Tour v527
STZ
CONSTELLATION BRANDS A
$122.45 -1.10%
9/11 19:02

Option Volume

Detail
Current (09/11) 5,654
Calls: 1,759 (31%)
Puts: 3,895 (69%)
Prior (09/10) 7,613
Calls: 4,843 (64%)
Puts: 2,770 (36%)
Current vs Prior -25.73%
Calls: -63.68% (Calls)
Puts: +40.61% (Puts)
Prior 7-Day Total 39,671
Calls: 19,915 (50%)
Puts: 19,756 (50%)
Prior 7-Day Average 5,667
Calls: 2,845 (50%)
Puts: 2,822 (50%)
Current vs Prior 7-Day Avg -0.23%
Calls: -38.17%
Puts: +38.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $1.15M
Calls: $339.5K (29%)
Puts: $815.1K (71%)
Prior (09/10) $4.36M
Calls: $1.58M (36%)
Puts: $2.78M (64%)
Current vs Prior -73.52%
Calls: -78.53%
Puts: -70.67%
Prior 7-Day Total $20.42M
Calls: $7.47M (37%)
Puts: $12.96M (63%)
Prior 7-Day Average $2.92M
Calls: $1.07M (37%)
Puts: $1.85M (63%)
Current vs Prior 7-Day Avg -60.43%
Calls: -68.18%
Puts: -55.96%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 2.21
Prior (09/10) 0.57
Current vs Prior +287.15%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +134.51%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 36,297
Calls: 19,526 (54%)
Puts: 16,771 (46%)
Prior (09/10) 38,963
Calls: 18,020 (46%)
Puts: 20,943 (54%)
Current vs Prior -6.84%
Prior 7-Day Total 227,522
Calls: 107,020 (47%)
Puts: 120,502 (53%)
Prior 7-Day Average 32,503
Calls: 15,288 (47%)
Puts: 17,214 (53%)
Current vs Prior 7-Day Avg +11.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.28% | 3.17%3.17% | 10.74%
Prior 2.39% | 3.96%3.96% | 11.63%
Current vs Prior +32.54% | +21.75%-19.94% | -7.67%
Prior 7-Day Avg 2.74% | 4.05%4.42% | 11.13%
Current vs 7-Day Avg +15.66% | +18.94%-28.36% | -3.51%
Prior 7-Day Eod 2.39% | 3.96%3.96% | 11.63%
Current vs 7-Day Eod +32.54% | +21.75%-19.94% | -7.67%
Sentiment BEARISHBULLISH

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

Moderately bearish flow with 71% put dollar volume ($815.1K). Light premium activity with dollar volume down 74% vs prior. Extreme bearish P/C ratio of 2.21 - heavy put buying. P/C ratio rising 287% - 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 8.5%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 1613.8015.00$14.408.3%150.848
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 168.909.70$9.308.6%30.69--

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. 36 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Sep 113.705.60$4.6540.9%10.97--
$105.00Sep 2516.8019.30$18.0513.9%10.97--
$116.00Sep 186.408.20$7.3024.7%330.93--
$110.00Oct 1613.8015.00$14.408.3%150.848
$122.00Sep 110.301.75$1.02142.2%110.80130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Sep 117.209.40$8.3026.5%10.98--
$130.00Sep 186.708.40$7.5522.5%230.941.0K
$134.00Sep 2510.3012.30$11.3017.7%20.93--
$129.00Sep 185.707.20$6.4523.3%40.91--
$128.00Sep 115.005.80$5.4014.8%530.90513

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 5.0K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 21.001.30$1.1526.1%1080.242.4K
$129.00Sep 180.100.45$0.28125.0%1040.12119
$123.00Sep 110.000.25$0.13192.3%1020.24182
$126.00Sep 180.600.80$0.7028.6%520.2572
$123.00Sep 181.401.90$1.6530.3%510.482
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Sep 182.303.10$2.7029.6%1.4K0.61123
$123.00Sep 110.400.70$0.5554.5%7330.76908
$124.00Sep 110.651.70$1.1889.0%7020.831.3K
$117.00Sep 180.050.35$0.20150.0%1010.09--
$120.00Oct 163.404.00$3.7016.2%640.39662

