TPR option chain Tapestry, Inc.
Cboe delayed options data · as of 18:38 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 ±37.1% (76.83–167.53) · ATM IV 41.0% · P/C open interest 0.64
| 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 | |
| 60.00 | 63.00 | 30 | 45.4% | 0.94 | 0.0020 | 0.000 | 65 | 1.95 | 3.90 | 1 | 49.4% | -0.07 | 0.0020 | -0.008 | ||
| 56.00 | 59.00 | 58 | 44.9% | 0.92 | 0.0024 | -0.001 | 70 | 2.80 | 3.60 | 2 | 46.3% | -0.08 | 0.0024 | -0.009 | ||
| 51.00 | 55.00 | 1 | 41.6% | 0.91 | 0.0028 | -0.003 | 75 | 3.40 | 4.50 | 2 | 45.1% | -0.10 | 0.0029 | -0.011 | ||
| 48.80 | 51.50 | 14 | 44.6% | 0.88 | 0.0033 | -0.005 | 80 | 4.50 | 6.50 | 4 | 46.3% | -0.13 | 0.0034 | -0.012 | ||
| 44.00 | 48.00 | 3 | 42.1% | 0.86 | 0.0037 | -0.007 | 85 | 5.60 | 6.80 | 1 | 44.2% | -0.15 | 0.0038 | -0.014 | ||
| 41.80 | 44.50 | 25 | 43.3% | 0.83 | 0.0042 | -0.009 | 90 | 6.80 | 7.90 | 17 | 43.1% | -0.18 | 0.0043 | -0.015 | ||
| 38.50 | 41.50 | 3 | 43.1% | 0.81 | 0.0046 | -0.011 | 95 | 8.30 | 9.60 | 15 | 43.0% | -0.21 | 0.0048 | -0.016 | ||
| 35.60 | 37.50 | 1 | 39 | 41.7% | 0.78 | 0.0051 | -0.013 | 100 | 9.90 | 11.30 | 22 | 42.4% | -0.24 | 0.0053 | -0.017 | |
| 32.60 | 35.50 | 6 | 42.2% | 0.75 | 0.0055 | -0.014 | 105 | 10.50 | 13.40 | 59 | 40.9% | -0.27 | 0.0058 | -0.018 | ||
| 29.70 | 33.00 | 60 | 41.9% | 0.72 | 0.0059 | -0.015 | 110 | 12.20 | 15.50 | 34 | 40.4% | -0.30 | 0.0062 | -0.019 | ||
| 26.80 | 30.50 | 1 | 41.3% | 0.69 | 0.0062 | -0.017 | 115 | 15.80 | 17.80 | 12 | 41.5% | -0.34 | 0.0066 | -0.020 | ||
| 24.00 | 28.00 | 50 | 40.5% | 0.65 | 0.0065 | -0.018 | 120 | 18.10 | 20.60 | 75 | 41.4% | -0.37 | 0.0070 | -0.020 | ||
| 22.90 | 25.80 | 117 | 41.3% | 0.62 | 0.0067 | -0.018 | 125 | 20.20 | 22.90 | 78 | 40.4% | -0.41 | 0.0073 | -0.021 | ||
| 20.80 | 23.80 | 11 | 41.0% | 0.59 | 0.0069 | -0.019 | 130 | 22.50 | 25.60 | 15 | 39.7% | -0.44 | 0.0076 | -0.021 | ||
| 19.30 | 22.00 | 25 | 41.3% | 0.56 | 0.0070 | -0.019 | 135 | 25.50 | 28.60 | 4 | 39.6% | -0.48 | 0.0078 | -0.021 | ||
| 17.50 | 19.70 | 8 | 40.5% | 0.53 | 0.0071 | -0.020 | 140 | 28.80 | 31.70 | 2 | 39.5% | -0.51 | 0.0080 | -0.021 | ||
| 15.80 | 18.10 | 4 | 40.3% | 0.50 | 0.0071 | -0.020 | 145 | 32.00 | 35.00 | 15 | 39.3% | -0.55 | 0.0081 | -0.021 | ||
| 14.10 | 16.90 | 7 | 46 | 40.2% | 0.47 | 0.0071 | -0.020 | 150 | 35.50 | 39.30 | 54 | 40.0% | -0.58 | 0.0082 | -0.020 | |
| 13.50 | 15.20 | 28 | 40.4% | 0.44 | 0.0070 | -0.020 | 155 | 39.30 | 42.90 | 60 | 40.0% | -0.62 | 0.0083 | -0.020 | ||
| 12.10 | 13.20 | 1 | 195 | 39.5% | 0.41 | 0.0070 | -0.020 | 160 | 43.20 | 46.10 | 39.6% | -0.65 | 0.0084 | -0.019 | ||
| 10.90 | 13.70 | 33 | 40.8% | 0.39 | 0.0068 | -0.019 | 165 | 46.50 | 49.90 | 11 | 38.8% | -0.68 | 0.0084 | -0.019 | ||
| 9.10 | 11.90 | 115 | 39.3% | 0.36 | 0.0067 | -0.019 | 170 | 50.50 | 55.00 | 1 | 39.9% | -0.71 | 0.0084 | -0.018 | ||
| 7.70 | 11.00 | 1 | 38.8% | 0.34 | 0.0066 | -0.019 | 175 | 55.00 | 59.00 | 8 | 40.2% | -0.74 | 0.0085 | -0.018 | ||
| 8.20 | 10.20 | 2 | 40.2% | 0.32 | 0.0064 | -0.018 | 180 | 59.00 | 63.00 | 7 | 39.6% | -0.77 | 0.0086 | -0.017 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs