Tour v487
CAG
CONAGRA BRANDS INC
$14.91 +2.76%
$14.88 (-0.20%)🌙
as of 08/03 06:17 PM
8/3 18:17

Option Volume

Detail
Current (08/03) 13,797
Calls: 8,543 (62%)
Puts: 5,254 (38%)
Prior (07/31) 7,604
Calls: 3,612 (48%)
Puts: 3,992 (52%)
Current vs Prior +81.44%
Calls: +136.52% (Calls)
Puts: +31.61% (Puts)
Prior 7-Day Total 90,976
Calls: 73,970 (81%)
Puts: 17,006 (19%)
Prior 7-Day Average 12,996
Calls: 10,567 (81%)
Puts: 2,429 (19%)
Current vs Prior 7-Day Avg +6.16%
Calls: -19.16%
Puts: +116.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $980.1K
Calls: $637.2K (65%)
Puts: $342.9K (35%)
Prior (07/31) $292.6K
Calls: $93.4K (32%)
Puts: $199.3K (68%)
Current vs Prior +234.93%
Calls: +582.43%
Puts: +72.10%
Prior 7-Day Total $7.68M
Calls: $6.70M (87%)
Puts: $978.6K (13%)
Prior 7-Day Average $1.10M
Calls: $956.8K (87%)
Puts: $139.8K (13%)
Current vs Prior 7-Day Avg -10.62%
Calls: -33.40%
Puts: +145.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.61
Prior (07/31) 1.11
Current vs Prior -44.35%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +3.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 131,962
Calls: 99,825 (76%)
Puts: 32,137 (24%)
Prior (07/31) 127,728
Calls: 94,031 (74%)
Puts: 33,697 (26%)
Current vs Prior +3.31%
Prior 7-Day Total 983,409
Calls: 733,422 (75%)
Puts: 249,987 (25%)
Prior 7-Day Average 140,487
Calls: 104,774 (75%)
Puts: 35,712 (25%)
Current vs Prior 7-Day Avg -6.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.37% | 7.11%8.38% | 10.06%
Prior 6.00% | 7.65%8.48% | 10.20%
Current vs Prior -10.51% | -7.07%-1.10% | -1.37%
Prior 7-Day Avg 4.90% | 6.54%8.52% | 10.23%
Current vs 7-Day Avg +9.41% | +8.78%-1.63% | -1.68%
Prior 7-Day Eod 6.00% | 7.65%8.48% | 10.20%
Current vs 7-Day Eod -10.51% | -7.07%-1.10% | -1.37%
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

Moderately bullish flow with 65% call dollar volume ($637.2K). Massive premium surge with dollar volume up 235% vs prior. Above-average activity with volume up 81% vs prior. Bullish P/C ratio of 0.61.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 7.6%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 71.902.05$1.987.6%30.93--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 210.700.85$0.7719.5%1240.67125
$14.50Aug 280.750.90$0.8318.1%90.6646
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 72.753.10$2.9311.9%50.97--
$12.50Aug 72.252.65$2.4516.3%10.96--
$13.50Aug 71.351.60$1.4816.9%80.942
$13.00Aug 71.902.05$1.987.6%30.93--
$14.00Aug 70.851.10$0.9825.5%60.928
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 141.952.35$2.1518.6%121.00--
$17.00Aug 71.902.30$2.1019.0%130.962
$16.50Aug 71.351.90$1.6333.7%10.961
$16.00Aug 70.651.35$1.0070.0%80.95--
$16.50Aug 141.451.80$1.6321.5%20.85--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 4.1K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 70.150.25$0.2050.0%5920.471.1K
$15.50Aug 280.250.40$0.3345.5%5860.36271
$15.00Aug 210.400.50$0.4522.2%1620.505.8K
$15.50Aug 140.100.25$0.1883.3%1310.30627
$14.50Aug 210.700.85$0.7719.5%1240.67125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 280.150.20$0.1827.8%1.2K0.22459
$14.50Aug 210.200.30$0.2540.0%2340.331.3K
$14.00Aug 140.050.15$0.10100.0%840.17299
$14.00Aug 210.100.20$0.1566.7%700.211.2K
$15.00Aug 210.400.55$0.4831.3%700.50444

