Tour v366
CAG
CONAGRA BRANDS INC
$14.64 +2.52%
$14.58 (-0.38%)🌙
as of 07/20 06:17 PM
7/20 18:17

Option Volume

Detail
Current (07/20) 12,723
Calls: 11,010 (87%)
Puts: 1,713 (13%)
Prior (07/17) 16,804
Calls: 14,151 (84%)
Puts: 2,653 (16%)
Current vs Prior -24.29%
Calls: -22.20% (Calls)
Puts: -35.43% (Puts)
Prior 7-Day Total 94,991
Calls: 60,839 (64%)
Puts: 34,152 (36%)
Prior 7-Day Average 13,570
Calls: 8,691 (64%)
Puts: 4,878 (36%)
Current vs Prior 7-Day Avg -6.24%
Calls: +26.68%
Puts: -64.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $526.6K
Calls: $488.5K (93%)
Puts: $38.1K (7%)
Prior (07/17) $1.05M
Calls: $899.2K (86%)
Puts: $150.1K (14%)
Current vs Prior -49.82%
Calls: -45.68%
Puts: -74.62%
Prior 7-Day Total $4.91M
Calls: $3.37M (69%)
Puts: $1.54M (31%)
Prior 7-Day Average $701.5K
Calls: $481.7K (69%)
Puts: $219.7K (31%)
Current vs Prior 7-Day Avg -24.93%
Calls: +1.39%
Puts: -82.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.16
Prior (07/17) 0.19
Current vs Prior -17.01%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -76.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 130,212
Calls: 93,947 (72%)
Puts: 36,265 (28%)
Prior (07/17) 177,064
Calls: 125,002 (71%)
Puts: 52,062 (29%)
Current vs Prior -26.46%
Prior 7-Day Total 1,270,458
Calls: 858,467 (68%)
Puts: 411,991 (32%)
Prior 7-Day Average 181,494
Calls: 122,638 (68%)
Puts: 58,855 (32%)
Current vs Prior 7-Day Avg -28.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.12% | 7.51%10.25% | 11.48%
Prior 6.16% | 8.26%4.06% | 8.82%
Current vs Prior -16.87% | -9.07%+152.26% | +30.05%
Prior 7-Day Avg 6.43% | 8.33%6.80% | 10.03%
Current vs 7-Day Avg -20.37% | -9.82%+50.77% | +14.45%
Prior 7-Day Eod 6.16% | 8.26%4.06% | 8.82%
Current vs 7-Day Eod -16.87% | -9.07%+152.26% | +30.05%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 40.25% | 25.66%
Calls: 33.33% | 25.00%
Puts: 47.17% | 26.32%
Prior 40.25% | 25.66%
Calls: 33.33% | 25.00%
Puts: 47.17% | 26.32%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.21% | 22.84%
Calls: 28.57% | 23.63%
Puts: 53.85% | 22.05%
Current vs 7-Day Avg -2.33% | +12.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($488.5K) vs puts ($38.1K). Extreme bullish P/C ratio of 0.16 - heavy call buying (11,010 calls vs 1,713 puts). Call-heavy open interest (93,947 calls vs 36,265 puts) suggests bullish positioning. Declining open interest (down 26%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.300.35$0.3215.6%9510.632.0K
$15.00Aug 140.300.35$0.3215.6%3900.37243
$14.50Aug 140.500.60$0.5518.2%1650.53403
$14.50Aug 210.600.70$0.6515.4%530.53--
$14.50Aug 280.650.75$0.7014.3%100.5325
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.350.40$0.3813.2%1100.34859
$15.00Jul 310.600.70$0.6515.4%50.67--
$15.00Aug 210.800.90$0.8511.8%20.59--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 311.952.25$2.1014.3%61.00--
$12.00Aug 72.353.20$2.7830.6%111.00--
$13.00Jul 311.551.75$1.6512.1%240.9826
$12.50Jul 241.952.25$2.1014.3%30.96514
$13.00Jul 241.451.75$1.6018.8%30.9559
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 241.752.20$1.9822.7%20.95--
$16.00Jul 241.251.60$1.4324.5%20.95--
$15.50Jul 240.801.15$0.9835.7%20.94--
$16.00Jul 311.402.05$1.7337.6%20.93--
$17.50Jul 242.753.10$2.9311.9%80.861

