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COTY INC COTY 4.05 0.14 3.58%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $4.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.10 $3.92 – $4.13 $3.90 – $4.15 $3.80 – $4.25
2 sessions ±3.6% ±$0.14 $3.88 – $4.17 $3.85 – $4.20 $3.71 – $4.34
3 sessions ±4.5% ±$0.18 $3.84 – $4.21 $3.81 – $4.24 $3.63 – $4.42
1 week ±5.8% ±$0.23 $3.79 – $4.26 $3.74 – $4.31 $3.53 – $4.52
2 weeks ±8.1% ±$0.32 $3.70 – $4.35 $3.62 – $4.43 $3.33 – $4.72
3 weeks ±10.1% ±$0.40 $3.62 – $4.43 $3.52 – $4.53 $3.17 – $4.88
1 month ±12.0% ±$0.48 $3.54 – $4.51 $3.42 – $4.63 $3.00 – $5.05
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.68%
Average actual move
10.05%
Beyond the implied move
1 / 3
Median IV change
-17.59%
Reaction session Implied Actual Used ATM IV before → after
August 20, 2026 ±11.55% -9.24% 0.80× 75.7% → 62.4%
May 07, 2025 ±10.15% -11.61% 1.14× —
February 11, 2025 ±10.34% -9.31% 0.90× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →