Tour v394
CAG
CONAGRA BRANDS INC
$14.37 -3.10%
$14.34 (-0.21%)🌙
as of 07/23 06:18 PM
7/23 18:18

Option Volume

Detail
Current (07/23) 4,518
Calls: 2,935 (65%)
Puts: 1,583 (35%)
Prior (07/22) 9,843
Calls: 7,169 (73%)
Puts: 2,674 (27%)
Current vs Prior -54.10%
Calls: -59.06% (Calls)
Puts: -40.80% (Puts)
Prior 7-Day Total 95,907
Calls: 63,740 (66%)
Puts: 32,167 (34%)
Prior 7-Day Average 13,701
Calls: 9,105 (66%)
Puts: 4,595 (34%)
Current vs Prior 7-Day Avg -67.02%
Calls: -67.77%
Puts: -65.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $238.3K
Calls: $166.9K (70%)
Puts: $71.3K (30%)
Prior (07/22) $593.5K
Calls: $388.9K (66%)
Puts: $204.6K (34%)
Current vs Prior -59.85%
Calls: -57.07%
Puts: -65.14%
Prior 7-Day Total $4.79M
Calls: $3.33M (70%)
Puts: $1.46M (30%)
Prior 7-Day Average $684.4K
Calls: $475.8K (70%)
Puts: $208.7K (30%)
Current vs Prior 7-Day Avg -65.19%
Calls: -64.91%
Puts: -65.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.54
Prior (07/22) 0.37
Current vs Prior +44.60%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -13.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 123,359
Calls: 92,532 (75%)
Puts: 30,827 (25%)
Prior (07/22) 153,626
Calls: 116,222 (76%)
Puts: 37,404 (24%)
Current vs Prior -19.70%
Prior 7-Day Total 1,258,037
Calls: 870,519 (69%)
Puts: 387,518 (31%)
Prior 7-Day Average 179,719
Calls: 124,359 (69%)
Puts: 55,359 (31%)
Current vs Prior 7-Day Avg -31.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.04% | 7.17%9.46% | 11.00%
Prior 4.72% | 7.08%9.64% | 10.99%
Current vs Prior -14.49% | +1.24%-1.85% | +0.04%
Prior 7-Day Avg 5.79% | 7.56%7.49% | 10.13%
Current vs 7-Day Avg -30.28% | -5.17%+26.33% | +8.50%
Prior 7-Day Eod 4.72% | 7.08%9.64% | 10.99%
Current vs 7-Day Eod -14.49% | +1.24%-1.85% | +0.04%
Sentiment BULLISHBULLISH

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 36.88% | 24.19%
Calls: 30.95% | 23.63%
Puts: 42.81% | 24.76%
Current vs 7-Day Avg +9.13% | +6.07%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($166.9K). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.54.

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. 1 found (avg $0.55, cheapest $0.55)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 70.500.60$0.5518.2%530.6070

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 311.151.45$1.3023.1%181.0025
$12.00Jul 241.752.65$2.2040.9%10.977
$14.00Jul 240.300.45$0.3839.5%2060.902.5K
$13.00Aug 281.251.65$1.4527.6%20.89--
$13.00Aug 211.201.50$1.3522.2%20.87244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 240.550.95$0.7553.3%721.00--
$15.50Jul 311.051.55$1.3038.5%20.92--
$16.00Aug 71.452.05$1.7534.3%10.90--
$15.00Jul 310.701.05$0.8839.8%20.79--
$15.00Aug 70.801.30$1.0547.6%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 3.2K, top 636)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 310.150.30$0.2268.2%6360.393.8K
$14.50Jul 240.050.40$0.23152.2%3040.532.7K
$14.00Jul 240.300.45$0.3839.5%2060.902.5K
$15.00Aug 210.200.30$0.2540.0%2000.305.5K
$14.00Aug 210.600.75$0.6822.1%1840.602.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.350.50$0.4334.9%2190.41935
$14.00Aug 70.250.35$0.3033.3%1770.40195
$14.00Jul 310.150.25$0.2050.0%1070.38144
$13.50Aug 70.100.20$0.1566.7%1060.23--
$15.00Aug 210.951.25$1.1027.3%960.69340

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 104.3%, max 288.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Jul 24Aug 2865.9%32.6%102.1%3062.7K
$14.00Jul 24Aug 2160.5%33.0%83.5%3905.5K
$15.00Jul 24Aug 2155.5%34.0%63.2%2338.4K
$13.00Jul 31Aug 2840.3%33.6%20.2%2025
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Aug 21141.8%36.6%288.0%413.2K
$13.50Jul 24Aug 21102.2%34.1%199.5%47114
$14.50Jul 24Sep 465.9%34.4%91.9%79684
$14.00Jul 24Aug 2160.5%33.0%83.5%2831.8K
$15.00Jul 24Aug 2155.5%34.0%63.2%168340

