Option Greeks measure how Coty Inc (COTY) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. COTY implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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COTY Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the COTY Greeks charts?
Gamma, theta, and vega are largest for strikes near the Coty stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect COTY's Greeks?
Coty IV rank is 27, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 32.0% to 221.9%. See the COTY implied volatility history for a longer view.
How much gamma and delta do COTY options carry in total?
Across all open Coty options on Nov 4, 2026, net gamma exposure was $117.41K and net delta exposure was $6.72M per 1% move in the stock. The COTY gamma exposure chart shows where that gamma sits by strike.
What is Coty Inc?
Coty Inc is beauty companies with an iconic portfolio of brands across fragrance, color cosmetics, and skin and body care.