STZ · Expected Move
Constellation Brands, Inc.
The expected move for STZ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
STZ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current STZ Expected Move
30-Day Straddle
$9.20
7-Day Straddle
$3.35
30-Day ATM IV
28.5%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to STZ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
STZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $9.20 | $3.35 | 28.5% | 26% |
| 20261016 | $8.25 | $4.38 | 28.2% | 23% |
| 20261015 | $8.15 | $4.30 | 28.1% | 22% |
| 20261014 | $8.03 | $5.83 | 27.9% | 20% |
| 20261013 | $8.40 | $4.85 | 28.7% | 26% |
| 20261012 | $8.70 | $3.40 | 28.5% | 24% |
| 20261009 | $8.25 | $3.95 | 29.9% | 34% |
| 20261008 | $7.98 | $4.28 | 28.7% | 26% |
| 20261007 | $7.67 | $4.67 | 28.2% | 22% |
| 20261006 | $10.50 | $6.80 | 38.4% | 89% |
| 20261005 | $10.00 | $5.50 | 37.5% | 84% |
| 20261002 | $9.45 | $6.20 | 37.4% | 83% |
| 20261001 | $9.70 | $6.55 | 38.1% | 87% |
| 20260930 | $9.55 | $5.80 | 37.2% | 82% |
| 20260929 | $9.55 | $7.00 | 36.2% | 75% |
| 20260928 | $9.80 | $2.67 | 37.2% | 82% |
| 20260925 | $8.80 | $3.35 | 35.7% | 72% |
| 20260924 | $9.00 | $3.80 | 35.8% | 72% |
| 20260923 | $9.40 | $4.03 | 35.7% | 72% |
| 20260922 | $9.80 | $4.35 | 36.4% | 77% |
| 20260921 | $9.85 | $3.12 | 35.5% | 71% |
| 20260918 | $9.40 | $3.48 | 35.3% | 69% |
| 20260917 | $10.00 | $3.92 | 34.8% | 66% |
| 20260916 | $9.95 | $4.62 | 35.1% | 68% |
| 20260915 | $10.15 | $4.80 | 35.3% | 69% |
| 20260914 | $10.55 | $3.27 | 35.9% | 73% |
| 20260911 | $9.65 | $3.62 | 35.5% | 71% |
| 20260910 | $9.60 | $4.40 | 34.7% | 66% |
| 20260909 | $8.90 | $4.22 | 32.5% | 51% |
| 20260908 | $10.40 | $5.12 | 36.7% | 79% |
| 20260904 | $8.07 | $4.55 | 29.9% | 34% |
| 20260903 | $8.70 | $4.38 | 30.2% | 36% |
| 20260902 | $8.38 | $3.62 | 27.9% | 20% |
| 20260901 | $9.50 | $4.70 | 30.3% | 36% |
| 20260831 | $9.05 | $2.83 | 29.2% | 29% |
| 20260828 | $7.47 | $3.62 | 27.6% | 19% |
| 20260827 | $8.35 | $3.35 | 28.4% | 24% |
| 20260826 | $8.65 | $4.75 | 27.5% | 18% |
| 20260825 | $8.90 | $4.65 | 28.6% | 25% |
| 20260824 | $9.20 | $3.33 | 28.2% | 23% |
| 20260821 | $7.50 | $3.97 | 26.0% | 8% |
| 20260820 | $8.20 | $4.35 | 27.1% | 16% |
| 20260819 | $8.70 | $4.40 | 28.1% | 22% |
| 20260818 | $8.70 | $4.78 | 27.8% | 20% |
| 20260817 | $8.70 | $3.22 | 27.4% | 18% |
| 20260814 | $7.10 | $3.67 | 24.8% | 0% |
| 20260813 | $8.50 | $3.88 | 28.0% | 19% |
| 20260812 | $8.65 | $4.25 | 28.5% | 22% |
| 20260811 | $8.55 | $5.00 | 27.4% | 16% |
| 20260810 | $9.38 | $3.42 | 29.6% | 30% |
| 20260807 | — | — | 29.5% | 29% |
| 20260806 | $9.35 | $4.85 | 31.3% | 42% |
| 20260805 | $8.45 | $5.47 | 29.2% | 28% |
| 20260804 | $10.10 | $5.90 | 33.7% | 58% |
| 20260803 | $10.05 | $3.98 | 32.9% | 52% |
| 20260731 | $8.80 | $4.35 | 30.6% | 37% |
| 20260730 | $9.45 | $5.10 | 31.7% | 44% |
| 20260729 | $9.05 | $5.38 | 30.2% | 34% |
| 20260728 | $9.60 | $6.45 | 31.6% | 44% |
| 20260727 | $9.75 | $4.20 | 32.3% | 48% |
More on STZ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.