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Tapestry, Inc. Common Stock TPR

CONSUMER CYCLICAL · LUXURY GOODS
i

Market dataready · fetched 2026-11-05T17:03:47.831Z

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 · 2026-11-05T17:03:22.95699577Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T17:03:46.745374+00:00

Share price$134.42
1D-6.4%
$131$135$139$143$1475:30 AM6:30 AM9:00 AM1:00 PMTPR
Sold putSold call

Tapestry, Inc. Common Stock options

Live interpolated TPR call and put midpoint premiums by absolute delta.Tapestry, Inc. Common Stock$0.72$2.47$4.22$5.97$7.71$-0.13$0.18$0.50$0.82$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETPR PRICE$0.91$1.33$1.51$1.53$2.01$2.47$2.92$3.33$3.48$5.74$6.54$7.21$1.00$1.05$1.41$1.69$2.06$2.13$3.55$3.82$4.00$4.33$4.98$5.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.81117.3%6.2%127.68121.7%5.8%
25Δ141.08130.3%5.9%130.0697.4%4.0%
30Δ139.05116.2%4.6%130.91102.1%3.7%
35Δ137.2094.5%3.2%131.9599.0%3.1%
40Δ136.42102.0%3.0%132.8599.6%2.7%
45Δ135.60107.0%2.7%133.7887.0%2.1%
50Δ134.64107.2%2.3%
55Δ133.74105.9%2.0%135.55104.5%1.8%
60Δ132.9195.0%1.5%136.3397.5%1.4%
65Δ137.0188.6%1.1%
70Δ130.34119.4%1.2%137.6683.3%0.8%
75Δ129.18118.4%1.0%138.5782.7%0.6%
80Δ128.14112.8%0.7%139.6784.3%0.5%

20Δ

Calls
Pseudo strike
141.81
IV
117.3%
B/E move
6.2%
Puts
Pseudo strike
127.68
IV
121.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
141.08
IV
130.3%
B/E move
5.9%
Puts
Pseudo strike
130.06
IV
97.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
139.05
IV
116.2%
B/E move
4.6%
Puts
Pseudo strike
130.91
IV
102.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
137.20
IV
94.5%
B/E move
3.2%
Puts
Pseudo strike
131.95
IV
99.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
136.42
IV
102.0%
B/E move
3.0%
Puts
Pseudo strike
132.85
IV
99.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
135.60
IV
107.0%
B/E move
2.7%
Puts
Pseudo strike
133.78
IV
87.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
134.64
IV
107.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
133.74
IV
105.9%
B/E move
2.0%
Puts
Pseudo strike
135.55
IV
104.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
132.91
IV
95.0%
B/E move
1.5%
Puts
Pseudo strike
136.33
IV
97.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.01
IV
88.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
130.34
IV
119.4%
B/E move
1.2%
Puts
Pseudo strike
137.66
IV
83.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
129.18
IV
118.4%
B/E move
1.0%
Puts
Pseudo strike
138.57
IV
82.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
128.14
IV
112.8%
B/E move
0.7%
Puts
Pseudo strike
139.67
IV
84.3%
B/E move
0.5%

Options history

IV · four-Friday blend68.45%
Daily close
TPR24.6%62.1%99.6%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
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%