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The author is interested in the following optimal stopping problem: \\(V_\\varepsilon^*(x,s)=\\sup_{\\tau\\in \\mathcal{M}}\\operatorname{E}_{x,s}[e^{-q\\tau +\\bar{X}_\\tau\\wedge\\varepsilon}]\\) for \\(t\\geq 0\\), \\(s\\geq x\\). Since the constant \\(\\varepsilon\\) bounds the process \\(\\bar{X}\\) from above, it is referred to as the upper cup. So, a capped version of the Shepp-Shiryaev optimal stopping problem is considered. The method of solving the optimal stopping problem consists of a verification technique, that is, a candidate solution is heuristically derived and then it is verified that it is indeed a solution. The solution is provided explicitly in terms of scale functions. The optimal stopping boundary is characterized by an ordinary differential equation involving scale functions. A modification with the lower cap is also considered. Whilst this is already included in the starting point of the maximum process \\(\\bar{X}\\), there is a stopping problem that captures this idea of lower cap in the sense that the decision to exercise has to be made before \\(X\\) drops below a certain level. After proving the main results, some examples are considered, including Brownian motion with drift and with compound Poisson jumps and also stable 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