Tour v452
CAG
CONAGRA BRANDS INC
$15.43 +1.25%
$15.45 (+0.13%)🌙
as of 07/28 06:22 PM
7/28 18:22

Option Volume

Detail
Current (07/28) 13,417
Calls: 10,134 (76%)
Puts: 3,283 (24%)
Prior (07/27) 7,565
Calls: 6,235 (82%)
Puts: 1,330 (18%)
Current vs Prior +77.36%
Calls: +62.53% (Calls)
Puts: +146.84% (Puts)
Prior 7-Day Total 71,417
Calls: 58,019 (81%)
Puts: 13,398 (19%)
Prior 7-Day Average 10,202
Calls: 8,288 (81%)
Puts: 1,914 (19%)
Current vs Prior 7-Day Avg +31.51%
Calls: +22.27%
Puts: +71.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.26M
Calls: $979.9K (78%)
Puts: $281.4K (22%)
Prior (07/27) $536.4K
Calls: $429.9K (80%)
Puts: $106.5K (20%)
Current vs Prior +135.13%
Calls: +127.94%
Puts: +164.16%
Prior 7-Day Total $3.69M
Calls: $2.97M (81%)
Puts: $720.1K (19%)
Prior 7-Day Average $527.7K
Calls: $424.9K (81%)
Puts: $102.9K (19%)
Current vs Prior 7-Day Avg +139.01%
Calls: +130.64%
Puts: +173.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.32
Prior (07/27) 0.21
Current vs Prior +51.87%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +16.34%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 170,629
Calls: 124,483 (73%)
Puts: 46,146 (27%)
Prior (07/27) 138,742
Calls: 111,809 (81%)
Puts: 26,933 (19%)
Current vs Prior +22.98%
Prior 7-Day Total 1,012,175
Calls: 752,072 (74%)
Puts: 260,103 (26%)
Prior 7-Day Average 144,596
Calls: 107,438 (74%)
Puts: 37,157 (26%)
Current vs Prior 7-Day Avg +18.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.57% | 6.68%8.43% | 9.85%
Prior 5.58% | 6.89%8.99% | 10.37%
Current vs Prior -0.07% | -3.11%-6.28% | -4.98%
Prior 7-Day Avg 5.39% | 7.36%8.71% | 10.64%
Current vs 7-Day Avg +3.46% | -9.27%-3.27% | -7.39%
Prior 7-Day Eod 5.58% | 6.89%8.99% | 10.37%
Current vs 7-Day Eod -0.07% | -3.11%-6.28% | -4.98%
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 78% of dollar volume in calls ($979.9K) vs puts ($281.4K). Massive premium surge with dollar volume up 135% vs prior. Dollar volume significantly above 7-day average (139% higher). Above-average activity with volume up 77% vs prior.

