Tour v422
CAG
CONAGRA BRANDS INC
$15.24 +3.18%
$15.17 (-0.46%)🌙
as of 07/27 06:18 PM
7/27 18:18

Option Volume

Detail
Current (07/27) 7,565
Calls: 6,235 (82%)
Puts: 1,330 (18%)
Prior (07/24) 12,594
Calls: 11,002 (87%)
Puts: 1,592 (13%)
Current vs Prior -39.93%
Calls: -43.33% (Calls)
Puts: -16.46% (Puts)
Prior 7-Day Total 77,866
Calls: 62,231 (80%)
Puts: 15,635 (20%)
Prior 7-Day Average 11,123
Calls: 8,890 (80%)
Puts: 2,233 (20%)
Current vs Prior 7-Day Avg -31.99%
Calls: -29.87%
Puts: -40.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $536.4K
Calls: $429.9K (80%)
Puts: $106.5K (20%)
Prior (07/24) $380.9K
Calls: $327.9K (86%)
Puts: $53.0K (14%)
Current vs Prior +40.81%
Calls: +31.09%
Puts: +100.94%
Prior 7-Day Total $3.95M
Calls: $3.09M (78%)
Puts: $860.6K (22%)
Prior 7-Day Average $564.3K
Calls: $441.3K (78%)
Puts: $122.9K (22%)
Current vs Prior 7-Day Avg -4.93%
Calls: -2.59%
Puts: -13.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.21
Prior (07/24) 0.14
Current vs Prior +47.42%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -28.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 138,742
Calls: 111,809 (81%)
Puts: 26,933 (19%)
Prior (07/24) 139,475
Calls: 96,614 (69%)
Puts: 42,861 (31%)
Current vs Prior -0.53%
Prior 7-Day Total 1,058,670
Calls: 766,066 (72%)
Puts: 292,604 (28%)
Prior 7-Day Average 151,238
Calls: 109,438 (72%)
Puts: 41,800 (28%)
Current vs Prior 7-Day Avg -8.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.58% | 6.89%8.99% | 10.37%
Prior 6.64% | 7.31%9.14% | 10.70%
Current vs Prior -15.94% | -5.78%-1.65% | -3.08%
Prior 7-Day Avg 5.31% | 7.29%8.15% | 10.40%
Current vs 7-Day Avg +5.02% | -5.50%+10.35% | -0.31%
Prior 7-Day Eod 6.64% | 7.31%9.14% | 10.70%
Current vs 7-Day Eod -15.94% | -5.78%-1.65% | -3.08%
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 40.25% | 25.66%
Calls: 33.33% | 25.00%
Puts: 47.17% | 26.32%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($429.9K) vs puts ($106.5K). Extreme bullish P/C ratio of 0.21 - heavy call buying (6,235 calls vs 1,330 puts). P/C ratio rising 47% - increased hedging/bearish positioning. Call-heavy open interest (111,809 calls vs 26,933 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 -- 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. 5 found (avg $0.73, cheapest $0.60)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.550.65$0.6016.7%2180.565.7K
$14.50Aug 140.800.95$0.8817.0%240.73--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 70.550.65$0.6016.7%10.66--
$15.50Aug 210.700.85$0.7719.5%100.59--
$15.50Aug 280.750.85$0.8012.5%90.573

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 312.303.00$2.6526.4%11.005
$13.00Jul 312.002.50$2.2522.2%51.0020
$14.00Jul 311.001.55$1.2743.3%31.00276
$12.50Aug 72.352.90$2.6320.9%11.001
$13.00Aug 71.852.40$2.1325.8%61.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 72.753.10$2.9311.9%30.95--
$16.00Aug 70.751.20$0.9845.9%60.831
$16.00Aug 211.051.20$1.1313.3%50.72315
$15.50Aug 70.550.65$0.6016.7%10.66--
$15.50Aug 210.700.85$0.7719.5%100.59--

