TPR · Expected Move

Tapestry, Inc. Common Stock

The expected move for TPR 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).

TPR straddle price & implied vol

60 sessions

Bars: 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 TPR Expected Move
30-Day Straddle
$12.00
7-Day Straddle
$5.45
30-Day ATM IV
37.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to TPR'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.
TPR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $12.00 $5.45 37.7% 26%
20261106 $11.30 $6.65 38.3% 28%
20261105 $12.35 $7.85 40.9% 39%
20261104 $15.70 $13.40 54.8% 96%
20261103 $15.50 $12.80 55.8% 100%
20261102 $15.55 $11.10 55.8% 100%
20261030 $14.20 $11.75 54.0% 93%
20261029 $14.85 $11.05 54.4% 95%
20261028 $13.95 $11.15 55.2% 98%
20261027 $13.60 $10.70 53.3% 90%
20261026 $13.50 $4.00 51.9% 84%
20261023 $12.80 $5.17 52.6% 87%
20261022 $14.00 $4.97 54.4% 95%
20261021 $13.70 $4.75 52.5% 87%
20261020 $14.30 $5.93 53.0% 89%
20261019 $14.80 $2.92 54.1% 93%
20261016 $13.85 $4.15 51.6% 83%
20261015 $14.25 $5.17 52.5% 87%
20261014 $13.90 $5.22 53.1% 89%
20261013 $13.90 $5.10 52.7% 88%
20261012 $14.25 $3.75 52.2% 86%
20261009 $13.95 $4.22 52.8% 88%
20261008 $13.60 $4.90 52.5% 87%
20261007 $13.40 $5.07 51.5% 83%
20261006 $13.60 $5.92 48.4% 70%
20261005 $13.90 $4.25 47.1% 65%
20261002 $8.82 $4.83 40.5% 37%
20261001 $8.70 $4.20 36.4% 21%
20260930 $9.45 $4.72 36.1% 20%
20260929 $9.20 $5.28 34.7% 14%
20260928 $9.50 $3.33 34.7% 14%
20260925 $8.68 $4.08 34.0% 11%
20260924 $8.78 $4.85 34.9% 15%
20260923 $8.75 $5.00 34.7% 14%
20260922 $8.80 $5.25 33.6% 9%
20260921 $9.32 $4.20 35.5% 17%
20260918 $8.55 $4.45 33.3% 8%
20260917 $9.45 $5.47 35.6% 17%
20260916 $9.80 $4.75 35.3% 16%
20260915 $9.32 $5.40 34.5% 13%
20260914 $9.90 $3.53 35.2% 16%
20260911 $8.57 $4.28 34.6% 14%
20260910 $9.15 $5.03 35.5% 17%
20260909 $9.85 $5.60 38.0% 27%
20260908 $9.70 $5.03 35.6% 17%
20260904 $9.15 $3.90 33.7% 10%
20260903 $9.00 $4.38 31.7% 1%
20260902 $9.40 $5.12 33.3% 8%
20260901 $9.00 $5.08 32.5% 5%
20260831 $8.75 $3.80 31.4% 0%
20260828 $9.15 $4.30 32.0% 1%
20260827 $8.95 $4.88 32.3% 2%
20260826 $9.40 $5.65 31.9% 0%
20260825 $10.00 $6.62 33.1% 6%
20260824 $10.60 $4.10 33.8% 8%
20260821 $9.40 $4.65 32.6% 3%
20260820 $9.55 $5.08 32.8% 4%
20260819 $9.60 $5.45 31.8% 0%
20260818 $10.45 $6.58 33.1% 3%
20260817 $10.00 $3.95 33.2% 3%

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.