Tour v381
STZ
CONSTELLATION BRANDS A
$130.66 -2.75%
$131.40 (+0.57%)🌙
as of 07/21 07:06 PM
7/21 19:06

Option Volume

Detail
Current (07/21) 2,940
Calls: 1,219 (41%)
Puts: 1,721 (59%)
Prior (07/20) 2,306
Calls: 1,795 (78%)
Puts: 511 (22%)
Current vs Prior +27.49%
Calls: -32.09% (Calls)
Puts: +236.79% (Puts)
Prior 7-Day Total 37,857
Calls: 18,070 (48%)
Puts: 19,787 (52%)
Prior 7-Day Average 5,408
Calls: 2,581 (48%)
Puts: 2,826 (52%)
Current vs Prior 7-Day Avg -45.64%
Calls: -52.78%
Puts: -39.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $2.22M
Calls: $303.0K (14%)
Puts: $1.91M (86%)
Prior (07/20) $843.1K
Calls: $624.2K (74%)
Puts: $218.9K (26%)
Current vs Prior +163.04%
Calls: -51.46%
Puts: +774.69%
Prior 7-Day Total $14.38M
Calls: $6.79M (47%)
Puts: $7.59M (53%)
Prior 7-Day Average $2.05M
Calls: $970.6K (47%)
Puts: $1.08M (53%)
Current vs Prior 7-Day Avg +7.93%
Calls: -68.79%
Puts: +76.61%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.41
Prior (07/20) 0.28
Current vs Prior +395.93%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -4.88%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 28,465
Calls: 14,770 (52%)
Puts: 13,695 (48%)
Prior (07/20) 27,010
Calls: 19,780 (73%)
Puts: 7,230 (27%)
Current vs Prior +5.39%
Prior 7-Day Total 256,961
Calls: 142,291 (55%)
Puts: 114,670 (45%)
Prior 7-Day Average 36,708
Calls: 20,327 (55%)
Puts: 16,381 (45%)
Current vs Prior 7-Day Avg -22.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.05% | 5.05%8.04% | 12.28%
Prior 3.48% | 5.43%7.93% | 12.32%
Current vs Prior -12.55% | -7.03%+1.38% | -0.28%
Prior 7-Day Avg 3.47% | 5.19%3.69% | 10.75%
Current vs 7-Day Avg -12.18% | -2.58%+117.83% | +14.29%
Prior 7-Day Eod 3.48% | 5.43%7.93% | 12.32%
Current vs 7-Day Eod -12.55% | -7.03%+1.38% | -0.28%
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
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($1.91M) vs calls ($303.0K). Massive premium surge with dollar volume up 163% vs prior. Bearish P/C ratio of 1.41 indicates protective positioning. P/C ratio rising 396% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 8 of results (avg 7.9%, best 5.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Aug 213.503.80$3.658.2%50.425
$138.00Aug 211.952.15$2.059.8%10.28--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Aug 217.007.40$7.205.6%290.61--
$130.00Aug 214.705.00$4.856.2%280.49734
$125.00Aug 212.702.90$2.807.1%320.33359
$128.00Aug 213.804.10$3.957.6%100.43--
$131.00Aug 215.305.80$5.559.0%100.525

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. 21 found (avg delta 0.61, highest 0.76)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 217.708.80$8.2513.3%10.6814
$129.00Jul 242.552.90$2.7212.9%10.6625
$130.00Jul 312.603.40$3.0026.7%40.5214
$130.00Aug 214.705.20$4.9510.1%50.51288
$130.00Aug 144.104.60$4.3511.5%10.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 243.704.20$3.9512.7%10.7640
$136.00Aug 77.308.80$8.0518.6%10.72--
$134.00Jul 315.305.90$5.6010.7%10.69--
$133.00Jul 243.003.40$3.2012.5%50.69--
$135.00Aug 76.107.20$6.6516.5%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 1.6K, top 260)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 240.000.10$0.05200.0%920.0259
$135.00Aug 142.052.50$2.2819.7%420.3318
$136.00Jul 240.100.45$0.28125.0%280.1349
$135.00Jul 311.051.40$1.2328.5%270.2768
$140.00Aug 211.501.70$1.6012.5%250.23--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 241.251.60$1.4324.5%2600.43235
$115.00Aug 210.650.85$0.7526.7%2140.11635
$127.00Jul 240.400.60$0.5040.0%820.20219
$125.00Jul 240.100.25$0.1883.3%630.09139
$120.00Aug 211.351.65$1.5020.0%460.203.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 32.2%, max 192.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Jul 24Aug 21100.9%34.5%192.8%261.5K
$155.00Jul 24Aug 28104.1%38.7%169.0%1426
$150.00Jul 24Aug 2871.5%38.3%86.7%9364
$140.00Jul 24Aug 2155.1%33.6%64.1%31269
$138.00Jul 24Aug 2143.7%33.6%30.1%3193
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 24Aug 2175.0%33.5%123.7%473.1K
$122.00Jul 31Aug 2839.9%31.4%27.0%23--
$124.00Jul 24Aug 2139.0%30.9%26.3%2823
$128.00Jul 24Aug 2137.6%31.3%20.1%4213
$127.00Jul 24Aug 1438.7%32.4%19.4%84220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 24.00, avg 3.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$150.00Aug 7$0.40$9.60$0.4024.00$140.40
$150.00$155.00Aug 21$0.23$4.77$0.2320.74$150.23
$135.00$149.00Aug 14$1.00$13.00$1.0013.00$136.00
$145.00$150.00Aug 21$0.42$4.58$0.4210.90$145.42
$137.00$139.00Jul 31$0.17$1.83$0.1710.76$137.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$125.00Jul 24$0.10$0.90$0.109.00$125.90
$115.00$110.00Aug 21$0.50$4.50$0.509.00$114.50
$117.00$115.00Aug 14$0.26$1.74$0.266.69$116.74
$120.00$115.00Aug 21$0.75$4.25$0.755.67$119.25
$122.00$118.00Aug 28$0.67$3.33$0.674.97$121.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 9.00, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$130.00Aug 21$3.30$3.30$1.701.94$128.30
$129.00$131.00Jul 24$1.09$1.09$0.911.20$130.09
$130.00$133.00Aug 14$1.35$1.35$1.650.82$131.35
$130.00$133.00Aug 21$1.30$1.30$1.700.76$131.30
$132.00$133.00Jul 31$0.42$0.42$0.580.72$132.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$132.00$131.00Aug 7$0.90$0.90$0.109.00$131.10
$134.00$133.00Aug 21$0.80$0.80$0.204.00$133.20
$134.00$133.00Jul 24$0.75$0.75$0.253.00$133.25
$133.00$132.00Jul 31$0.75$0.75$0.253.00$132.25
$133.00$132.00Jul 24$0.73$0.73$0.272.70$132.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $1.04, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Jul 24Aug 21$0.07104.1%35.7%
$145.00Jul 24Aug 21$0.12100.9%34.5%
$140.00Jul 24Jul 31$0.3555.1%40.7%
$150.00Jul 24Aug 7$0.4371.5%46.8%
$139.00Jul 24Jul 31$0.4546.6%38.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 24Jul 31$0.1075.0%41.0%
$115.00Aug 14Aug 21$0.2335.8%35.1%
$122.00Jul 31Aug 7$0.2739.9%34.0%
$118.00Aug 14Aug 28$0.4535.0%33.6%
$124.00Jul 24Jul 31$0.8039.0%35.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.66% of stock, avg 5.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$131.00Jul 24$1.63$1.85$3.48$127.52$134.482.66%
$132.00Jul 24$1.23$2.47$3.70$128.30$135.702.83%
$129.00Jul 24$2.72$1.02$3.74$125.26$132.742.86%
$133.00Jul 24$0.90$3.20$4.10$128.90$137.103.14%
$134.00Jul 24$0.65$3.95$4.60$129.40$138.603.52%
$130.00Jul 31$3.00$3.05$6.05$123.95$136.054.63%
$132.00Jul 31$2.20$4.15$6.35$125.65$138.354.86%
$133.00Jul 31$1.78$4.90$6.68$126.32$139.685.11%
$134.00Jul 31$1.42$5.60$7.02$126.98$141.025.37%
$130.00Aug 21$4.95$4.85$9.80$120.20$139.807.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.58% of stock, avg 3.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$126.00Jul 24$0.48$0.28$0.76$125.24$135.76
$134.00$126.00Jul 24$0.65$0.28$0.93$125.07$134.93
$135.00$127.00Jul 24$0.48$0.50$0.98$126.02$135.98
$134.00$127.00Jul 24$0.65$0.50$1.15$125.85$135.15
$133.00$126.00Jul 24$0.90$0.28$1.18$124.82$134.18
$135.00$128.00Jul 24$0.48$0.70$1.18$126.82$136.18
$134.00$128.00Jul 24$0.65$0.70$1.35$126.65$135.35
$133.00$127.00Jul 24$0.90$0.50$1.40$125.60$134.40
$135.00$129.00Jul 24$0.48$1.02$1.50$127.50$136.50
$150.00$122.00Aug 7$0.48$1.02$1.50$120.50$151.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 231 found (best R:R 9.00, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
132/133140/141Jul 31$0.90$0.109.00$132.10$140.90
131/132133/134Jul 24$0.87$0.136.69$131.13$133.87
128/129132/133Jul 31$0.87$0.136.69$128.13$132.87
129/130133/134Jul 31$0.86$0.146.14$129.14$133.86
124/125134/135Jul 31$0.84$0.165.25$124.16$134.84
124/125136/137Jul 31$0.83$0.174.88$124.17$136.83
131/132135/136Jul 24$0.82$0.184.56$131.18$135.82
129/130131/132Jul 24$0.81$0.194.26$129.19$131.81
128/129133/134Jul 31$0.81$0.194.26$128.19$133.81
115/120125/130Aug 21$4.05$0.954.26$115.95$129.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 25.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.19$4.8125.32
$132.00$133.00$134.00Jul 31$0.06$0.9415.67
$131.00$132.00$133.00Jul 24$0.07$0.9313.29
$135.00$136.00$137.00Jul 31$0.07$0.9313.29
$132.00$133.00$134.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$122.00$125.00Aug 14$0.13$2.8722.08
$124.00$125.00$126.00Jul 24$0.05$0.9519.00
$128.00$129.00$130.00Jul 31$0.05$0.9519.00
$129.00$130.00$131.00Jul 31$0.05$0.9519.00
$110.00$115.00$120.00Aug 21$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-0.28, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$149.001:2Aug 14-$0.28$13.72
$140.00$150.001:2Aug 7-$0.08$9.92
$150.00$155.001:2Aug 21-$0.02$4.98
$145.00$150.001:2Aug 21-$0.06$4.94
$150.00$155.001:2Aug 28-$0.22$4.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Aug 21$0.00$5.00
$122.00$118.001:2Aug 28-$0.66$3.34
$124.00$120.001:2Jul 24-$0.67$3.33
$122.00$119.001:2Aug 14-$0.51$2.49
$128.00$125.001:2Aug 7-$0.75$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 3.44%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$131.00Aug 28$4.500.500.3%3.44%3.70%1--
$133.00Aug 21$3.500.421.8%2.68%4.47%55
$135.00Aug 21$2.800.363.3%2.14%5.46%2676
$133.00Aug 14$2.700.401.8%2.07%3.86%4--
$134.00Aug 14$2.500.362.6%1.91%4.47%182
$135.00Aug 14$2.050.333.3%1.57%4.89%4218
$132.00Jul 31$2.000.411.0%1.53%2.56%45
$138.00Aug 21$1.950.285.6%1.49%7.11%1--
$133.00Jul 31$1.500.361.8%1.15%2.94%2--
$140.00Aug 21$1.500.237.2%1.15%8.30%25--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,219
Total Puts 1,721
Put/Call Ratio 1.41
Net Difference -502

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,070
Total Puts 19,787
Average Put/Call Ratio 1.48
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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