Pre-Earnings Intraday Option Activity
Intraday option activity for companies reporting after the close on Tuesday, June 30, 2026 or before the open on Wednesday, July 1, 2026
GIS
General Mills
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
2.89%
10.61%
$35.12
11,018
192,257
Option Type
Strike
Volume
Open Interest
Expiration
Put
$37.50
853
819
7/17/2026
Monthly
STZ
Constellation Brands
Call Volume
Volatility
Options
Average
Last Trade
Total Volume
Open Interest
6.20%
2.94%
$138.17
7,961
86,273
Option Type
Strike
Volume
Open Interest
Expiration
Call
$145.00
703
340
7/2/2026
Weekly