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COTY INC COTY

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Market dataready · fetched 2026-11-07T02:29:02.643Z

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 · 2026-11-07T00:41:57.852285982Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:29:01.939050+00:00

Share price$4.00
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$0.04$0.27$0.49$0.71$0.93$2.96$3.47$3.98$4.49$5.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COTY spot · $4.00COTY PRICE$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.25$0.37$0.50$0.62$0.74$0.87$0.10$0.11$0.13$0.14$0.15$0.17$0.22$0.31$0.39$0.48$0.56$0.64$0.73
PutsFair0.97×
CallsCheap0.79×
SkewBullish-6.87 pp
Implied moveBearish±$0.41
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.7576.4%20.5%3.23124.3%21.8%
25Δ4.6474.4%18.2%3.37111.9%18.6%
30Δ4.5272.4%15.8%3.5199.6%15.4%
35Δ4.4170.3%13.4%3.6587.2%12.2%
40Δ4.3068.3%11.1%3.7974.9%9.0%
45Δ4.1866.3%8.7%3.9462.5%5.8%
50Δ4.0764.3%6.4%4.0657.3%4.1%
55Δ3.9467.6%4.8%4.1657.8%3.7%
60Δ3.8078.6%4.4%4.2658.4%3.2%
65Δ3.6689.5%3.9%4.3658.9%2.8%
70Δ3.52100.4%3.5%4.4759.5%2.3%
75Δ3.38111.4%3.1%4.5760.0%1.9%
80Δ3.24122.3%2.6%4.6760.5%1.4%

20Δ

Calls
Pseudo strike
4.75
IV
76.4%
B/E move
20.5%
Puts
Pseudo strike
3.23
IV
124.3%
B/E move
21.8%

25Δ

Calls
Pseudo strike
4.64
IV
74.4%
B/E move
18.2%
Puts
Pseudo strike
3.37
IV
111.9%
B/E move
18.6%

30Δ

Calls
Pseudo strike
4.52
IV
72.4%
B/E move
15.8%
Puts
Pseudo strike
3.51
IV
99.6%
B/E move
15.4%

35Δ

Calls
Pseudo strike
4.41
IV
70.3%
B/E move
13.4%
Puts
Pseudo strike
3.65
IV
87.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
4.30
IV
68.3%
B/E move
11.1%
Puts
Pseudo strike
3.79
IV
74.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
4.18
IV
66.3%
B/E move
8.7%
Puts
Pseudo strike
3.94
IV
62.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
4.07
IV
64.3%
B/E move
6.4%
Puts
Pseudo strike
4.06
IV
57.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
3.94
IV
67.6%
B/E move
4.8%
Puts
Pseudo strike
4.16
IV
57.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
3.80
IV
78.6%
B/E move
4.4%
Puts
Pseudo strike
4.26
IV
58.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
3.66
IV
89.5%
B/E move
3.9%
Puts
Pseudo strike
4.36
IV
58.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
3.52
IV
100.4%
B/E move
3.5%
Puts
Pseudo strike
4.47
IV
59.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
3.38
IV
111.4%
B/E move
3.1%
Puts
Pseudo strike
4.57
IV
60.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
3.24
IV
122.3%
B/E move
2.6%
Puts
Pseudo strike
4.67
IV
60.5%
B/E move
1.4%

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%