Tour v477
CAG
CONAGRA BRANDS INC
$14.51 -3.46%
$14.49 (-0.14%)🌙
as of 07/31 06:19 PM
7/31 18:19

Option Volume

Detail
Current (07/31) 7,604
Calls: 3,612 (48%)
Puts: 3,992 (52%)
Prior (07/30) 5,810
Calls: 2,078 (36%)
Puts: 3,732 (64%)
Current vs Prior +30.88%
Calls: +73.82% (Calls)
Puts: +6.97% (Puts)
Prior 7-Day Total 93,215
Calls: 77,527 (83%)
Puts: 15,688 (17%)
Prior 7-Day Average 13,316
Calls: 11,075 (83%)
Puts: 2,241 (17%)
Current vs Prior 7-Day Avg -42.90%
Calls: -67.39%
Puts: +78.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $292.6K
Calls: $93.4K (32%)
Puts: $199.3K (68%)
Prior (07/30) $283.4K
Calls: $175.8K (62%)
Puts: $107.6K (38%)
Current vs Prior +3.26%
Calls: -46.89%
Puts: +85.20%
Prior 7-Day Total $7.98M
Calls: $6.99M (88%)
Puts: $984.0K (12%)
Prior 7-Day Average $1.14M
Calls: $999.0K (88%)
Puts: $140.6K (12%)
Current vs Prior 7-Day Avg -74.32%
Calls: -90.65%
Puts: +41.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.11
Prior (07/30) 1.80
Current vs Prior -38.46%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +125.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 127,728
Calls: 94,031 (74%)
Puts: 33,697 (26%)
Prior (07/30) 119,886
Calls: 90,927 (76%)
Puts: 28,959 (24%)
Current vs Prior +6.54%
Prior 7-Day Total 1,009,307
Calls: 755,613 (75%)
Puts: 253,694 (25%)
Prior 7-Day Average 144,186
Calls: 107,944 (75%)
Puts: 36,242 (25%)
Current vs Prior 7-Day Avg -11.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.86% | 6.00%8.48% | 10.20%
Prior 4.06% | 5.99%8.52% | 9.65%
Current vs Prior +47.73% | +27.75%-0.46% | +5.73%
Prior 7-Day Avg 4.72% | 6.45%8.69% | 10.35%
Current vs 7-Day Avg +26.98% | +18.53%-2.44% | -1.41%
Prior 7-Day Eod 4.06% | 5.99%8.52% | 9.65%
Current vs 7-Day Eod +47.73% | +27.75%-0.46% | +5.73%
Sentiment BEARISHBULLISH

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

Moderately bearish flow with 68% put dollar volume ($199.3K). Slightly bearish P/C ratio of 1.11. P/C ratio dropping 38% - sentiment shifting bullish. Call-heavy open interest (94,031 calls vs 33,697 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 2 of results (avg 8.2%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 312.352.55$2.458.2%40.931
$17.00Aug 72.352.55$2.458.2%40.93--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.68, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.750.90$0.8318.1%40.69231
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 70.250.30$0.2817.9%1.2K0.481.0K
$15.00Aug 280.700.85$0.7719.5%40.6112
$15.00Sep 40.750.90$0.8318.1%10.5928

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.80, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Aug 141.952.60$2.2828.5%10.93--
$13.00Jul 311.451.65$1.5512.9%20.922
$12.00Jul 312.452.80$2.6313.3%30.904
$12.50Jul 311.902.30$2.1019.0%20.90--
$13.00Aug 211.551.80$1.6814.9%100.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 72.352.55$2.458.2%40.93--
$16.00Aug 71.351.55$1.4513.8%80.9317
$17.00Jul 312.352.55$2.458.2%40.931
$15.50Aug 70.701.10$0.9044.4%70.9111
$17.00Aug 282.302.55$2.4210.3%50.915