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 5.67, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$15.50Aug 28$0.15$0.85$0.155.67$14.65
$15.50$16.50Aug 28$0.18$0.82$0.184.56$15.68
$15.00$15.50Aug 21$0.10$0.40$0.104.00$15.10
$14.50$15.00Jul 31$0.12$0.38$0.123.17$14.62
$14.00$14.50Jul 24$0.15$0.35$0.152.33$14.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$13.00Aug 21$0.10$0.40$0.104.00$13.40
$14.50$12.00Sep 4$0.67$1.83$0.672.73$13.83
$14.50$12.00Aug 28$0.70$1.80$0.702.57$13.80
$13.50$13.00Jul 31$0.15$0.35$0.152.33$13.35
$14.00$13.50Aug 7$0.15$0.35$0.152.33$13.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 10.11, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$14.00Jul 24$1.82$1.82$0.1810.11$13.82
$13.00$14.00Jul 31$0.80$0.80$0.204.00$13.80
$13.50$14.00Aug 21$0.34$0.34$0.162.12$13.84
$13.00$14.50Aug 28$1.02$1.02$0.482.12$14.02
$13.00$13.50Aug 21$0.33$0.33$0.171.94$13.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$14.50Jul 31$0.35$0.35$0.152.33$14.65
$16.00$15.00Aug 7$0.70$0.70$0.302.33$15.30
$14.50$14.00Jul 31$0.33$0.33$0.171.94$14.17
$14.50$14.00Aug 7$0.25$0.25$0.251.00$14.25
$14.50$14.00Aug 21$0.25$0.25$0.251.00$14.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.15, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 31Aug 21$0.0540.3%36.6%
$15.00Jul 24Jul 31$0.0755.5%43.3%
$14.00Jul 24Jul 31$0.1260.5%34.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 24Jul 31$0.1355.5%43.3%
$13.50Jul 24Jul 31$0.15102.2%53.6%
$14.00Jul 24Jul 31$0.1760.5%34.3%
$14.50Jul 24Jul 31$0.3365.9%41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.85% of stock, avg 7.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Jul 24$0.38$0.03$0.41$13.59$14.412.85%
$14.50Jul 24$0.23$0.20$0.43$14.07$14.932.99%
$14.00Jul 31$0.50$0.20$0.70$13.30$14.704.87%
$14.50Jul 31$0.22$0.53$0.75$13.75$15.255.22%
$15.00Jul 24$0.03$0.75$0.78$14.22$15.785.43%
$14.00Aug 7$0.53$0.30$0.83$13.17$14.835.78%
$14.50Aug 7$0.28$0.55$0.83$13.67$15.335.78%
$15.00Jul 31$0.10$0.88$0.98$14.02$15.986.82%
$14.50Aug 14$0.38$0.65$1.03$13.47$15.537.17%
$14.00Aug 21$0.68$0.43$1.11$12.89$15.117.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 41 found (cheapest 0.42% of stock, avg 2.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$14.00Jul 24$0.03$0.03$0.06$13.94$15.06
$15.00$13.50Jul 24$0.03$0.03$0.06$13.44$15.06
$15.00$13.00Jul 24$0.03$0.03$0.06$12.94$15.06
$15.50$13.00Jul 31$0.03$0.03$0.06$12.94$15.56
$17.00$12.00Aug 28$0.05$0.05$0.10$11.90$17.10
$15.00$13.00Jul 31$0.10$0.03$0.13$12.87$15.13
$15.50$12.00Aug 7$0.05$0.08$0.13$11.87$15.63
$16.00$12.00Aug 21$0.08$0.05$0.13$11.87$16.13
$16.50$12.00Aug 28$0.10$0.05$0.15$11.85$16.65
$15.50$13.50Aug 7$0.05$0.15$0.20$13.30$15.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.57, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1414/15Aug 21$0.36$0.142.57$13.64$14.86
13/1414/14Aug 21$0.35$0.152.33$13.15$14.35
14/1415/16Aug 21$0.35$0.152.33$14.15$15.35
14/1414/15Aug 7$0.30$0.201.50$13.70$14.80
13/1414/15Aug 21$0.28$0.221.27$13.22$14.78
14/1415/16Aug 21$0.28$0.221.27$13.72$15.28
13/1414/15Jul 31$0.27$0.231.17$13.23$14.77
13/1415/16Aug 21$0.20$0.300.67$13.30$15.20
12/1416/16Aug 28$0.88$1.620.54$13.62$16.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Aug 7$0.07$0.436.14
$14.00$14.50$15.00Aug 21$0.07$0.436.14
$14.50$15.00$15.50Aug 21$0.08$0.425.25
$13.50$14.00$14.50Aug 21$0.09$0.414.56
$14.00$14.50$15.00Aug 7$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Jul 31$0.07$0.436.14
$13.50$14.00$14.50Aug 21$0.07$0.436.14
$13.00$13.50$14.00Aug 21$0.08$0.425.25
$13.50$14.00$14.50Aug 7$0.10$0.404.00
$13.50$14.00$14.50Jul 24$0.17$0.331.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.01, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$15.501:2Aug 28-$0.13$0.87
$14.50$15.001:2Aug 14-$0.06$0.44
$14.50$15.001:2Aug 21-$0.07$0.43
$14.00$14.501:2Jul 24-$0.08$0.42
$14.00$14.501:2Aug 21-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$12.001:2Aug 7-$0.01$1.49
$16.00$15.001:2Aug 7-$0.35$0.65
$15.00$14.501:2Aug 7-$0.05$0.45
$14.00$13.501:2Aug 21-$0.07$0.43
$14.00$13.501:2Jul 31-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.44%, avg 1.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.50Aug 21$0.350.440.9%2.44%3.34%2955
$14.50Aug 14$0.300.430.9%2.09%2.99%14570
$14.50Aug 28$0.250.430.9%1.74%2.64%2--
$14.50Aug 7$0.200.410.9%1.39%2.30%8--
$15.00Aug 21$0.200.304.4%1.39%5.78%2005.5K
$14.50Jul 31$0.150.390.9%1.04%1.95%6363.8K
$15.00Aug 14$0.150.294.4%1.04%5.43%21--
$15.50Aug 28$0.150.267.9%1.04%8.91%1221
$15.00Aug 7$0.100.234.4%0.70%5.08%46--
$15.50Aug 21$0.100.207.9%0.70%8.56%35--

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 2,935
Total Puts 1,583
Put/Call Ratio 0.54
Net Difference 1,352

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 63,740
Total Puts 32,167
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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