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 9.9K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 240.650.80$0.7320.5%1.5K0.821.2K
$15.00Aug 210.350.50$0.4334.9%1.1K0.404.6K
$14.50Jul 240.300.35$0.3215.6%9510.632.0K
$15.00Jul 310.150.20$0.1827.8%8600.332.8K
$16.00Aug 210.100.15$0.1338.5%7570.17773
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.100.20$0.1566.7%4910.38168
$14.00Jul 240.050.10$0.0862.5%3000.18675
$13.50Jul 240.000.05$0.03166.7%1690.07342
$13.00Aug 210.100.20$0.1566.7%1150.162.7K
$14.00Aug 210.350.40$0.3813.2%1100.34859

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 63.6%, max 227.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 24Aug 7128.1%50.0%156.1%125
$17.00Jul 24Aug 2883.8%35.8%134.0%3--
$13.00Jul 24Aug 2873.4%36.0%104.1%561
$12.50Jul 24Jul 3192.2%53.6%71.8%9514
$13.50Jul 24Aug 2154.7%38.5%41.9%46362
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 24Aug 28128.1%39.1%227.9%423
$13.00Jul 24Aug 2873.4%36.0%104.1%16484
$16.00Jul 24Aug 2155.5%32.9%68.9%7--
$13.50Jul 24Aug 2854.7%34.7%57.5%190351
$14.00Jul 24Aug 2850.2%36.5%37.3%307685

