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 days24.38%22.13%41.18%88.64% - 13-Nov12.13% - 21-Sep
20 days24.51%23.90%50.39%65.64% - 06-Dec12.54% - 26-Jul
30 days30.36%44.17%45.78%59.14% - 12-Nov16.58% - 06-Aug
  IMPLIED VOLATILITY Open Help
IV Index call Open Help52.22%44.60%37.93%70.29% - 08-May23.70% - 24-Aug
IV Index put Open Help51.51%45.24%36.33%69.30% - 08-May23.17% - 29-Aug
IV Index mean Open Help51.87%44.92%37.13%69.80% - 08-May23.57% - 29-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days40.72%50.89%53.55%72.26% - 04-Feb-1.07% - 30-Nov
.
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
33.95%68.40% 1.42500.30
(26.67)
1.425Jul 26, 2019 36.0110.400-0.25
(-38.46)
0.4000-30.37%31.27%
32.30%60.04% 1.07500.20
(22.86)
1.075Jul 26, 2019 36.5110.575-0.30
(-34.29)
0.5750-39.68%30.86%
30.94%50.39% 0.77500.15
(24.00)
0.775Jul 26, 2019 37.0110.800-0.32
(-28.89)
0.8000-49.75%30.50%
31.59%40.75% 0.57500.12
(27.78)
0.575Jul 26, 2019 37.5111.075-0.40
(-27.12)
1.0750-59.97%30.15%
32.09%66.05% 1.60000.23
(16.36)
1.600Aug 02, 2019 36.0180.600-0.27
(-31.43)
0.6000-33.77%31.41%
32.03%58.72% 1.30000.17
(15.56)
1.300Aug 02, 2019 36.5180.775-0.33
(-29.55)
0.7750-41.13%30.61%
31.58%51.14% 1.02500.15
(17.14)
1.025Aug 02, 2019 37.0181.025-0.35
(-25.45)
1.0250-49.06%30.95%
31.50%43.51% 0.80000.12
(18.52)
0.800Aug 02, 2019 37.5181.275-0.40
(-23.88)
1.2750-57.15%30.08%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.