IntraAlpha
Create free account Start free

Tapestry, Inc. Common Stock TPR

i

Market dataready · fetched 2026-11-04T01:12:02.203Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:00:00.002703153Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-04T01:11:59.675790+00:00

Share price$121.02
1D-2.4%
AH$118.87$119.70$120.54$121.38$122.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPR
Sold putSold callAH

Tapestry, Inc. Common Stock options

Live interpolated TPR call and put midpoint premiums by absolute delta.Tapestry, Inc. Common Stock$1.06$5.16$9.27$13.38$17.48$113.06$119.13$125.20$131.27$137.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TPR spot · $121.02TPR PRICE$1.50$2.05$2.58$3.15$3.82$4.48$5.41$6.13$7.22$8.21$9.53$11.02$12.45$1.97$2.47$3.20$3.93$4.72$5.78$6.50$8.26$10.41$16.30
Puts——
CallsExpensive2.72×
Skew——
Implied moveBearish±$11.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.54129.4%12.4%108.94150.5%11.6%
25Δ132.26132.8%11.0%111.96141.1%9.5%
30Δ129.76131.1%9.4%114.06142.7%8.4%
35Δ127.55129.6%8.0%116.18141.4%7.2%
40Δ125.63130.7%7.0%118.17140.0%6.3%
45Δ123.69128.7%5.9%120.11143.2%5.5%
50Δ121.95133.0%5.2%122.00137.1%4.6%
55Δ120.11129.4%4.3%
60Δ118.28132.3%3.7%125.54128.9%3.1%
65Δ116.47130.9%3.0%128.10139.3%2.8%
70Δ114.49132.7%2.5%
75Δ112.38133.9%2.0%
80Δ110.31131.1%1.4%135.75139.6%1.3%

20Δ

Calls
Pseudo strike
134.54
IV
129.4%
B/E move
12.4%
Puts
Pseudo strike
108.94
IV
150.5%
B/E move
11.6%

25Δ

Calls
Pseudo strike
132.26
IV
132.8%
B/E move
11.0%
Puts
Pseudo strike
111.96
IV
141.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
129.76
IV
131.1%
B/E move
9.4%
Puts
Pseudo strike
114.06
IV
142.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
127.55
IV
129.6%
B/E move
8.0%
Puts
Pseudo strike
116.18
IV
141.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
125.63
IV
130.7%
B/E move
7.0%
Puts
Pseudo strike
118.17
IV
140.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
123.69
IV
128.7%
B/E move
5.9%
Puts
Pseudo strike
120.11
IV
143.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
121.95
IV
133.0%
B/E move
5.2%
Puts
Pseudo strike
122.00
IV
137.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
120.11
IV
129.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
118.28
IV
132.3%
B/E move
3.7%
Puts
Pseudo strike
125.54
IV
128.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
116.47
IV
130.9%
B/E move
3.0%
Puts
Pseudo strike
128.10
IV
139.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
114.49
IV
132.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.38
IV
133.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
110.31
IV
131.1%
B/E move
1.4%
Puts
Pseudo strike
135.75
IV
139.6%
B/E move
1.3%

Options history

IV · four-Friday blend68.45%
Daily close
TPR24.6%62.1%99.6%2026-08-05: 60.72%2026-08-06: 61.53%2026-08-07: 63.46%2026-08-10: 71.22%2026-08-11: 78.77%2026-08-12: 94.44%2026-08-13: 49.53%2026-08-14: 32.09%2026-08-17: 34.53%2026-08-18: 36.51%2026-08-19: 35.04%2026-08-20: 41.25%2026-08-21: 32.34%2026-08-24: 35.24%2026-08-25: 34.28%2026-08-26: 33.82%2026-08-27: 34.05%2026-08-28: 29.81%2026-08-31: 33.32%2026-09-01: 34.44%2026-09-02: 34.78%2026-09-03: 39.63%2026-09-04: 31.66%2026-09-08: 36.89%2026-09-09: 42.16%2026-09-10: 38.41%2026-09-11: 33.82%2026-09-14: 36.68%2026-09-15: 35.24%2026-09-16: 38.55%2026-09-17: 44.01%2026-09-18: 32.50%2026-09-21: 37.15%2026-09-22: 35.98%2026-09-23: 35.06%2026-09-24: 40.03%2026-09-25: 34.20%2026-09-28: 35.70%2026-09-29: 36.81%2026-09-30: 36.62%2026-10-01: 36.86%2026-10-02: 35.40%2026-10-05: 36.50%2026-10-06: 35.47%2026-10-07: 38.45%2026-10-08: 36.54%2026-10-09: 37.97%2026-10-12: 40.60%2026-10-13: 39.40%2026-10-14: 45.03%2026-10-15: 48.64%2026-10-16: 44.38%2026-10-19: 47.07%2026-10-20: 47.93%2026-10-21: 49.08%2026-10-22: 52.82%2026-10-23: 54.74%2026-10-26: 59.41%2026-10-27: 60.85%2026-10-28: 64.11%2026-10-29: 64.88%2026-10-30: 68.45%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
60.72%
61.53%
63.46%
71.22%
78.77%
94.44%
49.53%
32.09%
34.53%
36.51%
35.04%
41.25%
32.34%
35.24%
34.28%
33.82%
34.05%
29.81%
33.32%
34.44%
34.78%
39.63%
31.66%
36.89%
42.16%
38.41%
33.82%
36.68%
35.24%
38.55%
44.01%
32.50%
37.15%
35.98%
35.06%
40.03%
34.20%
35.70%
36.81%
36.62%
36.86%
35.40%
36.50%
35.47%
38.45%
36.54%
37.97%
40.60%
39.40%
45.03%
48.64%
44.38%
47.07%
47.93%
49.08%
52.82%
54.74%
59.41%
60.85%
64.11%
64.88%
68.45%