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Tapestry Inc TPR

CONSUMER CYCLICAL · LUXURY GOODS
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Market dataready · fetched 2026-10-15T20:02:48.686Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.186153063Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:22.156682+00:00

Share price$119.77
1D+3.2%
AH$116$117$118$119$1215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPR
Sold putSold callAH

Tapestry Inc options

Live interpolated TPR call and put midpoint premiums by absolute delta.Tapestry Inc$0.17$1.61$3.04$4.48$5.91$113.91$116.60$119.30$121.99$124.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $119.77OPTION PRICELive TPR spot · $119.77TPR PRICE$0.33$0.50$0.73$0.96$1.20$1.44$1.70$1.99$2.18$2.25$2.32$2.85$5.50$0.42$0.76$0.96$1.16$1.26$1.42$1.61$1.89$2.19$2.38$2.52$2.67$3.63
PutsExpensive3.24×
CallsExpensive1.05×
SkewBearish+2.65 pp
Implied moveBullish±$3.31
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.4548.1%2.5%116.8258.1%2.8%
25Δ121.8048.4%2.1%116.5778.1%3.3%
30Δ121.5255.2%2.1%117.3077.5%2.9%
35Δ121.2562.1%2.0%118.0476.6%2.4%
40Δ120.9568.3%2.0%118.7469.4%1.9%
45Δ120.4168.8%1.7%119.3265.3%1.6%
50Δ119.8669.2%1.5%119.8463.2%1.3%
55Δ119.3169.3%1.3%120.3562.8%1.1%
60Δ118.8566.6%1.0%120.8663.3%0.9%
65Δ118.4959.9%0.8%121.2660.0%0.7%
70Δ118.1353.3%0.6%121.6255.3%0.6%
75Δ117.4556.0%0.5%121.9850.6%0.4%
80Δ114.7479.4%0.4%123.0059.1%0.3%

20Δ

Calls
Pseudo strike
122.45
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
116.82
IV
58.1%
B/E move
2.8%

25Δ

Calls
Pseudo strike
121.80
IV
48.4%
B/E move
2.1%
Puts
Pseudo strike
116.57
IV
78.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
121.52
IV
55.2%
B/E move
2.1%
Puts
Pseudo strike
117.30
IV
77.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
121.25
IV
62.1%
B/E move
2.0%
Puts
Pseudo strike
118.04
IV
76.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
120.95
IV
68.3%
B/E move
2.0%
Puts
Pseudo strike
118.74
IV
69.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
120.41
IV
68.8%
B/E move
1.7%
Puts
Pseudo strike
119.32
IV
65.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
119.86
IV
69.2%
B/E move
1.5%
Puts
Pseudo strike
119.84
IV
63.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
119.31
IV
69.3%
B/E move
1.3%
Puts
Pseudo strike
120.35
IV
62.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
118.85
IV
66.6%
B/E move
1.0%
Puts
Pseudo strike
120.86
IV
63.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
118.49
IV
59.9%
B/E move
0.8%
Puts
Pseudo strike
121.26
IV
60.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
118.13
IV
53.3%
B/E move
0.6%
Puts
Pseudo strike
121.62
IV
55.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
117.45
IV
56.0%
B/E move
0.5%
Puts
Pseudo strike
121.98
IV
50.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
114.74
IV
79.4%
B/E move
0.4%
Puts
Pseudo strike
123.00
IV
59.1%
B/E move
0.3%