Tour v528
STZ
CONSTELLATION BRANDS A
$118.39 -0.49%
$118.74 (+0.30%)🌙
as of 09/21 07:04 PM
9/21 19:04

Option Volume

Detail
Current (09/21) 4,491
Calls: 3,096 (69%)
Puts: 1,395 (31%)
Prior (09/18) 14,261
Calls: 7,894 (55%)
Puts: 6,367 (45%)
Current vs Prior -68.51%
Calls: -60.78% (Calls)
Puts: -78.09% (Puts)
Prior 7-Day Total 52,027
Calls: 25,226 (48%)
Puts: 26,801 (52%)
Prior 7-Day Average 7,432
Calls: 3,603 (48%)
Puts: 3,828 (52%)
Current vs Prior 7-Day Avg -39.58%
Calls: -14.09%
Puts: -63.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.86M
Calls: $981.9K (53%)
Puts: $874.8K (47%)
Prior (09/18) $6.04M
Calls: $665.0K (11%)
Puts: $5.37M (89%)
Current vs Prior -69.24%
Calls: +47.66%
Puts: -83.71%
Prior 7-Day Total $23.04M
Calls: $5.75M (25%)
Puts: $17.30M (75%)
Prior 7-Day Average $3.29M
Calls: $820.9K (25%)
Puts: $2.47M (75%)
Current vs Prior 7-Day Avg -43.60%
Calls: +19.62%
Puts: -64.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.45
Prior (09/18) 0.81
Current vs Prior -44.14%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -61.51%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 38,574
Calls: 23,161 (60%)
Puts: 15,413 (40%)
Prior (09/18) 43,557
Calls: 24,175 (56%)
Puts: 19,382 (44%)
Current vs Prior -11.44%
Prior 7-Day Total 253,680
Calls: 119,727 (47%)
Puts: 133,953 (53%)
Prior 7-Day Average 36,240
Calls: 17,103 (47%)
Puts: 19,136 (53%)
Current vs Prior 7-Day Avg +6.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.04% | 4.71%7.98% | 12.92%
Prior 2.88% | 5.07%1.81% | 10.46%
Current vs Prior +5.47% | -7.01%+341.68% | +23.49%
Prior 7-Day Avg 3.01% | 4.51%3.61% | 10.94%
Current vs 7-Day Avg +1.10% | +4.41%+121.09% | +18.18%
Prior 7-Day Eod 2.88% | 5.07%1.81% | 10.46%
Current vs 7-Day Eod +5.47% | -7.01%+341.68% | +23.49%
Sentiment BEARISHBEARISH

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

Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 69% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (3,096 calls vs 1,395 puts). P/C ratio dropping 44% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.4%, best 8.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 1620.6022.40$21.508.4%10.94--

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. 37 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 253.005.00$4.0050.0%100.82--
$116.00Sep 252.554.00$3.2844.2%110.77--
$117.00Sep 251.803.20$2.5056.0%130.67--
$117.00Oct 94.405.80$5.1027.5%30.58--
$117.00Oct 235.006.50$5.7526.1%20.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 256.007.60$6.8023.5%140.97149
$124.00Sep 254.806.60$5.7031.6%160.9654
$128.00Sep 258.6010.00$9.3015.1%30.96--
$140.00Oct 1620.6022.40$21.508.4%10.94--
$135.00Oct 1615.7017.60$16.6511.4%60.89--

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 1.9K, top 333)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 250.050.20$0.13115.4%3330.07313
$123.00Oct 20.751.10$0.9337.6%760.2614
$125.00Oct 162.052.35$2.2013.6%550.31286
$126.00Oct 161.752.10$1.9318.1%520.28--
$120.00Sep 250.501.15$0.8378.3%470.3514
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Oct 164.905.50$5.2011.5%1420.531.0K
$117.00Sep 250.651.05$0.8547.1%500.33113
$105.00Oct 160.550.75$0.6530.8%440.11107
$115.00Sep 250.300.50$0.4050.0%430.1845
$110.00Oct 161.201.60$1.4028.6%380.21446

