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 days18.72%26.15%16.87%80.86% - 14-Jan11.76% - 26-Jul
20 days24.78%22.86%22.84%61.34% - 15-Jan13.48% - 02-Oct
30 days21.33%21.48%24.47%52.41% - 10-Jan14.61% - 28-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help22.83%27.04%19.74%45.98% - 24-Dec17.75% - 17-Apr
IV Index put Open Help22.71%26.66%19.67%44.00% - 27-Dec17.35% - 24-Aug
IV Index mean Open Help22.77%26.85%19.71%44.88% - 24-Dec17.67% - 17-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days78.18%69.21%9.59%82.69% - 28-Dec-14.11% - 09-Oct
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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
25.51%72.03% 5.6000-1.15
(-17.04)
5.600Aug 30, 2019 197.581.4000.25
(21.74)
1.4000-28.36%26.01%
24.35%60.28% 3.8500-0.95
(-19.79)
3.850Aug 30, 2019 200.082.1000.38
(21.74)
2.1000-39.80%24.35%
23.30%46.44% 2.4250-0.77
(-24.22)
2.425Aug 30, 2019 202.583.2000.58
(21.90)
3.2000-53.66%23.50%
22.18%31.95% 1.3500-0.60
(-30.77)
1.350Aug 30, 2019 205.084.6500.80
(20.78)
4.6500-67.96%22.62%
23.51%68.44% 6.3500-1.10
(-14.77)
6.350Sep 06, 2019 197.5152.0500.35
(20.59)
2.0500-31.78%23.72%
22.21%58.95% 4.6000-1.00
(-17.86)
4.600Sep 06, 2019 200.0152.8250.45
(18.95)
2.8250-41.30%22.55%
21.85%47.95% 3.2500-0.75
(-18.75)
3.250Sep 06, 2019 202.5153.8500.55
(16.67)
3.8500-52.36%21.42%
21.32%36.78% 2.1500-0.55
(-20.37)
2.150Sep 06, 2019 205.0155.3500.85
(18.89)
5.3500-63.45%21.47%
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