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Constellation Brands, Inc. STZ

i

Market dataready · fetched 2026-11-07T03:41:26.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.001580336Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-07T03:41:26.177871+00:00

Share price$141.97
1D+0.7%
AH$139$140$142$143$1445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTZ
Sold putSold callAH

Constellation Brands, Inc. options

Live interpolated STZ call and put midpoint premiums by absolute delta.Constellation Brands, Inc.$0.57$2.37$4.17$5.97$7.77$132.21$137.71$143.20$148.69$154.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STZ spot · $141.97STZ PRICE$0.76$0.95$1.43$1.84$2.25$2.40$2.71$3.35$4.10$4.65$6.39$6.86$0.78$1.08$2.13$2.56$2.93$3.23$3.53$4.34$5.87$6.02$7.25
Puts——
Calls——
Skew——
Implied moveBearish±$5.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.2735.5%5.0%136.6334.4%4.3%
25Δ146.5432.3%3.9%137.5835.7%3.9%
30Δ
35Δ144.5330.9%2.8%
40Δ143.9233.7%2.7%140.4436.8%2.6%
45Δ143.1034.7%2.4%141.3437.1%2.2%
50Δ142.2331.5%1.9%142.2436.3%1.9%
55Δ141.4530.4%1.5%143.0834.3%1.5%
60Δ140.5832.4%1.4%143.8332.4%1.2%
65Δ139.6334.7%1.2%144.8734.3%1.0%
70Δ138.7434.2%1.0%146.4440.2%1.0%
75Δ136.9341.2%1.0%147.0835.7%0.6%
80Δ136.0838.2%0.7%148.5437.0%0.5%

20Δ

Calls
Pseudo strike
148.27
IV
35.5%
B/E move
5.0%
Puts
Pseudo strike
136.63
IV
34.4%
B/E move
4.3%

25Δ

Calls
Pseudo strike
146.54
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
137.58
IV
35.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
144.53
IV
30.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
143.92
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
140.44
IV
36.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
143.10
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
141.34
IV
37.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
142.23
IV
31.5%
B/E move
1.9%
Puts
Pseudo strike
142.24
IV
36.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
141.45
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
143.08
IV
34.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
140.58
IV
32.4%
B/E move
1.4%
Puts
Pseudo strike
143.83
IV
32.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
139.63
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
144.87
IV
34.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
138.74
IV
34.2%
B/E move
1.0%
Puts
Pseudo strike
146.44
IV
40.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
136.93
IV
41.2%
B/E move
1.0%
Puts
Pseudo strike
147.08
IV
35.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
136.08
IV
38.2%
B/E move
0.7%
Puts
Pseudo strike
148.54
IV
37.0%
B/E move
0.5%

Options history

IV · four-Friday blend31.98%
Daily close
STZ23.3%35.7%48.1%2026-08-10: 28.64%2026-08-11: 29.24%2026-08-12: 28.94%2026-08-13: 28.15%2026-08-14: 25.02%2026-08-17: 27.77%2026-08-18: 25.91%2026-08-19: 26.90%2026-08-20: 27.55%2026-08-21: 25.97%2026-08-24: 28.32%2026-08-25: 27.22%2026-08-26: 27.95%2026-08-27: 28.84%2026-08-28: 25.88%2026-08-31: 26.42%2026-09-01: 29.79%2026-09-02: 26.39%2026-09-03: 25.87%2026-09-04: 29.03%2026-09-08: 33.29%2026-09-09: 31.45%2026-09-10: 35.86%2026-09-11: 29.52%2026-09-14: 31.34%2026-09-15: 31.40%2026-09-16: 32.28%2026-09-17: 32.60%2026-09-18: 32.75%2026-09-21: 34.53%2026-09-22: 34.04%2026-09-23: 34.30%2026-09-24: 38.60%2026-09-25: 34.99%2026-09-28: 38.00%2026-09-29: 39.78%2026-09-30: 36.42%2026-10-01: 41.22%2026-10-02: 41.66%2026-10-05: 44.23%2026-10-06: 46.36%2026-10-07: 33.28%2026-10-08: 31.08%2026-10-09: 28.68%2026-10-12: 30.65%2026-10-13: 31.01%2026-10-14: 33.00%2026-10-15: 30.69%2026-10-16: 30.29%2026-10-19: 29.61%2026-10-20: 29.06%2026-10-21: 33.74%2026-10-22: 34.96%2026-10-23: 30.03%2026-10-26: 31.08%2026-10-27: 33.67%2026-10-28: 30.51%2026-10-29: 31.82%2026-10-30: 31.98%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.64%
29.24%
28.94%
28.15%
25.02%
27.77%
25.91%
26.90%
27.55%
25.97%
28.32%
27.22%
27.95%
28.84%
25.88%
26.42%
29.79%
26.39%
25.87%
29.03%
33.29%
31.45%
35.86%
29.52%
31.34%
31.40%
32.28%
32.60%
32.75%
34.53%
34.04%
34.30%
38.60%
34.99%
38.00%
39.78%
36.42%
41.22%
41.66%
44.23%
46.36%
33.28%
31.08%
28.68%
30.65%
31.01%
33.00%
30.69%
30.29%
29.61%
29.06%
33.74%
34.96%
30.03%
31.08%
33.67%
30.51%
31.82%
31.98%