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 4.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 310.300.40$0.3528.6%1.1K0.623.6K
$15.50Aug 70.150.25$0.2050.0%3910.343.2K
$15.50Jul 310.050.15$0.10100.0%2700.28481
$16.00Aug 210.200.25$0.2321.7%2640.281.7K
$15.00Aug 210.550.65$0.6016.7%2180.565.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 70.100.20$0.1566.7%4160.25111
$14.50Jul 310.050.10$0.0862.5%770.18477
$15.00Aug 210.400.55$0.4831.3%590.45360
$15.00Jul 310.150.25$0.2050.0%540.4088
$14.00Aug 210.150.25$0.2050.0%490.211.1K

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 33.1%, max 99.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Jul 31Aug 2852.0%34.7%49.8%16305
$12.50Jul 31Aug 7106.7%72.3%47.5%26
$13.00Jul 31Aug 788.1%60.1%46.5%1120
$14.50Jul 31Aug 2847.4%34.6%37.0%1914.4K
$15.00Jul 31Sep 442.7%33.0%29.4%1.2K3.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 31Aug 2188.1%44.2%99.5%17--
$14.00Jul 31Aug 2852.0%34.7%49.8%10256
$14.50Jul 31Sep 447.4%33.0%43.7%97483
$15.00Jul 31Aug 2842.7%32.4%31.9%5791
$13.50Aug 7Aug 2848.1%39.5%21.6%35223

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 4.00, avg 1.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Aug 21$0.10$0.40$0.104.00$16.10
$15.50$16.00Aug 7$0.12$0.38$0.123.17$15.62
$15.50$16.00Aug 28$0.12$0.38$0.123.17$15.62
$15.50$16.00Aug 14$0.15$0.35$0.152.33$15.65
$16.00$16.50Aug 28$0.15$0.35$0.152.33$16.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.50Jul 31$0.12$0.38$0.123.17$14.88
$14.50$14.00Aug 14$0.12$0.38$0.123.17$14.38
$14.50$14.00Aug 28$0.15$0.35$0.152.33$14.35
$15.00$14.50Aug 14$0.18$0.32$0.181.78$14.82
$15.00$14.50Aug 21$0.18$0.32$0.181.78$14.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 4.00, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$13.00Jul 31$0.40$0.40$0.104.00$12.90
$13.00$14.00Aug 7$0.80$0.80$0.204.00$13.80
$14.00$14.50Jul 31$0.39$0.39$0.113.55$14.39
$14.00$14.50Aug 28$0.38$0.38$0.123.17$14.38
$14.50$15.00Aug 21$0.35$0.35$0.152.33$14.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.50Aug 7$0.38$0.38$0.123.17$15.62
$16.00$15.50Aug 21$0.36$0.36$0.142.57$15.64
$15.50$15.00Aug 21$0.29$0.29$0.211.38$15.21
$15.50$15.00Aug 28$0.27$0.27$0.231.17$15.23
$15.50$15.00Aug 7$0.25$0.25$0.251.00$15.25

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
$16.00Jul 31Aug 7$0.0539.0%33.8%
$14.00Jul 31Aug 7$0.0652.0%44.7%
$16.50Aug 7Aug 14$0.0733.9%38.0%
$15.00Jul 31Aug 7$0.1042.7%37.6%
$15.50Jul 31Aug 7$0.1037.1%34.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 31Aug 7$0.0752.0%44.7%
$14.50Jul 31Aug 7$0.0747.4%36.4%
$15.00Jul 31Aug 7$0.1542.7%37.6%
$16.00Aug 7Aug 21$0.1533.8%35.0%
$15.50Aug 7Aug 21$0.1734.8%36.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.61% of stock, avg 8.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 31$0.35$0.20$0.55$14.45$15.553.61%
$15.00Aug 7$0.45$0.35$0.80$14.20$15.805.25%
$15.50Aug 7$0.20$0.60$0.80$14.70$16.305.25%
$14.50Jul 31$0.88$0.08$0.96$13.54$15.466.30%
$15.00Aug 14$0.55$0.43$0.98$14.02$15.986.43%
$14.50Aug 7$0.88$0.15$1.03$13.47$15.536.76%
$16.00Aug 7$0.08$0.98$1.06$14.94$17.066.96%
$15.00Aug 21$0.60$0.48$1.08$13.92$16.087.09%
$14.50Aug 14$0.88$0.25$1.13$13.37$15.637.41%
$15.50Aug 21$0.40$0.77$1.17$14.33$16.677.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.39% of stock, avg 2.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.00Jul 31$0.03$0.03$0.06$13.94$16.06
$16.50$13.50Aug 7$0.03$0.05$0.08$13.42$16.58
$16.00$14.50Jul 31$0.03$0.08$0.11$14.39$16.11
$15.50$14.00Jul 31$0.10$0.03$0.13$13.87$15.63
$16.00$13.50Aug 7$0.08$0.05$0.13$13.37$16.13
$16.50$14.00Aug 7$0.03$0.10$0.13$13.87$16.63
$17.50$13.00Aug 21$0.05$0.08$0.13$12.87$17.63
$16.50$13.00Aug 14$0.10$0.05$0.15$12.85$16.65
$17.00$13.00Aug 21$0.08$0.08$0.16$12.84$17.16
$15.50$14.50Jul 31$0.10$0.08$0.18$14.32$15.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.55, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1616/16Aug 21$0.39$0.113.55$15.11$16.39
14/1415/16Aug 28$0.38$0.123.17$14.12$15.38
14/1415/16Aug 14$0.37$0.132.85$14.13$15.37
14/1516/16Aug 21$0.35$0.152.33$14.65$15.85
14/1516/16Aug 14$0.33$0.171.94$14.67$15.83
14/1516/16Aug 28$0.33$0.171.94$14.67$16.33
14/1516/16Aug 7$0.32$0.181.78$14.68$15.82
14/1416/16Aug 28$0.30$0.201.50$14.20$16.30
14/1516/16Aug 28$0.30$0.201.50$14.70$15.80
14/1516/16Aug 21$0.28$0.221.27$14.72$16.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Aug 21$0.05$0.459.00
$14.00$14.50$15.00Aug 28$0.06$0.447.33
$15.50$16.00$16.50Aug 7$0.07$0.436.14
$15.50$16.00$16.50Aug 21$0.07$0.436.14
$16.00$16.50$17.00Aug 28$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Aug 7$0.05$0.459.00
$14.00$14.50$15.00Aug 14$0.06$0.447.33
$14.00$14.50$15.00Jul 31$0.07$0.436.14
$13.50$14.00$14.50Aug 14$0.07$0.436.14
$15.00$15.50$16.00Aug 21$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.29, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Jul 31-$0.29$0.71
$13.00$14.001:2Aug 7-$0.53$0.47
$16.00$16.501:2Aug 14-$0.05$0.45
$15.50$16.001:2Aug 21-$0.06$0.44
$16.00$16.501:2Sep 4-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$14.001:2Aug 7-$0.05$0.45
$14.50$14.001:2Aug 28-$0.05$0.45
$14.00$13.501:2Aug 21-$0.06$0.44
$15.00$14.501:2Aug 14-$0.07$0.43
$15.50$15.001:2Aug 7-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.95%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Sep 4$0.450.421.7%2.95%4.66%18--
$15.50Aug 28$0.400.421.7%2.62%4.33%44227
$15.50Aug 21$0.300.411.7%1.97%3.67%119672
$16.00Sep 4$0.300.345.0%1.97%6.96%1011
$15.50Aug 14$0.250.391.7%1.64%3.35%86437
$16.00Aug 28$0.250.325.0%1.64%6.63%142129
$16.00Aug 21$0.200.285.0%1.31%6.30%2641.7K
$16.50Sep 4$0.200.238.3%1.31%9.58%2--
$15.50Aug 7$0.150.341.7%0.98%2.69%3913.2K
$16.50Aug 28$0.150.218.3%0.98%9.25%10--

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 6,235
Total Puts 1,330
Put/Call Ratio 0.21
Net Difference 4,905

Prior's Put/Call Breakdown

Total Calls 11,002
Total Puts 1,592
Put/Call Ratio 0.14
Net Difference 9,410

Prior 7-Day Put/Call Summary

Total Calls 62,231
Total Puts 15,635
Average Put/Call Ratio 0.30
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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