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 1402.7%, max 3692.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Sep 11Oct 161311.8%34.6%3692.5%7680
$134.00Sep 11Sep 251248.2%34.2%3546.3%1890
$125.00Sep 11Oct 23575.1%34.5%1569.1%39123
$121.00Sep 11Sep 18252.0%26.8%841.1%816
$124.00Sep 11Oct 2182.5%27.5%564.7%22205
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Sep 11Oct 161014.7%34.1%2874.8%65352
$127.00Sep 11Sep 25747.4%27.5%2615.2%11265
$125.00Sep 11Oct 16575.1%35.1%1539.9%91651
$124.00Sep 11Oct 9182.5%38.9%369.6%7031.3K
$123.00Sep 11Oct 996.9%36.0%169.2%734908

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 2.03, avg 3.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$133.00$138.00Oct 2$0.22$4.78$0.2215%21.73$133.22
$125.00$126.00Oct 9$0.17$0.83$0.1746%4.88$125.17
$125.00$128.00Oct 2$0.85$2.15$0.8545%2.53$125.85
$129.00$135.00Oct 9$1.17$4.83$1.1734%4.13$130.17
$130.00$132.00Sep 25$0.15$1.85$0.1518%12.33$130.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$126.00$125.00Sep 11$0.33$0.67$0.3389%2.03$125.67
$115.00$110.00Oct 16$0.57$4.43$0.5725%7.77$114.43
$126.00$125.00Sep 18$0.50$0.50$0.5076%1.00$125.50
$127.00$124.00Sep 25$1.80$1.20$1.8074%0.67$125.20
$124.00$123.00Sep 11$0.63$0.37$0.6383%0.59$123.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 1.11, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$136.00$138.00Sep 11$1.05$1.05$0.9583%1.11$137.05
$123.00$125.00Sep 25$1.25$1.25$0.7549%1.67$124.25
$126.00$129.00Oct 9$1.38$1.38$1.6257%0.85$127.38
$124.00$125.00Oct 2$0.70$0.70$0.3050%2.33$124.70
$125.00$139.00Oct 23$3.67$3.67$10.3352%0.36$128.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$105.00Oct 16$0.98$0.98$4.0283%0.24$109.02
$120.00$115.00Oct 16$1.70$1.70$3.3061%0.52$118.30
$114.00$109.00Oct 23$1.00$1.00$4.0076%0.25$113.00
$120.00$119.00Sep 18$0.40$0.40$0.6071%0.67$119.60
$120.00$115.00Oct 9$1.57$1.57$3.4362%0.46$118.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.89, cheapest $0.48)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Sep 11Sep 18$0.48575.1%29.0%
$121.00Sep 18Oct 2$1.3026.8%30.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 0.56% of stock, avg 4.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$123.00Sep 11$0.13$0.55$0.68$122.32$123.680.56%
$122.00Sep 11$1.02$0.10$1.12$120.88$123.120.91%
$124.00Sep 11$0.15$1.18$1.33$122.67$125.331.09%
$126.00Sep 11$0.15$3.05$3.20$122.80$129.202.61%
$123.00Sep 18$1.65$1.75$3.40$119.60$126.402.78%
$122.00Sep 18$2.13$1.35$3.48$118.52$125.482.84%
$125.00Sep 11$1.08$2.72$3.80$121.20$128.803.10%
$124.00Sep 18$1.27$2.70$3.97$120.03$127.973.24%
$121.00Sep 18$2.90$1.08$3.98$117.02$124.983.25%
$125.00Sep 18$1.02$3.20$4.22$120.78$129.223.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.15% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$120.00Sep 11$0.13$0.05$0.18$119.82$123.18
$123.00$122.00Sep 11$0.13$0.10$0.23$121.77$123.23
$145.00$105.00Oct 16$0.43$0.45$0.88$104.12$145.88