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 6.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 70.000.05$0.03166.7%9700.083.6K
$15.00Aug 70.100.15$0.1338.5%8630.27510
$16.00Jul 310.000.05$0.03166.7%3600.06--
$15.00Aug 210.250.35$0.3033.3%2310.375.7K
$16.50Aug 280.050.15$0.10100.0%2020.13--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 70.250.30$0.2817.9%1.2K0.481.0K
$14.50Aug 210.400.50$0.4522.2%1.0K0.48267
$15.00Jul 310.300.65$0.4872.9%4070.87576
$14.00Aug 280.250.35$0.3033.3%4050.3254
$14.50Aug 280.450.55$0.5020.0%1680.47647

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 1081.9%, max 2896.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 31Aug 141626.0%54.3%2896.2%3--
$13.00Jul 31Aug 211043.1%39.1%2565.4%122
$16.00Jul 31Sep 11834.4%35.9%2225.4%361--
$15.50Jul 31Sep 4619.7%34.6%1689.3%27909
$15.00Jul 31Aug 28376.1%34.9%978.3%2881
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 31Aug 281218.1%41.7%2821.4%96
$14.00Jul 31Sep 4635.0%34.7%1730.3%2150
$15.50Jul 31Sep 11619.7%36.9%1580.6%1372
$15.00Jul 31Sep 4376.1%35.7%952.9%408604
$14.50Jul 31Sep 11159.9%31.4%409.0%24373

