← Back to Stock / ETF implied volatility screener

CPRI - Capri Holdings
Implied Volatility Analysis

Implied Volatility:
47.9%
Put/Call-Ratio:
0.66

Capri Holdings has an Implied Volatility (IV) of 47.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CPRI is 6 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for CPRI is -1.36 standard deviations away from its 1 year mean.

Market Cap$6.88B
Next Earnings Date2/1/2023 (65d)
Implied Volatility (IV) 30d
47.85
Implied Volatility Rank (IVR) 1y
5.98
Implied Volatility Percentile (IVP) 1y
4.76
Historical Volatility (HV) 30d
60.12
IV / HV
0.80
Open Interest
53.46K
Option Volume
571.00
Put/Call Ratio (Volume)
0.66

Data was calculated after the 11/25/2022 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.