$127.00$118.00Sep 18$0.53$0.35$0.88$117.12$127.88
$127.00$119.00Sep 18$0.53$0.50$1.03$117.97$128.03
$126.00$118.00Sep 18$0.70$0.35$1.05$116.95$127.05
$129.00$122.00Sep 11$1.08$0.10$1.18$120.82$130.18
$125.00$122.00Sep 11$1.08$0.10$1.18$120.82$126.18
$123.00$115.00Sep 11$0.13$1.08$1.21$113.79$124.21
$134.00$120.00Sep 11$1.08$0.05$1.13$118.87$135.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 1.00, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
119/120131/132Sep 18$0.50$0.5063%1.00$119.50$131.50
119/120125/126Sep 18$0.72$0.2839%2.57$119.28$125.72
117/118134/135Sep 25$0.42$0.5867%0.72$117.58$134.42
117/118132/133Sep 25$0.45$0.5563%0.82$117.55$132.45
119/120128/129Sep 18$0.52$0.4856%1.08$119.48$128.52
117/118128/129Sep 25$0.54$0.4652%1.17$117.46$128.54
119/120127/128Sep 18$0.53$0.4752%1.13$119.47$127.53
119/120126/127Sep 18$0.57$0.4346%1.33$119.43$126.57
117/118131/132Sep 18$0.25$0.7577%0.33$117.75$131.25
117/118125/126Sep 18$0.47$0.5353%0.89$117.53$125.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 6.69, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$121.00$122.00$123.00Sep 11$0.09$0.9149%10.11
$130.00$135.00$140.00Oct 16$0.46$4.5420%9.87
$125.00$130.00$135.00Oct 16$0.69$4.3126%6.25
$135.00$140.00$145.00Oct 16$0.32$4.6813%14.63
$122.00$123.00$124.00Sep 18$0.10$0.9018%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Oct 16$0.65$4.3530%6.69
$122.00$123.00$124.00Sep 11$0.18$0.8256%4.56
$120.00$121.00$122.00Sep 18$0.09$0.9114%10.11
$120.00$125.00$130.00Oct 16$0.90$4.1030%4.56
$120.00$122.00$124.00Sep 25$0.27$1.7322%6.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.21, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$129.00$135.001:2Oct 9-$0.21$5.79
$125.00$130.001:2Oct 16-$0.76$4.24
$120.00$125.001:2Oct 16-$1.70$3.30
$130.00$135.001:2Oct 16-$0.32$4.68
$123.00$125.001:2Sep 25-$0.20$1.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Oct 9-$0.21$4.79
$120.00$115.001:2Oct 16-$0.30$4.70
$125.00$120.001:2Oct 16-$1.35$3.65
$114.00$109.001:2Oct 23-$0.05$4.95
$115.00$110.001:2Oct 9-$0.12$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 3.59%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Oct 23$4.400.472.1%3.59%5.68%12
$125.00Oct 16$4.000.462.1%3.27%5.35%40--
$125.00Oct 9$3.600.462.1%2.94%5.02%413
$130.00Oct 16$2.250.326.2%1.84%8.00%8323
$126.00Oct 9$2.950.432.9%2.41%5.31%2--
$129.00Oct 9$2.100.345.3%1.71%7.06%35--
$135.00Oct 16$1.300.2110.2%1.06%11.31%2680
$139.00Oct 23$0.900.1713.5%0.73%14.25%1--
$135.00Oct 9$0.950.2010.2%0.78%11.02%518
$124.00Oct 2$2.600.501.3%2.12%3.39%4--

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 1,759
Total Puts 3,895
Put/Call Ratio 2.21
Net Difference -2,136

Prior's Put/Call Breakdown

Total Calls 4,843
Total Puts 2,770
Put/Call Ratio 0.57
Net Difference 2,073

Prior 7-Day Put/Call Summary

Total Calls 19,915
Total Puts 19,756
Average Put/Call Ratio 0.94
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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