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Tapestry TPR 125.31 4.29 3.54%

Previous-day view · Wed Nov 4 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

Expected move

November 04, 2026 close · $125.19
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±8.6% ±$10.80 $114.39 – $135.99 $111.66 – $138.72 $101.65 – $148.73
2 sessions Earnings ±9.2% ±$11.49 $113.70 – $136.68 $110.88 – $139.50 $100.28 – $150.10
3 sessions Earnings ±9.7% ±$12.12 $113.07 – $137.31 $110.28 – $140.10 $99.19 – $151.19
1 week Earnings ±10.1% ±$12.62 $112.57 – $137.81 $109.53 – $140.85 $98.67 – $151.71
2 weeks Earnings ±10.8% ±$13.46 $111.73 – $138.65 $108.56 – $141.82 $96.81 – $153.57
3 weeks Earnings ±11.3% ±$14.18 $111.01 – $139.37 $107.63 – $142.75 $95.37 – $155.01
1 month Earnings ±12.0% ±$14.99 $110.20 – $140.18 $106.59 – $143.79 $93.67 – $156.71
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TPR reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.76%
Average actual move
10.64%
Beyond the implied move
4 / 6
Median IV change
-36.89%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±9.79% -16.49% 1.68× —
May 07, 2026 ±9.47% -12.30% 1.30× —
August 14, 2025 ±7.49% -15.71% 2.10× —
May 08, 2025 ±6.79% +3.73% 0.55× 54.2% → 40.4%
February 06, 2025 ±7.39% +12.02% 1.63× —
November 07, 2024 ±5.63% +3.60% 0.64× 49.4% → 25.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →