | -0.006 |
| 130.00 | 5.70 | 4.85 | 6.85 | -5.38 | 32 | 695 | 61.0% | -0.790 | 0.0509 | -0.395 | 0.027 | -0.006 |
| 131.00 | 10.00 | 5.85 | 7.80 | -0.98 | 1 | 27 | 66.7% | -0.813 | 0.0435 | -0.402 | 0.025 | -0.006 |
| 132.00 | 11.00 | 6.35 | 9.70 | 0.00 | 1 | 45 | 78.6% | -0.810 | 0.0373 | -0.482 | 0.025 | -0.006 |
| 133.00 | 14.70 | 7.65 | 12.20 | 1.88 | 2 | 31 | 109.2% | -0.760 | 0.0307 | -0.775 | 0.029 | -0.006 |
| 134.00 | 11.42 | 8.55 | 13.15 | -3.15 | 1 | 17 | 113.7% | -0.777 | 0.0283 | -0.773 | 0.028 | -0.006 |
| 135.00 | 11.07 | 9.25 | 12.35 | -3.40 | 21 | 488 | 89.1% | -0.866 | 0.0262 | -0.432 | 0.020 | -0.007 |
| 136.00 | 16.82 | 10.20 | 13.95 | 0.62 | 1 | 12 | 103.4% | -0.851 | 0.0242 | -0.542 | 0.022 | -0.006 |
| 137.00 | 16.91 | 11.45 | 14.50 | 0.00 | 4 | 0 | 105.6% | -0.867 | 0.0220 | -0.512 | 0.020 | -0.007 |
| 138.00 | 17.47 | 11.85 | 15.35 | 0.00 | 1 | 2 | 97.4% | -0.905 | 0.0187 | -0.365 | 0.016 | -0.007 |
| 139.00 | 14.22 | 12.95 | 17.35 | 0.00 | 2 | 49 | 121.9% | -0.867 | 0.0190 | -0.592 | 0.020 | -0.007 |
| 140.00 | 19.32 | 14.30 | 18.05 | -0.48 | 12 | 12 | 127.8% | -0.871 | 0.0177 | -0.608 | 0.019 | -0.007 |
| 141.00 | 19.91 | 15.30 | 19.15 | 5.71 | 1 | 1 | 134.6% | -0.873 | 0.0167 | -0.633 | 0.019 | -0.007 |
| 142.00 | 23.25 | 16.15 | 21.05 | 0.00 | 2 | 1 | 151.9% | -0.856 | 0.0161 | -0.783 | 0.021 | -0.007 |
| 143.00 | 17.95 | 17.15 | 22.10 | 0.00 | 1 | 0 | 157.7% | -0.860 | 0.0153 | -0.800 | 0.021 | -0.007 |
| 144.00 | 18.97 | 18.40 | 20.50 | 0.00 | 4 | 0 | 118.0% | -0.940 | 0.0109 | -0.309 | 0.011 | -0.007 |
| 145.00 | 25.54 | 19.40 | 21.35 | 0.00 | 4 | 1 | 118.3% | -0.949 | 0.0096 | -0.272 | 0.010 | -0.008 |
| 147.00 | 20.14 | 21.10 | 24.70 | 0.00 | 0 | 0 | 150.7% | -0.917 | 0.0110 | -0.520 | 0.014 | -0.008 |
| 148.00 | 25.97 | 22.10 | 27.05 | 0.00 | 5 | 0 | 180.3% | -0.882 | 0.0118 | -0.809 | 0.018 | -0.007 |
| 150.00 | 28.30 | 24.25 | 27.85 | 0.00 | 11 | 0 | 169.6% | -0.915 | 0.0099 | -0.592 | 0.014 | -0.008 |
| 155.00 | 34.20 | 29.30 | 33.90 | 0.34 | 59 | 3 | 212.0% | -0.900 | 0.0089 | -0.845 | 0.016 | -0.008 |
| 160.00 | 35.98 | 34.30 | 37.85 | 0.00 | 4 | 0 | 210.5% | -0.933 | 0.0067 | -0.619 | 0.012 | -0.008 |
| 165.00 | 35.06 | 39.30 | 44.70 | 0.00 | 1 | 0 | 267.0% | -0.903 | 0.0070 | -1.046 | 0.016 | -0.008 |
| 170.00 | 34.65 | 44.55 | 49.05 | 0.00 | 1 | 0 | 277.8% | -0.917 | 0.0059 | -0.967 | 0.014 | -0.009 |
| 175.00 | 31.16 | 49.55 | 53.30 | 0.00 | 30 | 0 | 279.2% | -0.935 | 0.0049 | -0.798 | 0.012 | -0.009 |
| 180.00 | 32.90 | 54.30 | 58.10 | 0.00 | 1 | 0 | 284.7% | -0.947 | 0.0041 | -0.692 | 0.010 | -0.010 |
| 185.00 | 30.31 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.022 | 0.000 | -0.010 |
| 190.00 | 29.24 | 66.55 | 74.75 | 0.00 | 1 | 0 | 476.6% | -0.843 | 0.0054 | -2.637 | 0.022 | -0.010 |
| 195.00 | 31.54 | 69.10 | 74.05 | 0.00 | 10 | 0 | 347.6% | -0.944 | 0.0035 | -0.881 | 0.010 | -0.010 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.