Implied Volatility
The 30-day options-implied volatility of COTY / Coty Inc. is 55.53.
55.53%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-05 | 0.56 | 1.06 | |
| 2025-09-04 | 0.57 | 1.06 | |
| 2025-09-03 | 0.56 | 1.06 | |
| 2025-09-02 | 0.53 | 1.06 | |
| 2025-08-29 | 0.48 | 1.06 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-28 | 0.51 | 1.06 | |
| 2025-08-27 | 0.51 | 0.92 | |
| 2025-08-26 | 0.52 | 0.92 | |
| 2025-08-25 | 0.49 | 0.92 | |
| 2025-08-22 | 0.37 | 0.92 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-21 | 0.47 | 0.34 | |
| 2025-08-20 | 0.70 | 0.35 | |
| 2025-08-19 | 0.56 | 0.38 | |
| 2025-08-18 | 0.56 | 0.40 | |
| 2025-08-15 | 0.63 | 0.40 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
