Tour v456
CAG
CONAGRA BRANDS INC
$15.50 +0.45%
$15.49 (-0.06%)🌙
as of 07/29 06:25 PM
7/29 18:25

Option Volume

Detail
Current (07/29) 39,468
Calls: 37,974 (96%)
Puts: 1,494 (4%)
Prior (07/28) 13,417
Calls: 10,134 (76%)
Puts: 3,283 (24%)
Current vs Prior +194.16%
Calls: +274.72% (Calls)
Puts: -54.49% (Puts)
Prior 7-Day Total 68,030
Calls: 54,002 (79%)
Puts: 14,028 (21%)
Prior 7-Day Average 9,718
Calls: 7,714 (79%)
Puts: 2,004 (21%)
Current vs Prior 7-Day Avg +306.11%
Calls: +392.24%
Puts: -25.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $4.68M
Calls: $4.52M (97%)
Puts: $159.5K (3%)
Prior (07/28) $1.26M
Calls: $979.9K (78%)
Puts: $281.4K (22%)
Current vs Prior +271.27%
Calls: +361.63%
Puts: -43.34%
Prior 7-Day Total $3.91M
Calls: $3.05M (78%)
Puts: $851.3K (22%)
Prior 7-Day Average $558.0K
Calls: $436.4K (78%)
Puts: $121.6K (22%)
Current vs Prior 7-Day Avg +739.23%
Calls: +936.57%
Puts: +31.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.04
Prior (07/28) 0.32
Current vs Prior -87.86%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -86.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 163,590
Calls: 123,026 (75%)
Puts: 40,564 (25%)
Prior (07/28) 170,629
Calls: 124,483 (73%)
Puts: 46,146 (27%)
Current vs Prior -4.13%
Prior 7-Day Total 1,005,740
Calls: 751,553 (75%)
Puts: 254,187 (25%)
Prior 7-Day Average 143,677
Calls: 107,364 (75%)
Puts: 36,312 (25%)
Current vs Prior 7-Day Avg +13.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.45% | 4.06%6.65% | 9.87%
Prior 5.57% | 6.68%8.43% | 9.85%
Current vs Prior -56.01% | -39.11%-21.13% | +0.20%
Prior 7-Day Avg 5.30% | 7.13%9.33% | 10.78%
Current vs 7-Day Avg -53.77% | -43.00%-28.80% | -8.47%
Prior 7-Day Eod 5.57% | 6.68%8.43% | 9.85%
Current vs 7-Day Eod -56.01% | -39.11%-21.13% | +0.20%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($4.52M) vs puts ($159.5K). Massive premium surge with dollar volume up 271% vs prior. Dollar volume significantly above 7-day average (739% higher). Unusually high activity with volume up 194% vs prior - elevated interest.

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 8.4%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 312.853.10$2.988.4%61.00--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.60, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 210.550.65$0.6016.7%50.5483

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 312.853.10$2.988.4%61.00--
$13.50Jul 311.902.25$2.0816.8%5481.00133
$14.00Jul 311.351.75$1.5525.8%9641.00246
$14.50Jul 310.801.25$1.0244.1%14.6K1.004.2K
$15.00Jul 310.450.60$0.5328.3%14.1K1.003.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 71.052.20$1.6370.6%20.93--
$16.50Aug 141.101.40$1.2524.0%20.85--
$16.00Aug 70.550.90$0.7347.9%100.77--
$15.50Jul 310.050.45$0.25160.0%420.5970
$15.50Aug 70.300.45$0.3839.5%40.56--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 34.4K, top 14.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 310.801.25$1.0244.1%14.6K1.004.2K
$15.00Jul 310.450.60$0.5328.3%14.1K1.003.9K
$14.00Jul 311.351.75$1.5525.8%9641.00246
$13.00Aug 212.252.75$2.5020.0%7501.00--
$13.50Jul 311.902.25$2.0816.8%5481.00133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 70.050.10$0.0862.5%2640.15858
$15.50Jul 310.050.45$0.25160.0%420.5970
$14.00Aug 140.000.15$0.08187.5%400.1296
$13.50Aug 210.050.25$0.15133.3%360.14147
$15.00Jul 310.000.10$0.05200.0%320.19541

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 79.8%, max 334.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 31Aug 21212.7%49.0%334.3%85721
$12.50Jul 31Aug 21162.3%52.6%208.4%7--
$13.50Jul 31Aug 28111.2%41.3%169.5%550133
$14.00Jul 31Aug 2185.8%37.1%131.1%9743.2K
$16.50Jul 31Sep 465.9%34.6%90.4%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Jul 31Aug 2860.2%33.1%81.7%11329
$13.50Aug 7Aug 2871.8%41.3%74.0%29219
$15.00Jul 31Aug 2841.9%32.6%28.6%33541
$14.00Aug 14Aug 2837.8%35.0%7.9%4496
$15.50Jul 31Sep 436.9%35.0%5.6%4570

