Tour v290
STZ
CONSTELLATION BRANDS A
$137.47 +0.43%
$137.30 (-0.12%)🌙
as of 07/02 07:02 PM
7/2 19:02

Option Volume

Detail
Current (07/02) 8,806
Calls: 4,470 (51%)
Puts: 4,336 (49%)
Prior (07/01) 14,736
Calls: 6,100 (41%)
Puts: 8,636 (59%)
Current vs Prior -40.24%
Calls: -26.72% (Calls)
Puts: -49.79% (Puts)
Prior 7-Day Total 71,274
Calls: 36,206 (51%)
Puts: 35,068 (49%)
Prior 7-Day Average 10,182
Calls: 5,172 (51%)
Puts: 5,009 (49%)
Current vs Prior 7-Day Avg -13.51%
Calls: -13.58%
Puts: -13.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $3.12M
Calls: $1.68M (54%)
Puts: $1.44M (46%)
Prior (07/01) $8.36M
Calls: $1.86M (22%)
Puts: $6.50M (78%)
Current vs Prior -62.71%
Calls: -9.78%
Puts: -77.85%
Prior 7-Day Total $29.30M
Calls: $12.45M (42%)
Puts: $16.86M (58%)
Prior 7-Day Average $4.19M
Calls: $1.78M (42%)
Puts: $2.41M (58%)
Current vs Prior 7-Day Avg -25.55%
Calls: -5.71%
Puts: -40.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.97
Prior (07/01) 1.42
Current vs Prior -31.48%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +12.74%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/02) 43,818
Calls: 25,716 (59%)
Puts: 18,102 (41%)
Prior (07/01) 53,817
Calls: 28,586 (53%)
Puts: 25,231 (47%)
Current vs Prior -18.58%
Prior 7-Day Total 317,266
Calls: 193,832 (56%)
Puts: 154,333 (44%)
Prior 7-Day Average 45,323
Calls: 27,690 (56%)
Puts: 22,047 (44%)
Current vs Prior 7-Day Avg -3.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.07% | 4.55%5.35% | 10.95%
Prior 2.24% | 4.49%-- | --
Current vs Prior +103.70% | +19.00%-- | --
Prior 7-Day Avg 4.15% | 6.56%-- | --
Current vs 7-Day Avg +9.65% | -18.55%-- | --
Prior 7-Day Eod 2.24% | 4.49%-- | --
Current vs 7-Day Eod +103.70% | +19.00%-- | --
Sentiment BEARISH--

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 50.71% | 31.96%
Calls: 60.51% | 36.64%
Puts: 53.25% | 28.26%
Current vs 7-Day Avg -73.00% | -9.12%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 40% vs prior. P/C ratio dropping 31% - sentiment shifting bullish. Declining open interest (down 19%) indicates positions being closed.

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

📈 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 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 245.105.60$5.359.3%10.6158
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.800.95$0.8817.0%340.18622

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 218.8021.80$20.3014.8%21.00--
$118.00Jul 217.8020.20$19.0012.6%21.00--
$120.00Jul 216.0018.80$17.4016.1%11.001
$121.00Jul 214.8017.80$16.3018.4%151.00--
$122.00Jul 213.9016.20$15.0515.3%171.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Jul 214.3016.80$15.5516.1%10.99--
$150.00Jul 211.8014.30$13.0519.2%10.99--
$155.00Jul 1016.2018.80$17.5014.9%10.98--
$147.00Jul 28.8011.40$10.1025.7%10.981
$145.00Jul 26.908.90$7.9025.3%1350.98165

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 6.7K, top 745)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 20.000.05$0.03166.7%7450.04867
$138.00Jul 102.052.75$2.4029.2%2630.5149
$128.00Jul 108.4010.60$9.5023.2%2260.942
$129.00Jul 107.609.70$8.6524.3%2240.93--
$135.00Jul 20.553.40$1.98143.9%1680.91256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Jul 102.954.10$3.5332.6%6080.578
$142.00Jul 23.705.90$4.8045.8%6070.95646
$130.00Jul 100.250.60$0.4381.4%3440.12153
$138.00Jul 20.251.55$0.90144.4%2270.77293
$145.00Jul 26.908.90$7.9025.3%1350.98165

