Tapestry, Inc. (TPR) Options History
Historical options analytics archive for TPR with monthly max pain, implied volatility, gamma exposure, and put/call data.
104 months of complete options data available.
TPR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TPR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 37.2% | 27.5% | $145.00 | $677.4K | -$81.6M | 0.46 |
| 2026-05 | 20 | 40.5% | 40.9% | $145.00 | $12.0M | -$270.3M | 0.35 |
| 2026-04 | 20 | 51.3% | 58.8% | $140.00 | $1.4M | -$165.8M | 0.42 |
| 2026-03 | 20 | 42.0% | 24.1% | $140.00 | $1.2M | -$149.6M | 0.51 |
| 2026-02 | 19 | 39.7% | 19.8% | $115.00 | $1.4M | -$253.6M | 1.40 |
| 2026-01 | 20 | 49.1% | 39.9% | $120.00 | $1.7M | -$168.1M | 0.65 |
This archive aggregates TPR's daily end-of-day options snapshots into monthly summaries, spanning 2017-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TPR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 37.2%, a month-end max-pain strike around $145.00, an average put/call ratio of 0.46.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked TPR history questions
- How much options history is available for TPR?
- This archive holds 104 months of TPR options analytics, spanning 2017-11 through 2026-06. Each entry is a monthly rollup of TPR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TPR archive.
- What data does each monthly TPR aggregate contain?
- Every monthly row summarizes that month of TPR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 37.2%, an average IV rank of 27.5%, a month-end max-pain strike around $145.00, an average put/call ratio of 0.46.
- How is the TPR options-history archive built and how often does it update?
- The archive is derived from TPR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TPR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.