TPR volatilidad Tapestry, Inc.
Cboe delayed options data · a fecha de 00:45 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 29.4% | -6.0pt | ±2.5% |
| Oct 30, 2026 | 11 | 36.0% | -8.1pt | ±5.0% |
| Nov 06, 2026 | 18 | 61.2% | +3.4pt | ±10.9% |
| Nov 13, 2026 | 25 | 55.6% | +2.7pt | ±11.6% |
| Nov 20, 2026 | 32 | 53.1% | +1.3pt | ±12.6% |
| Nov 27, 2026 | 39 | 47.8% | +4.2pt | ±12.5% |
| Dec 18, 2026 | 60 | 44.0% | +1.6pt | ±14.4% |
| Jan 15, 2027 | 88 | 40.9% | +2.7pt | ±16.2% |
| Feb 19, 2027 | 123 | 41.7% | +1.1pt | ±19.5% |
| Mar 19, 2027 | 151 | 41.1% | +3.2pt | ±21.2% |
| May 21, 2027 | 214 | 42.0% | +4.7pt | ±25.7% |
| Jun 17, 2027 | 241 | 41.4% | +3.6pt | ±26.8% |
| Sep 17, 2027 | 333 | 41.5% | +4.5pt | ±31.3% |
| Jan 21, 2028 | 459 | 40.1% | +4.4pt | ±35.3% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.