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 4.88, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.50$16.00Aug 21$0.10$0.40$0.104.00$15.60
$15.00$15.50Jul 24$0.12$0.38$0.123.17$15.12
$15.00$15.50Aug 7$0.12$0.38$0.123.17$15.12
$15.50$16.00Aug 28$0.12$0.38$0.123.17$15.62
$15.00$15.50Aug 14$0.14$0.36$0.142.57$15.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.00Aug 7$0.17$0.83$0.174.88$13.83
$14.00$13.50Jul 31$0.10$0.40$0.104.00$13.90
$13.50$13.00Aug 21$0.10$0.40$0.104.00$13.40
$13.50$13.00Aug 28$0.10$0.40$0.104.00$13.40
$14.00$13.50Aug 21$0.13$0.37$0.132.85$13.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 7.33, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.88$0.88$0.127.33$13.88
$13.50$14.00Jul 24$0.40$0.40$0.104.00$13.90
$13.00$14.00Aug 28$0.70$0.70$0.302.33$13.70
$14.00$14.50Aug 7$0.33$0.33$0.171.94$14.33
$14.00$14.50Aug 14$0.33$0.33$0.171.94$14.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.00Aug 21$0.75$0.75$0.253.00$15.25
$15.00$14.50Jul 31$0.30$0.30$0.201.50$14.70
$15.00$14.50Jul 24$0.28$0.28$0.221.27$14.72
$15.00$14.00Aug 21$0.47$0.47$0.530.89$14.53
$14.00$13.50Aug 28$0.20$0.20$0.300.67$13.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.16, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 24Jul 31$0.0539.4%35.0%
$14.50Jul 24Jul 31$0.1337.2%39.0%
$12.00Jul 24Aug 7$0.18128.1%50.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Aug 7Aug 21$0.0541.0%39.7%
$13.50Jul 24Jul 31$0.0754.7%46.3%
$14.00Jul 24Jul 31$0.1250.2%43.7%
$14.50Jul 24Jul 31$0.2037.2%39.0%
$15.00Jul 24Jul 31$0.2246.6%33.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 3.21% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Jul 24$0.32$0.15$0.47$14.03$14.973.21%
$15.00Jul 24$0.15$0.43$0.58$14.42$15.583.96%
$14.50Jul 31$0.45$0.35$0.80$13.70$15.305.46%
$14.00Jul 24$0.73$0.08$0.81$13.19$14.815.53%
$15.00Jul 31$0.18$0.65$0.83$14.17$15.835.67%
$14.00Jul 31$0.77$0.20$0.97$13.03$14.976.63%
$15.50Jul 24$0.03$0.98$1.01$14.49$16.516.90%
$14.00Aug 7$0.83$0.25$1.08$12.92$15.087.38%
$13.50Jul 24$1.13$0.03$1.16$12.34$14.667.92%
$14.00Aug 14$0.88$0.30$1.18$12.82$15.188.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.41% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$13.50Jul 24$0.03$0.03$0.06$13.44$15.56
$15.50$13.00Jul 24$0.03$0.03$0.06$12.94$15.56
$16.00$13.00Jul 31$0.03$0.03$0.06$12.94$16.06
$15.50$12.00Jul 24$0.03$0.05$0.08$11.92$15.58
$15.50$14.00Jul 24$0.03$0.08$0.11$13.89$15.61
$15.50$13.00Jul 31$0.08$0.03$0.11$12.89$15.61
$16.00$13.50Jul 31$0.03$0.10$0.13$13.37$16.13
$16.00$13.00Aug 7$0.05$0.08$0.13$12.87$16.13
$17.00$12.00Aug 28$0.08$0.05$0.13$11.87$17.13
$16.50$12.50Aug 21$0.08$0.08$0.16$12.34$16.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 4.00, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1414/14Aug 21$0.40$0.104.00$13.10$14.40
14/1415/16Aug 28$0.38$0.123.17$13.62$15.38
14/1414/15Jul 31$0.37$0.132.85$13.63$14.87
14/1414/15Aug 21$0.35$0.152.33$13.65$14.85
14/1415/16Aug 21$0.33$0.171.94$13.67$15.33
13/1414/15Aug 21$0.32$0.181.78$13.18$14.82
13/1414/15Aug 28$0.32$0.181.78$13.18$14.82
14/1416/16Aug 28$0.32$0.181.78$13.68$15.82
13/1415/16Aug 21$0.30$0.201.50$13.20$15.30
14/1516/16Aug 21$0.57$0.431.33$14.43$16.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$16.50$17.00$17.50Aug 21$0.05$0.459.00
$15.00$15.50$16.00Aug 28$0.06$0.447.33
$13.00$13.50$14.00Jul 24$0.07$0.436.14
$15.50$16.00$16.50Aug 14$0.07$0.436.14
$15.50$16.00$16.50Aug 28$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Jul 24$0.05$0.459.00
$12.00$12.50$13.00Aug 21$0.07$0.436.14
$15.50$16.00$16.50Jul 24$0.10$0.404.00
$13.00$13.50$14.00Aug 28$0.10$0.404.00
$14.00$15.00$16.00Aug 21$0.28$0.722.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.03, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$17.001:2Jul 24-$0.03$1.47
$13.00$14.001:2Aug 28-$0.30$0.70
$12.00$13.001:2Aug 7-$0.42$0.58
$15.50$16.001:2Aug 28-$0.06$0.44
$16.00$16.501:2Aug 28-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Jul 24-$0.07$0.93
$16.00$15.001:2Aug 21-$0.10$0.90
$14.50$14.001:2Jul 31-$0.05$0.45
$13.00$12.501:2Aug 28-$0.05$0.45
$15.50$15.001:2Jul 31-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.73%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 28$0.400.412.5%2.73%5.19%3382
$15.00Aug 21$0.350.402.5%2.39%4.85%1.1K4.6K
$15.00Aug 14$0.300.372.5%2.05%4.51%390243
$15.50Aug 28$0.250.305.9%1.71%7.58%1278
$15.00Aug 7$0.200.352.5%1.37%3.83%100230
$15.50Aug 21$0.200.275.9%1.37%7.24%178--
$15.00Jul 31$0.150.332.5%1.02%3.48%8602.8K
$15.50Aug 14$0.150.245.9%1.02%6.90%171--
$16.00Aug 28$0.150.209.3%1.02%10.31%7119
$15.50Aug 7$0.100.215.9%0.68%6.56%2491.7K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 11,010
Total Puts 1,713
Put/Call Ratio 0.16
Net Difference 9,297

Prior's Put/Call Breakdown

Total Calls 14,151
Total Puts 2,653
Put/Call Ratio 0.19
Net Difference 11,498

Prior 7-Day Put/Call Summary

Total Calls 60,839
Total Puts 34,152
Average Put/Call Ratio 0.67
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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