Tour v346
STZ
CONSTELLATION BRANDS A
$132.87 -2.10%
$133.00 (+0.10%)🌙
as of 07/17 07:21 PM
7/17 19:21

Option Volume

Detail
Current (07/17) 4,652
Calls: 1,947 (42%)
Puts: 2,705 (58%)
Prior (07/16) 4,892
Calls: 1,408 (29%)
Puts: 3,484 (71%)
Current vs Prior -4.91%
Calls: +38.28% (Calls)
Puts: -22.36% (Puts)
Prior 7-Day Total 52,648
Calls: 24,606 (47%)
Puts: 28,042 (53%)
Prior 7-Day Average 7,521
Calls: 3,515 (47%)
Puts: 4,006 (53%)
Current vs Prior 7-Day Avg -38.15%
Calls: -44.61%
Puts: -32.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $1.08M
Calls: $409.3K (38%)
Puts: $674.7K (62%)
Prior (07/16) $4.72M
Calls: $779.7K (17%)
Puts: $3.94M (83%)
Current vs Prior -77.02%
Calls: -47.50%
Puts: -82.86%
Prior 7-Day Total $26.68M
Calls: $13.15M (49%)
Puts: $13.54M (51%)
Prior 7-Day Average $3.81M
Calls: $1.88M (49%)
Puts: $1.93M (51%)
Current vs Prior 7-Day Avg -71.56%
Calls: -78.21%
Puts: -65.11%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 1.39
Prior (07/16) 2.47
Current vs Prior -43.85%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg -11.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 39,821
Calls: 20,925 (53%)
Puts: 18,896 (47%)
Prior (07/16) 51,083
Calls: 24,386 (48%)
Puts: 26,697 (52%)
Current vs Prior -22.05%
Prior 7-Day Total 250,909
Calls: 133,855 (53%)
Puts: 117,054 (47%)
Prior 7-Day Average 35,844
Calls: 19,122 (53%)
Puts: 16,722 (47%)
Current vs Prior 7-Day Avg +11.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.04% | 3.94%1.04% | 10.16%
Prior 2.73% | 4.77%2.73% | 10.39%
Current vs Prior +43.99% | +23.74%-62.01% | -2.20%
Prior 7-Day Avg 3.05% | 4.76%3.60% | 10.54%
Current vs 7-Day Avg +28.89% | +24.19%-71.15% | -3.58%
Prior 7-Day Eod 2.73% | 4.77%2.73% | 10.39%
Current vs 7-Day Eod +43.99% | +23.74%-62.01% | -2.20%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($674.7K). Light premium activity with dollar volume down 77% vs prior. Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio dropping 44% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 5 of results (avg 7.4%, best 5.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 216.406.80$6.606.1%40.58--
$135.00Aug 214.104.40$4.257.1%330.43660
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 216.707.10$6.905.8%150.561.0K
$140.00Aug 219.6010.50$10.059.0%480.69340
$130.00Aug 214.104.50$4.309.3%370.42715

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.83, cheapest $0.83)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Jul 240.750.90$0.8318.1%50.247

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 40 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 176.909.30$8.1029.6%40.9829
$120.00Jul 1711.6014.40$13.0021.5%40.96245
$125.00Jul 247.609.60$8.6023.3%40.91--
$131.00Jul 171.803.30$2.5558.8%20.90--
$120.00Jul 2412.3014.70$13.5017.8%10.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 3116.4019.10$17.7515.2%10.93--
$145.00Jul 1710.8013.00$11.9018.5%10.88--
$150.00Aug 1416.4019.60$18.0017.8%10.87--
$150.00Aug 2116.9019.40$18.1513.8%10.86--
$150.00Aug 716.1019.80$17.9520.6%10.851

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 3.9K, top 626)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 241.802.10$1.9515.4%3160.4412
$134.00Jul 170.000.75$0.38197.4%2820.29334
$140.00Jul 240.300.70$0.5080.0%920.15--
$140.00Jul 170.001.05$0.53198.1%900.15237
$140.00Aug 212.352.65$2.5012.0%690.306.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 241.351.70$1.5322.9%6260.3699
$131.00Jul 170.000.15$0.08187.5%6050.10985
$125.00Aug 71.102.10$1.6062.5%2050.2464
$123.00Jul 240.050.85$0.45177.8%870.1178
$140.00Jul 175.908.00$6.9530.2%830.84396

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 1295.8%, max 4615.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$155.00Jul 17Aug 211719.8%36.5%4615.0%11--
$142.00Jul 17Jul 31997.9%35.7%2697.8%21328
$145.00Jul 17Aug 21942.9%34.2%2659.2%151.8K
$143.00Jul 17Jul 241060.8%40.8%2500.1%115
$120.00Jul 17Aug 21806.6%33.4%2311.7%6245
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 21806.6%33.4%2311.7%63.1K
$127.00Jul 17Jul 31814.5%34.6%2253.6%3953
$140.00Jul 17Aug 21663.7%33.7%1869.0%131736
$137.00Jul 17Jul 24649.7%33.4%1843.5%13605
$136.00Jul 17Jul 24570.1%33.5%1604.1%15--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 19.00, avg 2.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 21$0.35$4.65$0.3513.29$150.35
$145.00$150.00Aug 21$0.58$4.42$0.587.62$145.58
$140.00$147.00Aug 14$1.03$5.97$1.035.80$141.03
$140.00$145.00Aug 21$1.02$3.98$1.023.90$141.02
$139.00$141.00Jul 31$0.44$1.56$0.443.55$139.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$121.00Jul 24$0.10$1.90$0.1019.00$122.90
$120.00$115.00Aug 21$0.62$4.38$0.627.06$119.38
$130.00$128.00Jul 17$0.25$1.75$0.257.00$129.75
$129.00$128.00Jul 24$0.13$0.87$0.136.69$128.87
$125.00$110.00Aug 14$2.10$12.90$2.106.14$122.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 49.00, avg 2.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$129.00Jul 17$3.85$3.85$0.1525.67$128.85
$125.00$132.00Jul 24$5.72$5.72$1.284.47$130.72
$120.00$130.00Aug 21$7.55$7.55$2.453.08$127.55
$137.00$138.00Jul 17$0.68$0.68$0.322.13$137.68
$139.00$140.00Jul 17$0.55$0.55$0.451.22$139.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$140.00Jul 24$4.90$4.90$0.1049.00$140.10
$142.00$140.00Jul 17$1.90$1.90$0.1019.00$140.10
$150.00$140.00Jul 31$9.15$9.15$0.8510.76$140.85
$137.00$136.00Jul 17$0.90$0.90$0.109.00$136.10
$150.00$140.00Aug 21$8.10$8.10$1.904.26$141.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.12, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$138.00Jul 17Jul 24$0.08490.2%28.4%
$136.00Jul 17Jul 24$0.15570.1%33.5%
$145.00Jul 17Jul 24$0.25942.9%58.0%
$141.00Jul 24Jul 31$0.4037.0%34.5%
$120.00Jul 17Jul 24$0.50806.6%67.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 31Aug 7$0.2042.6%47.8%
$125.00Jul 17Jul 24$0.22387.5%33.4%
$120.00Jul 17Jul 24$0.65806.6%67.4%
$128.00Jul 17Jul 24$0.67255.7%33.4%
$130.00Jul 17Jul 24$0.99304.1%34.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 0.68% of stock, avg 5.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$133.00Jul 17$0.65$0.25$0.90$132.10$133.900.68%
$132.00Jul 17$1.13$0.25$1.38$130.62$133.381.04%
$134.00Jul 17$0.38$1.03$1.41$132.59$135.411.06%
$131.00Jul 17$2.55$0.08$2.63$128.37$133.631.98%
$135.00Jul 17$1.05$2.10$3.15$131.85$138.152.37%
$130.00Jul 17$3.05$0.28$3.33$126.67$133.332.51%
$136.00Jul 17$1.08$2.83$3.91$132.09$139.912.94%
$133.00Jul 24$2.35$2.35$4.70$128.30$137.703.54%
$137.00Jul 17$1.08$3.73$4.81$132.19$141.813.62%
$132.00Jul 24$2.88$1.98$4.86$127.14$136.863.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.35% of stock, avg 2.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$134.00$131.00Jul 17$0.38$0.08$0.46$130.54$134.46
