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Capri Holdings Limited CPRI 21.13 -0.1 -0.47%

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ATM IV
0.426
Put Call Ratio (OI)
0.404
Put Call Ratio (Vol)
1.22
IV Rank
8.48
IV Percentile
2.44
Max pain
15

Gamma exposure (2026-11-05)

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}
15.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-38.9
38.9
View values by strike
CPRI · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 9.13 0
5.00 17.5 -0.907
7.50 81 -7.05 K
10.00 2.16 K -13.4 K
11.00 0 -7.49
12.50 5.48 K -37 K
14.00 0 -5.41 K
15.00 51.7 K -52.9 K
16.00 1.72 K -5.35 K
17.50 157 K -56.6 K
19.00 32.5 K -33.7 K
20.00 812 K -55.4 K
21.00 84 K -16.8 K
22.50 197 K -11.3 K
24.00 2.5 K 0
25.00 111 K -10.4 K
26.00 5.09 K 0
27.50 51.1 K -1.51 K
29.00 358 0
30.00 26.1 K 0
31.00 167 0
32.50 3.36 K 0
35.00 23.9 K 0
37.50 15.5 K 0
40.00 15.5 K 0
42.50 2.6 K 0
45.00 4.17 K 0
47.50 744 0
50.00 101 0
52.50 143 0