COTY · Expected Move

COTY INC

The expected move for COTY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

COTY straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current COTY Expected Move
30-Day Straddle
$0.48
7-Day Straddle
$0.48
30-Day ATM IV
68.0%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to COTY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
COTY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.48 $0.48 68.0% 28%
20261020 $0.62 $0.62 82.0% 44%
20261019 $0.52 $0.52 — —
20261016 $0.53 $0.25 69.6% 30%
20261015 $0.57 $0.40 70.9% 31%
20261014 $0.50 $0.25 65.7% 25%
20261013 $0.50 $0.40 64.9% 24%
20261012 $0.38 $0.28 47.5% 5%
20261009 $0.45 $0.43 71.4% 32%
20261008 $0.53 $0.45 — —
20261007 $0.55 $0.33 100.0% 64%
20261006 $0.47 $0.43 — —
20261005 $0.65 $0.43 76.2% 37%
20261002 $0.43 $0.43 — —
20261001 $0.48 $0.48 97.0% 60%
20260930 $7.90 $7.90 — —
20260929 $0.90 $0.90 70.9% 31%
20260928 $1.77 $1.77 73.2% 34%
20260925 $1.65 $1.65 — —
20260924 $1.88 $1.88 — —
20260923 $1.65 $1.65 — —
20260922 $0.40 $0.40 67.0% 27%
20260921 $0.45 $0.45 — —
20260918 $1.77 $0.53 — —
20260917 $0.75 $0.50 103.7% 68%
20260916 $0.40 $0.73 64.9% 24%
20260915 $0.45 $0.38 73.8% 34%
20260914 $0.53 $0.30 70.2% 30%
20260911 $0.55 $2.30 70.2% 30%
20260910 $0.48 $0.33 — —
20260909 $0.50 $0.35 91.1% 47%
20260908 $0.42 $0.30 51.0% 8%
20260904 $0.38 $0.33 51.2% 8%
20260903 $0.45 $0.33 57.5% 14%
20260902 $0.30 $0.30 66.7% 23%
20260901 $0.30 $0.30 43.1% 0%
20260831 $0.30 $0.30 49.4% 0%
20260828 $0.33 $0.33 — —
20260827 $0.40 $0.40 61.7% 7%
20260826 $0.42 $0.42 — —
20260825 $0.45 $0.45 62.0% 7%
20260824 $0.38 $0.38 55.8% 0%
20260821 $0.45 $0.38 61.5% 2%
20260820 $0.45 $0.28 62.1% 3%
20260819 $0.53 $0.35 74.5% 18%
20260818 $0.60 $0.45 84.8% 30%
20260817 $0.70 $0.53 97.4% 44%
20260814 $0.53 $0.47 74.7% 18%
20260813 $0.60 $0.45 82.0% 26%
20260812 $0.73 $0.47 — —
20260811 $0.65 $0.47 84.4% 29%
20260810 $0.68 $0.53 — —
20260806 $0.72 $0.60 — —
20260805 $0.42 $0.42 70.9% 13%
20260804 $0.47 $0.47 86.3% 31%
20260803 $0.50 $0.50 82.4% 27%
20260731 $0.67 $0.67 123.3% 75%
20260730 $0.65 $0.65 100.0% 48%
20260729 $0.62 $0.62 62.7% 4%
20260728 $0.50 $0.50 75.1% 18%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.