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Constellation Brands (STZ) puts more active than call into Q2

October 3, 2018 10:17 AM

Constellation Brands (NYSE: STZ) October weekly call option implied volatility is at 65, October is at 29, November is at 22; compared to its 52-week range of 15 to 37 into the expected release of Q2 results on October 4. October 212.50 straddle priced for a move of 4.5%. Call put ratio 1 call to 2.4 puts with focus on October weekly and October 210 puts.

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