›››
Loading...
Loading...
Earnings within a week — IV crush risk
Constellation Brands (STZ) operates in the Consumer Staples sector and has actively traded listed options. IV Rank 47% is 5pp above the Consumer Staples sector median of 42%. See Walls for support and resistance levels.
STZ Edge Score: 62/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 6 days. Premium selling is risky around binary events. Consider waiting until after the announcement.
See full analysis →STZ conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (34.8%, OHLC-based) captures intraday volatility, while ORATS RV (31.1%, close-to-close) uses only closing prices. For STZ, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 3.7pp. Full IV Analysis →
Earnings impact: Raw VRP (+7.0pp) includes an IV premium from upcoming earnings (6d). Excluding this premium, VRP is +1.2pp. The 6pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Constellation Brands shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 34.8% over 20 days versus a 30.7% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.82, indicating calming conditions relative to implied expectations. A consumer staples sector component tracked by volradar. For premium sellers tracking STZ, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
STZ has maintained a consistent volatility profile over the past 18 trading days. The RV ratio has held in a range of 1.25 to 1.27, with 0% of days in seller-favorable territory. Stable regimes can persist for weeks in consumer staples stocks, making STZ a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect STZ to move approximately ±$3.30 (2.2%) per day and ±$7.39 (4.9%) over five trading days. At a stock price of $150.74, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
VolRadar's algorithm currently flags STZ in a caution zone. Earnings in 6 days. Stock can gap 10%+ overnight, making premium selling extremely risky. This doesn't mean STZ is a bad stock — it means current volatility conditions don't offer the statistical edge that premium sellers look for. Conditions can change quickly; VolRadar updates this assessment daily before market open.
Constellation Brands reports earnings in approximately 6 trading days. Earnings events are the single largest source of overnight gap risk for option sellers. STZ's earnings reactions, while typically more contained than high-beta names, can still exceed the implied move. Most premium selling approaches are designed for gradual time decay — not binary events. Consider closing existing positions or significantly widening strikes.
Consumer staples typically offer lower volatility — useful for premium sellers seeking consistency over large premiums. STZ specifically a Consumer Staples sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks STZ daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about STZ
Constellation Brands currently shows a weak premium selling signal because earnings in 6 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Constellation Brands has earnings in 6 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
VolRadar tracks Constellation Brands across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Constellation Brands currently shows a weak premium selling signal because earnings in 6 days. Consider waiting for conditions to improve.
Constellation Brands's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.82.
Constellation Brands's snapshot: IV Rank 47% (average premiums), VRP +7.0pp (options overpriced), RV Ratio 0.82 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Constellation Brands: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Constellation Brands right now: earnings in 6 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Constellation Brands has earnings in approximately 6 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Constellation Brands's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Constellation Brands's Volatility Risk Premium (VRP) is +7.0pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Staples tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.