TPR option chain Tapestry, Inc.
Cboe delayed options data · as of 15:45 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 ±26.3% (86.89–148.79) · ATM IV 42.9% · P/C open interest 0.49
| 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 | |
| 58.00 | 60.70 | 3 | 43.7% | 0.98 | 0.0013 | 0.000 | 60 | 0.3500 | 0.6500 | 51.7% | -0.03 | 0.0013 | -0.006 | |||
| 53.30 | 56.10 | 44.5% | 0.97 | 0.0017 | -0.002 | 65 | 0.5500 | 0.9000 | 50.0% | -0.04 | 0.0018 | -0.008 | ||||
| 48.90 | 51.50 | 45.2% | 0.96 | 0.0023 | -0.005 | 70 | 0.8500 | 1.25 | 48.6% | -0.05 | 0.0024 | -0.010 | ||||
| 44.40 | 47.10 | 44.6% | 0.94 | 0.0031 | -0.008 | 75 | 1.25 | 1.75 | 47.5% | -0.07 | 0.0031 | -0.013 | ||||
| 40.20 | 42.30 | 42.6% | 0.91 | 0.0039 | -0.011 | 80 | 1.75 | 2.40 | 46.5% | -0.09 | 0.0040 | -0.016 | ||||
| 36.10 | 38.70 | 29 | 44.1% | 0.88 | 0.0049 | -0.015 | 85 | 2.45 | 3.30 | 45.8% | -0.12 | 0.0050 | -0.019 | |||
| 32.30 | 34.20 | 42.4% | 0.85 | 0.0058 | -0.019 | 90 | 3.40 | 4.30 | 45.1% | -0.16 | 0.0060 | -0.022 | ||||
| 28.70 | 31.20 | 43.8% | 0.81 | 0.0068 | -0.022 | 95 | 4.60 | 5.80 | 45.0% | -0.20 | 0.0070 | -0.026 | ||||
| 25.50 | 27.40 | 1 | 43.1% | 0.77 | 0.0078 | -0.025 | 100 | 5.90 | 7.30 | 44.2% | -0.24 | 0.0080 | -0.029 | |||
| 22.20 | 24.10 | 2 | 42.3% | 0.73 | 0.0086 | -0.028 | 105 | 7.80 | 8.90 | 43.9% | -0.29 | 0.0089 | -0.031 | |||
| 19.50 | 22.00 | 43.6% | 0.68 | 0.0093 | -0.031 | 110 | 9.70 | 11.00 | 19 | 43.5% | -0.34 | 0.0096 | -0.033 | |||
| 16.90 | 19.50 | 43.5% | 0.63 | 0.0098 | -0.033 | 115 | 12.00 | 13.40 | 43.3% | -0.39 | 0.0103 | -0.035 | ||||
| 14.70 | 16.50 | 1 | 42.6% | 0.58 | 0.0102 | -0.034 | 120 | 14.60 | 16.10 | 43.3% | -0.44 | 0.0107 | -0.035 | |||
| 12.50 | 14.70 | 42.7% | 0.53 | 0.0104 | -0.034 | 125 | 17.40 | 18.80 | 42.8% | -0.49 | 0.0111 | -0.036 | ||||
| 10.70 | 12.80 | 42.6% | 0.48 | 0.0105 | -0.034 | 130 | 19.70 | 22.00 | 41.7% | -0.55 | 0.0112 | -0.036 | ||||
| 9.00 | 11.20 | 42.4% | 0.43 | 0.0104 | -0.034 | 135 | 23.00 | 25.40 | 41.6% | -0.60 | 0.0112 | -0.035 | ||||
| 7.70 | 9.60 | 1 | 42.3% | 0.39 | 0.0101 | -0.033 | 140 | 26.50 | 29.00 | 41.4% | -0.64 | 0.0110 | -0.034 | |||
| 6.50 | 8.30 | 1 | 42.2% | 0.35 | 0.0098 | -0.032 | 145 | 30.20 | 32.80 | 41.2% | -0.69 | 0.0107 | -0.032 | |||
| 5.50 | 7.10 | 42.1% | 0.31 | 0.0093 | -0.030 | 150 | 35.10 | 36.80 | 42.8% | -0.73 | 0.0103 | -0.030 | ||||
| 4.60 | 6.10 | 42.0% | 0.27 | 0.0088 | -0.029 | 155 | 38.70 | 41.00 | 42.0% | -0.77 | 0.0098 | -0.028 | ||||
| 3.80 | 5.10 | 1 | 41.6% | 0.24 | 0.0083 | -0.027 | 160 | 43.30 | 45.40 | 42.9% | -0.81 | 0.0094 | -0.026 | |||
| 3.20 | 4.50 | 41.9% | 0.21 | 0.0077 | -0.025 | 165 | 47.50 | 49.90 | 42.8% | -0.84 | 0.0090 | -0.024 | ||||
| 2.70 | 3.90 | 42.0% | 0.19 | 0.0071 | -0.023 | 170 | 51.70 | 54.40 | 41.9% | -0.87 | 0.0087 | -0.023 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs