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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Constellation Brands (STZ) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2027 AC
OS Projected Window: Jan. 4, 2027 to Jan. 9, 2027
EVR: 2.2
Avg Daily Volume: 2,196,764    Market Cap: 19.3B
Sector: Consumer Defensive    Short Interest: 4.99
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 6, 2026 AC 2.2 $115.67 @$116.00 $6.85
($115.67)
5.91% 4.01% I 2.35% I $118.39 $5.03
( $118.39 )
-26.57%
June 30, 2026 AC 2.3 $139.09 @$139.00 $10.70
($139.09)
7.7% 3.53% I -1.58% I $136.88 $7.97
( $136.88 )
-25.51%
April 8, 2026 AC 2.3 $150.26 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 7, 2026 AC 2.2 $140.49 @$140.00
Oct. 6, 2025 AC 2.1 $138.71 @$139.00
July 1, 2025 AC 2.0 $166.42 @$167.50
April 9, 2025 AC 2.1 $183.40 @$182.50
Jan. 9, 2025 BO 1.6 $219.28 @$220.00
Oct. 3, 2024 BO 1.5 $255.67 @$255.00
July 3, 2024 BO 1.5 $258.94 @$260.00

 
 
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