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 9.00, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$18.00Sep 4$0.15$1.35$0.159.00$16.65
$16.00$17.00Aug 21$0.17$0.83$0.174.88$16.17
$15.50$16.00Jul 31$0.10$0.40$0.104.00$15.60
$16.00$16.50Aug 28$0.13$0.37$0.132.85$16.13
$15.50$16.00Aug 7$0.15$0.35$0.152.33$15.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.50Aug 14$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 7$0.12$0.38$0.123.17$14.88
$15.00$14.50Aug 21$0.13$0.37$0.132.85$14.87
$15.50$15.00Aug 7$0.18$0.32$0.181.78$15.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 9.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$14.50Aug 28$0.90$0.90$0.109.00$14.40
$15.00$15.50Aug 28$0.38$0.38$0.123.17$15.38
$14.00$15.00Aug 14$0.75$0.75$0.253.00$14.75
$15.00$15.50Aug 7$0.35$0.35$0.152.33$15.35
$15.00$15.50Aug 14$0.35$0.35$0.152.33$15.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$16.00Aug 7$0.90$0.90$0.109.00$16.10
$16.50$15.50Aug 14$0.75$0.75$0.253.00$15.75
$16.00$15.50Aug 7$0.35$0.35$0.152.33$15.65
$15.50$15.00Aug 21$0.27$0.27$0.231.17$15.23
$15.50$15.00Aug 14$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 $0.08, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 31Aug 7$0.05212.7%102.8%
$17.00Aug 7Aug 21$0.0540.9%34.6%
$15.00Jul 31Aug 7$0.0741.9%37.2%
$16.00Jul 31Aug 7$0.0742.5%33.0%
$12.50Jul 31Aug 21$0.10162.3%52.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Jul 31Aug 7$0.0560.2%37.5%
$14.00Aug 14Aug 21$0.0537.8%37.1%
$15.50Jul 31Aug 7$0.1336.9%31.9%
$15.00Jul 31Aug 7$0.1541.9%37.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.45% of stock, avg 8.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Jul 31$0.13$0.25$0.38$15.12$15.882.45%
$15.00Jul 31$0.53$0.05$0.58$14.42$15.583.74%
$15.50Aug 7$0.25$0.38$0.63$14.87$16.134.06%
$15.00Aug 7$0.60$0.20$0.80$14.20$15.805.16%
$16.00Aug 7$0.10$0.73$0.83$15.17$16.835.35%
$15.50Aug 14$0.33$0.50$0.83$14.67$16.335.35%
$15.00Aug 14$0.68$0.25$0.93$14.07$15.936.00%
$15.50Aug 21$0.43$0.60$1.03$14.47$16.536.65%
$14.50Jul 31$1.02$0.03$1.05$13.45$15.556.77%
$15.00Aug 21$0.73$0.33$1.06$13.94$16.066.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.39% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.50Jul 31$0.03$0.03$0.06$14.44$16.06
$16.50$14.50Jul 31$0.03$0.03$0.06$14.44$16.56
$16.00$15.00Jul 31$0.03$0.05$0.08$14.92$16.08
$16.50$15.00Jul 31$0.03$0.05$0.08$14.92$16.58
$17.00$14.50Aug 7$0.03$0.08$0.11$14.39$17.11
$16.50$14.50Aug 7$0.05$0.08$0.13$14.37$16.63
$17.00$13.50Aug 7$0.03$0.10$0.13$13.37$17.13
$16.50$13.50Aug 7$0.05$0.10$0.15$13.35$16.65
$15.50$14.50Jul 31$0.13$0.03$0.16$14.34$15.66
$16.50$14.00Aug 14$0.08$0.08$0.16$13.84$16.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.33, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1516/16Aug 28$0.35$0.152.33$14.65$15.85
14/1516/16Aug 21$0.31$0.191.63$14.69$15.81
14/1516/16Aug 28$0.31$0.191.63$14.69$16.31
14/1516/16Aug 14$0.28$0.221.27$14.72$15.78
14/1516/16Aug 7$0.27$0.231.17$14.73$15.77
14/1416/16Aug 28$0.27$0.231.17$14.23$15.77
14/1416/16Aug 28$0.23$0.270.85$14.27$16.23
15/1616/17Aug 21$0.44$0.560.79$15.06$16.44
14/1516/17Aug 21$0.30$0.700.43$14.70$16.30

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
$15.50$16.00$16.50Sep 4$0.05$0.459.00
$14.50$15.00$15.50Aug 7$0.07$0.436.14
$14.00$14.50$15.00Aug 21$0.07$0.436.14
$15.00$15.50$16.00Sep 4$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Aug 7$0.06$0.447.33
$14.00$14.50$15.00Aug 21$0.06$0.447.33
$13.50$14.00$14.50Aug 28$0.08$0.425.25
$14.00$14.50$15.00Aug 28$0.08$0.425.25
$13.50$14.00$14.50Aug 21$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.05, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$18.001:2Aug 28-$0.05$0.95
$13.50$14.501:2Aug 28-$0.25$0.75
$15.50$16.001:2Aug 21-$0.07$0.43
$16.00$16.501:2Aug 28-$0.07$0.43
$16.50$17.001:2Aug 28-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$13.501:2Aug 7-$0.12$0.88
$14.50$14.001:2Aug 21-$0.06$0.44
$15.50$15.001:2Aug 21-$0.06$0.44
$15.00$14.501:2Aug 21-$0.07$0.43
$15.00$14.501:2Aug 28-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 3.55%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Sep 4$0.550.490.0%3.55%3.55%6228
$15.50Aug 28$0.450.480.0%2.90%2.90%10222
$15.50Aug 21$0.350.470.0%2.26%2.26%65970
$16.00Sep 4$0.350.383.2%2.26%5.48%7--
$15.50Aug 14$0.250.460.0%1.61%1.61%12--
$16.00Aug 28$0.250.343.2%1.61%4.84%2313
$15.50Aug 7$0.200.460.0%1.29%1.29%2443.4K
$16.00Aug 21$0.200.323.2%1.29%4.52%3861.5K
$16.50Sep 4$0.200.286.5%1.29%7.74%1--
$16.50Aug 28$0.150.246.5%0.97%7.42%529

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 37,974
Total Puts 1,494
Put/Call Ratio 0.04
Net Difference 36,480

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 54,002
Total Puts 14,028
Average Put/Call Ratio 0.30
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All