Tour v388
CAG
CONAGRA BRANDS INC
$14.83 -0.13%
7/22 18:51

Option Volume

Detail
Current (07/22) 9,843
Calls: 7,169 (73%)
Puts: 2,674 (27%)
Prior (07/21) 7,370
Calls: 5,517 (75%)
Puts: 1,853 (25%)
Current vs Prior +33.55%
Calls: +29.94% (Calls)
Puts: +44.31% (Puts)
Prior 7-Day Total 102,634
Calls: 68,529 (67%)
Puts: 34,105 (33%)
Prior 7-Day Average 14,662
Calls: 9,789 (67%)
Puts: 4,872 (33%)
Current vs Prior 7-Day Avg -32.87%
Calls: -26.77%
Puts: -45.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $593.5K
Calls: $388.9K (66%)
Puts: $204.6K (34%)
Prior (07/21) $369.0K
Calls: $272.7K (74%)
Puts: $96.3K (26%)
Current vs Prior +60.83%
Calls: +42.58%
Puts: +112.51%
Prior 7-Day Total $5.16M
Calls: $3.67M (71%)
Puts: $1.49M (29%)
Prior 7-Day Average $736.6K
Calls: $524.0K (71%)
Puts: $212.7K (29%)
Current vs Prior 7-Day Avg -19.43%
Calls: -25.78%
Puts: -3.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.37
Prior (07/21) 0.34
Current vs Prior +11.05%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -40.47%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 153,626
Calls: 116,222 (76%)
Puts: 37,404 (24%)
Prior (07/21) 149,697
Calls: 115,946 (77%)
Puts: 33,751 (23%)
Current vs Prior +2.62%
Prior 7-Day Total 1,266,155
Calls: 865,090 (68%)
Puts: 401,065 (32%)
Prior 7-Day Average 180,879
Calls: 123,584 (68%)
Puts: 57,295 (32%)
Current vs Prior 7-Day Avg -15.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.72% | 7.08%9.64% | 10.99%
Prior 5.45% | 7.27%9.43% | 11.11%
Current vs Prior -13.46% | -2.65%+2.28% | -1.08%
Prior 7-Day Avg 6.21% | 7.87%7.21% | 10.06%
Current vs 7-Day Avg -24.01% | -10.07%+33.73% | +9.27%
Prior 7-Day Eod 5.45% | 7.27%9.43% | 11.11%
Current vs 7-Day Eod -13.46% | -2.65%+2.28% | -1.08%
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 38.32% | 23.74%
Calls: 30.16% | 23.63%
Puts: 46.49% | 23.85%
Current vs 7-Day Avg +5.02% | +8.09%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($388.9K). Elevated premium activity with dollar volume up 61% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (7,169 calls vs 2,674 puts). Call-heavy open interest (116,222 calls vs 37,404 puts) suggests bullish 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 7.4%, best 7.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 242.602.80$2.707.4%50.95--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.55, cheapest $0.28)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.400.45$0.4311.6%2170.435.5K
$14.50Aug 70.500.60$0.5518.2%740.60165
$14.50Aug 140.550.65$0.6016.7%30.59568
$14.50Aug 280.700.80$0.7513.3%20.57--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.250.30$0.2817.9%750.30920
$14.50Aug 210.450.50$0.4810.4%1390.441
$15.00Jul 310.500.60$0.5518.2%290.6470
$14.50Aug 280.500.60$0.5518.2%110.442
$15.00Aug 70.550.65$0.6016.7%10.60--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 311.101.65$1.3839.9%401.00--
$14.00Jul 310.701.00$0.8535.3%71.00273
$13.00Aug 71.602.10$1.8527.0%11.00--
$12.50Aug 141.902.70$2.3034.8%11.00--
$13.00Aug 141.602.00$1.8022.2%31.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 242.602.80$2.707.4%50.95--
$17.00Jul 312.052.55$2.3021.7%40.94--
$16.00Jul 241.001.40$1.2033.3%40.92--
$15.50Jul 240.600.90$0.7540.0%40.9017
$17.00Aug 282.252.60$2.4214.5%20.895

