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Coty Inc COTY

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T01:04:41.275Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002621014Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:40.690843+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$0.00$0.77$1.53$2.30$3.07$1.89$2.44$3.00$3.56$4.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COTY spot · $3.19COTY PRICE$0.08$0.11$0.14$0.17$0.21$0.24$0.27$0.30$0.34$0.37$0.13$0.16$0.18$0.21$0.32$0.43$0.55$0.66$0.77$0.89$1.42$2.84
PutsExpensive2.09×
CallsExpensive1.24×
SkewBearish+37.90 pp
Implied moveBearish±$0.82
TiltBearish58.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.0275.0%28.5%2.22141.0%34.6%
25Δ3.8973.5%25.4%2.49118.5%27.0%
30Δ3.7872.8%23.0%2.7596.0%19.3%
35Δ3.6872.1%20.6%3.0175.4%12.2%
40Δ3.5771.4%18.2%3.1680.0%11.1%
45Δ3.4670.7%15.8%3.3084.6%10.1%
50Δ3.3570.0%13.5%3.4589.3%9.1%
55Δ3.2469.3%11.1%3.5993.9%8.0%
60Δ3.1368.7%8.7%3.7498.5%7.0%
65Δ3.0268.0%6.3%3.88103.1%6.0%
70Δ4.43134.0%5.8%
75Δ5.84194.3%6.1%
80Δ

20Δ

Calls
Pseudo strike
4.02
IV
75.0%
B/E move
28.5%
Puts
Pseudo strike
2.22
IV
141.0%
B/E move
34.6%

25Δ

Calls
Pseudo strike
3.89
IV
73.5%
B/E move
25.4%
Puts
Pseudo strike
2.49
IV
118.5%
B/E move
27.0%

30Δ

Calls
Pseudo strike
3.78
IV
72.8%
B/E move
23.0%
Puts
Pseudo strike
2.75
IV
96.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
3.68
IV
72.1%
B/E move
20.6%
Puts
Pseudo strike
3.01
IV
75.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
3.57
IV
71.4%
B/E move
18.2%
Puts
Pseudo strike
3.16
IV
80.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
3.46
IV
70.7%
B/E move
15.8%
Puts
Pseudo strike
3.30
IV
84.6%
B/E move
10.1%

50Δ

Calls
Pseudo strike
3.35
IV
70.0%
B/E move
13.5%
Puts
Pseudo strike
3.45
IV
89.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
3.24
IV
69.3%
B/E move
11.1%
Puts
Pseudo strike
3.59
IV
93.9%
B/E move
8.0%

60Δ

Calls
Pseudo strike
3.13
IV
68.7%
B/E move
8.7%
Puts
Pseudo strike
3.74
IV
98.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
3.02
IV
68.0%
B/E move
6.3%
Puts
Pseudo strike
3.88
IV
103.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.43
IV
134.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.84
IV
194.3%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move