Tour v366
STZ
CONSTELLATION BRANDS A
$134.36 +1.12%
$134.20 (-0.12%)🌙
as of 07/20 07:07 PM
7/20 19:07

Option Volume

Detail
Current (07/20) 2,306
Calls: 1,795 (78%)
Puts: 511 (22%)
Prior (07/17) 4,652
Calls: 1,947 (42%)
Puts: 2,705 (58%)
Current vs Prior -50.43%
Calls: -7.81% (Calls)
Puts: -81.11% (Puts)
Prior 7-Day Total 46,614
Calls: 21,469 (46%)
Puts: 25,145 (54%)
Prior 7-Day Average 6,659
Calls: 3,067 (46%)
Puts: 3,592 (54%)
Current vs Prior 7-Day Avg -65.37%
Calls: -41.47%
Puts: -85.77%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $843.1K
Calls: $624.2K (74%)
Puts: $218.9K (26%)
Prior (07/17) $1.08M
Calls: $409.3K (38%)
Puts: $674.7K (62%)
Current vs Prior -22.22%
Calls: +52.49%
Puts: -67.55%
Prior 7-Day Total $19.19M
Calls: $9.48M (49%)
Puts: $9.71M (51%)
Prior 7-Day Average $2.74M
Calls: $1.35M (49%)
Puts: $1.39M (51%)
Current vs Prior 7-Day Avg -69.25%
Calls: -53.89%
Puts: -84.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.28
Prior (07/17) 1.39
Current vs Prior -79.51%
Prior 7-Day Average 1.60
Current vs Prior 7-Day Avg -82.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 27,010
Calls: 19,780 (73%)
Puts: 7,230 (27%)
Prior (07/17) 39,821
Calls: 20,925 (53%)
Puts: 18,896 (47%)
Current vs Prior -32.17%
Prior 7-Day Total 261,044
Calls: 139,516 (53%)
Puts: 121,528 (47%)
Prior 7-Day Average 37,292
Calls: 19,930 (53%)
Puts: 17,361 (47%)
Current vs Prior 7-Day Avg -27.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.48% | 5.43%7.93% | 12.32%
Prior 3.94% | 5.91%1.04% | 10.16%
Current vs Prior -11.51% | -8.04%+663.19% | +21.23%
Prior 7-Day Avg 3.25% | 4.98%3.13% | 10.46%
Current vs 7-Day Avg +7.31% | +9.13%+153.53% | +17.75%
Prior 7-Day Eod 3.94% | 5.91%1.04% | 10.16%
Current vs 7-Day Eod -11.51% | -8.04%+663.19% | +21.23%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 13.69% | 29.05%
Calls: 22.73% | 40.71%
Puts: 4.65% | 17.39%
Prior 13.69% | 29.05%
Calls: 22.73% | 40.71%
Puts: 4.65% | 17.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.69% | 29.05%
Calls: 22.73% | 40.71%
Puts: 4.65% | 17.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($624.2K). Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (1,795 calls vs 511 puts). P/C ratio dropping 80% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 10 of results (avg 8.7%, best 7.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 217.107.70$7.408.1%30.63288
$135.00Aug 214.404.80$4.608.7%160.47663
$135.00Jul 312.652.90$2.789.0%90.4659
$140.00Aug 212.602.85$2.739.2%3370.336.2K
$116.00Jul 2417.2018.90$18.059.4%10.88--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 215.505.90$5.707.0%100.531.0K
$138.00Jul 315.706.20$5.958.4%10.68--
$130.00Aug 142.753.00$2.888.7%10.36--
$140.00Aug 77.708.40$8.058.7%30.71--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 3112.7015.80$14.2521.8%50.91--
$116.00Jul 2417.2018.90$18.059.4%10.88--
$117.00Jul 2416.2018.00$17.1010.5%10.88--
$118.00Jul 2415.2017.00$16.1011.2%40.87--
$119.00Jul 2414.2016.10$15.1512.5%40.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Jul 2412.1013.90$13.0013.8%201.00--
$150.00Jul 3115.9017.90$16.9011.8%200.93--
$145.00Jul 3111.2013.10$12.1515.6%20.83--
$138.00Jul 244.104.60$4.3511.5%10.75--
$140.00Aug 77.708.40$8.058.7%30.71--

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 1.3K, top 337)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 212.602.85$2.739.2%3370.336.2K
$140.00Jul 240.250.65$0.4588.9%670.16221
$137.00Jul 311.852.15$2.0015.0%660.362
$145.00Aug 211.401.60$1.5013.3%470.211.5K
$138.00Jul 240.650.85$0.7526.7%430.25151
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Jul 311.202.60$1.9073.7%450.306
$125.00Aug 211.702.15$1.9223.4%370.24332
$129.00Jul 240.250.60$0.4381.4%320.1510
$130.00Aug 213.203.80$3.5017.1%240.38738
$147.00Jul 2412.1013.90$13.0013.8%201.00--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 27.9%, max 226.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 24Aug 21118.4%36.3%226.0%326
$145.00Jul 24Aug 2845.5%31.6%44.0%545
$147.00Jul 24Aug 2142.8%33.9%26.3%34
$141.00Jul 24Aug 1440.8%33.0%23.4%1439
$140.00Jul 24Aug 2838.8%31.8%21.9%68221
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Jul 24Aug 1469.1%33.0%109.5%816
$125.00Jul 24Aug 2841.2%31.4%31.2%3--
$130.00Jul 24Aug 2139.4%31.7%24.0%35963
$131.00Jul 24Aug 2137.9%30.6%24.0%10--
$128.00Jul 24Aug 740.3%33.4%20.6%1616