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 1090.3%, max 2837.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$146.00Jul 2Jul 17940.0%32.0%2837.5%93458
$144.00Jul 2Jul 17811.0%30.0%2603.3%69229
$155.00Jul 2Aug 7686.0%30.0%2186.7%25490
$149.00Jul 2Jul 31753.0%33.0%2181.8%5--
$120.00Jul 2Jul 17765.0%36.0%2025.0%25
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 2Jul 311068.0%38.0%2710.5%12167
$120.00Jul 2Jul 17765.0%36.0%2025.0%13424
$126.00Jul 2Jul 24572.0%30.0%1806.7%32293
$125.00Jul 2Aug 14557.0%31.0%1696.8%6979
$133.00Jul 2Jul 17484.0%30.0%1513.3%31188

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 40.67, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.50$160.00Jul 10$0.18$7.32$0.1840.67$152.68
$150.00$155.00Jul 17$0.25$4.75$0.2519.00$150.25
$150.00$155.00Jul 31$0.40$4.60$0.4011.50$150.40
$138.00$139.00Jul 2$0.10$0.90$0.109.00$138.10
$147.00$149.00Jul 17$0.20$1.80$0.209.00$147.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.22$4.78$0.2221.73$124.78
$127.00$115.00Jul 31$1.00$11.00$1.0011.00$126.00
$131.00$130.00Jul 10$0.10$0.90$0.109.00$130.90
$135.00$134.00Jul 2$0.12$0.88$0.127.33$134.88
$132.00$131.00Jul 10$0.15$0.85$0.155.67$131.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 13.29, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$134.00Jul 17$12.05$12.05$1.956.18$132.05
$128.00$129.00Jul 10$0.85$0.85$0.155.67$128.85
$118.00$120.00Jul 2$1.60$1.60$0.404.00$119.60
$127.00$128.00Jul 10$0.75$0.75$0.253.00$127.75
$148.00$149.00Jul 10$0.75$0.75$0.253.00$148.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$145.00Jul 10$9.30$9.30$0.7013.29$145.70
$160.00$140.00Jul 17$17.50$17.50$2.507.00$142.50
$144.00$143.00Jul 2$0.85$0.85$0.155.67$143.15
$138.00$137.00Jul 2$0.80$0.80$0.204.00$137.20
$145.00$144.00Jul 2$0.80$0.80$0.204.00$144.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $0.88, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 2Jul 17$0.10765.0%36.0%
$155.00Jul 2Jul 17$0.15686.0%34.0%
$127.00Jul 2Jul 10$0.20474.0%36.0%
$148.00Jul 2Jul 10$0.23938.0%50.0%
$126.00Jul 2Jul 10$0.25572.0%49.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 2Jul 10$0.10640.0%43.0%
$125.00Jul 2Jul 10$0.10557.0%38.0%
$128.00Jul 2Jul 10$0.15482.0%34.0%
$120.00Jul 2Jul 10$0.17765.0%56.0%
$127.00Jul 2Jul 10$0.17474.0%36.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 0.49% of stock, avg 6.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Jul 2$0.57$0.10$0.67$136.33$137.670.49%
$138.00Jul 2$0.13$0.90$1.03$136.97$139.030.75%
$136.00Jul 2$1.27$0.03$1.30$134.70$137.300.95%
$135.00Jul 2$1.98$0.15$2.13$132.87$137.131.55%
$139.00Jul 2$0.03$2.13$2.16$136.84$141.161.57%
$134.00Jul 2$3.10$0.03$3.13$130.87$137.132.28%
$140.00Jul 2$0.03$3.43$3.46$136.54$143.462.52%
$142.00Jul 2$0.05$4.80$4.85$137.15$146.853.53%
$138.00Jul 10$2.40$2.88$5.28$132.72$143.283.84%
$136.00Jul 10$3.43$2.00$5.43$130.57$141.433.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.12% of stock, avg 2.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$136.00Jul 2$0.13$0.03$0.16$135.84$138.16
