Symbol:    
Capri Holdings Ltd 
Options Root:  Open Help    CPRI  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days50.04%39.08%53.00%88.64% - 13-Nov12.35% - 22-Feb
20 days38.90%39.44%50.05%65.64% - 06-Dec21.55% - 11-Jul
30 days46.50%44.80%55.28%59.14% - 12-Nov23.14% - 31-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help60.62%56.27%40.61%70.29% - 08-May30.84% - 15-Feb
IV Index put Open Help60.54%55.59%40.05%69.30% - 08-May29.92% - 15-Feb
IV Index mean Open Help60.58%55.93%40.33%69.80% - 08-May30.38% - 15-Feb
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days66.69%60.64%66.43%73.22% - 04-Sep-1.07% - 30-Nov
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
43.19%62.66% 1.2250-0.18
(-12.50)
1.225Oct 25, 2019 29.0110.600-0.10
(-14.29)
0.6000-37.38%43.22%
43.26%53.78% 0.9500-0.13
(-11.63)
0.950Oct 25, 2019 29.5110.800-0.10
(-11.11)
0.8000-46.26%42.05%
42.35%44.70% 0.7000-0.10
(-12.50)
0.700Oct 25, 2019 30.0111.075-0.07
(-6.52)
1.0750-55.38%42.38%
41.69%35.76% 0.5000-0.12
(-20.00)
0.500Oct 25, 2019 30.5111.375-0.10
(-6.78)
1.3750-64.35%41.73%
43.47%60.79% 1.4750-0.15
(-9.23)
1.475Nov 01, 2019 29.0180.800-0.15
(-15.79)
0.8000-39.01%41.91%
42.22%53.85% 1.1750-0.12
(-9.62)
1.175Nov 01, 2019 29.5181.025-0.12
(-10.87)
1.0250-46.23%41.66%
41.55%46.60% 0.9250-0.12
(-11.90)
0.925Nov 01, 2019 30.0181.275-0.12
(-8.93)
1.2750-53.61%40.99%
42.42%39.86% 0.7500-0.07
(-9.09)
0.750Nov 01, 2019 30.5181.575-0.10
(-5.97)
1.5750-60.80%40.87%
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