← Back to Stock / ETF implied volatility screener

CPRI - Capri Holdings
Implied Volatility Analysis

Implied Volatility:
47.4%
Put/Call-Ratio:
0.37

Capri Holdings has an Implied Volatility (IV) of 47.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CPRI is 20 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for CPRI is -0.84 standard deviations away from its 1 year mean.

Market Cap$6.26B
Next Earnings Date5/31/2023 (72d)
Implied Volatility (IV) 30d
47.37
Implied Volatility Rank (IVR) 1y
20.38
Implied Volatility Percentile (IVP) 1y
22.22
Historical Volatility (HV) 30d
33.45
IV / HV
1.42
Open Interest
115.15K
Option Volume
10.32K
Put/Call Ratio (Volume)
0.37

Data was calculated after the 3/17/2023 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.