Symbol:    
Constellation Brands Inc 
Options Root:  Open Help    STZ  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days47.86%36.63%24.14%140.46% - 25-Mar10.63% - 12-Dec
20 days46.78%39.51%32.65%116.67% - 07-Apr12.83% - 24-Dec
30 days39.87%38.80%33.68%104.90% - 15-Apr15.35% - 06-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help31.52%44.40%39.03%91.62% - 18-Mar18.19% - 16-Jan
IV Index put Open Help31.02%44.62%39.66%91.59% - 18-Mar18.19% - 17-Jan
IV Index mean Open Help31.27%44.51%39.34%91.60% - 18-Mar18.32% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days79.53%87.34%71.24%89.18% - 12-Mar-23.48% - 26-Nov
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
20.37%72.93% 4.2500-2.65
(-38.41)
4.250Jul 10, 2020 182.581.575-1.92
(-55.00)
1.5750-31.92%26.97%
28.13%54.99% 3.5000-1.85
(-34.58)
3.500Jul 10, 2020 185.082.650-0.85
(-24.29)
2.6500-44.96%27.72%
26.98%41.79% 2.2037-0.80
(-31.07)
1.775Jul 10, 2020 187.583.900-0.80
(-17.02)
3.9000-58.22%26.98%
26.69%29.28% 1.3250-1.70
(-56.20)
1.325Jul 10, 2020 190.085.550-0.50
(-8.26)
5.5500-70.51%26.99%
30.93%62.49% 6.4500-0.80
(-11.03)
6.450Jul 17, 2020 182.5153.050-0.80
(-20.78)
3.0500-37.30%30.30%
30.57%54.05% 5.0000-0.75
(-13.04)
5.000Jul 17, 2020 185.0154.050-0.90
(-18.18)
4.0500-45.90%29.61%
29.44%45.16% 3.6500-1.10
(-23.16)
3.650Jul 17, 2020 187.5155.350-1.10
(-17.05)
5.3500-54.84%29.48%
29.00%36.33% 2.6250-0.70
(-21.05)
2.625Jul 17, 2020 190.0156.850-0.60
(-8.05)
6.8500-63.57%29.24%
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