STZ AI Report

Constellation Brands Inc. (STZ) - Company Overview & Earnings Preview

Report Created as of: Thursday, 09/18/2025

Share Price: $132.97 ($-0.07) Marketcap: $23.45B

52-Week Range: $133.02 on 09/18/2025 - $258.39 on 09/27/2024

Upcoming Earnings: 10/06/2025 | Analyst Estimate: $3.37 EPS

Sector: Consumer Staples | Industry: Brewers

Business Profile

Constellation Brands is the largest multi-category alcohol supplier in the U.S. The business is anchored by a portfolio of Mexican beer trademarks including Corona and Modelo for which it acquired exclusive and perpetual U.S. ownership from AB InBev. The latter had to divest these rights due to antitrust mandates as it consummated its 2013 acquisition of dominant Mexican brewer Grupo Modelo. Constellation's wine/spirits business has recently transitioned divesting several lower-margin assets including myriad wine brands and its Ballast Point craft beer brand. The firm imports most products after manufacturing them abroad going to market through independent wholesalers. It owns 36% of Canopy Growth a leading provider of medicinal and recreational cannabis products.

Performance Overview

Sector: Consumer Staples
Industry: Brewers

Industry Context

Performance Percentile by historical ranges
2 Weeks	1 Month	3 Months	6 Months	1 Year
17%	2%	3%	7%	16%

Persistent laggard. Brewers industry has been a consistent underperformer both long-term (1 year) and short-term (2 weeks).

This could indicate:

Structural weakness. Weakness is not just cyclical or temporary; it reflects deeper relative underperformance compared to other industries.
No evidence of recovery. Since both horizons are aligned at low levels, there's no sign of momentum improvement.
Capital outflows. Institutions may continue rotating away, further suppressing performance.
Only catalysts matter. Without fundamental change (earnings surprises, policy shifts, new demand drivers), odds of reversal are low.

When both 1-year and 2-week percentiles are low, the industry is a confirmed laggard across horizons, suggesting entrenched underperformance. Momentum and allocation strategies favor staying defensive or bearish, while contrarians should wait for clear catalysts before attempting a reversal play.

Stock vs Sector STZ Performance vs. Sector (Consumer Staples) peers and Overall Market

Performance Percentile by historical ranges
Description	2 Weeks	1 Month	3 Months	6 Months	1 Year
	Sector	12%	4%	22%	30%	11%
	Overall Market	6%	2%	11%	15%	7%

Consistent laggard. Constellation Brands Inc. (STZ) has been underperforming its sector peers both long-term and short-term..

Interpretation:

Persistent weakness. The alignment across horizons suggests that the underperformance is not just temporary but embedded in its relative positioning.
Lack of recovery signals. No evidence of improving momentum, Constellation Brands Inc. stock is staying weak against its sector.
Value trap risk. Being "cheap" relative to peers does not guarantee recovery, stock may stay weak or get weaker
Sector-relative disadvantage. Even if the sector rises, this stock may continue to lag.
Catalyst dependence. Only major positive catalysts (earnings surprise, turnaround news, restructuring) are likely to reverse the trend.
Options traders. Bearish or neutral strategies (e.g., put spreads, call credit spreads) align with persistent weakness.

When both the long-term (1-year) and short-term (2-week and 1-month) percentiles are low, the stock is a confirmed laggard within Consumer Staples sector. This signals entrenched underperformance, favoring bearish or underweight positioning until a clear reversal catalyst emerges.

STZ Volatility Analysis

Current Volatility Snapshot

Implied Volatility (IV): 39%
1-Year IV Percentile: 0%
Current IV is higher than 0% of readings over the past year. It is a clear signal that options are expensive relative to their own history - meaning volatility expectations are high.
Interpretation:
- Expensive options.
- Market expects big moves. Often tied to earnings, major announcements, macro events, or heightened uncertainty.
- Risk of mean reversion. Volatility tends to spike and then contract, so IV may fall back after the event (known as "volatility crush").
1-Year IV Rank: 0
Current IV Rank (0) is High
Interpretation:
- IV is in the upper portion of its range.
- Options are expensive relative to history.
- Market is pricing in higher risk/uncertainty (often ahead of events or during turbulent conditions).
- Risk: If the event passes without major movement, IV may fall back quickly (volatility crush).

Volatility Earnings Historical Analysis Pre-Earnings Volatility ( Quarters)

Current IV percentile based on last Pre-Earnings Analysis of IV: %
Percentile of current IV percentile based on last Pre-Earnings Analysis of IV Percentiles: %
Current IV Rank percentile based on last Pre-Earnings Analysis of IV Ranks:

Interpretation:

Options are cheap vs. their own pre-earnings history

Market isn't expecting a big earnings move. Traders are pricing it in relatively muted volatility compared to prior cycles.
Unusual calm If past earnings usually brought bigger IV spikes, today's reading shows that expectations are suppressed.
Volatility risk skewed upward. Since IV is already low, there's more room for IV to rise than to fall going into earnings.
Mean reversion potential. If volatility tends to expand before or just after earnings, this low percentile could precede a pickup.
Event underpricing? Sometimes low IV percentile signals the market is underestimating earnings risk (providing opportunity for option buyers).

Attractive setup if you believe earnings will produce a larger move than the market expects.

