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Constellation Brands Inc Class A STZ

CONSUMER DEFENSIVE · BEVERAGES - BREWERS
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Market dataready · fetched 2026-10-15T20:03:27.633Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:09.733399307Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T19:57:45.021141+00:00

Share price$129.20
1D+1.4%
AH$128$129$130$131$1325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTZ
Sold putSold callAH

Constellation Brands Inc Class A options

Live interpolated STZ call and put midpoint premiums by absolute delta.Constellation Brands Inc Class A$0.12$1.07$2.01$2.95$3.89$126.13$127.96$129.78$131.60$133.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $129.20OPTION PRICELive STZ spot · $129.20STZ PRICE$1.07$0.37$0.51$0.65$0.79$0.91$1.03$1.23$1.64$2.05$2.45$2.91$3.62$0.23$0.29$0.39$0.51$0.62$0.73$0.83$0.92$1.01$1.11$1.30$1.58$1.87
PutsCheap0.82×
CallsExpensive1.07×
SkewBullish-23.41 pp
Implied moveBullish±$1.86
TiltBullish25.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.33147.9%7.9%127.5029.5%1.5%
25Δ130.9036.2%1.6%127.9328.4%1.2%
30Δ130.5938.1%1.5%128.2128.9%1.1%
35Δ130.2839.9%1.3%128.4629.8%1.0%
40Δ129.9641.4%1.2%128.7130.6%0.9%
45Δ129.6140.0%1.0%128.9731.5%0.8%
50Δ129.2638.7%0.8%129.2030.4%0.6%
55Δ128.8839.0%0.7%129.4328.9%0.5%
60Δ128.4344.5%0.7%129.6627.5%0.4%
65Δ127.9749.7%0.6%129.8926.1%0.3%
70Δ127.4351.1%0.5%130.1826.0%0.2%
75Δ126.8553.1%0.4%130.5327.1%0.2%
80Δ126.0357.6%0.4%130.8728.2%0.2%

20Δ

Calls
Pseudo strike
138.33
IV
147.9%
B/E move
7.9%
Puts
Pseudo strike
127.50
IV
29.5%
B/E move
1.5%

25Δ

Calls
Pseudo strike
130.90
IV
36.2%
B/E move
1.6%
Puts
Pseudo strike
127.93
IV
28.4%
B/E move
1.2%

30Δ

Calls
Pseudo strike
130.59
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
128.21
IV
28.9%
B/E move
1.1%

35Δ

Calls
Pseudo strike
130.28
IV
39.9%
B/E move
1.3%
Puts
Pseudo strike
128.46
IV
29.8%
B/E move
1.0%

40Δ

Calls
Pseudo strike
129.96
IV
41.4%
B/E move
1.2%
Puts
Pseudo strike
128.71
IV
30.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
129.61
IV
40.0%
B/E move
1.0%
Puts
Pseudo strike
128.97
IV
31.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
129.26
IV
38.7%
B/E move
0.8%
Puts
Pseudo strike
129.20
IV
30.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
128.88
IV
39.0%
B/E move
0.7%
Puts
Pseudo strike
129.43
IV
28.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
128.43
IV
44.5%
B/E move
0.7%
Puts
Pseudo strike
129.66
IV
27.5%
B/E move
0.4%

65Δ

Calls
Pseudo strike
127.97
IV
49.7%
B/E move
0.6%
Puts
Pseudo strike
129.89
IV
26.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
127.43
IV
51.1%
B/E move
0.5%
Puts
Pseudo strike
130.18
IV
26.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
126.85
IV
53.1%
B/E move
0.4%
Puts
Pseudo strike
130.53
IV
27.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
126.03
IV
57.6%
B/E move
0.4%
Puts
Pseudo strike
130.87
IV
28.2%
B/E move
0.2%