TPR option chain Tapestry, Inc.
Cboe delayed options data · as of 09:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.2% (111.79–134.49) · ATM IV 32.7% · P/C open interest 1.47
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 41.10 | 44.40 | 0.99 | 0.0010 | 0.000 | 80 | 0 | 2.15 | 88.5% | -0.01 | 0.0011 | -0.006 | |||||
| 36.10 | 39.40 | 0.99 | 0.0016 | -0.001 | 85 | 0 | 2.15 | 78.3% | -0.01 | 0.0016 | -0.008 | |||||
| 31.20 | 35.00 | 0.98 | 0.0024 | -0.004 | 90 | 0 | 0.4000 | 48.3% | -0.02 | 0.0024 | -0.010 | |||||
| 26.80 | 29.50 | 0.97 | 0.0037 | -0.008 | 95 | 0.0500 | 0.3000 | 40.2% | -0.03 | 0.0038 | -0.013 | |||||
| 22.20 | 24.60 | 3 | 29.8% | 0.95 | 0.0061 | -0.014 | 100 | 0.1500 | 0.4500 | 4 | 2 | 37.0% | -0.05 | 0.0062 | -0.018 | |
| 17.70 | 19.60 | 30.1% | 0.92 | 0.0103 | -0.023 | 105 | 0.5000 | 0.8500 | 2 | 36.3% | -0.09 | 0.0104 | -0.026 | |||
| 13.30 | 15.20 | 1 | 30.8% | 0.85 | 0.0161 | -0.037 | 110 | 1.15 | 1.45 | 10 | 80 | 35.0% | -0.15 | 0.0163 | -0.039 | |
| 9.50 | 10.90 | 29.8% | 0.75 | 0.0222 | -0.051 | 115 | 2.00 | 2.65 | 109 | 27 | 33.6% | -0.26 | 0.0225 | -0.053 | ||
| 7.00 | 7.60 | 1 | 32 | 32.3% | 0.62 | 0.0268 | -0.060 | 120 | 3.90 | 4.50 | 1 | 498 | 34.0% | -0.39 | 0.0272 | -0.062 |
| 4.30 | 5.00 | 11 | 44 | 31.5% | 0.48 | 0.0282 | -0.063 | 125 | 6.40 | 7.00 | 72 | 34.0% | -0.53 | 0.0290 | -0.064 | |
| 2.80 | 3.20 | 38 | 51 | 32.5% | 0.35 | 0.0262 | -0.058 | 130 | 9.20 | 10.70 | 295 | 34.4% | -0.66 | 0.0272 | -0.059 | |
| 0.5000 | 2.50 | 1 | 218 | 30.4% | 0.24 | 0.0218 | -0.049 | 135 | 12.60 | 14.80 | 9 | 34.4% | -0.78 | 0.0230 | -0.050 | |
| 0.8000 | 1.25 | 1 | 28 | 33.0% | 0.16 | 0.0166 | -0.038 | 140 | 17.30 | 19.20 | 37.7% | -0.87 | 0.0179 | -0.038 | ||
| 0.4500 | 1.05 | 276 | 35.7% | 0.10 | 0.0119 | -0.029 | 145 | 21.30 | 24.20 | 38.4% | -0.93 | 0.0127 | -0.027 | |||
| 0.0500 | 0.5500 | 9 | 33.4% | 0.07 | 0.0084 | -0.021 | 150 | 26.20 | 28.70 | 38.9% | -0.96 | 0.0083 | -0.017 | |||
| 0.0500 | 0.4000 | 2 | 35.9% | 0.05 | 0.0060 | -0.017 | 155 | 30.70 | 34.30 | 44.7% | -0.98 | 0.0051 | -0.009 | |||
| 0 | 0.3500 | 2 | 38.2% | 0.03 | 0.0044 | -0.013 | 160 | 36.00 | 39.30 | 52.3% | -0.99 | 0.0032 | -0.003 | |||
| 0 | 0.4500 | 1 | 43.6% | 0.03 | 0.0034 | -0.011 | 165 | 41.30 | 43.80 | 54.9% | -0.99 | 0.0021 | 0.000 | |||
| 0 | 0.2000 | 41.9% | 0.02 | 0.0027 | -0.010 | 170 | 45.80 | 49.30 | 59.1% | -0.99 | 0.0014 | 0.000 | ||||
| 0 | 0.2000 | 4 | 45.1% | 0.02 | 0.0022 | -0.009 | 175 | 51.10 | 54.30 | 66.3% | -1.00 | 0.0010 | 0.000 | |||
| 0 | 0.3500 | 52.0% | 0.02 | 0.0018 | -0.009 | 180 | 55.80 | 59.30 | 67.2% | -1.00 | 0.0008 | 0.000 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs