AInvestOption Pilot Program
Options/TPR
TPR logo

TPRTapestry, Inc. Common Stock

Options Analysis Report•LEATHER & LEATHER PRODUCTS
Market Cap $25.0B|NYSE
● 2026-08-31$125.49
BEARISH
Analysis: 2026-08-28 EOD data
1Y +22.1%YTD -2.8%7D -5.0%
1,722
30D
±8.8%
0%

TPR Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
Loading score history...

TPR Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

8.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 60.6% — elevated vs history

<1.05x

IV/HV 0.45x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.77x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.6% — normal range

<80%

Effective IV 57.4% (ATM 32.6% + spread 12.4% + bias) — good value

<3.0%

Total drag 19.33% (spread 12.42% + slippage 6.91%) — high friction

≥5.0

Vega efficiency 10.77 (vega 13.382 / spread 12.42%) — efficient

Sentiment

Bullish or bearish?

3.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -29%, Raw: -27%)
|net sentiment| ≥25%

Conviction-weighted: -29% (bearish) — Raw: -27%

≥15%

|OI skew| 13.9% — balanced

Same sign, |vol skew| ≥10%

Vol skew -15.0%, OI skew -13.9% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -22%, ATM: -30%, OTM: -26% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 76% — very bearish vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 4.3% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +10.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 54% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 33% — patient

≥30

Conviction -29 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 12.4% — wide

≥10,000

OI 39,657 — adequate

≥500

Volume 1,722/day — adequate

≤$0.50

$0.62 to cross — expensive

≥5 strikes

1 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 54% — neutral vs sector

≥100 contracts

Depth 130.8 contracts (bid:60.5 ask:70.3) — adequate

<1.0%

Avg slippage 6.91% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -23.1% — contango

<30 or >70

IV percentile 61% — neutral

≥10pts kink

IV kink -5.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 172.00 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -29% @ 64% consistency — moderate (bearish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.5
bullishIV cheap, bearish flow
Long Puts7.7
bearishIV cheap, bearish flow
Premium Sellers
Cash-Secured Put3.4
bullishIV too cheap, bearish flow
Covered Call4.8
bearishIV too cheap, bearish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on TPR

TPR gamma wallsTPR max painTPR IV rankTPR options flow