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 27.6%, max 65.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Sep 25Oct 1661.7%37.2%65.9%538
$129.00Oct 9Oct 3039.9%35.3%13.0%2098
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$121.00Sep 25Oct 230.9%29.7%4.0%531

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 12.89, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$135.00Oct 30$0.36$4.64$0.3622%12.89$130.36
$121.00$125.00Oct 23$1.22$2.78$1.2245%2.28$122.22
$117.00$118.00Oct 23$0.30$0.70$0.3058%2.33$117.30
$128.00$130.00Oct 23$0.30$1.70$0.3026%5.67$128.30
$117.00$119.00Oct 9$0.95$1.05$0.9558%1.11$117.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$123.00$122.00Oct 9$0.35$0.65$0.3564%1.86$122.65
$120.00$119.00Oct 2$0.28$0.72$0.2858%2.57$119.72
$115.00$113.00Oct 30$0.50$1.50$0.5038%3.00$114.50
$121.00$120.00Oct 2$0.47$0.53$0.4764%1.13$120.53
$120.00$119.00Oct 9$0.40$0.60$0.4054%1.50$119.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 0.35, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$127.00$128.00Sep 25$0.39$0.39$0.6185%0.64$127.39
$134.00$135.00Sep 25$0.27$0.27$0.7393%0.37$134.27
$127.00$128.00Oct 9$0.38$0.38$0.6276%0.61$127.38
$127.00$130.00Oct 2$0.25$0.25$2.7588%0.09$127.25
$120.00$121.00Oct 23$0.55$0.55$0.4552%1.22$120.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$113.00$105.00Oct 30$2.08$2.08$5.9267%0.35$110.92
$114.00$108.00Oct 23$1.50$1.50$4.5067%0.33$112.50
$109.00$105.00Oct 16$0.58$0.58$3.4282%0.17$108.42
$115.00$114.00Sep 25$0.22$0.22$0.7882%0.28$114.78
$105.00$100.00Oct 16$0.37$0.37$4.6389%0.08$104.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.36, cheapest $0.75)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$118.00Sep 25Oct 2$0.9330.9%28.3%
$120.00Sep 25Oct 2$1.0528.5%30.0%
$117.00Sep 25Oct 9$2.6031.3%39.0%
$119.00Sep 25Oct 9$3.0725.5%41.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$118.00Sep 25Oct 2$0.7530.9%28.3%
$117.00Sep 25Oct 2$0.7531.3%29.0%
$120.00Sep 25Oct 2$0.7028.5%30.0%
$119.00Sep 25Oct 2$1.0525.5%28.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.35% of stock, avg 5.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Sep 25$1.08$1.70$2.78$116.22$121.782.35%
$118.00Sep 25$1.90$1.23$3.13$114.87$121.132.64%
$120.00Sep 25$0.83$2.33$3.16$116.84$123.162.67%
$117.00Sep 25$2.50$0.85$3.35$113.65$120.352.83%
$121.00Sep 25$0.63$3.05$3.68$117.32$124.683.11%
$116.00Sep 25$3.28$0.53$3.81$112.19$119.813.22%
$122.00Sep 25$0.35$3.75$4.10$117.90$126.103.46%
$115.00Sep 25$4.00$0.40$4.40$110.60$119.403.72%
$118.00Oct 2$2.83$1.98$4.81$113.19$122.814.06%
$120.00Oct 2$1.88$3.03$4.91$115.09$124.914.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 0.48% of stock, avg 3.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$122.00$113.00Sep 25$0.35$0.22$0.57$112.43$122.57
$122.00$115.00Sep 25$0.35$0.40$0.75$114.25$122.75
$127.00$113.00Sep 25$0.57$0.22$0.79$112.21$127.79
