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.27.1%
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
+2.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
21
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 18:44 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 | 31.5% | -1.7pt | ±2.3% |
| Oct 30, 2026 | 10 | 29.3% | +0.7pt | ±4.2% |
| Nov 06, 2026 | 17 | 28.4% | +3.8pt | ±5.0% |
| Nov 13, 2026 | 24 | 26.6% | +0.8pt | ±5.5% |
| Nov 20, 2026 | 31 | 27.2% | +1.6pt | ±6.3% |
| Nov 27, 2026 | 38 | 27.1% | +5.8pt | ±7.0% |
| Dec 18, 2026 | 59 | 27.0% | +1.8pt | ±8.7% |
| Jan 15, 2027 | 87 | 29.2% | +1.9pt | ±11.4% |
| Mar 19, 2027 | 150 | 28.5% | +1.8pt | ±14.5% |
| Apr 16, 2027 | 178 | 29.3% | +1.9pt | ±16.3% |
| Jun 17, 2027 | 240 | 30.1% | +2.7pt | ±19.2% |
| Sep 17, 2027 | 332 | 30.2% | +2.4pt | ±22.5% |
| Jan 21, 2028 | 458 | 30.8% | +2.2pt | ±26.8% |
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