TPR cadena de opciones Tapestry, Inc.

Vencimiento Cboe delayed options data · a fecha de 00:45 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±12.6% (102.91–132.51) · ATM IV 53.1% · P/C interés abierto 0.54

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
50.80	54.90				0.98	0.0013	-0.020	65	0	2.15		1	136.7%	-0.02	0.0013	-0.026
45.90	49.80		1		0.98	0.0017	-0.023	70	0	2.15		1	122.4%	-0.02	0.0017	-0.029
40.90	45.00		2		0.97	0.0022	-0.026	75	0	1.60		10	101.6%	-0.03	0.0022	-0.031
36.00	40.10		30		0.96	0.0030	-0.029	80	0	2.20		21	96.8%	-0.04	0.0030	-0.034
31.10	34.50		3		0.95	0.0040	-0.034	85	0.0500	2.30		58	86.2%	-0.05	0.0040	-0.038
26.60	30.40		11	57.3%	0.94	0.0056	-0.040	90	0.1500	1.20		37	64.5%	-0.06	0.0056	-0.043
22.60	25.10		2	55.2%	0.91	0.0079	-0.048	95	0.4000	0.9500	1	62	54.2%	-0.09	0.0080	-0.051
18.20	20.40		48	51.7%	0.87	0.0113	-0.061	100	0.9000	1.45	33	329	51.9%	-0.13	0.0114	-0.064
14.30	16.70		13	53.7%	0.80	0.0153	-0.079	105	1.95	2.65	1	139	53.3%	-0.20	0.0154	-0.081
12.20	14.40			53.2%	0.75	0.0176	-0.089	108	2.30	3.80	21		52.4%	-0.26	0.0177	-0.091
11.50	13.20			50.8%	0.73	0.0183	-0.093	109	2.10	4.80	2		53.1%	-0.28	0.0185	-0.095
11.10	12.10		192	50.1%	0.71	0.0190	-0.096	110	2.85	3.80	18	1,961	49.2%	-0.30	0.0191	-0.098
10.30	11.90			51.3%	0.69	0.0196	-0.099	111	3.50	4.70	3		52.7%	-0.32	0.0198	-0.101
9.70	10.70			49.1%	0.67	0.0202	-0.102	112	3.40	4.90			50.0%	-0.34	0.0203	-0.103
9.00	10.10			48.7%	0.65	0.0207	-0.104	113	4.40	5.40			52.8%	-0.36	0.0209	-0.105
8.50	10.20			51.6%	0.62	0.0211	-0.106	114	4.70	6.20			53.7%	-0.38	0.0213	-0.107
7.30	9.60		16	49.0%	0.60	0.0215	-0.107	115	5.00	7.10	1	140	54.8%	-0.40	0.0217	-0.109
7.40	8.40			48.9%	0.58	0.0218	-0.109	116	5.10	7.60			53.5%	-0.42	0.0221	-0.110
6.90	8.20			50.0%	0.56	0.0221	-0.110	117	6.20	8.70			57.9%	-0.45	0.0223	-0.111
5.90	9.30	3		53.9%	0.54	0.0222	-0.110	118	6.50	7.90			52.3%	-0.47	0.0225	-0.112
6.00	8.00			52.9%	0.51	0.0224	-0.111	119	6.70	8.30			50.6%	-0.49	0.0227	-0.112
5.70	8.30		107	56.0%	0.49	0.0224	-0.110	120	6.90	8.90		164	49.4%	-0.51	0.0227	-0.112
4.80	7.90			54.4%	0.47	0.0224	-0.110	121	7.50	9.50			49.5%	-0.54	0.0227	-0.111
4.70	7.50			55.5%	0.45	0.0223	-0.109	122	8.10	10.00			49.1%	-0.56	0.0226	-0.110
3.80	7.10			53.5%	0.43	0.0221	-0.108	123	8.70	10.70			49.3%	-0.58	0.0225	-0.109
3.20	6.70			52.5%	0.41	0.0219	-0.107	124	9.40	11.40			49.7%	-0.60	0.0223	-0.108
3.20	6.20		402	53.1%	0.38	0.0216	-0.105	125	10.80	11.70		102	51.1%	-0.62	0.0220	-0.106
2.60	5.30			49.9%	0.36	0.0213	-0.103	126	11.10	12.60			50.4%	-0.64	0.0217	-0.104
2.30	5.80	13		53.0%	0.34	0.0209	-0.101	127	11.40	14.00			51.5%	-0.66	0.0213	-0.102
2.45	4.80			51.9%	0.33	0.0204	-0.098	128	12.20	14.80			52.2%	-0.68	0.0209	-0.099
1.90	3.60	2		46.9%	0.31	0.0200	-0.096	129	12.90	15.60			52.3%	-0.70	0.0204	-0.097
1.95	3.50	5	1,831	48.7%	0.29	0.0194	-0.093	130	14.20	16.20		52	54.0%	-0.72	0.0199	-0.094
2.20	4.80			57.1%	0.27	0.0188	-0.090	131	14.50	17.20			53.0%	-0.74	0.0194	-0.091
1.10	4.20			51.9%	0.25	0.0182	-0.087	132	15.20	17.40			50.0%	-0.76	0.0188	-0.088
1.85	2.55	3		49.6%	0.24	0.0176	-0.084	133	16.10	18.40			51.4%	-0.77	0.0182	-0.085
1.50	3.00	1		51.8%	0.22	0.0170	-0.081	134	16.70	19.70			52.7%	-0.79	0.0176	-0.082
1.05	2.85	13	220	50.7%	0.21	0.0163	-0.078	135	17.90	19.90		33	51.5%	-0.80	0.0169	-0.079
0.5000	1.50	22	124	47.4%	0.15	0.0130	-0.063	140	22.20	24.50		167	53.2%	-0.87	0.0137	-0.064
0.4000	1.70		163	54.8%	0.11	0.0101	-0.050	145	26.50	29.80		10	57.5%	-0.91	0.0109	-0.051
0.2000	0.6500	5	267	49.5%	0.08	0.0078	-0.041	150	31.30	33.80		3	52.3%	-0.94	0.0086	-0.042
0.0500	1.00		1,851	57.1%	0.06	0.0061	-0.035	155	36.20	38.90			57.7%	-0.96	0.0067	-0.035
0	1.50		37	67.1%	0.05	0.0049	-0.031	160	40.30	44.50			56.9%	-0.97	0.0058	-0.031
0	2.35		22	79.9%	0.04	0.0041	-0.029	165	45.70	49.50			69.4%	-0.98	0.0050	-0.027
0	2.25		26	84.1%	0.04	0.0035	-0.027	170	51.20	54.50			80.6%	-0.98	0.0042	-0.023
0	2.20		2	88.5%	0.03	0.0031	-0.026	175	56.20	59.50			85.4%	-0.99	0.0035	-0.023

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

TPR cadena de opciones Tapestry, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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