Closed
⌘K
Sign in Sign up

Capri Holdings Limited CPRI 14.28 -0.47 -3.19%

CPRI Gamma Exposure (GEX)

CPRI (Capri Holdings Limited): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.503
Put Call Ratio (OI)
0.428
Put Call Ratio (Vol)
1.04
IV Rank
27
IV Percentile
28
Max Pain
12.5

Gamma exposure (2026-09-21)

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}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-45.7
45.7
View values by strike
CPRI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 6.4 0
5.00 7.8 -1.38
7.50 97.9 -12.8 K
10.00 2.66 K -22.7 K
12.50 19 K -115 K
15.00 165 K -118 K
17.50 213 K -35 K
20.00 194 K -10.7 K
22.50 15.1 K -2.04 K
25.00 19.5 K -5.33 K
27.50 9.61 K -786
30.00 7.52 K 0
32.50 1.19 K 0
35.00 5.32 K 0
37.50 6.34 K 0
40.00 6.49 K 0
42.50 1.21 K 0
45.00 2.09 K 0
47.50 369 0
50.00 61.6 0
52.50 74.3 0