File: STZConsumer StaplesCLIPPED · 2026-06-30

STZ

Constellation Brands

Sector benchmark XLP

139.09

−0.4%

±6.4%into Jul 2130.24–147.94±7.7%monthly128.44–149.74Pullback · —Knife · —Momentum · —DP short-vol · 37% ▴ above 20d

Price · 6 months · dailyprice50-day200-day

Option levels

6m high165.58

6m low135.40

Vol vs 20d avg1.9× · heavy

Off 52-wk high-18.9%

Dark pool FINRA · T+1

Short-vol ratio37% · above 20d

Off-exchange share35%

vs own 1-yr (z)-2.7

full dark-pool history →

Sector RS vs XLP

−8.6%vs XLP · 63 sessions

STZ vs XLP · 3m−8.6%

STZ vs XLP · 6m−5.3%

ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall140.00

Zero-gamma139.50

Put wall142.00

Spot vs zero-γ0.3% below

Dealer posturelong gamma · dampens moves

nearest expiry 2026-07-02 · heuristics · full profile →

Auto-note //Sitting below zero-gamma (139.50) — dealer hedging chases moves below it. The 140.00 call wall is the nearest-expiry ceiling heuristic; 142.00 is the floor. Options price ±6.4% into Jul 2. Dark-pool short volume at 37% and above vs its 20-day.

Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.