CPRI · Expected Move
Capri Holdings Limited
The expected move for CPRI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CPRI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CPRI Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$2.30
30-Day ATM IV
67.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to CPRI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CPRI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $2.30 | $2.30 | 67.6% | 67% |
| 20261023 | $2.45 | $2.45 | 68.8% | 71% |
| 20261022 | $2.50 | $2.50 | 68.7% | 70% |
| 20261021 | $2.50 | $2.50 | 69.0% | 72% |
| 20261020 | $2.58 | $2.58 | — | — |
| 20261019 | $2.55 | $2.55 | 67.7% | 67% |
| 20261016 | $2.70 | $2.33 | 68.8% | 71% |
| 20261015 | $2.78 | $0.97 | 69.0% | 72% |
| 20261014 | $2.70 | $0.70 | 71.3% | 79% |
| 20261013 | $2.65 | $0.85 | 68.1% | 69% |
| 20261012 | $2.75 | $0.93 | 70.2% | 75% |
| 20261009 | $2.83 | $1.00 | 69.3% | 72% |
| 20261008 | $2.83 | $1.15 | 69.1% | 72% |
| 20261007 | $2.92 | $1.38 | 70.7% | 77% |
| 20261006 | $2.98 | $1.30 | 71.4% | 79% |
| 20261005 | $2.80 | $1.48 | 67.4% | 66% |
| 20261002 | $1.47 | $1.47 | 66.8% | 65% |
| 20261001 | $1.55 | $1.55 | 65.5% | 61% |
| 20260930 | $1.50 | $1.50 | 62.8% | 52% |
| 20260929 | $1.50 | $1.50 | 62.7% | 52% |
| 20260928 | $1.60 | $1.60 | 63.3% | 54% |
| 20260925 | $1.77 | $1.77 | 63.9% | 56% |
| 20260924 | $1.67 | $1.67 | 59.5% | 42% |
| 20260923 | $2.08 | $2.08 | 65.3% | 60% |
| 20260922 | $2.05 | $2.05 | 66.2% | 63% |
| 20260921 | $1.65 | $1.65 | 53.5% | 24% |
| 20260918 | $1.65 | $0.50 | 50.5% | 15% |
| 20260917 | $1.73 | $0.47 | 51.5% | 18% |
| 20260916 | $1.77 | $0.65 | 52.8% | 22% |
| 20260915 | $2.00 | $1.18 | 54.8% | 28% |
| 20260914 | $1.82 | $1.05 | 49.3% | 11% |
| 20260911 | $2.10 | $1.35 | 53.7% | 25% |
| 20260910 | $1.65 | $0.80 | 50.8% | 16% |
| 20260909 | $1.73 | $1.05 | 53.8% | 25% |
| 20260908 | $1.78 | $1.15 | 52.1% | 20% |
| 20260904 | $1.98 | $1.38 | 48.3% | 8% |
| 20260903 | $1.80 | $1.12 | 47.6% | 6% |
| 20260902 | $0.97 | $0.97 | 47.9% | 7% |
| 20260901 | $0.98 | $0.98 | 46.3% | 2% |
| 20260831 | $1.23 | $1.23 | 47.7% | 6% |
| 20260828 | $1.43 | $1.43 | 46.3% | 2% |
| 20260827 | $1.27 | $1.27 | 47.9% | 7% |
| 20260826 | $1.55 | $1.55 | 48.4% | 8% |
| 20260825 | $1.40 | $1.40 | 48.3% | 8% |
| 20260824 | $1.75 | $1.75 | 48.8% | 10% |
| 20260821 | $1.68 | $1.20 | 46.7% | 3% |
| 20260820 | $1.88 | $1.43 | 49.0% | 10% |
| 20260819 | $1.65 | $0.73 | 47.0% | 4% |
| 20260818 | $1.62 | $0.72 | 48.8% | 10% |
| 20260817 | $1.67 | $0.73 | 47.1% | 4% |
| 20260814 | $1.85 | $0.88 | 47.8% | 7% |
| 20260813 | $2.00 | $1.12 | 48.9% | 10% |
| 20260812 | $1.95 | $1.02 | 48.4% | 8% |
| 20260811 | $2.10 | $1.25 | 50.7% | 15% |
| 20260810 | $2.03 | $1.07 | 50.3% | 14% |
| 20260807 | — | — | 51.9% | 19% |
| 20260806 | $2.27 | $1.45 | 53.4% | 24% |
| 20260805 | $1.70 | $1.70 | 54.2% | 26% |
| 20260804 | $2.48 | $2.48 | 68.7% | 71% |
| 20260803 | $2.52 | $2.52 | 78.3% | 100% |
More on CPRI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.