Options Sentiment

Call / Put Ratio

Volume: 0% ( 0% )
Interpretation: Very bearish Market Sentiment: This typically indicates that traders are actively positioning for downward price movement. The market is showing strong bearish sentiment, with many traders buying puts in anticipation of a decline. This could also suggest hedging against downside risk or a general belief that the price will fall.
Open Interest: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Substantially more put open interest. Traders heavily positioned for downside or hedging aggressively. May signal capitulation or oversold conditions if extreme.
Notional Value of Options Traded: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Put notional value far exceeds calls. Large capital flowing into downside protection or bearish bets. Often seen during panic, market stress, or strong downtrends.
Implied Volatility: 105% ( -2% )
Interpretation: Mildly Bullish Market Sentiment: Suggests a mild bullish bias, where the implied volatility for calls is slightly higher than for puts. This indicates that investors are somewhat expecting upward movement or more volatility to the upside. There is a small preference for upside movement, but it is not extreme. Traders might anticipate a moderate increase in price or are hedging for some potential upside, but the sentiment is not strongly bullish.

Summary: A slight bearish bias is present. While traders expect some downside risk, the overall market sentiment is not heavily pessimistic. Caution exists, but confidence in a major decline is low.

Market value of open interest and average strike price weighted by open interest.

Open Interest Skew Report by Expiration
Expiration	Overall			Calls			Put
Expiration	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike
09/19/2025	36,452	$2.71	$170.62	27,862	$0.25	$179.12	8,590	$10.67	$143.03
09/26/2025	4,282	$3.39	$146.02	2,115	$0.68	$154.93	2,167	$6.03	$137.31
10/03/2025	1,984	$3.62	$148	1,113	$0.53	$155.54	871	$7.57	$138.37
10/10/2025	2,522	$7.67	$144.12	877	$2.86	$152.21	1,645	$10.23	$139.8
10/17/2025	33,237	$6.81	$151.61	11,526	$1.04	$176.31	21,711	$9.87	$138.5
10/24/2025	1,729	$3.02	$147.33	1,438	$1.96	$149.93	291	$8.26	$134.44
10/31/2025	169	$5	$136.12	44	$1.92	$151.36	125	$6.09	$130.76
11/21/2025	11,312	$6.91	$142.74	4,846	$2.98	$156.13	6,466	$9.86	$132.72

The average cost per option contract (calculated as mid-price weighted by open interest) for a given expiration month is a proxy for where traders' capital is most heavily positioned.

A higher normalized value indicates that the open interest is concentrated in more expensive options (higher implied volatility or deeper ITM).
A lower normalized value suggests open interest is focused on cheaper, out-of-the-money, or low-volatility options.

The average strike price weighted by open interest shows the "center of gravity" of traders' positioning for that expiration month. The strike price around which the majority of open interest (and thus traders' exposure) is concentrated.

For overall values:

If the value is above the current stock price, it means traders' open interest is concentrated in higher strikes (bullish bias).
If it's below the stock price, open interest is more concentrated in lower strikes (bearish bias).
If it's near the current price, positioning is balanced around the current underlying level.

Trade Ideas

With earnings approaching on 10/06/2025 , probabilistic analysis provided by OptionsTradeAI.com projects the following price bands for the 10/17/2025 expiration:
Historical analysis:

Upper stock price band: $0.00
Low stock price band: $0.00

Earnings-based analysis:

Upper stock price band: $0.00
Low stock price band: $0.00

These projections suggest a 90% probability that the expiration price will remain below the upper and above the lower boundaries, and an 80% probability that it will fall between them. Traders can use these ranges as reference points when selecting strikes for potential selling strategies

Earnings and Historical Bands for Earning Date and following Expiration Dates

Show Chart

Date	10/06/2025
Ern UpBand	141.96
Ern DnBand	126.89
Hst UpBand	139.70
Hst DnBand	122.42

HPT High Probability Trades

The following high-probability options trade ideas can be considered for STZ

Click on "Market" or "Target" column value to view 1 Year or 5 Years Historical Price Return Distribution chart

View

Trade

Estimated
Profit

Probability
of Profit

Expected
P/L

Expected
AROI

Market

Target

Put Credit Spread

Sell Oct.17 125 Put
Buy Oct.17 120 Put

$110

$117

82%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$33

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

82.60%

Short Put

Sell Oct.17 125 Put

$260

$264

85%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$95

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

45.30%

Short Put

Sell Oct.24w 125 Put

$285

$302

86%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$115

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

44.29%

Put Credit Spread

Sell Oct.24w 125 Put
Buy Oct.24w 120 Put

$95

$117

82%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$22

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

42.83%

Short Put

Sell Oct.31w 130 Put

$510

$520

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$167

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

36.58%

Short Put

Sell Nov.21 130 Put

$660

$663

77%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$244

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

33.79%

Put Credit Spread

Sell Oct.31w 125 Put
Buy Oct.31w 120 Put

$100

$129

80%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$19

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

30.65%

Call Debit Spread

Sell Oct.17 125 Call
Buy Oct.17 110 Call

$170

$203

83%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$27

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

20.05%

Call Credit Spread

Sell Nov.21 150 Call
Buy Nov.21 155 Call

$75

$80

85%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

$10

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

10.87%

Put Debit Spread

Sell Oct.17 140 Put
Buy Oct.17 155 Put

$220

$235

76%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings Earnings Probability takes stock historical behavior, before and after earnings announcement, into consideration.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.
Earnings EPL Earnings EPL takes stock historical behavior, before and after earnings announcement, into consideration.

2.83%