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COTY INC COTY

i

Market dataready · fetched 2026-11-06T22:23:15.327Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:06:41.518583504Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:23:14.376409+00:00

Share price$3.94
1D+3.7%
AH$3.78$3.86$3.95$4.04$4.125:30 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$0.01$0.56$1.11$1.65$2.20$2.97$3.46$3.94$4.43$4.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COTY spot · $3.94COTY PRICE$0.07$0.10$0.12$0.14$0.16$0.18$0.22$0.35$0.47$0.60$0.73$0.85$0.98$0.09$0.11$0.12$0.13$0.14$0.15$0.17$0.25$0.60$0.96$1.32$1.68$2.04
PutsExpensive1.15×
CallsFair0.97×
SkewBullish-10.84 pp
Implied moveBullish±$0.39
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7281.3%21.7%3.18122.0%21.6%
25Δ4.6079.9%19.1%3.30111.0%18.9%
30Δ4.4778.5%16.5%3.42100.0%16.1%
35Δ4.3577.0%13.9%3.5489.1%13.4%
40Δ4.2375.6%11.3%3.6678.1%10.6%
45Δ4.1074.1%8.7%3.7867.1%7.9%
50Δ3.9775.6%6.5%3.9056.1%5.1%
55Δ3.8389.5%6.1%4.0750.2%2.9%
60Δ3.69103.4%5.6%4.4465.0%2.5%
65Δ3.54117.3%5.1%4.8179.8%2.2%
70Δ3.40131.2%4.7%5.1994.6%1.9%
75Δ3.26145.1%4.2%5.56109.4%1.6%
80Δ3.11158.9%3.8%5.93124.2%1.3%

20Δ

Calls
Pseudo strike
4.72
IV
81.3%
B/E move
21.7%
Puts
Pseudo strike
3.18
IV
122.0%
B/E move
21.6%

25Δ

Calls
Pseudo strike
4.60
IV
79.9%
B/E move
19.1%
Puts
Pseudo strike
3.30
IV
111.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
4.47
IV
78.5%
B/E move
16.5%
Puts
Pseudo strike
3.42
IV
100.0%
B/E move
16.1%

35Δ

Calls
Pseudo strike
4.35
IV
77.0%
B/E move
13.9%
Puts
Pseudo strike
3.54
IV
89.1%
B/E move
13.4%

40Δ

Calls
Pseudo strike
4.23
IV
75.6%
B/E move
11.3%
Puts
Pseudo strike
3.66
IV
78.1%
B/E move
10.6%

45Δ

Calls
Pseudo strike
4.10
IV
74.1%
B/E move
8.7%
Puts
Pseudo strike
3.78
IV
67.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
3.97
IV
75.6%
B/E move
6.5%
Puts
Pseudo strike
3.90
IV
56.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
3.83
IV
89.5%
B/E move
6.1%
Puts
Pseudo strike
4.07
IV
50.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
3.69
IV
103.4%
B/E move
5.6%
Puts
Pseudo strike
4.44
IV
65.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
3.54
IV
117.3%
B/E move
5.1%
Puts
Pseudo strike
4.81
IV
79.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
3.40
IV
131.2%
B/E move
4.7%
Puts
Pseudo strike
5.19
IV
94.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
3.26
IV
145.1%
B/E move
4.2%
Puts
Pseudo strike
5.56
IV
109.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
3.11
IV
158.9%
B/E move
3.8%
Puts
Pseudo strike
5.93
IV
124.2%
B/E move
1.3%

Options history

IV · four-Friday blend71.10%
Daily close
COTY65.2%108.2%151.2%2026-08-19: 145.25%2026-09-03: 71.10%Aug 19Sep 3
2 observations2026-08-19 — 2026-09-03
Table
DateIV (%)
145.25%
71.10%