COTY Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete COTY options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around COTY.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

2.32

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.538

Shows put vs call positioning

IV Skew

0.58

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 83%

Current DPI is 0.613(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for COTY are at 2.63, 2.59, and 2.44, while the resistance levels are at 2.67, 2.71, and 2.86. The pivot point, a key reference price for traders, is at 3.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 4.77% 1-day move.

The expected range for the next 15 days is 2.31 — 2.85 , corresponding to +7.68% / -12.86% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 3.00 (13.21% above spot).

Bearish positioning points to downside pressure toward 2.00 (24.53% below spot).

Options flow strength: 0.24 (0–1 scale). ATM Strike: 3.00, Call: 0.04, Put: 0.45, Straddle Cost: 0.49.

Price moves are likely to stay range-bound. The short-term gamma flip is near 2.51 , with intermediate positioning around 2.32 . The mid-term gamma flip remains near 2.32.