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Constellation Brands Inc Class A STZ

CONSUMER DEFENSIVE · BEVERAGES - BREWERS
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Market dataready · fetched 2026-10-15T20:32:41.353Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001230869Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:32:40.664496+00:00

Share price$129.58
1D+1.1%
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$0.28$0.88$1.47$2.06$2.66$126.08$127.96$129.85$131.73$133.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $129.58OPTION PRICELive STZ spot · $129.58STZ PRICE$1.07$0.46$0.43$0.56$0.68$0.80$0.90$0.99$1.09$1.36$1.76$2.13$2.43$0.55$0.35$0.48$0.61$0.74$0.86$0.99$1.11$1.39$1.73$2.04$2.26$2.48
PutsExpensive1.18×
CallsCheap0.89×
SkewBullish-2.75 pp
Implied moveBearish±$1.88
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.70149.0%7.9%123.7494.5%4.9%
25Δ132.1149.9%2.3%128.1133.1%1.4%
30Δ130.7632.3%1.2%128.4034.6%1.3%
35Δ130.4833.5%1.1%128.6936.1%1.2%
40Δ130.2134.7%1.0%128.9837.6%1.0%
45Δ129.9335.1%0.9%129.2836.8%0.9%
50Δ129.6633.5%0.7%129.5935.8%0.8%
55Δ129.3831.8%0.6%129.9034.7%0.6%
60Δ129.1130.1%0.5%130.2936.5%0.5%
65Δ128.7431.8%0.4%130.7139.6%0.5%
70Δ128.2935.9%0.4%131.1041.2%0.4%
75Δ127.8638.4%0.3%131.4439.3%0.3%
80Δ127.4637.5%0.2%131.7837.4%0.2%

20Δ

Calls
Pseudo strike
138.70
IV
149.0%
B/E move
7.9%
Puts
Pseudo strike
123.74
IV
94.5%
B/E move
4.9%

25Δ

Calls
Pseudo strike
132.11
IV
49.9%
B/E move
2.3%
Puts
Pseudo strike
128.11
IV
33.1%
B/E move
1.4%

30Δ

Calls
Pseudo strike
130.76
IV
32.3%
B/E move
1.2%
Puts
Pseudo strike
128.40
IV
34.6%
B/E move
1.3%

35Δ

Calls
Pseudo strike
130.48
IV
33.5%
B/E move
1.1%
Puts
Pseudo strike
128.69
IV
36.1%
B/E move
1.2%

40Δ

Calls
Pseudo strike
130.21
IV
34.7%
B/E move
1.0%
Puts
Pseudo strike
128.98
IV
37.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
129.93
IV
35.1%
B/E move
0.9%
Puts
Pseudo strike
129.28
IV
36.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
129.66
IV
33.5%
B/E move
0.7%
Puts
Pseudo strike
129.59
IV
35.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
129.38
IV
31.8%
B/E move
0.6%
Puts
Pseudo strike
129.90
IV
34.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
129.11
IV
30.1%
B/E move
0.5%
Puts
Pseudo strike
130.29
IV
36.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
128.74
IV
31.8%
B/E move
0.4%
Puts
Pseudo strike
130.71
IV
39.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
128.29
IV
35.9%
B/E move
0.4%
Puts
Pseudo strike
131.10
IV
41.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
127.86
IV
38.4%
B/E move
0.3%
Puts
Pseudo strike
131.44
IV
39.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
127.46
IV
37.5%
B/E move
0.2%
Puts
Pseudo strike
131.78
IV
37.4%
B/E move
0.2%