Symbol:    
Constellation Brands Inc 
Options Root:  Open Help    STZ  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days32.49%46.43%20.68%80.86% - 14-Jan7.25% - 27-Jul
20 days36.76%36.37%21.11%61.34% - 15-Jan11.22% - 31-Jul
30 days31.92%30.97%20.74%52.41% - 10-Jan13.45% - 22-Jun
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.08%34.87%20.11%45.98% - 24-Dec15.36% - 14-Aug
IV Index put Open Help33.66%34.29%19.00%44.00% - 27-Dec15.33% - 14-Aug
IV Index mean Open Help33.87%34.58%19.56%44.88% - 24-Dec15.35% - 14-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days60.78%62.25%43.58%82.69% - 28-Dec-14.11% - 09-Oct
.
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
48.19%63.92% 8.9000-0.55
(-5.82)
8.900Jun 28, 2019 182.5114.000-0.05
(-1.23)
4.0000-36.04%47.84%
47.71%57.73% 7.4000-0.50
(-6.33)
7.400Jun 28, 2019 185.0114.950-0.05
(-1.00)
4.9500-42.26%46.94%
46.40%51.25% 5.9500-0.50
(-7.75)
5.950Jun 28, 2019 187.5116.0500.00
(0.00)
6.0500-48.84%46.04%
45.76%44.59% 4.7500-0.45
(-8.65)
4.750Jun 28, 2019 190.0117.3000.00
(0.00)
7.3000-55.66%45.03%
41.19%63.25% 9.5000-0.50
(-5.00)
9.500Jul 05, 2019 182.5184.450-0.10
(-2.20)
4.4500-36.65%40.46%
40.39%57.60% 7.9500-0.50
(-5.92)
7.950Jul 05, 2019 185.0185.4500.00
(0.00)
5.4500-42.45%39.98%
39.64%51.64% 6.5500-0.50
(-7.09)
6.550Jul 05, 2019 187.5186.5500.00
(0.00)
6.5500-48.50%39.25%
39.20%45.56% 5.3500-0.50
(-8.55)
5.350Jul 05, 2019 190.0187.800-0.05
(-0.64)
7.8000-54.75%38.49%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.