$138.00$137.00Jul 2$0.13$0.10$0.23$136.77$138.23
$138.00$135.00Jul 2$0.13$0.15$0.28$134.72$138.28
$149.00$136.00Jul 2$0.28$0.03$0.31$135.69$149.31
$149.00$137.00Jul 2$0.28$0.10$0.38$136.62$149.38
$138.00$132.00Jul 2$0.13$0.28$0.41$131.59$138.41
$149.00$135.00Jul 2$0.28$0.15$0.43$134.57$149.43
$149.00$132.00Jul 2$0.28$0.28$0.56$131.44$149.56
$138.00$133.00Jul 2$0.13$0.53$0.66$132.34$138.66
$148.00$136.00Jul 2$0.75$0.03$0.78$135.22$148.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 9.00, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
129/130135/136Jul 17$0.90$0.109.00$129.10$135.90
136/137138/139Jul 17$0.90$0.109.00$136.10$138.90
135/136139/140Jul 17$0.89$0.118.09$135.11$139.89
134/135138/139Jul 17$0.88$0.127.33$134.12$138.88
125/126139/140Jul 10$0.87$0.136.69$125.13$139.87
131/132140/141Jul 10$0.87$0.136.69$131.13$140.87
134/135139/140Jul 10$0.87$0.136.69$134.13$139.87
135/136140/141Jul 17$0.87$0.136.69$135.13$140.87
136/137139/140Jul 17$0.87$0.136.69$136.13$139.87
136/137139/140Jul 10$0.85$0.155.67$136.15$139.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$141.00$142.00Jul 17$0.07$0.9313.29
$144.00$145.00$146.00Jul 17$0.07$0.9313.29
$157.50$160.00$162.50Jul 17$0.20$2.3011.50
$138.00$139.00$140.00Jul 2$0.10$0.909.00
$145.00$146.00$147.00Jul 10$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$147.00$148.00$149.00Jul 2$0.05$0.9519.00
$130.00$131.00$132.00Jul 10$0.05$0.9519.00
$131.00$132.00$133.00Jul 10$0.05$0.9519.00
$132.00$133.00$134.00Jul 10$0.05$0.9519.00
$138.00$139.00$140.00Jul 2$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $--, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$160.001:2Jul 10-$0.02$7.48
$140.00$145.001:2Jul 31-$0.26$4.74
$150.00$155.001:2Jul 31-$0.33$4.67
$130.00$136.001:2Aug 7-$1.70$4.30
$145.00$149.001:2Jul 31-$0.66$3.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$137.001:2Jul 31$0.00$8.00
$136.00$130.001:2Jul 31-$0.26$5.74
$145.00$139.001:2Jul 24-$0.75$5.25
$120.00$115.001:2Jul 2-$0.07$4.93
$145.00$140.001:2Jul 10-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 3.13%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$138.00Aug 7$4.300.480.4%3.13%3.51%134--
$138.00Jul 31$3.700.470.4%2.69%3.08%5--
$139.00Aug 7$3.700.451.1%2.69%3.80%115--
$138.00Jul 24$3.300.500.4%2.40%2.79%2--
$139.00Jul 31$3.300.441.1%2.40%3.51%5--
$140.00Jul 31$3.200.411.8%2.33%4.17%7--
$140.00Aug 7$2.950.421.8%2.15%3.99%105
$138.00Jul 17$2.900.480.4%2.11%2.50%1740
$140.00Jul 24$2.750.421.8%2.00%3.84%1299
$139.00Jul 17$2.450.431.1%1.78%2.90%1212

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 4,470
Total Puts 4,336
Put/Call Ratio 0.97
Net Difference 134

Prior's Put/Call Breakdown

Total Calls 6,100
Total Puts 8,636
Put/Call Ratio 1.42
Net Difference -2,536

Prior 7-Day Put/Call Summary

Total Calls 36,206
Total Puts 35,068
Average Put/Call Ratio 0.86
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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