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 10.54, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$15.50Aug 7$0.10$0.40$0.104.00$15.10
$15.00$15.50Aug 14$0.12$0.38$0.123.17$15.12
$15.00$15.50Aug 21$0.15$0.35$0.152.33$15.15
$15.00$15.50Aug 28$0.16$0.34$0.162.12$15.16
$14.50$15.00Aug 7$0.17$0.33$0.171.94$14.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$12.00Aug 28$0.13$1.37$0.1310.54$13.37
$14.00$13.50Aug 21$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$14.00Aug 7$0.18$0.32$0.181.78$14.32
$14.50$14.00Sep 4$0.19$0.31$0.191.63$14.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 7.33, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.50$14.50Aug 7$0.88$0.88$0.127.33$14.38
$13.00$14.00Aug 21$0.85$0.85$0.155.67$13.85
$14.00$15.00Aug 21$0.53$0.53$0.471.13$14.53
$14.00$15.00Aug 14$0.51$0.51$0.491.04$14.51
$14.00$15.00Aug 28$0.45$0.45$0.550.82$14.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$15.00Aug 28$1.08$1.08$0.422.57$15.42
$16.00$15.00Aug 14$0.70$0.70$0.302.33$15.30
$15.50$15.00Aug 7$0.33$0.33$0.171.94$15.17
$15.00$14.50Aug 14$0.30$0.30$0.201.50$14.70
$15.50$14.50Sep 11$0.60$0.60$0.401.50$14.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.15, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 31Aug 7$0.10376.1%38.1%
$14.00Aug 14Aug 21$0.1034.5%34.1%
$13.00Jul 31Aug 21$0.131043.1%39.1%
$12.50Jul 31Aug 14$0.181626.0%54.3%
$14.50Jul 31Aug 7$0.22159.9%35.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 31Aug 7$0.07635.0%36.7%
$15.00Jul 31Aug 7$0.09376.1%38.1%
$16.50Aug 7Aug 14$0.2165.9%51.3%
$14.50Jul 31Aug 7$0.25159.9%35.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 0.76% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Jul 31$0.08$0.03$0.11$14.39$14.610.76%
$15.00Jul 31$0.03$0.48$0.51$14.49$15.513.51%
$14.50Aug 7$0.30$0.28$0.58$13.92$15.084.00%
$15.00Aug 7$0.13$0.57$0.70$14.30$15.704.82%
$15.00Aug 14$0.22$0.68$0.90$14.10$15.906.20%
$14.00Aug 14$0.73$0.18$0.91$13.09$14.916.27%
$15.50Aug 7$0.03$0.90$0.93$14.57$16.436.41%
$15.50Jul 31$0.03$0.93$0.96$14.54$16.466.62%
$15.00Aug 21$0.30$0.73$1.03$13.97$16.037.10%
$14.00Aug 21$0.83$0.25$1.08$12.92$15.087.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 0.41% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$14.50Jul 31$0.03$0.03$0.06$14.44$15.06
$15.00$14.00Jul 31$0.03$0.03$0.06$13.94$15.06
$15.50$14.50Jul 31$0.03$0.03$0.06$14.44$15.56
$15.50$14.00Jul 31$0.03$0.03$0.06$13.94$15.56
$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
$15.50$13.00Aug 7$0.03$0.05$0.08$12.92$15.58
$15.50$14.00Aug 7$0.03$0.10$0.13$13.87$15.63
$16.00$13.50Aug 14$0.05$0.10$0.15$13.35$16.15
$16.50$12.00Aug 28$0.10$0.05$0.15$11.85$16.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 2.57, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1415/16Aug 28$0.36$0.142.57$14.14$15.36
14/1415/16Aug 21$0.35$0.152.33$14.15$15.35
14/1415/16Aug 14$0.32$0.181.78$14.18$15.32
14/1415/16Aug 7$0.28$0.221.27$14.22$15.28
14/1415/16Aug 28$0.28$0.221.27$13.72$15.28
14/1415/16Aug 21$0.27$0.231.17$13.73$15.27
12/1414/15Aug 28$0.58$0.920.63$12.92$14.58
12/1415/16Aug 28$0.29$1.210.24$13.21$15.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Jul 31$0.05$0.459.00
$14.50$15.00$15.50Aug 7$0.07$0.436.14
$15.00$15.50$16.00Aug 14$0.07$0.436.14
$15.50$16.00$16.50Aug 14$0.08$0.425.25
$15.00$15.50$16.00Aug 28$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Aug 21$0.07$0.436.14
$14.00$14.50$15.00Aug 28$0.07$0.436.14
$14.00$14.50$15.00Sep 4$0.07$0.436.14
$13.50$14.00$14.50Aug 21$0.08$0.425.25
$14.00$14.50$15.00Aug 21$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. 29 found (best net $--, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$16.001:2Aug 21-$0.05$0.45
$16.00$16.501:2Aug 28-$0.05$0.45
$16.00$16.501:2Aug 21-$0.06$0.44
$15.00$15.501:2Aug 28-$0.06$0.44
$15.50$16.001:2Aug 28-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 7$0.00$1.00
$15.50$14.501:2Sep 11$0.00$1.00
$14.00$13.501:2Aug 28-$0.06$0.44
$15.00$14.501:2Aug 14-$0.08$0.42
$14.50$14.001:2Aug 28-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 2.07%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 28$0.300.403.4%2.07%5.44%7--
$15.00Aug 21$0.250.373.4%1.72%5.10%2315.7K
$15.50Sep 4$0.200.306.8%1.38%8.20%579
$15.00Aug 14$0.150.343.4%1.03%4.41%3835
$15.50Aug 28$0.150.286.8%1.03%7.86%34237
$15.00Aug 7$0.100.273.4%0.69%4.07%863510
$15.50Aug 21$0.100.236.8%0.69%7.51%671.1K
$16.00Aug 28$0.100.1910.3%0.69%10.96%10312
$16.00Sep 11$0.100.2110.3%0.69%10.96%1--

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 3,612
Total Puts 3,992
Put/Call Ratio 1.11
Net Difference -380

Prior's Put/Call Breakdown

Total Calls 2,078
Total Puts 3,732
Put/Call Ratio 1.80
Net Difference -1,654

Prior 7-Day Put/Call Summary

Total Calls 77,527
Total Puts 15,688
Average Put/Call Ratio 0.49
Ratio Trend Falling

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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