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 5.5K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 310.450.55$0.5020.0%1.3K0.664.2K
$16.00Aug 210.100.20$0.1566.7%6970.201.6K
$15.00Jul 240.050.15$0.10100.0%2710.343.1K
$15.00Jul 310.150.25$0.2050.0%2650.373.5K
$15.00Aug 210.400.45$0.4311.6%2170.435.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 211.301.65$1.4823.6%3000.7911
$12.00Aug 210.000.05$0.03166.7%2030.042.3K
$14.50Aug 210.450.50$0.4810.4%1390.441
$13.00Aug 210.050.15$0.10100.0%860.122.8K
$14.00Aug 210.250.30$0.2817.9%750.30920

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 81.3%, max 207.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Aug 21110.7%37.4%196.2%7249
$16.50Jul 24Aug 2194.5%33.5%181.7%2--
$13.50Jul 24Aug 2184.2%35.6%136.4%13--
$14.00Jul 24Aug 2157.2%32.5%75.8%2025.5K
$15.50Jul 24Aug 2849.4%35.2%40.5%185810
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Aug 28110.7%36.0%207.6%3255
$13.50Jul 24Aug 2884.2%35.6%136.7%34494
$16.00Jul 24Aug 2173.2%34.4%112.7%30411
$14.00Jul 24Aug 2857.2%33.6%70.0%37884
$17.00Jul 31Aug 2856.2%35.5%58.3%65

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 4.00, avg 1.84)

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 31$0.12$0.38$0.123.17$15.12
$15.00$15.50Aug 7$0.15$0.35$0.152.33$15.15
$15.00$15.50Aug 14$0.15$0.35$0.152.33$15.15
$15.50$16.00Aug 28$0.15$0.35$0.152.33$15.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Aug 21$0.10$0.40$0.104.00$13.90
$13.50$13.00Aug 28$0.10$0.40$0.104.00$13.40
$14.00$13.50Aug 14$0.12$0.38$0.123.17$13.88
$14.00$13.50Aug 28$0.12$0.38$0.123.17$13.88
$14.50$14.00Jul 31$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. 37 found (best R:R 9.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.50Aug 14$1.20$1.20$0.304.00$14.20
$13.50$14.00Aug 21$0.40$0.40$0.104.00$13.90
$14.00$14.50Aug 7$0.38$0.38$0.123.17$14.38
$14.00$14.50Jul 31$0.35$0.35$0.152.33$14.35
$14.50$15.00Jul 24$0.30$0.30$0.201.50$14.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$15.50Jul 31$1.35$1.35$0.159.00$15.65
$17.00$15.50Aug 28$1.27$1.27$0.235.52$15.73
$15.50$15.00Jul 31$0.40$0.40$0.104.00$15.10
$15.50$15.00Aug 21$0.38$0.38$0.123.17$15.12
$16.00$15.50Aug 21$0.35$0.35$0.152.33$15.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.13, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 24Jul 31$0.0549.4%37.0%
$16.00Jul 31Aug 7$0.0537.4%36.5%
$16.50Jul 24Aug 14$0.0794.5%42.3%
$14.50Jul 24Jul 31$0.1044.2%34.5%
$15.00Jul 24Jul 31$0.1042.6%37.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Jul 24Aug 7$0.0784.2%40.3%
$14.00Jul 24Jul 31$0.0757.2%36.3%
$17.00Jul 31Aug 28$0.1256.2%35.5%
$14.50Jul 24Jul 31$0.1744.2%34.5%
$15.50Jul 24Jul 31$0.2049.4%37.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 2.70% of stock, avg 8.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 24$0.10$0.30$0.40$14.60$15.402.70%
$14.50Jul 24$0.40$0.08$0.48$14.02$14.983.24%
$14.50Jul 31$0.50$0.25$0.75$13.75$15.255.06%
$15.00Jul 31$0.20$0.55$0.75$14.25$15.755.06%
$15.50Jul 24$0.03$0.75$0.78$14.72$16.285.26%
$14.00Jul 24$0.85$0.03$0.88$13.12$14.885.93%
$14.50Aug 7$0.55$0.35$0.90$13.60$15.406.07%
$15.00Aug 7$0.30$0.60$0.90$14.10$15.906.07%
$14.00Jul 31$0.85$0.10$0.95$13.05$14.956.41%
$15.50Jul 31$0.08$0.95$1.03$14.47$16.536.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.40% of stock, avg 2.69%)

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
$16.50$14.00Jul 24$0.03$0.03$0.06$13.94$16.56
$16.50$13.50Jul 24$0.03$0.03$0.06$13.44$16.56
$15.50$14.50Jul 24$0.03$0.08$0.11$14.39$15.61
$16.50$14.50Jul 24$0.03$0.08$0.11$14.39$16.61
$16.00$13.00Aug 7$0.08$0.03$0.11$12.89$16.11
$15.00$14.00Jul 24$0.10$0.03$0.13$13.87$15.13
$15.00$13.50Jul 24$0.10$0.03$0.13$13.37$15.13
$16.00$14.00Jul 31$0.03$0.10$0.13$13.87$16.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 3.17, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1415/16Aug 21$0.38$0.123.17$14.12$15.38
14/1414/15Aug 14$0.37$0.132.85$13.63$14.87
14/1516/16Aug 21$0.37$0.132.85$14.63$15.87
14/1414/15Aug 28$0.37$0.132.85$13.63$14.87
14/1415/16Aug 28$0.37$0.132.85$14.13$15.37
13/1414/15Aug 28$0.35$0.152.33$13.15$14.85
14/1416/16Aug 28$0.35$0.152.33$14.15$15.85
14/1415/16Aug 14$0.33$0.171.94$14.17$15.33
14/1415/16Aug 7$0.32$0.181.78$14.18$15.32
14/1416/16Aug 21$0.30$0.201.50$14.20$15.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Jul 31$0.05$0.459.00
$13.00$13.50$14.00Aug 21$0.05$0.459.00
$15.00$15.50$16.00Jul 31$0.07$0.436.14
$15.00$15.50$16.00Aug 7$0.08$0.425.25
$15.00$15.50$16.00Aug 14$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Jul 24$0.05$0.459.00
$13.50$14.00$14.50Aug 14$0.06$0.447.33
$13.00$13.50$14.00Aug 14$0.07$0.436.14
$14.00$14.50$15.00Aug 21$0.07$0.436.14
$14.00$14.50$15.00Aug 7$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. 32 found (best net $-0.05, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$15.501:2Aug 14-$0.05$0.45
$15.50$16.001:2Aug 14-$0.06$0.44
$16.00$16.501:2Aug 14-$0.07$0.43
$15.00$15.501:2Aug 21-$0.07$0.43
$14.50$15.001:2Aug 14-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$14.001:2Aug 14-$0.07$0.43
$14.00$13.501:2Aug 21-$0.08$0.42
$14.50$14.001:2Aug 21-$0.08$0.42
$15.00$14.501:2Aug 7-$0.10$0.40
$14.00$13.501:2Aug 28-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 3.03%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 28$0.450.441.1%3.03%4.18%69139
$15.00Aug 21$0.400.431.1%2.70%3.84%2175.5K
$15.00Aug 14$0.300.411.1%2.02%3.17%62670
$15.00Aug 7$0.250.411.1%1.69%2.83%24376
$15.50Aug 28$0.250.324.5%1.69%6.20%80191
$15.50Aug 21$0.200.294.5%1.35%5.87%208461
$15.00Jul 31$0.150.371.1%1.01%2.16%2653.5K
$15.50Aug 14$0.150.274.5%1.01%5.53%3--
$16.00Aug 28$0.150.217.9%1.01%8.90%36--
$15.50Aug 7$0.100.244.5%0.67%5.19%161.8K

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 7,169
Total Puts 2,674
Put/Call Ratio 0.37
Net Difference 4,495

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 68,529
Total Puts 34,105
Average Put/Call Ratio 0.63
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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