TPR option chain Tapestry, Inc.
Cboe delayed options data · as of 00:45 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 ±35.3% (76.21–159.21) · ATM IV 40.1% · P/C open interest 0.73
| 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 | |
| 58.10 | 63.00 | 3 | 38.5% | 0.96 | 0.0017 | 0.000 | 60 | 0.8000 | 3.50 | 21 | 50.5% | -0.05 | 0.0018 | -0.007 | ||
| 54.70 | 58.00 | 30 | 39.4% | 0.94 | 0.0022 | -0.002 | 65 | 1.05 | 3.80 | 1 | 47.4% | -0.07 | 0.0022 | -0.008 | ||
| 50.00 | 54.00 | 28 | 38.0% | 0.92 | 0.0027 | -0.004 | 70 | 0.5000 | 3.80 | 3 | 41.4% | -0.09 | 0.0027 | -0.010 | ||
| 46.40 | 51.00 | 2 | 41.3% | 0.90 | 0.0032 | -0.006 | 75 | 2.55 | 5.40 | 2 | 45.6% | -0.11 | 0.0033 | -0.011 | ||
| 43.90 | 46.50 | 13 | 41.9% | 0.88 | 0.0037 | -0.008 | 80 | 3.70 | 5.70 | 5 | 43.8% | -0.13 | 0.0038 | -0.013 | ||
| 40.20 | 43.00 | 3 | 41.4% | 0.85 | 0.0042 | -0.010 | 85 | 5.60 | 6.90 | 13 | 44.4% | -0.16 | 0.0044 | -0.015 | ||
| 35.50 | 40.00 | 33 | 39.7% | 0.82 | 0.0048 | -0.012 | 90 | 5.00 | 8.40 | 19 | 41.2% | -0.19 | 0.0050 | -0.016 | ||
| 33.80 | 37.00 | 3 | 41.8% | 0.79 | 0.0053 | -0.014 | 95 | 6.70 | 10.00 | 15 | 41.1% | -0.22 | 0.0055 | -0.018 | ||
| 31.20 | 33.80 | 38 | 41.7% | 0.76 | 0.0058 | -0.015 | 100 | 10.40 | 11.70 | 21 | 43.1% | -0.26 | 0.0061 | -0.019 | ||
| 27.20 | 31.00 | 14 | 40.0% | 0.73 | 0.0062 | -0.017 | 105 | 10.80 | 14.80 | 69 | 42.2% | -0.29 | 0.0066 | -0.020 | ||
| 25.90 | 29.00 | 75 | 41.8% | 0.69 | 0.0066 | -0.018 | 110 | 14.30 | 16.00 | 34 | 42.2% | -0.33 | 0.0070 | -0.021 | ||
| 23.30 | 26.00 | 2 | 40.8% | 0.66 | 0.0069 | -0.019 | 115 | 15.50 | 18.50 | 13 | 40.9% | -0.37 | 0.0074 | -0.021 | ||
| 20.10 | 24.00 | 50 | 39.8% | 0.62 | 0.0072 | -0.020 | 120 | 17.60 | 21.30 | 75 | 40.4% | -0.40 | 0.0078 | -0.022 | ||
| 18.10 | 22.00 | 115 | 39.8% | 0.59 | 0.0074 | -0.020 | 125 | 22.10 | 23.70 | 78 | 41.5% | -0.44 | 0.0081 | -0.022 | ||
| 15.70 | 20.00 | 11 | 39.0% | 0.55 | 0.0075 | -0.021 | 130 | 23.50 | 27.00 | 15 | 40.1% | -0.48 | 0.0084 | -0.023 | ||
| 16.00 | 18.50 | 25 | 41.1% | 0.52 | 0.0076 | -0.021 | 135 | 26.60 | 31.50 | 4 | 41.2% | -0.52 | 0.0086 | -0.023 | ||
| 14.50 | 16.40 | 8 | 40.5% | 0.49 | 0.0076 | -0.021 | 140 | 30.50 | 33.60 | 2 | 40.5% | -0.56 | 0.0088 | -0.023 | ||
| 13.10 | 15.20 | 4 | 40.7% | 0.46 | 0.0076 | -0.021 | 145 | 34.40 | 37.20 | 16 | 40.9% | -0.59 | 0.0089 | -0.023 | ||
| 10.30 | 14.30 | 66 | 39.6% | 0.43 | 0.0075 | -0.021 | 150 | 37.90 | 40.80 | 54 | 40.6% | -0.63 | 0.0090 | -0.022 | ||
| 10.60 | 12.40 | 25 | 40.3% | 0.40 | 0.0074 | -0.021 | 155 | 41.60 | 44.70 | 60 | 40.5% | -0.67 | 0.0090 | -0.022 | ||
| 9.60 | 10.90 | 2 | 197 | 39.9% | 0.37 | 0.0073 | -0.020 | 160 | 45.50 | 48.60 | 40.4% | -0.70 | 0.0090 | -0.021 | ||
| 8.60 | 10.50 | 64 | 40.4% | 0.35 | 0.0071 | -0.020 | 165 | 49.50 | 52.50 | 11 | 40.1% | -0.73 | 0.0089 | -0.021 | ||
| 7.10 | 9.70 | 158 | 39.8% | 0.32 | 0.0069 | -0.019 | 170 | 54.00 | 57.50 | 1 | 41.5% | -0.77 | 0.0088 | -0.019 | ||
| 5.00 | 8.90 | 1 | 38.3% | 0.30 | 0.0067 | -0.019 | 175 | 58.00 | 61.30 | 8 | 40.4% | -0.79 | 0.0086 | -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 — 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