Capri Holdings Ltd · Brief

Next report

93 days

Feb 2 · before openest.Q3 FY27

Earnings

Expected move

Inputs

±20.4%implied · straddle

14.8822.48

spot 18.68exp Feb 19ATM strike 19ATM straddle 4.48IV 54%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±12.0%
avg realized: ±7.7%

Feb 5 '25±14.4%▼−10.07%×0.70

May 28 '25±8.7%▲+2.79%×0.32

Aug 6 '25±11.0%▲+14.51%×1.32

Q2 FY26±11.9%▼−0.05%×0.00

Q3 FY26±11.7%▼−13.22%×1.13

Q1 FY27±13.8%▼−1.24%×0.09

Aug 5 '26±12.4%▼−3.03%×0.24

Q2 FY27±11.8%▲+16.31%×1.39

quarterimplied−20%0+20%realized×

Q2 FY27±11.8%▲+16.31%×1.39

Aug '26±12.4%▼−3.03%×0.24

Q1 FY27±13.8%▼−1.24%×0.09

Q3 FY26±11.7%▼−13.22%×1.13

Q2 FY26±11.9%▼−0.05%×0.00

Aug '25±11.0%▲+14.51%×1.32

2 older reports

May '25±8.7%▲+2.79%×0.32

Feb '25±14.4%▼−10.07%×0.70

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Feb 2 report · est.

—

Linked exposure

CPRI report session

Customers 1

TPRTapestry×0.19

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 29impliedImplied move: ±11.8% into Oct 30 earnings (Oct 29 close).Source

Oct 20impliedImplied move: ±13.4% into Nov 3 earnings (Oct 20 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.