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Tapestry Inc TPR

CONSUMER CYCLICAL · LUXURY GOODS
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Market dataready · fetched 2026-10-15T20:33:28.957Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:21:43.391920954Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:28.276299+00:00

Share price$119.75
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$0.16$1.71$3.25$4.80$6.35$113.91$116.60$119.29$121.98$124.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $119.75OPTION PRICELive TPR spot · $119.75TPR PRICE$0.33$0.50$0.74$0.97$1.20$1.45$1.71$2.00$2.18$2.26$2.33$2.93$5.90$0.40$0.75$0.96$1.15$1.26$1.41$1.61$1.87$2.18$2.37$2.51$2.65$3.52
PutsExpensive3.20×
CallsExpensive1.05×
SkewBearish+1.48 pp
Implied moveBullish±$3.31
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.4248.1%2.5%116.8756.7%2.7%
25Δ121.7948.8%2.1%116.5678.4%3.3%
30Δ121.5255.7%2.1%117.2977.5%2.9%
35Δ121.2462.5%2.1%118.0276.4%2.4%
40Δ120.9468.6%2.0%118.7269.2%1.9%
45Δ120.3969.2%1.7%119.3165.0%1.6%
50Δ119.8469.6%1.5%119.8262.8%1.3%
55Δ119.2969.8%1.3%120.3362.3%1.1%
60Δ118.8366.8%1.1%120.8362.7%0.9%
65Δ118.4660.0%0.8%121.2459.7%0.7%
70Δ118.1053.3%0.6%121.5955.0%0.6%
75Δ117.3857.4%0.5%121.9450.3%0.4%
80Δ114.3384.5%0.4%122.8957.2%0.3%

20Δ

Calls
Pseudo strike
122.42
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
116.87
IV
56.7%
B/E move
2.7%

25Δ

Calls
Pseudo strike
121.79
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
116.56
IV
78.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
121.52
IV
55.7%
B/E move
2.1%
Puts
Pseudo strike
117.29
IV
77.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
121.24
IV
62.5%
B/E move
2.1%
Puts
Pseudo strike
118.02
IV
76.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
120.94
IV
68.6%
B/E move
2.0%
Puts
Pseudo strike
118.72
IV
69.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
120.39
IV
69.2%
B/E move
1.7%
Puts
Pseudo strike
119.31
IV
65.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
119.84
IV
69.6%
B/E move
1.5%
Puts
Pseudo strike
119.82
IV
62.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
119.29
IV
69.8%
B/E move
1.3%
Puts
Pseudo strike
120.33
IV
62.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
118.83
IV
66.8%
B/E move
1.1%
Puts
Pseudo strike
120.83
IV
62.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
118.46
IV
60.0%
B/E move
0.8%
Puts
Pseudo strike
121.24
IV
59.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
118.10
IV
53.3%
B/E move
0.6%
Puts
Pseudo strike
121.59
IV
55.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
117.38
IV
57.4%
B/E move
0.5%
Puts
Pseudo strike
121.94
IV
50.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
114.33
IV
84.5%
B/E move
0.4%
Puts
Pseudo strike
122.89
IV
57.2%
B/E move
0.3%