STZ

CONSTELLATION BRANDS, INC.

131.39^post−$0.03 (−0.02%)at close +$0.00 (+0.00%)

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as of 19:59:59 UTCnext report Oct 5 · 61d

Earnings Room‹ back to STZ

The report

fiscal Q2 2027 · from the company's notice

Oct 5after close61days out

Expected movement

market-implied · at the Aug 4 close

±3.5%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.

The full straddle prices ±10.4% over the 73 days to expiry; the rest of that is everyday movement, which the chain prices at 32% annualized. Priced this far out it is a provisional reading, and it firms up as the report approaches.

expiry Oct 16 · first after the reportATM strike 130straddle 16.00ATM IV 34% vs 34% at Dec 18× 0.85 straddle-to-rangespot 131.39

Blast radius

7 linked · N-PORT + EDGAR

If STZ moves ±10.4% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.

XLPfundState Street Consumer Staples Select Sector SPDR ETF1.4% of the fund0.1%RSPfundInvesco S&P 500 Equal Weight ETF0.20% of the fund0.02%VIGfundVanguard Dividend Appreciation Index Fund0.10% of the fund0.01%VTVfundVanguard Value Index Fund0.09% of the fund0.01%SPYfundSPDR S&P 500 ETF Trust0.04% of the fund0.00%VOOfundVanguard 500 Index Fund0.04% of the fund0.00%OIsupplierOwens-Illinois×0.42 · 500 days4.3%

Positioning

Butterfly Ladder

No options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.

The record

expected in pale · actual in full color

5/8reports moved further than the options market had pricedtypically ±5.7% realized vs ±4.7% priced

Jun 30 '26±5.4%→−1.6%×0.30

Apr 8 '26±4.3%→+8.5%×1.99

Jan 7 '26±4.7%→+5.3%×1.13

Oct 6 '25±5.1%→+1.0%×0.20

Sep 2 '25±3.5%→−6.6%×1.90

Jul 1 '25±4.4%→+4.5%×1.01

Apr 9 '25±7.1%→+0.7%×0.10

Jan 10 '25±3.1%→−17.1%×5.55

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q1 FY27 · reported 3.79 · rev $2.6B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.