TPR option chain Tapestry, Inc.
Cboe delayed options data · as of 18:44 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 ±14.8% (99.76–134.36) · ATM IV 45.7% · P/C open interest 0.61
| 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 | |
| 56.40 | 59.20 | 12 | 86.7% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.3500 | 5 | 79.5% | -0.00 | 0.0004 | -0.003 | ||
| 51.30 | 54.30 | 5 | 76.0% | 1.00 | 0.0005 | 0.000 | 65 | 0 | 0.1500 | 63.1% | -0.01 | 0.0006 | -0.004 | |||
| 46.60 | 49.30 | 9 | 72.5% | 0.99 | 0.0009 | 0.000 | 70 | 0 | 0.2000 | 5 | 58.1% | -0.01 | 0.0010 | -0.006 | ||
| 41.70 | 44.40 | 1 | 66.4% | 0.99 | 0.0014 | -0.002 | 75 | 0 | 0.2500 | 14 | 52.8% | -0.02 | 0.0016 | -0.009 | ||
| 37.00 | 39.10 | 14 | 57.5% | 0.98 | 0.0023 | -0.007 | 80 | 0 | 0.3500 | 21 | 48.5% | -0.03 | 0.0025 | -0.012 | ||
| 32.20 | 34.80 | 18 | 58.3% | 0.96 | 0.0038 | -0.013 | 85 | 0.2000 | 0.7000 | 3 | 14 | 49.8% | -0.04 | 0.0040 | -0.018 | |
| 27.40 | 29.90 | 29 | 51.8% | 0.93 | 0.0059 | -0.022 | 90 | 0.6000 | 0.9500 | 12 | 48.2% | -0.07 | 0.0060 | -0.026 | ||
| 23.20 | 25.10 | 20 | 49.2% | 0.89 | 0.0085 | -0.033 | 95 | 1.05 | 1.55 | 46.9% | -0.12 | 0.0086 | -0.036 | |||
| 19.00 | 21.70 | 342 | 50.8% | 0.83 | 0.0114 | -0.044 | 100 | 1.95 | 2.45 | 200 | 46.7% | -0.17 | 0.0115 | -0.047 | ||
| 15.30 | 17.80 | 21 | 49.3% | 0.76 | 0.0143 | -0.055 | 105 | 3.30 | 3.60 | 163 | 46.2% | -0.24 | 0.0144 | -0.057 | ||
| 12.00 | 14.50 | 12 | 48.6% | 0.68 | 0.0167 | -0.064 | 110 | 5.00 | 5.30 | 263 | 45.9% | -0.33 | 0.0167 | -0.065 | ||
| 9.10 | 11.10 | 1 | 112 | 46.4% | 0.59 | 0.0182 | -0.069 | 115 | 7.10 | 7.30 | 223 | 45.1% | -0.42 | 0.0183 | -0.069 | |
| 7.00 | 7.90 | 348 | 44.7% | 0.50 | 0.0188 | -0.070 | 120 | 9.70 | 10.10 | 209 | 45.3% | -0.51 | 0.0188 | -0.070 | ||
| 5.10 | 6.00 | 2 | 135 | 44.6% | 0.41 | 0.0183 | -0.068 | 125 | 12.80 | 13.10 | 113 | 45.0% | -0.60 | 0.0184 | -0.067 | |
| 3.60 | 4.50 | 1 | 69 | 44.5% | 0.33 | 0.0170 | -0.063 | 130 | 15.20 | 17.00 | 72 | 42.9% | -0.68 | 0.0171 | -0.062 | |
| 2.50 | 3.40 | 509 | 44.8% | 0.26 | 0.0151 | -0.056 | 135 | 19.00 | 20.80 | 43 | 42.3% | -0.75 | 0.0153 | -0.055 | ||
| 1.75 | 2.50 | 82 | 45.0% | 0.20 | 0.0130 | -0.049 | 140 | 23.00 | 25.20 | 20 | 42.2% | -0.81 | 0.0134 | -0.048 | ||
| 1.20 | 1.85 | 54 | 45.3% | 0.15 | 0.0109 | -0.042 | 145 | 27.00 | 29.80 | 8 | 40.6% | -0.86 | 0.0117 | -0.041 | ||
| 0.8000 | 1.45 | 75 | 46.0% | 0.12 | 0.0089 | -0.035 | 150 | 31.60 | 34.30 | 37.0% | -0.90 | 0.0100 | -0.035 | |||
| 0.5500 | 1.15 | 98 | 47.0% | 0.09 | 0.0072 | -0.029 | 155 | 36.40 | 39.10 | 22 | -0.93 | 0.0088 | -0.030 | |||
| 0.3000 | 0.9000 | 104 | 47.2% | 0.07 | 0.0058 | -0.024 | 160 | 41.40 | 43.90 | 3 | -0.96 | 0.0073 | -0.027 | |||
| 0.2500 | 0.6500 | 22 | 48.0% | 0.05 | 0.0046 | -0.019 | 165 | 46.20 | 48.90 | -0.98 | 0.0062 | -0.017 | ||||
| 0.1500 | 0.5500 | 26 | 49.0% | 0.04 | 0.0037 | -0.016 | 170 | 51.00 | 54.90 | 51.8% | -0.99 | 0.0037 | -0.017 | |||
| 0.1000 | 0.4500 | 41 | 50.0% | 0.03 | 0.0030 | -0.013 | 175 | 56.20 | 59.20 | -1.00 | 0.0008 | -0.018 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs