STZ volatilità Constellation Brands, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.26.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.24.3%
HV6028.1%
Spread IV − HV20
+1.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
19
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 09:44 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 30.4% | -0.1pt | ±2.6% |
| Oct 30, 2026 | 10 | 31.2% | -0.2pt | ±4.6% |
| Nov 06, 2026 | 17 | 31.4% | -6.3pt | ±5.7% |
| Nov 13, 2026 | 24 | 24.5% | +4.6pt | ±5.2% |
| Nov 20, 2026 | 31 | 26.4% | -1.1pt | ±6.3% |
| Nov 27, 2026 | 38 | 25.0% | -4.4pt | ±6.5% |
| Dec 18, 2026 | 59 | 26.6% | +1.3pt | ±8.6% |
| Jan 15, 2027 | 87 | 28.5% | +0.7pt | ±11.1% |
| Mar 19, 2027 | 150 | 27.5% | +0.6pt | ±14.0% |
| Apr 16, 2027 | 178 | 29.8% | +0.3pt | ±16.5% |
| Jun 17, 2027 | 240 | 29.7% | +2.3pt | ±18.9% |
| Sep 17, 2027 | 332 | 30.1% | +1.6pt | ±22.2% |
| Jan 21, 2028 | 458 | 30.3% | +1.1pt | ±26.5% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20