$134.00$132.00Jul 17$0.38$0.25$0.63$131.37$134.63
$134.00$130.00Jul 17$0.38$0.28$0.66$129.34$134.66
$133.00$131.00Jul 17$0.65$0.08$0.73$130.27$133.73
$133.00$132.00Jul 17$0.65$0.25$0.90$131.10$133.90
$133.00$130.00Jul 17$0.65$0.28$0.93$129.07$133.93
$135.00$131.00Jul 17$1.05$0.08$1.13$129.87$136.13
$136.00$131.00Jul 17$1.08$0.08$1.16$129.84$137.16
$137.00$131.00Jul 17$1.08$0.08$1.16$129.84$138.16
$155.00$115.00Aug 21$0.55$0.65$1.20$113.80$156.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 7.33, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
134/135136/137Jul 24$0.88$0.127.33$134.12$136.88
128/130133/134Jul 31$1.75$0.257.00$128.25$134.75
125/127137/138Jul 17$1.73$0.276.41$125.27$138.73
131/132137/138Jul 17$0.85$0.155.67$131.15$137.85
131/132133/134Jul 24$0.85$0.155.67$131.15$133.85
131/132134/135Jul 24$0.85$0.155.67$131.15$134.85
129/130133/134Jul 24$0.84$0.165.25$129.16$133.84
129/130134/135Jul 24$0.84$0.165.25$129.16$134.84
132/133137/138Jul 24$0.84$0.165.25$132.16$137.84
128/130131/132Jul 17$1.67$0.335.06$128.33$132.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 21.22, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$137.00$139.00$141.00Jul 31$0.09$1.9121.22
$145.00$150.00$155.00Aug 21$0.23$4.7720.74
$135.00$137.00$139.00Jul 31$0.15$1.8512.33
$134.00$136.00$138.00Aug 7$0.15$1.8512.33
$134.00$135.00$136.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$136.00$137.00$138.00Jul 17$0.07$0.9313.29
$130.00$135.00$140.00Aug 21$0.55$4.458.09
$115.00$120.00$125.00Aug 21$0.59$4.417.47
$120.00$125.00$130.00Aug 21$0.61$4.397.20
$135.00$136.00$137.00Jul 24$0.15$0.855.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-1.63, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$155.001:2Jul 17-$1.63$8.37
$140.00$147.001:2Aug 14-$0.02$6.98
$150.00$155.001:2Aug 21-$0.20$4.80
$145.00$150.001:2Aug 21-$0.32$4.68
$140.00$145.001:2Aug 21-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Aug 14-$1.90$8.10
$150.00$140.001:2Aug 21-$1.95$8.05
$140.00$134.001:2Jul 31-$0.30$5.70
$120.00$115.001:2Aug 21-$0.03$4.97
$125.00$120.001:2Aug 21-$0.06$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 3.09%, avg 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 21$4.100.431.6%3.09%4.69%33660
$133.00Aug 14$4.000.480.1%3.01%3.11%1--
$134.00Aug 7$3.200.440.8%2.41%3.26%1--
$133.00Jul 31$3.100.480.1%2.33%2.43%652
$135.00Aug 14$3.100.421.6%2.33%3.94%1--
$140.00Aug 21$2.350.305.4%1.77%7.13%696.2K
$135.00Jul 31$2.250.401.6%1.69%3.30%1--
$136.00Aug 7$2.200.372.4%1.66%4.01%2--
$133.00Jul 24$2.100.500.1%1.58%1.68%175
$140.00Aug 14$1.900.285.4%1.43%6.80%516

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

Prior's Put/Call Breakdown

Total Calls 1,408
Total Puts 3,484
Put/Call Ratio 2.47
Net Difference -2,076

Prior 7-Day Put/Call Summary

Total Calls 24,606
Total Puts 28,042
Average Put/Call Ratio 1.56
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