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Coty Inc COTY

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-15T20:35:59.308Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:24:17.673394044Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:58.765470+00:00

Share price$3.19
1D+8.1%
AH$2.93$3.01$3.09$3.16$3.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOTY
Sold putSold callAH

Coty Inc options

Live interpolated COTY call and put midpoint premiums by absolute delta.Coty Inc$0.02$0.54$1.06$1.58$2.10$2.10$2.57$3.03$3.50$3.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.19OPTION PRICELive COTY spot · $3.19COTY PRICE$0.07$0.09$0.10$0.11$0.13$0.14$0.15$0.16$0.18$0.19$0.20$0.22$0.23$0.14$0.12$0.10$0.20$0.33$0.46$0.59$0.72$0.85$0.98$1.26$1.60$1.95
PutsExpensive12.60×
CallsExpensive3.79×
SkewBearish+190.67 pp
Implied moveBearish±$0.74
TiltBearish65.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.74570.7%50.8%2.50541.6%26.0%
25Δ4.59535.3%46.6%2.73423.3%18.3%
30Δ4.44500.0%42.3%2.95305.1%10.6%
35Δ4.29464.7%38.0%3.11329.8%8.8%
40Δ4.14429.3%33.7%3.25390.4%8.5%
45Δ3.99394.0%29.5%3.39451.0%8.2%
50Δ3.84358.7%25.2%3.53511.6%7.8%
55Δ3.69323.4%20.9%3.67572.2%7.5%
60Δ3.54288.0%16.6%3.81632.8%7.2%
65Δ3.39252.7%12.4%3.95693.4%6.8%
70Δ3.24217.4%8.1%4.23733.4%6.7%
75Δ3.10182.1%3.8%4.58763.5%6.7%
80Δ2.95146.7%0.5%4.93793.5%6.7%

20Δ

Calls
Pseudo strike
4.74
IV
570.7%
B/E move
50.8%
Puts
Pseudo strike
2.50
IV
541.6%
B/E move
26.0%

25Δ

Calls
Pseudo strike
4.59
IV
535.3%
B/E move
46.6%
Puts
Pseudo strike
2.73
IV
423.3%
B/E move
18.3%

30Δ

Calls
Pseudo strike
4.44
IV
500.0%
B/E move
42.3%
Puts
Pseudo strike
2.95
IV
305.1%
B/E move
10.6%

35Δ

Calls
Pseudo strike
4.29
IV
464.7%
B/E move
38.0%
Puts
Pseudo strike
3.11
IV
329.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
4.14
IV
429.3%
B/E move
33.7%
Puts
Pseudo strike
3.25
IV
390.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
3.99
IV
394.0%
B/E move
29.5%
Puts
Pseudo strike
3.39
IV
451.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
3.84
IV
358.7%
B/E move
25.2%
Puts
Pseudo strike
3.53
IV
511.6%
B/E move
7.8%

55Δ

Calls
Pseudo strike
3.69
IV
323.4%
B/E move
20.9%
Puts
Pseudo strike
3.67
IV
572.2%
B/E move
7.5%

60Δ

Calls
Pseudo strike
3.54
IV
288.0%
B/E move
16.6%
Puts
Pseudo strike
3.81
IV
632.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
3.39
IV
252.7%
B/E move
12.4%
Puts
Pseudo strike
3.95
IV
693.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
3.24
IV
217.4%
B/E move
8.1%
Puts
Pseudo strike
4.23
IV
733.4%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.10
IV
182.1%
B/E move
3.8%
Puts
Pseudo strike
4.58
IV
763.5%
B/E move
6.7%

80Δ

Calls
Pseudo strike
2.95
IV
146.7%
B/E move
0.5%
Puts
Pseudo strike
4.93
IV
793.5%
B/E move
6.7%