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 ±21.8% (91.56–142.56) · ATM IV 42.8% · P/C open interest 0.93
| 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 | |
| 52.10 | 55.00 | 48.0% | 0.98 | 0.0013 | -0.001 | 65 | 0.2000 | 0.5000 | 32 | 50.9% | -0.02 | 0.0014 | -0.006 | |||
| 47.50 | 50.30 | 48.9% | 0.97 | 0.0019 | -0.003 | 70 | 0.2000 | 0.7500 | 48.0% | -0.03 | 0.0020 | -0.009 | ||||
| 42.90 | 45.10 | 43.6% | 0.96 | 0.0027 | -0.007 | 75 | 0.6000 | 1.00 | 23 | 47.5% | -0.05 | 0.0028 | -0.012 | |||
| 38.30 | 41.20 | 12 | 46.5% | 0.94 | 0.0038 | -0.011 | 80 | 0.9500 | 1.45 | 2 | 46.3% | -0.07 | 0.0039 | -0.015 | ||
| 34.00 | 36.80 | 29 | 45.6% | 0.91 | 0.0050 | -0.015 | 85 | 1.50 | 2.15 | 11 | 45.8% | -0.10 | 0.0051 | -0.019 | ||
| 29.90 | 32.50 | 1 | 44.5% | 0.87 | 0.0064 | -0.020 | 90 | 2.15 | 2.90 | 13 | 44.5% | -0.13 | 0.0065 | -0.024 | ||
| 26.10 | 28.70 | 44.5% | 0.83 | 0.0078 | -0.025 | 95 | 3.20 | 4.00 | 16 | 44.2% | -0.18 | 0.0079 | -0.028 | |||
| 22.70 | 25.20 | 3 | 44.8% | 0.78 | 0.0091 | -0.030 | 100 | 4.40 | 5.50 | 2 | 43.8% | -0.23 | 0.0093 | -0.032 | ||
| 19.40 | 21.90 | 44.3% | 0.73 | 0.0104 | -0.034 | 105 | 5.90 | 7.10 | 53 | 43.1% | -0.28 | 0.0106 | -0.036 | |||
| 16.50 | 18.60 | 1 | 43.6% | 0.67 | 0.0114 | -0.037 | 110 | 7.80 | 9.00 | 10 | 27 | 42.6% | -0.34 | 0.0117 | -0.039 | |
| 13.90 | 15.70 | 1 | 43.0% | 0.61 | 0.0122 | -0.039 | 115 | 10.10 | 11.30 | 9 | 42.5% | -0.40 | 0.0125 | -0.041 | ||
| 11.60 | 12.70 | 1 | 6 | 41.8% | 0.55 | 0.0126 | -0.041 | 120 | 12.70 | 13.90 | 70 | 42.2% | -0.47 | 0.0131 | -0.042 | |
| 9.50 | 11.00 | 5 | 42.1% | 0.49 | 0.0127 | -0.041 | 125 | 15.60 | 16.90 | 26 | 42.1% | -0.53 | 0.0133 | -0.042 | ||
| 7.80 | 9.30 | 57 | 42.2% | 0.43 | 0.0125 | -0.040 | 130 | 17.70 | 20.40 | 87 | 40.5% | -0.59 | 0.0132 | -0.041 | ||
| 6.30 | 7.70 | 44 | 41.9% | 0.38 | 0.0121 | -0.039 | 135 | 21.90 | 23.80 | 49 | 41.4% | -0.65 | 0.0128 | -0.040 | ||
| 5.10 | 6.50 | 43 | 42.1% | 0.33 | 0.0115 | -0.037 | 140 | 25.40 | 27.60 | 9 | 40.9% | -0.70 | 0.0122 | -0.037 | ||
| 4.10 | 5.40 | 24 | 42.1% | 0.28 | 0.0107 | -0.035 | 145 | 29.60 | 31.60 | 8 | 41.3% | -0.75 | 0.0115 | -0.034 | ||
| 3.30 | 4.50 | 11 | 42.2% | 0.24 | 0.0099 | -0.032 | 150 | 33.70 | 36.00 | 11 | 41.5% | -0.79 | 0.0107 | -0.031 | ||
| 2.60 | 3.80 | 7 | 42.4% | 0.20 | 0.0090 | -0.029 | 155 | 37.70 | 40.20 | 7 | 40.1% | -0.83 | 0.0100 | -0.029 | ||
| 2.10 | 3.10 | 142 | 42.4% | 0.17 | 0.0081 | -0.026 | 160 | 42.20 | 44.90 | 1 | 40.5% | -0.87 | 0.0094 | -0.026 | ||
| 1.70 | 2.65 | 1 | 42.8% | 0.15 | 0.0072 | -0.024 | 165 | 46.80 | 49.40 | 1 | 39.2% | -0.90 | 0.0091 | -0.024 | ||
| 1.35 | 2.20 | 3 | 42.9% | 0.12 | 0.0064 | -0.021 | 170 | 51.60 | 54.30 | 39.5% | -0.93 | 0.0088 | -0.023 | |||
| 1.00 | 1.85 | 5 | 42.8% | 0.11 | 0.0057 | -0.019 | 175 | 56.40 | 59.00 | -0.96 | 0.0083 | -0.025 | ||||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs