Tour v381
CAG
CONAGRA BRANDS INC
$14.85 +1.43%
$14.97 (+0.81%)🌙
as of 07/21 06:18 PM
7/21 18:18

Option Volume

Detail
Current (07/21) 7,370
Calls: 5,517 (75%)
Puts: 1,853 (25%)
Prior (07/20) 12,723
Calls: 11,010 (87%)
Puts: 1,713 (13%)
Current vs Prior -42.07%
Calls: -49.89% (Calls)
Puts: +8.17% (Puts)
Prior 7-Day Total 100,619
Calls: 67,088 (67%)
Puts: 33,531 (33%)
Prior 7-Day Average 14,374
Calls: 9,584 (67%)
Puts: 4,790 (33%)
Current vs Prior 7-Day Avg -48.73%
Calls: -42.44%
Puts: -61.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $369.0K
Calls: $272.7K (74%)
Puts: $96.3K (26%)
Prior (07/20) $526.6K
Calls: $488.5K (93%)
Puts: $38.1K (7%)
Current vs Prior -29.92%
Calls: -44.17%
Puts: +152.71%
Prior 7-Day Total $5.10M
Calls: $3.65M (71%)
Puts: $1.46M (29%)
Prior 7-Day Average $728.7K
Calls: $520.7K (71%)
Puts: $208.0K (29%)
Current vs Prior 7-Day Avg -49.36%
Calls: -47.62%
Puts: -53.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.34
Prior (07/20) 0.16
Current vs Prior +115.88%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -46.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 149,697
Calls: 115,946 (77%)
Puts: 33,751 (23%)
Prior (07/20) 130,212
Calls: 93,947 (72%)
Puts: 36,265 (28%)
Current vs Prior +14.96%
Prior 7-Day Total 1,251,603
Calls: 849,521 (68%)
Puts: 402,082 (32%)
Prior 7-Day Average 178,800
Calls: 121,360 (68%)
Puts: 57,440 (32%)
Current vs Prior 7-Day Avg -16.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.45% | 7.27%9.43% | 11.11%
Prior 5.12% | 7.51%10.25% | 11.48%
Current vs Prior +6.47% | -3.21%-7.99% | -3.17%
Prior 7-Day Avg 6.60% | 8.18%7.03% | 10.03%
Current vs 7-Day Avg -17.34% | -11.06%+34.09% | +10.76%
Prior 7-Day Eod 5.12% | 7.51%10.25% | 11.48%
Current vs 7-Day Eod +6.47% | -3.21%-7.99% | -3.17%
Sentiment BEARISHBULLISH

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 39.77% | 23.29%
Calls: 29.36% | 23.63%
Puts: 50.17% | 22.95%
Current vs 7-Day Avg +1.21% | +10.18%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($272.7K). Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (5,517 calls vs 1,853 puts). P/C ratio rising 116% - increased hedging/bearish positioning.

