What move does the options market price into Capri's report?

Implied ±20.4%, either direction · provisional.

How often does Capri move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

CPRINYSELeather & Leather Products

Capri Holdings Ltd (CPRI) earnings date, market-implied expected move, and options open interest by expiry

18.68

+2.62 · +16.29%

post 18.63 −0.25%

Closed19:54 ET

Open16.10Volume9.8MMkt cap$1.9BP/E10.53EPS1.77

Day16.10 – 18.9788%52-wk12.40 – 28.2739%

CPRI

Capri Holdings Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

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

Next report

Feb 2

before open · in 92 days

est.Q3 FY27

Calendar

Next report

Last report

+16.31%

vs ±11.8% implied · ×1.39

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Linked news

50dTPR · customerJim Cramer on Tapestry (TPR): “I Want to Be With the Company”

News

Largest filed tie

13F top-10 QoQ

+0.59%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

293 managers

Top fund weight

0.07%

CPRI weight · IWM

N-PORTJun 30 '26

5 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Capri (CPRI) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

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

Feb 5 '25Feb 5 '25confirmed±14.4%▼−10.07%×0.70

May 28 '25May 28 '25confirmed±8.7%▲+2.79%×0.32

Aug 6 '25Aug 6 '25confirmed±11.0%▲+14.51%×1.32

Q2 FY26Nov 4 '25confirmed±11.9%▼−0.05%×0.00

Q3 FY26Feb 3 '26confirmed±11.7%▼−13.22%×1.13

Q1 FY27May 27 '26confirmed±13.8%▼−1.24%×0.09

Aug 5 '26Aug 5 '26confirmed±12.4%▼−3.03%×0.24

Q2 FY27Oct 30 '26confirmed±11.8%▲+16.31%×1.39

quarterimplied−20%0+20%realized×

Q2 FY27±11.8%▲+16.31%×1.39

Aug '26±12.4%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.48OI · 4 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

7,270+12%Nov 2018d0.4018,087+15%0.40

2,654+2%Dec 1846d0.357,651+24%0.35

6,3840%Jan 1574d0.1933,528+3%0.19

report · Feb 2 · before open · est.

656+1%Feb 19109d1,360+5%

ExpiryPutsCallsP/C

Nov 2018d7,270+12%18,087+15%0.40

Dec 1846d2,654+2%7,651+24%0.35

Jan 1574d6,3840%33,528+3%0.19

report · Feb 2 · before open · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±20.4%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

TPR±3.8%×0.19

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

3.34%as filednet margin · revenue +5.07% QoQ · −5.94% YoY

Revenue

$808M+5.07% QoQ

Gross profit

$512M+2.40% QoQ

63.37% margin

Operating income

$10M−41.18% QoQ

1.24% margin

Pre-tax income

$44M−15.38% QoQ

Net income

$27M−61.43% QoQ

3.34% margin

Cost of revenue

$297M+10.41% QoQ

Operating expenses

$502M+3.93% QoQ

SG&A $459M

Depreciation $30M

Other operating $13M

Tax

$17M+194.44% QoQ

Other income

$34M−2.86% QoQ

Revenue$808M+5.07%

Gross profit

$512M+2.40%

63.37% margin

Operating income

$10M−41.18%

1.24% margin

Pre-tax income

$44M−15.38%

Net income

$27M−61.43%

3.34% margin

Cost of revenue

$297M+10.41%

Operating expenses

$502M+3.93%

SG&A $459M

Depreciation $30M

Other operating $13M

Other income$34M−2.86%

Tax$17M+194.44%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 26 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

CPI ×1.31· ±2.6% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.6%5 of 10×1.31

CPROFcorporate profits±2.6%7 of 12×1.29

PCEpersonal income & outlays±2.3%11 of 19×1.18

GDPgross domestic product±2.3%13 of 19×1.14

FOMCrate decision±2.0%6 of 24×1.02

PPIproducer prices±1.8%3 of 10×0.92

NFPjobs report±1.6%5 of 10×0.79

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 30 '26 · confirmed	0.25	—
Q1 FY27	May 27 '26 · confirmed	0.60	—
Q4 FY26	—	-0.04	—
Q3 FY26	Feb 3 '26 · confirmed	0.96	—

Methodology

ties · implied moves · holdersMethod