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Capri Holdings Limited CPRI

i

Market dataready · fetched 2026-11-12T15:28:32.082Z

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 · 2026-11-12T15:28:26.029309234Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T15:28:31.586110+00:00

Share price$20.68
1D-0.4%
$20.58$20.72$20.86$20.99$21.135:30 AM6:30 AM9:00 AM1:00 PMCPRI
Sold putSold call

Capri Holdings Limited options

Live interpolated CPRI call and put midpoint premiums by absolute delta.Capri Holdings Limited$0.12$0.76$1.40$2.04$2.68$18.52$19.69$20.85$22.02$23.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CPRI spot · $20.68CPRI PRICE$0.20$0.28$0.35$0.43$0.51$0.59$0.74$0.91$1.08$1.24$1.55$1.86$2.50$0.18$0.23$0.28$0.36$0.43$0.50$0.57$0.64
Puts——
CallsExpensive1.14×
Skew——
Implied moveBullish±$1.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3456.3%9.0%19.4052.3%7.1%
25Δ22.0857.0%8.1%19.7249.4%5.8%
30Δ21.8257.6%7.2%20.0246.7%4.5%
35Δ21.5658.2%6.3%20.2045.9%4.0%
40Δ21.3058.8%5.4%20.3845.1%3.5%
45Δ21.0359.4%4.6%20.5644.4%3.0%
50Δ20.7861.9%4.1%20.7443.6%2.5%
55Δ20.5264.6%3.6%20.9242.8%2.0%
60Δ20.2767.4%3.2%
65Δ20.0170.1%2.8%
70Δ19.6374.5%2.4%
75Δ19.2479.0%2.0%
80Δ18.5594.2%1.8%

20Δ

Calls
Pseudo strike
22.34
IV
56.3%
B/E move
9.0%
Puts
Pseudo strike
19.40
IV
52.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
22.08
IV
57.0%
B/E move
8.1%
Puts
Pseudo strike
19.72
IV
49.4%
B/E move
5.8%

30Δ

Calls
Pseudo strike
21.82
IV
57.6%
B/E move
7.2%
Puts
Pseudo strike
20.02
IV
46.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
21.56
IV
58.2%
B/E move
6.3%
Puts
Pseudo strike
20.20
IV
45.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
21.30
IV
58.8%
B/E move
5.4%
Puts
Pseudo strike
20.38
IV
45.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
21.03
IV
59.4%
B/E move
4.6%
Puts
Pseudo strike
20.56
IV
44.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
20.78
IV
61.9%
B/E move
4.1%
Puts
Pseudo strike
20.74
IV
43.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
20.52
IV
64.6%
B/E move
3.6%
Puts
Pseudo strike
20.92
IV
42.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
20.27
IV
67.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
20.01
IV
70.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.63
IV
74.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.24
IV
79.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.55
IV
94.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

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%