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 6.2%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 312.352.50$2.426.2%201.0020
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.88, cheapest $0.70)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.650.75$0.7014.3%3010.625.8K
$14.50Jul 310.901.00$0.9510.5%5681.004.3K
$14.50Aug 140.901.05$0.9815.3%10.84572
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 312.803.20$3.0013.3%11.00--
$13.00Jul 312.352.50$2.426.2%201.0020
$13.50Jul 311.702.10$1.9021.1%11.00--
$14.00Jul 311.301.60$1.4520.7%371.00275
$14.50Jul 310.901.00$0.9510.5%5681.004.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 282.453.20$2.8326.5%10.921
$16.00Jul 310.500.90$0.7057.1%20.905
$16.50Aug 141.101.45$1.2727.6%90.85--
$17.00Aug 281.602.00$1.8022.2%30.835
$16.50Aug 281.201.55$1.3825.4%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 6.7K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 310.400.55$0.4831.3%1.0K0.874.0K
$16.00Aug 210.150.30$0.2268.2%7280.301.9K
$14.50Jul 310.901.00$0.9510.5%5681.004.3K
$15.50Aug 210.350.50$0.4334.9%4170.46726
$15.50Jul 310.050.20$0.13115.4%3170.37714
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 310.050.20$0.13115.4%5420.32121
$14.50Jul 310.000.05$0.03166.7%5320.09529
$14.50Aug 70.050.15$0.10100.0%4000.19458
$15.50Jul 310.300.45$0.3839.5%1160.674
$14.50Aug 210.100.25$0.1883.3%710.24--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 40.0%, max 120.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 31Aug 21105.6%47.9%120.4%21260
$12.50Jul 31Aug 14126.6%67.2%88.5%2--
$14.00Jul 31Aug 2164.1%36.3%76.5%1073.3K
$16.50Jul 31Sep 459.3%34.3%73.0%2432
$18.00Aug 7Sep 457.6%37.0%55.9%21
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Jul 31Aug 2864.1%34.0%88.4%59--
$14.50Jul 31Aug 2842.7%32.1%33.3%533539
$15.00Jul 31Sep 442.1%33.4%26.0%545121
$16.00Jul 31Aug 2840.6%34.1%19.0%45
$15.50Jul 31Aug 2839.8%35.0%13.7%12310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 4.36, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.50$16.00Jul 31$0.10$0.40$0.104.00$15.60
$16.50$17.00Sep 4$0.12$0.38$0.123.17$16.62
$16.00$16.50Aug 28$0.15$0.35$0.152.33$16.15
$16.00$16.50Sep 4$0.15$0.35$0.152.33$16.15
$15.50$16.00Aug 7$0.17$0.33$0.171.94$15.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$13.50Aug 14$0.28$1.22$0.284.36$14.72
$15.00$14.50Jul 31$0.10$0.40$0.104.00$14.90
$15.00$14.50Aug 7$0.10$0.40$0.104.00$14.90
$14.50$14.00Aug 28$0.10$0.40$0.104.00$14.40
$15.00$14.50Aug 21$0.20$0.30$0.201.50$14.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 14.38, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$14.50Aug 14$1.87$1.87$0.1314.38$14.37
$15.00$15.50Jul 31$0.35$0.35$0.152.33$15.35
$14.50$15.00Aug 14$0.35$0.35$0.152.33$14.85
$14.50$15.00Aug 21$0.32$0.32$0.181.78$14.82
$14.50$15.50Aug 28$0.57$0.57$0.431.33$15.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Aug 28$0.36$0.36$0.142.57$16.14
$16.00$15.50Jul 31$0.32$0.32$0.181.78$15.68
$16.00$15.50Aug 28$0.32$0.32$0.181.78$15.68
$15.50$15.00Aug 7$0.30$0.30$0.201.50$15.20
$15.50$15.00Jul 31$0.25$0.25$0.251.00$15.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.08, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 31Aug 7$0.0542.1%30.5%
$16.00Jul 31Aug 7$0.0540.6%31.2%
$18.00Aug 7Sep 4$0.0557.6%37.0%
$17.00Aug 21Aug 28$0.0533.9%35.1%
$15.50Jul 31Aug 7$0.1239.8%35.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Jul 31Aug 7$0.0742.7%36.0%
$15.00Jul 31Aug 7$0.0742.1%30.5%
$16.00Jul 31Aug 14$0.0840.6%33.2%
$14.00Jul 31Aug 21$0.1064.1%36.3%
$16.50Aug 14Aug 28$0.1132.4%32.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 3.31% of stock, avg 7.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Jul 31$0.13$0.38$0.51$14.99$16.013.31%
$15.00Jul 31$0.48$0.13$0.61$14.39$15.613.95%
$16.00Jul 31$0.03$0.70$0.73$15.27$16.734.73%
$15.00Aug 7$0.53$0.20$0.73$14.27$15.734.73%
$15.50Aug 7$0.25$0.50$0.75$14.75$16.254.86%
$15.00Aug 14$0.63$0.33$0.96$14.04$15.966.22%
$16.00Aug 14$0.18$0.78$0.96$15.04$16.966.22%
$14.50Jul 31$0.95$0.03$0.98$13.52$15.486.35%
$15.50Aug 21$0.43$0.60$1.03$14.47$16.536.68%
$14.50Aug 7$0.98$0.10$1.08$13.42$15.587.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.39% of stock, avg 2.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.50Jul 31$0.03$0.03$0.06$14.44$16.06
$16.00$14.00Jul 31$0.03$0.03$0.06$13.94$16.06
$16.50$14.50Jul 31$0.03$0.03$0.06$14.44$16.56
$16.50$14.00Jul 31$0.03$0.03$0.06$13.94$16.56
$16.50$13.50Aug 14$0.08$0.05$0.13$13.37$16.63
$16.50$14.50Aug 7$0.05$0.10$0.15$14.35$16.65
$15.50$14.50Jul 31$0.13$0.03$0.16$14.34$15.66
$15.50$14.00Jul 31$0.13$0.03$0.16$13.84$15.66
$16.00$15.00Jul 31$0.03$0.13$0.16$14.84$16.16
$16.50$15.00Jul 31$0.03$0.13$0.16$14.84$16.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 4.00, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1616/16Aug 28$0.40$0.104.00$15.10$16.40
14/1516/16Aug 28$0.35$0.152.33$14.65$16.35
14/1416/16Aug 28$0.30$0.201.50$14.20$15.80
14/1516/16Aug 7$0.27$0.231.17$14.73$15.77
14/1416/16Aug 28$0.25$0.251.00$14.25$16.25
14/1516/16Jul 31$0.20$0.300.67$14.80$15.70
14/1516/16Aug 14$0.45$1.050.43$14.55$15.95

