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Coty Inc COTY

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T22:43:46.500Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002114732Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:45.945705+00:00

Share price$3.20
1D+0.6%
AH$3.16$3.19$3.22$3.25$3.285:30 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$0.03$0.48$0.94$1.39$1.84$2.11$2.62$3.13$3.63$4.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COTY spot · $3.20COTY PRICE$0.07$0.11$0.14$0.17$0.20$0.24$0.27$0.30$0.33$0.36$0.54$0.80$1.06$0.10$0.12$0.14$0.20$0.31$0.41$0.52$0.63$0.73$0.84$0.95$1.33$1.71
PutsExpensive1.71×
CallsExpensive1.28×
SkewBearish+15.12 pp
Implied moveBearish±$0.79
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.9265.1%24.9%2.31118.8%31.2%
25Δ3.8265.3%22.9%2.5897.0%23.2%
30Δ3.7365.5%20.8%2.8575.2%15.3%
35Δ3.6365.7%18.7%3.0665.6%10.6%
40Δ3.5365.9%16.6%3.1970.9%9.7%
45Δ3.4366.1%14.5%3.3376.2%8.9%
50Δ3.3366.3%12.4%3.4681.6%8.1%
55Δ3.2366.5%10.4%3.6086.9%7.2%
60Δ3.1366.7%8.3%3.7392.2%6.4%
65Δ3.0366.9%6.2%3.8697.6%5.5%
70Δ2.8282.9%5.1%4.00102.9%4.7%
75Δ2.54107.4%4.5%4.41105.7%3.7%
80Δ2.27131.9%3.9%4.83108.4%2.8%

20Δ

Calls
Pseudo strike
3.92
IV
65.1%
B/E move
24.9%
Puts
Pseudo strike
2.31
IV
118.8%
B/E move
31.2%

25Δ

Calls
Pseudo strike
3.82
IV
65.3%
B/E move
22.9%
Puts
Pseudo strike
2.58
IV
97.0%
B/E move
23.2%

30Δ

Calls
Pseudo strike
3.73
IV
65.5%
B/E move
20.8%
Puts
Pseudo strike
2.85
IV
75.2%
B/E move
15.3%

35Δ

Calls
Pseudo strike
3.63
IV
65.7%
B/E move
18.7%
Puts
Pseudo strike
3.06
IV
65.6%
B/E move
10.6%

40Δ

Calls
Pseudo strike
3.53
IV
65.9%
B/E move
16.6%
Puts
Pseudo strike
3.19
IV
70.9%
B/E move
9.7%

45Δ

Calls
Pseudo strike
3.43
IV
66.1%
B/E move
14.5%
Puts
Pseudo strike
3.33
IV
76.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
3.33
IV
66.3%
B/E move
12.4%
Puts
Pseudo strike
3.46
IV
81.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
3.23
IV
66.5%
B/E move
10.4%
Puts
Pseudo strike
3.60
IV
86.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
3.13
IV
66.7%
B/E move
8.3%
Puts
Pseudo strike
3.73
IV
92.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
3.03
IV
66.9%
B/E move
6.2%
Puts
Pseudo strike
3.86
IV
97.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
2.82
IV
82.9%
B/E move
5.1%
Puts
Pseudo strike
4.00
IV
102.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
2.54
IV
107.4%
B/E move
4.5%
Puts
Pseudo strike
4.41
IV
105.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
2.27
IV
131.9%
B/E move
3.9%
Puts
Pseudo strike
4.83
IV
108.4%
B/E move
2.8%