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Capri Holdings Limited CPRI

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Market datapartial · fetched 2026-10-23T05:20:47.127Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:52:10.577011556Z

FundamentalsAlpha Vantage · unavailable

Share price$16.44
1D+1.4%
AH$15.73$15.90$16.08$16.25$16.425:30 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$0.15$1.70$3.24$4.78$6.33$11.87$13.99$16.11$18.24$20.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPRI spot · $16.44CPRI PRICE$0.32$0.43$0.56$0.69$0.83$0.98$1.16$1.33$1.50$1.67$1.84$2.03$2.25$0.42$0.59$0.75$0.87$1.00$1.34$1.67$2.01$2.50$3.04$3.64$4.57$5.88
PutsExpensive1.58×
CallsExpensive1.29×
SkewBearish+14.19 pp
Implied moveBearish±$2.83
TiltBearish28.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6667.3%21.5%14.1973.1%16.3%
25Δ19.1168.8%18.8%14.6375.4%14.6%
30Δ18.6269.5%16.6%15.0876.7%12.8%
35Δ18.1569.9%14.6%15.5472.7%10.8%
40Δ17.6770.4%12.5%16.0068.8%8.8%
45Δ17.2470.3%10.8%16.4772.7%8.0%
50Δ16.8270.0%9.4%16.9476.6%7.1%
55Δ16.4169.7%7.9%17.4080.5%6.3%
60Δ16.0069.4%6.4%18.0384.3%5.5%
65Δ15.6466.7%5.3%18.7088.0%4.7%
70Δ15.2764.0%4.1%19.4490.9%3.9%
75Δ14.9261.2%3.1%20.5096.7%3.1%
80Δ14.5858.0%2.4%21.92103.6%2.4%

20Δ

Calls
Pseudo strike
19.66
IV
67.3%
B/E move
21.5%
Puts
Pseudo strike
14.19
IV
73.1%
B/E move
16.3%

25Δ

Calls
Pseudo strike
19.11
IV
68.8%
B/E move
18.8%
Puts
Pseudo strike
14.63
IV
75.4%
B/E move
14.6%

30Δ

Calls
Pseudo strike
18.62
IV
69.5%
B/E move
16.6%
Puts
Pseudo strike
15.08
IV
76.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
18.15
IV
69.9%
B/E move
14.6%
Puts
Pseudo strike
15.54
IV
72.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
17.67
IV
70.4%
B/E move
12.5%
Puts
Pseudo strike
16.00
IV
68.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
17.24
IV
70.3%
B/E move
10.8%
Puts
Pseudo strike
16.47
IV
72.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
16.82
IV
70.0%
B/E move
9.4%
Puts
Pseudo strike
16.94
IV
76.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
16.41
IV
69.7%
B/E move
7.9%
Puts
Pseudo strike
17.40
IV
80.5%
B/E move
6.3%

60Δ

Calls
Pseudo strike
16.00
IV
69.4%
B/E move
6.4%
Puts
Pseudo strike
18.03
IV
84.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.64
IV
66.7%
B/E move
5.3%
Puts
Pseudo strike
18.70
IV
88.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
15.27
IV
64.0%
B/E move
4.1%
Puts
Pseudo strike
19.44
IV
90.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
14.92
IV
61.2%
B/E move
3.1%
Puts
Pseudo strike
20.50
IV
96.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
14.58
IV
58.0%
B/E move
2.4%
Puts
Pseudo strike
21.92
IV
103.6%
B/E move
2.4%

Options history

CPRI62.5562.6562.762026-10-20: 62.61%2026-10-21: 62.69%Oct 20Oct 21
Table
DateIV
62.61%
62.69%