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Capri Holdings Limited CPRI 20.54 -0.59 -2.79%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.483
Put Call Ratio (OI)
0.405
Put Call Ratio (Vol)
0.86
IV Rank
22.1
IV Percentile
19.5
Max pain
15

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-39.5
39.5
View values by strike
CPRI · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 4.12 0
2.50 12.7 0
5.00 31.3 -0.929
7.50 83.9 -7.97 K
10.00 2.7 K -14.2 K
11.00 0 -7.96
12.50 11.6 K -39.5 K
14.00 0 -6 K
15.00 73.7 K -58.9 K
16.00 3.43 K -6.14 K
17.50 366 K -63.8 K
19.00 33.4 K -40.1 K
20.00 725 K -63.1 K
21.00 77.1 K -18.3 K
22.50 157 K -10.6 K
24.00 2.18 K 0
25.00 90.4 K -9.64 K
26.00 4.19 K 0
27.50 40 K -1.55 K
29.00 283 0
30.00 23.9 K 0
31.00 148 0
32.50 3.02 K 0
35.00 21.9 K 0
37.50 14.1 K 0
40.00 14.2 K 0
42.50 2.41 K 0
45.00 3.89 K 0
47.50 695 0
50.00 94.4 0
52.50 134 0