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
$14.50$15.00$15.50Aug 21$0.05$0.459.00
$16.50$17.00$17.50Aug 21$0.05$0.459.00
$12.50$13.00$13.50Jul 31$0.06$0.447.33
$15.00$15.50$16.00Aug 21$0.06$0.447.33
$13.00$13.50$14.00Jul 31$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Aug 21$0.05$0.459.00
$16.00$16.50$17.00Aug 28$0.06$0.447.33
$15.00$15.50$16.00Jul 31$0.07$0.436.14
$15.00$15.50$16.00Aug 28$0.07$0.436.14
$14.00$14.50$15.00Jul 31$0.10$0.404.00

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 $-0.01, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.50$18.001:2Aug 7-$0.01$1.49
$17.50$18.001:2Sep 4-$0.06$0.44
$15.00$15.501:2Aug 14-$0.07$0.43
$17.00$17.501:2Sep 4-$0.07$0.43
$14.50$15.001:2Aug 7-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.501:2Aug 28-$0.05$0.45
$16.00$15.501:2Jul 31-$0.06$0.44
$13.50$13.001:2Aug 21-$0.08$0.42
$14.50$14.001:2Aug 21-$0.08$0.42
$15.50$15.001:2Aug 21-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 3.24%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Sep 4$0.500.470.5%3.24%3.69%1018
$15.50Aug 28$0.450.470.5%2.92%3.37%55271
$15.50Aug 21$0.350.460.5%2.27%2.72%417726
$16.00Sep 4$0.300.363.7%1.94%5.64%12--
$15.50Aug 14$0.250.440.5%1.62%2.07%72518
$16.00Aug 28$0.250.343.7%1.62%5.31%43270
$15.50Aug 7$0.200.420.5%1.30%1.75%593.4K
$16.00Aug 21$0.150.303.7%0.97%4.67%7281.9K
$16.50Sep 4$0.150.266.9%0.97%7.91%2412
$16.00Aug 14$0.100.273.7%0.65%4.34%32215

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 10,134
Total Puts 3,283
Put/Call Ratio 0.32
Net Difference 6,851

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 58,019
Total Puts 13,398
Average Put/Call Ratio 0.28
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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