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 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 211.001.10$1.059.5%930.742.8K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.52, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 210.250.30$0.2817.9%3160.31174
$15.00Aug 70.300.35$0.3215.6%1360.42330
$15.00Aug 140.350.40$0.3813.2%2020.42589
$14.50Jul 310.500.60$0.5518.2%2210.634.2K
$15.00Aug 280.500.60$0.5518.2%240.45115
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.250.30$0.2817.9%760.29904
$14.50Aug 70.350.40$0.3813.2%520.4131
$15.00Aug 210.650.75$0.7014.3%90.56338
$15.00Aug 280.750.90$0.8318.1%20.55--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 311.952.60$2.2828.5%11.004
$13.00Jul 311.652.05$1.8521.6%121.0027
$12.50Jul 241.952.55$2.2526.7%10.94--
$13.00Jul 241.402.05$1.7337.6%30.9460
$12.00Jul 242.452.95$2.7018.5%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 241.452.00$1.7331.8%10.94--
$17.50Jul 242.203.10$2.6534.0%10.913
$16.00Jul 311.201.70$1.4534.5%10.88--
$17.00Aug 282.152.80$2.4726.3%20.873
$16.00Aug 71.201.70$1.4534.5%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 4.9K, top 589)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 240.100.15$0.1338.5%5890.382.9K
$15.50Aug 210.250.30$0.2817.9%3160.31174
$15.50Jul 310.050.10$0.0862.5%2920.18200
$15.00Jul 310.200.30$0.2540.0%2730.403.4K
$15.00Aug 210.400.50$0.4522.2%2710.445.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.050.10$0.0862.5%5180.24633
$14.00Aug 70.200.25$0.2321.7%1150.27--
$13.50Jul 310.000.05$0.03166.7%1100.07876
$13.50Aug 140.100.20$0.1566.7%910.1861
$13.00Aug 210.100.15$0.1338.5%890.132.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 56.5%, max 140.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 24Aug 2190.6%37.7%140.5%13408
$13.00Jul 24Aug 2191.5%40.6%125.6%10309
$13.50Jul 24Aug 2170.1%36.2%93.6%27405
$12.50Jul 24Jul 31113.0%68.2%65.8%24
$14.00Jul 24Aug 2848.4%34.1%41.8%1312.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Jul 24Aug 2870.1%37.6%86.3%828
$12.00Jul 31Aug 2881.4%45.4%79.4%517
$14.00Jul 24Aug 2848.4%34.1%41.8%31880
$13.00Jul 31Aug 2155.1%40.6%35.7%1284.1K
$14.50Jul 24Aug 2138.8%32.2%20.4%519633

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 7.82, avg 2.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$15.50Jul 24$0.10$0.40$0.104.00$15.10
$15.50$16.00Aug 21$0.10$0.40$0.104.00$15.60
$15.50$16.00Aug 28$0.13$0.37$0.132.85$15.63
$15.00$15.50Aug 7$0.14$0.36$0.142.57$15.14
$15.50$16.00Aug 14$0.15$0.35$0.152.33$15.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$12.00Aug 28$0.17$1.33$0.177.82$13.33
$14.00$13.00Aug 7$0.13$0.87$0.136.69$13.87
$14.00$13.50Aug 21$0.10$0.40$0.104.00$13.90
$14.00$13.50Aug 14$0.13$0.37$0.132.85$13.87
$14.50$14.00Aug 7$0.15$0.35$0.152.33$14.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 4.56, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Aug 7$0.80$0.80$0.204.00$13.80
$13.00$13.50Jul 24$0.38$0.38$0.123.17$13.38
$13.50$14.00Aug 21$0.38$0.38$0.123.17$13.88
$14.00$14.50Jul 24$0.37$0.37$0.132.85$14.37
$14.00$14.50Aug 7$0.35$0.35$0.152.33$14.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$15.00Aug 28$1.64$1.64$0.364.56$15.36
$16.00$15.00Aug 21$0.78$0.78$0.223.55$15.22
$16.00$14.50Aug 7$1.07$1.07$0.432.49$14.93
$15.00$14.50Jul 31$0.25$0.25$0.251.00$14.75
$15.00$14.50Aug 21$0.25$0.25$0.251.00$14.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.10, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 24Jul 31$0.0538.0%33.1%
$17.00Jul 24Aug 21$0.0590.6%37.7%
$16.00Aug 7Aug 14$0.0534.9%35.4%
$13.50Jul 24Aug 21$0.0870.1%36.2%
$13.00Jul 24Jul 31$0.1291.5%55.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 31Aug 7$0.0555.1%51.0%
$14.00Jul 24Jul 31$0.0748.4%36.5%
$14.50Jul 24Jul 31$0.2038.8%38.6%
$15.00Jul 24Jul 31$0.2536.1%38.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.76% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 24$0.13$0.28$0.41$14.59$15.412.76%
$14.50Jul 24$0.53$0.08$0.61$13.89$15.114.11%
$15.00Jul 31$0.25$0.53$0.78$14.22$15.785.25%
$14.50Jul 31$0.55$0.28$0.83$13.67$15.335.59%
$14.00Jul 24$0.90$0.03$0.93$13.07$14.936.26%
$14.00Jul 31$0.88$0.10$0.98$13.02$14.986.60%
$14.50Aug 7$0.60$0.38$0.98$13.52$15.486.60%
$14.50Aug 14$0.65$0.43$1.08$13.42$15.587.27%
$14.50Aug 21$0.70$0.45$1.15$13.35$15.657.74%
$15.00Aug 21$0.45$0.70$1.15$13.85$16.157.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.40% of stock, avg 2.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$14.00Jul 24$0.03$0.03$0.06$13.94$15.56
$15.50$13.50Jul 24$0.03$0.03$0.06$13.44$15.56
$17.00$14.00Jul 24$0.03$0.03$0.06$13.94$17.06
$17.00$13.50Jul 24$0.03$0.03$0.06$13.44$17.06
$15.50$14.50Jul 24$0.03$0.08$0.11$14.39$15.61
$17.00$14.50Jul 24$0.03$0.08$0.11$14.39$17.11
$15.50$13.50Jul 31$0.08$0.03$0.11$13.39$15.61
$15.50$13.00Jul 31$0.08$0.05$0.13$12.87$15.63
$15.50$12.00Jul 31$0.08$0.05$0.13$11.87$15.63
$16.00$12.50Aug 7$0.08$0.05$0.13$12.37$16.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 2.33, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1415/16Jul 31$0.35$0.152.33$14.15$15.35
14/1414/15Aug 21$0.35$0.152.33$13.65$14.85
14/1516/16Aug 21$0.35$0.152.33$14.65$15.85
14/1415/16Aug 21$0.34$0.162.12$14.16$15.34
14/1516/16Aug 28$0.61$0.391.56$14.39$16.11
14/1416/16Aug 14$0.30$0.201.50$14.20$15.80
14/1415/16Aug 7$0.29$0.211.38$14.21$15.29
14/1416/16Aug 14$0.28$0.221.27$13.72$15.78
14/1415/16Aug 21$0.27$0.231.17$13.73$15.27
14/1416/16Aug 21$0.27$0.231.17$14.23$15.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Aug 7$0.07$0.436.14
$13.00$13.50$14.00Aug 21$0.07$0.436.14
$15.00$15.50$16.00Aug 21$0.07$0.436.14
$13.50$14.00$14.50Jul 24$0.08$0.425.25
$14.50$15.00$15.50Aug 21$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Jul 24$0.05$0.459.00
$13.00$13.50$14.00Aug 21$0.05$0.459.00
$14.00$14.50$15.00Jul 31$0.07$0.436.14
$13.50$14.00$14.50Aug 21$0.07$0.436.14
$14.00$14.50$15.00Aug 21$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.03, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$17.001:2Jul 24-$0.03$1.47
$13.00$14.001:2Aug 7-$0.15$0.85
$15.50$16.001:2Aug 21-$0.08$0.42
$14.50$15.001:2Aug 14-$0.11$0.39
$15.00$15.501:2Aug 21-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Jul 31-$0.05$0.95
$13.50$13.001:2Jul 31-$0.07$0.43
$14.50$14.001:2Aug 7-$0.08$0.42
$13.50$13.001:2Aug 21-$0.08$0.42
$14.00$13.501:2Aug 21-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.37%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 28$0.500.451.0%3.37%4.38%24115
$15.00Aug 21$0.400.441.0%2.69%3.70%2715.3K
$15.00Aug 14$0.350.421.0%2.36%3.37%202589
$15.00Aug 7$0.300.421.0%2.02%3.03%136330
$15.50Aug 28$0.300.344.4%2.02%6.40%10190
$15.50Aug 21$0.250.314.4%1.68%6.06%316174
$15.00Jul 31$0.200.401.0%1.35%2.36%2733.4K
$15.50Aug 14$0.200.314.4%1.35%5.72%21401
$16.00Aug 28$0.200.257.7%1.35%9.09%490
$15.50Aug 7$0.150.264.4%1.01%5.39%1661.8K

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 5,517
Total Puts 1,853
Put/Call Ratio 0.34
Net Difference 3,664

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 67,088
Total Puts 33,531
Average Put/Call Ratio 0.62
Ratio Trend Rising

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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