Coty Inc. (COTY) Options History
Historical options analytics archive for COTY with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
COTY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COTY. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 116.9% | 22.7% | $2.00 | $29.7K | -$2.0M | 0.32 |
| 2026-05 | 16 | 119.9% | 23.1% | $2.00 | $24.6K | -$1.4M | 0.61 |
| 2026-04 | 15 | 136.7% | 24.4% | $3.00 | $21.6K | -$1.4M | 0.88 |
| 2026-03 | 20 | 92.8% | 39.3% | $2.00 | $13.6K | -$312.8K | 0.49 |
| 2026-02 | 19 | 70.7% | 49.0% | $2.00 | $26.2K | -$1.6M | 0.36 |
| 2026-01 | 20 | 60.6% | 56.7% | $3.00 | $27.4K | -$1.6M | 0.35 |
This archive aggregates COTY's daily end-of-day options snapshots into monthly summaries, spanning 2013-06 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how COTY option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 116.9%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.32.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COTY history questions
- How much options history is available for COTY?
- This archive holds 157 months of COTY options analytics, spanning 2013-06 through 2026-06. Each entry is a monthly rollup of COTY's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the COTY archive.
- What data does each monthly COTY aggregate contain?
- Every monthly row summarizes that month of COTY option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 116.9%, an average IV rank of 22.7%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.32.
- How is the COTY options-history archive built and how often does it update?
- The archive is derived from COTY's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how COTY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.