Capri Holdings Ltd (CPRI) Historical Volatility

Tracking CPRI historical volatility helps you see how much Capri Holdings Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Capri Holdings Ltd's HV tells you what really happened. Use our scanner to monitor CPRI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CPRI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Capri Holdings Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Capri Holdings Limited designs, markets, distributes, and retails branded women's and men's apparel, footwear, and accessories in the United States, Canada, Latin America, Europe, the Middle East, Africa, and Asia. It operates through three segments: Versace, Jimmy Choo, and Michael Kors. The company offers ready-to-wear, accessories, footwear, handbags, scarves and belts, small leather goods, eyewear, watches, jewelry, fragrances, and home furnishings through a distribution network, including boutiques, department, and specialty stores, as well as through e-commerce sites. It also licenses Versace brand name and trademarks to third parties to retail and/or wholesale its products; and has licensing agreements to the manufacture and sale of jeans, fragrances, watches, eyewear, and home furnishings.

The company was formerly known as Michael Kors Holdings Limited and changed its name to Capri Holdings Limited in December 2018. Capri Holdings Limited was founded in 1981 and is headquartered in London, the United Kingdom.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Capri Holdings Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CPRI HV is running hot, cold, or in line. Make the CPRI 30 day historical volatility — and every other window — work for your edge instead of against it.