TPR option chain Tapestry, Inc.
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 ±23.2% (93.89–150.49) · ATM IV 40.0% · P/C open interest 1.22
| 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 | |
| 57.40 | 60.30 | 53.2% | 0.98 | 0.0013 | 0.000 | 65 | 0.3500 | 0.6500 | 32 | 50.1% | -0.03 | 0.0014 | -0.007 | |||
| 52.80 | 55.60 | 51.1% | 0.97 | 0.0018 | -0.000 | 70 | 0.4500 | 0.9000 | 47.8% | -0.04 | 0.0019 | -0.009 | ||||
| 47.90 | 51.00 | 47.4% | 0.96 | 0.0024 | -0.003 | 75 | 0.8000 | 1.35 | 12 | 47.5% | -0.05 | 0.0025 | -0.011 | |||
| 43.70 | 46.30 | 12 | 46.4% | 0.94 | 0.0032 | -0.006 | 80 | 1.10 | 1.80 | 2 | 45.8% | -0.07 | 0.0033 | -0.013 | ||
| 39.10 | 41.90 | 29 | 44.1% | 0.91 | 0.0042 | -0.010 | 85 | 1.70 | 2.15 | 11 | 44.1% | -0.09 | 0.0042 | -0.016 | ||
| 35.20 | 37.90 | 1 | 44.5% | 0.89 | 0.0052 | -0.014 | 90 | 2.35 | 3.00 | 11 | 43.4% | -0.12 | 0.0053 | -0.020 | ||
| 31.10 | 33.90 | 43.2% | 0.85 | 0.0063 | -0.018 | 95 | 3.10 | 4.20 | 11 | 42.9% | -0.16 | 0.0064 | -0.023 | |||
| 27.50 | 30.10 | 3 | 42.7% | 0.81 | 0.0074 | -0.022 | 100 | 4.10 | 5.30 | 1 | 41.7% | -0.20 | 0.0075 | -0.026 | ||
| 23.90 | 26.70 | 42.1% | 0.77 | 0.0084 | -0.025 | 105 | 5.20 | 6.70 | 53 | 40.6% | -0.24 | 0.0086 | -0.029 | |||
| 21.00 | 23.40 | 1 | 42.0% | 0.72 | 0.0094 | -0.028 | 110 | 7.10 | 8.60 | 26 | 40.8% | -0.29 | 0.0097 | -0.031 | ||
| 17.90 | 20.50 | 41.3% | 0.67 | 0.0102 | -0.031 | 115 | 8.90 | 10.70 | 5 | 40.3% | -0.35 | 0.0105 | -0.033 | |||
| 15.30 | 17.60 | 3 | 40.6% | 0.61 | 0.0108 | -0.033 | 120 | 10.90 | 12.80 | 70 | 39.3% | -0.40 | 0.0112 | -0.034 | ||
| 13.20 | 14.80 | 3 | 40.1% | 0.56 | 0.0112 | -0.034 | 125 | 13.50 | 15.60 | 26 | 39.4% | -0.46 | 0.0116 | -0.035 | ||
| 11.10 | 12.80 | 24 | 40.0% | 0.50 | 0.0114 | -0.034 | 130 | 16.40 | 18.50 | 88 | 39.2% | -0.52 | 0.0119 | -0.035 | ||
| 9.30 | 11.00 | 55 | 39.9% | 0.45 | 0.0113 | -0.034 | 135 | 19.40 | 21.80 | 49 | 39.0% | -0.57 | 0.0119 | -0.034 | ||
| 7.80 | 9.50 | 24 | 40.0% | 0.40 | 0.0110 | -0.033 | 140 | 23.10 | 25.00 | 13 | 39.0% | -0.62 | 0.0118 | -0.033 | ||
| 6.50 | 8.10 | 24 | 39.9% | 0.36 | 0.0106 | -0.032 | 145 | 26.50 | 29.10 | 8 | 39.1% | -0.67 | 0.0116 | -0.032 | ||
| 5.40 | 6.90 | 11 | 39.9% | 0.31 | 0.0101 | -0.031 | 150 | 30.30 | 33.00 | 11 | 39.0% | -0.72 | 0.0112 | -0.030 | ||
| 4.50 | 5.80 | 7 | 39.8% | 0.27 | 0.0095 | -0.029 | 155 | 34.50 | 37.10 | 9 | 39.2% | -0.77 | 0.0108 | -0.029 | ||
| 3.70 | 5.00 | 123 | 39.9% | 0.24 | 0.0088 | -0.027 | 160 | 38.20 | 41.20 | 1 | 37.6% | -0.81 | 0.0104 | -0.027 | ||
| 3.00 | 4.30 | 3 | 40.0% | 0.21 | 0.0081 | -0.025 | 165 | 43.20 | 45.30 | 1 | 38.1% | -0.84 | 0.0100 | -0.025 | ||
| 2.50 | 3.60 | 4 | 40.0% | 0.18 | 0.0074 | -0.023 | 170 | 47.90 | 50.00 | 38.8% | -0.88 | 0.0096 | -0.023 | |||
| 2.05 | 3.10 | 40.2% | 0.16 | 0.0068 | -0.021 | 175 | 51.90 | 54.70 | 33.8% | -0.91 | 0.0089 | -0.021 | ||||
| 1.65 | 2.80 | 6 | 40.6% | 0.14 | 0.0061 | -0.019 | 180 | 57.20 | 59.70 | 38.9% | -0.94 | 0.0079 | -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 — 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.