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Constellation Brands STZ 145.49 7.36 5.33%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $145.49
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$2.17 $143.32 – $147.66 $142.90 – $148.08 $140.85 – $150.13
2 sessions ±2.1% ±$3.01 $142.48 – $148.50 $141.84 – $149.14 $139.00 – $151.98
3 sessions ±2.6% ±$3.78 $141.71 – $149.27 $140.97 – $150.01 $137.43 – $153.55
1 week ±3.3% ±$4.82 $140.67 – $150.31 $139.60 – $151.38 $135.23 – $155.75
2 weeks ±4.6% ±$6.75 $138.74 – $152.24 $137.14 – $153.84 $131.07 – $159.91
3 weeks ±5.8% ±$8.37 $137.12 – $153.86 $135.09 – $155.89 $127.81 – $163.17
1 month ±6.5% ±$9.43 $136.06 – $154.92 $133.72 – $157.26 $125.50 – $165.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.83%
Average actual move
4.55%
Beyond the implied move
1 / 6
Median IV change
-36.25%
Reaction session Implied Actual Used ATM IV before → after
October 07, 2026 ±4.97% +2.35% 0.47× —
July 01, 2026 ±6.40% -1.59% 0.25× —
October 07, 2025 ±5.77% +1.03% 0.18× 49.1% → 34.7%
July 02, 2025 ±5.92% +4.48% 0.76× 42.6% → 27.2%
April 10, 2025 ±8.29% +0.74% 0.09× 58.2% → 34.8%
January 10, 2025 ±3.65% -17.09% 4.68× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →