Coty Class A (COTY)'s 30-day implied volatility (IV30) was 57.1% at the close on October 16, 2026, down from 66.9% the day before, against a 52-week range of 37.9% to 107.7%. Its 20-day historical volatility was 47.8%.
Key numbers
30-day implied volatility (IV30): 57.1%
IV30 52-week range: 37.9% to 107.7% (median 59.0%)
Historical volatility: 20-day 47.8%, 1-year 49.3%
Implied move by the nearest expiration: ±2.6%
Data as of October 16, 2026.
COTY Implied Volatility (IV) vs Historical Volatility (HV)
The COTY IV term structure shows the implied volatility difference between different maturity dates.
