Quantcha now offering unlimited commission-free options trading. Quantchabot has detected a promising Long Risk Reversal trade opportunity for CONSTELLATION BRANDS (STZ) for the 22-May-2020 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine. STZ was recently trading at $153.50 and has an implied volatility of 55.02% for this period. Based on an analysis of the options available for STZ expiring on 22-May-2020, there is a 34.14% likelihood that the underlying will close within the analyzed range of $153.69-$186.58 at expiration. In this scenario, the average linear return for the trade would be 26.00%. Big 7.90% Change: After closing the last trading session at $142.26, CONSTELLATION BRANDS opened today at $156.49 and has reached a high of $162.99. Trade approach: A movement as big as 7.90% is a significantly bullish indicator, so this trade is designed to be profitable if STZ maintains its current direction and does not revert back to pricing on the bearish side of $153.50 on 22-May-2020. If possible, the trade has been padded such that slight movement against the trade would still return a profit. Upside potential: Using this bullish strategy, the trade would be profitable if CONSTELLATION BRANDS closes at or above $152.70 on 22-May-2020. Based on our risk-neutral analysis, there is a 51.33% likelihood of this return. Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment. To analyze this trade in depth, please visit the Quantcha Options Search Engine.