Coty Class A (COTY)'s 30-day implied volatility (IV30) was 68.5% at the close on October 29, 2026, up from 57.2% the day before, against a 52-week range of 37.9% to 107.7%. Its 20-day historical volatility was 46.6%.
Key numbers
30-day implied volatility (IV30): 68.5%
IV30 52-week range: 37.9% to 107.7% (median 58.8%)
Historical volatility: 20-day 46.6%, 1-year 49.4%
Implied move by the nearest expiration: ±3.6%
Data as of October 29, 2026.
COTY Implied Volatility (IV) vs Historical Volatility (HV)
The COTY IV term structure shows the implied volatility difference between different maturity dates.