$122.00$116.00Sep 25$0.35$0.53$0.88$115.12$122.88
$127.00$115.00Sep 25$0.57$0.40$0.97$114.03$127.97
$121.00$113.00Sep 25$0.63$0.22$0.85$112.15$121.85
$121.00$115.00Sep 25$0.63$0.40$1.03$113.97$122.03
$127.00$116.00Sep 25$0.57$0.53$1.10$114.90$128.10
$121.00$116.00Sep 25$0.63$0.53$1.16$114.84$122.16
$122.00$117.00Sep 25$0.35$0.85$1.20$115.80$123.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 1.56, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
114/115127/128Sep 25$0.61$0.3967%1.56$114.39$127.61
112/113127/128Sep 25$0.51$0.4975%1.04$112.49$127.51
114/115134/135Sep 25$0.49$0.5175%0.96$114.51$134.49
116/117127/128Sep 25$0.71$0.2952%2.45$116.29$127.71
112/113134/135Sep 25$0.39$0.6183%0.64$112.61$134.39
109/110127/128Oct 9$0.65$0.3556%1.86$109.35$127.65
116/117134/135Sep 25$0.59$0.4160%1.44$116.41$134.59
115/116127/128Sep 25$0.52$0.4861%1.08$115.48$127.52
109/110125/126Oct 9$0.59$0.4150%1.44$109.41$125.59
115/116134/135Sep 25$0.40$0.6069%0.67$115.60$134.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Oct 16$0.21$4.7913%22.81
$119.00$120.00$121.00Sep 25$0.05$0.9519%19.00
$121.00$122.00$123.00Oct 2$0.05$0.9511%19.00
$120.00$121.00$122.00Oct 2$0.10$0.9012%9.00
$119.00$120.00$121.00Oct 9$0.10$0.907%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Oct 16$0.35$4.6520%13.29
$116.00$117.00$118.00Sep 25$0.06$0.9420%15.67
$117.00$118.00$119.00Sep 25$0.09$0.9122%10.11
$119.00$120.00$121.00Sep 25$0.09$0.9119%10.11
$110.00$112.00$114.00Oct 9$0.12$1.8811%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-2.10, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Oct 16-$0.04$4.96
$118.00$119.001:2Sep 25-$0.26$0.74
$123.00$125.001:2Oct 2-$0.17$1.83
$136.00$140.001:2Oct 23-$0.13$3.87
$121.00$122.001:2Sep 25-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Oct 16-$2.10$2.90
$109.00$105.001:2Oct 16-$0.07$3.93
$109.00$105.001:2Oct 9-$0.10$3.90
$124.00$122.001:2Sep 25-$1.80$0.20
$117.00$116.001:2Sep 25-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 2.96%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$121.00Oct 23$3.500.452.2%2.96%5.16%1--
$120.00Oct 23$3.900.481.4%3.29%4.65%26
$125.00Oct 23$2.350.345.6%1.98%7.57%634
$122.00Oct 16$3.000.413.0%2.53%5.58%10--
$120.00Oct 16$3.600.471.4%3.04%4.40%7106
$121.00Oct 16$3.200.442.2%2.70%4.91%5--
$119.00Oct 16$4.000.500.5%3.38%3.89%6--
$125.00Oct 16$2.050.315.6%1.73%7.31%55286
$128.00Oct 23$1.600.268.1%1.35%9.47%23
$120.00Oct 9$3.300.471.4%2.79%4.15%451

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 3,096
Total Puts 1,395
Put/Call Ratio 0.45
Net Difference 1,701

Prior's Put/Call Breakdown

Total Calls 7,894
Total Puts 6,367
Put/Call Ratio 0.81
Net Difference 1,527

Prior 7-Day Put/Call Summary

Total Calls 25,226
Total Puts 26,801
Average Put/Call Ratio 1.17
Ratio Trend Falling

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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