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Capri Holdings Limited CPRI

CONSUMER CYCLICAL · LUXURY GOODS
i

Market dataready · fetched 2026-11-04T02:33:37.954Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.001962576Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T02:28:21.048108+00:00

Share price$20.06
1D-0.4%
AH$19.90$20.03$20.15$20.27$20.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPRI
Sold putSold callAH

Capri Holdings Limited options

Live interpolated CPRI call and put midpoint premiums by absolute delta.Capri Holdings Limited$0.20$0.82$1.43$2.04$2.66$14.09$16.75$19.42$22.08$24.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPRI spot · $20.06CPRI PRICE$0.27$0.36$0.45$0.54$0.65$0.77$0.90$1.05$1.29$1.54$1.81$2.14$2.48$0.30$0.39$0.48$0.62$0.76$0.90$1.02$1.14$1.27$1.40$1.63$1.87$2.11
PutsFair0.96×
CallsCheap0.69×
SkewBullish-7.16 pp
Implied moveBearish±$1.92
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5558.7%13.7%18.2454.4%10.6%
25Δ22.1158.0%12.0%18.6354.6%9.1%
30Δ21.6857.2%10.3%19.0254.9%7.6%
35Δ21.2656.4%8.7%19.3355.4%6.8%
40Δ20.8855.8%7.3%19.6355.9%5.9%
45Δ20.5655.6%6.4%19.9456.4%5.1%
50Δ20.2555.4%5.4%20.2254.7%4.3%
55Δ19.9355.8%4.6%20.4952.4%3.6%
60Δ19.5858.7%4.1%20.7650.1%2.8%
65Δ19.2361.5%3.5%21.0348.0%2.1%
70Δ18.8663.7%3.0%21.3546.8%1.7%
75Δ18.4164.4%2.5%21.6645.6%1.3%
80Δ17.9665.1%1.9%21.9844.3%1.0%

20Δ

Calls
Pseudo strike
22.55
IV
58.7%
B/E move
13.7%
Puts
Pseudo strike
18.24
IV
54.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
22.11
IV
58.0%
B/E move
12.0%
Puts
Pseudo strike
18.63
IV
54.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
21.68
IV
57.2%
B/E move
10.3%
Puts
Pseudo strike
19.02
IV
54.9%
B/E move
7.6%

35Δ

Calls
Pseudo strike
21.26
IV
56.4%
B/E move
8.7%
Puts
Pseudo strike
19.33
IV
55.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
20.88
IV
55.8%
B/E move
7.3%
Puts
Pseudo strike
19.63
IV
55.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
20.56
IV
55.6%
B/E move
6.4%
Puts
Pseudo strike
19.94
IV
56.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
20.25
IV
55.4%
B/E move
5.4%
Puts
Pseudo strike
20.22
IV
54.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
19.93
IV
55.8%
B/E move
4.6%
Puts
Pseudo strike
20.49
IV
52.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
19.58
IV
58.7%
B/E move
4.1%
Puts
Pseudo strike
20.76
IV
50.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
19.23
IV
61.5%
B/E move
3.5%
Puts
Pseudo strike
21.03
IV
48.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
18.86
IV
63.7%
B/E move
3.0%
Puts
Pseudo strike
21.35
IV
46.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
18.41
IV
64.4%
B/E move
2.5%
Puts
Pseudo strike
21.66
IV
45.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
17.96
IV
65.1%
B/E move
1.9%
Puts
Pseudo strike
21.98
IV
44.3%
B/E move
1.0%

Options history

IV · four-Friday blend52.96%
Daily EOD
CPRI52.1%58.1%64.2%2026-10-19: 61.12%2026-10-20: 62.61%2026-10-21: 62.69%2026-10-22: 63.33%2026-10-23: 62.73%2026-10-26: 62.88%2026-10-27: 62.91%2026-10-28: 61.30%2026-10-29: 62.10%2026-10-30: 52.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.12%
62.61%
62.69%
63.33%
62.73%
62.88%
62.91%
61.30%
62.10%
52.96%