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 24.00, avg 3.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 21$0.30$4.70$0.3015.67$150.30
$155.00$160.00Aug 21$0.30$4.70$0.3015.67$155.30
$143.00$149.00Aug 14$0.67$5.33$0.677.96$143.67
$141.00$143.00Jul 24$0.25$1.75$0.257.00$141.25
$148.00$150.00Aug 21$0.25$1.75$0.257.00$148.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$117.00Jul 31$0.28$6.72$0.2824.00$123.72
$125.00$120.00Aug 28$0.22$4.78$0.2221.73$124.78
$124.00$120.00Aug 7$0.32$3.68$0.3211.50$123.68
$120.00$115.00Aug 21$0.47$4.53$0.479.64$119.53
$128.00$127.00Jul 24$0.13$0.87$0.136.69$127.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 79 found (best R:R 24.71, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$119.00$132.00Jul 24$11.60$11.60$1.408.29$130.60
$120.00$132.00Jul 31$9.80$9.80$2.204.45$129.80
$130.00$133.00Aug 21$1.95$1.95$1.051.86$131.95
$132.00$133.00Jul 24$0.62$0.62$0.381.63$132.62
$133.00$134.00Jul 24$0.60$0.60$0.401.50$133.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$147.00$138.00Jul 24$8.65$8.65$0.3524.71$138.35
$150.00$145.00Jul 31$4.75$4.75$0.2519.00$145.25
$145.00$138.00Jul 31$6.20$6.20$0.807.75$138.80
$126.00$125.00Jul 24$0.70$0.70$0.302.33$125.30
$138.00$135.00Jul 24$2.00$2.00$1.002.00$136.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.04, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Aug 21Aug 28$0.3034.3%32.5%
$141.00Jul 24Jul 31$0.5540.8%35.8%
$145.00Jul 24Aug 7$0.5845.5%33.7%
$140.00Jul 24Jul 31$0.6538.8%35.4%
$139.00Jul 24Jul 31$0.7838.2%35.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Aug 7Aug 21$0.4737.4%33.6%
$127.00Jul 24Jul 31$0.8839.4%38.2%
$125.00Jul 24Aug 7$0.9241.2%34.4%
$130.00Jul 24Jul 31$1.0539.4%35.1%
$131.00Jul 24Jul 31$1.2837.9%35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.11% of stock, avg 5.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$134.00Jul 24$2.33$1.85$4.18$129.82$138.183.11%
$135.00Jul 24$1.88$2.35$4.23$130.77$139.233.15%
$133.00Jul 24$2.93$1.43$4.36$128.64$137.363.25%
$132.00Jul 24$3.55$1.08$4.63$127.37$136.633.45%
$138.00Jul 24$0.75$4.35$5.10$132.90$143.103.80%
$135.00Jul 31$2.78$4.00$6.78$128.22$141.785.05%
$133.00Jul 31$3.90$2.93$6.83$126.17$139.835.08%
$138.00Jul 31$1.70$5.95$7.65$130.35$145.655.69%
$140.00Aug 7$1.80$8.05$9.85$130.15$149.857.33%
$135.00Aug 21$4.60$5.70$10.30$124.70$145.307.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.92% of stock, avg 2.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$139.00$130.00Jul 24$0.60$0.63$1.23$128.77$140.23
$138.00$130.00Jul 24$0.75$0.63$1.38$128.62$139.38
$139.00$131.00Jul 24$0.60$0.80$1.40$129.60$140.40
$138.00$131.00Jul 24$0.75$0.80$1.55$129.45$139.55
$139.00$132.00Jul 24$0.60$1.08$1.68$130.32$140.68
$137.00$130.00Jul 24$1.08$0.63$1.71$128.29$138.71
$147.00$120.00Aug 7$1.33$0.48$1.81$118.19$148.81
$138.00$132.00Jul 24$0.75$1.08$1.83$130.17$139.83
$137.00$131.00Jul 24$1.08$0.80$1.88$129.12$138.88
$145.00$115.00Aug 21$1.50$0.48$1.98$113.02$146.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 9.53, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
131/135136/140Aug 21$3.62$0.389.53$131.38$139.62
134/135136/137Jul 24$0.90$0.109.00$134.10$136.90
123/124137/138Jul 24$0.88$0.127.33$123.12$137.88
131/132133/134Jul 24$0.88$0.127.33$131.12$133.88
128/131133/136Aug 7$2.62$0.386.89$128.38$135.62
134/135137/138Jul 24$0.83$0.174.88$134.17$137.83
129/130132/133Jul 24$0.82$0.184.56$129.18$132.82
133/134135/136Jul 24$0.82$0.184.56$133.18$135.82
133/134136/137Jul 24$0.82$0.184.56$133.18$136.82
130/131136/137Jul 31$0.82$0.184.56$130.18$136.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$134.00$135.00$136.00Jul 24$0.05$0.9519.00
$136.00$137.00$138.00Jul 24$0.07$0.9313.29
$139.00$140.00$141.00Jul 24$0.08$0.9211.50
$133.00$134.00$135.00Jul 31$0.08$0.9211.50
$136.00$138.00$140.00Aug 7$0.18$1.8210.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$131.00$132.00$133.00Jul 24$0.07$0.9313.29
$132.00$133.00$134.00Jul 24$0.07$0.9313.29
$133.00$134.00$135.00Jul 24$0.08$0.9211.50
$128.00$129.00$130.00Jul 24$0.10$0.909.00
$115.00$120.00$125.00Aug 21$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-2.11, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$147.00$155.001:2Jul 24-$2.11$5.89
$143.00$149.001:2Aug 14-$0.16$5.84
$150.00$155.001:2Aug 21-$0.25$4.75
$145.00$150.001:2Aug 28-$0.40$4.60
$136.00$140.001:2Aug 21-$1.06$2.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Aug 21-$0.01$4.99
$130.00$125.001:2Aug 21-$0.34$4.66
$124.00$120.001:2Aug 7-$0.16$3.84
$125.00$120.001:2Aug 28-$1.46$3.54
$138.00$135.001:2Jul 24-$0.35$2.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 3.27%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 21$4.400.470.5%3.27%3.75%16663
$136.00Aug 21$4.000.441.2%2.98%4.20%4--
$135.00Aug 14$3.900.470.5%2.90%3.38%615
$136.00Aug 7$2.850.431.2%2.12%3.34%14
$140.00Aug 28$2.750.364.2%2.05%6.24%1--
$135.00Jul 31$2.650.460.5%1.97%2.45%959
$140.00Aug 21$2.600.334.2%1.94%6.13%3376.2K
$138.00Aug 14$2.250.362.7%1.67%4.38%2--
$136.00Jul 31$2.200.411.2%1.64%2.86%3481
$142.00Aug 28$2.150.315.7%1.60%7.29%22

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,795
Total Puts 511
Put/Call Ratio 0.28
Net Difference 1,284

Prior's Put/Call Breakdown

Total Calls 1,947
Total Puts 2,705
Put/Call Ratio 1.39
Net Difference -758

Prior 7-Day Put/Call Summary

Total Calls 21,469
Total Puts 25,145
Average Put/Call Ratio 1.60
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All