STZ (Constellation Brands, Inc.)

Expected Move & Straddle Price History

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).

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.

Current STZ Expected Move
30-Day Straddle
$9.50
7-Day Straddle
$4.70
Avg IV
0.4%
IV Rank
10%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $9.50 $4.70 0.4% 10%
20260831 $9.05 $2.83 0.4% 10%
20260828 $7.47 $3.62 0.4% 10%
20260827 $8.35 $3.35 0.4% 11%
20260826 $8.65 $4.75 0.4% 10%
20260825 $8.90 $4.65 0.4% 9%
20260824 $9.20 $3.33 0.4% 10%
20260821 $7.50 $3.97 0.7% 88%
20260820 $8.20 $4.35 0.7% 89%
20260819 $8.70 $4.40 0.7% 89%
20260818 $8.70 $4.78 0.7% 89%
20260817 $8.70 $3.22 0.6% 83%
20260814 $7.10 $3.67 0.3% 0%
20260813 $8.50 $3.88 0.4% 8%
20260812 $8.65 $4.25 0.4% 11%
20260811 $8.55 $5.00 0.4% 7%
20260810 $9.38 $3.42 0.4% 9%
20260806 $9.35 $4.85 0.4% 11%
20260805 $8.45 $5.47 0.4% 14%
20260804 $10.10 $5.90 0.4% 16%
20260803 $10.05 $3.98 0.4% 15%
20260731 $8.80 $4.35 0.4% 15%
20260730 $9.45 $5.10 0.4% 13%
20260729 $9.05 $5.38 0.4% 17%
20260728 $9.60 $6.45 0.4% 19%
20260727 $9.75 $4.20 0.4% 19%
20260724 $8.95 $4.70 0.5% 36%
20260723 $9.20 $5.30 0.5% 34%
20260722 $9.95 $5.80 0.5% 30%
20260721 $10.05 $6.22 0.5% 31%
20260720 $10.30 $4.18 0.5% 31%
20260716 $9.80 $5.05 0.4% 19%
20260715 $9.65 $5.50 0.4% 19%
20260714 $10.80 $6.20 0.4% 24%
20260713 $10.65 $4.30 0.4% 20%
20260710 $9.50 $4.43 0.4% 26%
20260709 $9.20 $4.80 0.4% 25%
20260708 $9.50 $5.05 0.4% 28%
20260707 $9.70 $5.55 0.4% 25%
20260706 $10.10 $4.05 0.4% 27%
20260702 $9.90 $5.72 0.6% 57%
20260701 $9.80 $5.60 0.6% 57%
20260630 $12.60 $9.80 0.6% 65%
20260629 $11.75 $8.00 0.6% 57%
20260626 $12.25 $9.25 0.6% 57%
20260625 $11.35 $8.55 0.6% 55%
20260624 $12.10 $8.65 0.6% 61%
20260623 $12.50 $9.15 0.6% 54%
20260622 $12.45 $3.80 0.6% 55%
20260618 $11.80 $5.05 0.7% 87%
20260617 $12.30 $5.97 0.7% 93%
20260616 $12.90 $6.20 0.7% 83%
20260615 $13.10 $3.55 0.6% 75%
20260613 $12.75 $4.80 0.7% 85%
20260612 $12.05 $4.32 0.5% 48%
20260611 $12.60 $5.53 0.7% 85%
20260610 $12.70 $5.90 0.6% 62%
20260609 $12.85 $6.30 0.6% 55%
20260608 $13.10 $4.28 0.5% 51%
20260605 $12.15 $5.30 0.6% 61%