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 26.3%, max 69.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.50Aug 7Aug 2843.6%31.8%37.0%42178
$16.00Aug 7Sep 1146.0%34.7%32.7%12268
$15.50Aug 7Sep 1142.2%34.5%22.3%844.4K
$14.00Aug 7Aug 2145.2%37.8%19.5%7243
$17.00Aug 28Sep 1138.5%35.4%8.9%4100
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Aug 7Aug 1475.1%44.2%69.7%252
$13.50Aug 7Sep 463.9%39.6%61.5%18183
$14.50Aug 7Aug 2843.6%31.8%37.0%1372.0K
$14.00Aug 7Aug 2845.2%34.1%32.7%1.2K725
$16.00Aug 7Aug 2146.0%35.0%31.6%9--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.88, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$17.00Sep 11$0.17$0.83$0.174.88$16.17
$15.00$15.50Aug 7$0.12$0.38$0.123.17$15.12
$15.50$16.00Aug 21$0.12$0.38$0.123.17$15.62
$15.50$16.00Sep 4$0.12$0.38$0.123.17$15.62
$16.00$16.50Sep 4$0.13$0.37$0.132.85$16.13
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Aug 21$0.10$0.40$0.104.00$14.40
$14.50$14.00Aug 28$0.12$0.38$0.123.17$14.38
$15.00$14.50Aug 7$0.15$0.35$0.152.33$14.85
$15.00$14.50Aug 21$0.23$0.27$0.231.17$14.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 3.00, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.50$15.00Aug 7$0.35$0.35$0.152.33$14.85
$14.50$15.00Aug 21$0.32$0.32$0.181.78$14.82
$14.00$14.50Aug 21$0.31$0.31$0.191.63$14.31
$14.50$15.00Aug 14$0.30$0.30$0.201.50$14.80
$14.50$15.00Aug 28$0.30$0.30$0.201.50$14.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.00Aug 7$0.75$0.75$0.253.00$15.25
$16.00$15.00Aug 21$0.75$0.75$0.253.00$15.25
$16.50$14.50Aug 14$1.45$1.45$0.552.64$15.05
$15.00$14.50Aug 21$0.23$0.23$0.270.85$14.77
$15.00$14.50Aug 7$0.15$0.15$0.350.43$14.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.12, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Aug 7Aug 14$0.0546.0%36.5%
$15.50Aug 7Aug 14$0.1042.2%36.0%
$14.50Aug 7Aug 14$0.1343.6%36.1%
$15.00Aug 7Aug 14$0.1836.7%37.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Aug 14Aug 21$0.0549.9%49.8%
$14.00Aug 7Aug 14$0.0745.2%42.1%
$12.00Aug 21Sep 11$0.0755.9%51.6%
$14.50Aug 7Aug 14$0.0843.6%36.1%
$15.00Aug 7Aug 21$0.2336.7%35.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.02% of stock, avg 6.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Aug 7$0.20$0.25$0.45$14.55$15.453.02%
$14.50Aug 7$0.55$0.10$0.65$13.85$15.154.36%
$14.50Aug 14$0.68$0.18$0.86$13.64$15.365.77%
$15.00Aug 21$0.45$0.48$0.93$14.07$15.936.24%
$14.00Aug 7$0.98$0.03$1.01$12.99$15.016.77%
$14.50Aug 21$0.77$0.25$1.02$13.48$15.526.84%
$16.00Aug 7$0.03$1.00$1.03$14.97$17.036.91%
$14.00Aug 14$0.95$0.10$1.05$12.95$15.057.04%
$14.50Aug 28$0.83$0.30$1.13$13.37$15.637.58%
$14.00Aug 21$1.08$0.15$1.23$12.77$15.238.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 46 found (cheapest 0.40% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.00Aug 7$0.03$0.03$0.06$13.94$16.06
$16.00$13.50Aug 7$0.03$0.03$0.06$13.44$16.06
$15.50$14.00Aug 7$0.08$0.03$0.11$13.89$15.61
$15.50$13.50Aug 7$0.08$0.03$0.11$13.39$15.61
$16.00$14.50Aug 7$0.03$0.10$0.13$14.37$16.13
$16.00$13.50Aug 14$0.08$0.05$0.13$13.37$16.13
$15.50$14.50Aug 7$0.08$0.10$0.18$14.32$15.68
$16.00$14.00Aug 14$0.08$0.10$0.18$13.82$16.18
$17.00$13.50Aug 28$0.08$0.10$0.18$13.32$17.18
$16.00$13.50Aug 21$0.13$0.08$0.21$13.29$16.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.33, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1516/16Aug 21$0.35$0.152.33$14.65$15.85
14/1415/16Aug 28$0.32$0.181.78$14.18$15.32
14/1415/16Aug 21$0.30$0.201.50$14.20$15.30
14/1416/16Aug 28$0.27$0.231.17$14.23$15.77
14/1416/16Aug 21$0.22$0.280.79$14.28$15.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Aug 7$0.07$0.436.14
$15.00$15.50$16.00Aug 7$0.07$0.436.14
$14.00$14.50$15.00Aug 7$0.08$0.425.25
$15.00$15.50$16.00Aug 21$0.08$0.425.25
$16.00$16.50$17.00Sep 4$0.08$0.425.25
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Aug 7$0.07$0.436.14
$13.00$13.50$14.00Aug 21$0.07$0.436.14
$14.00$14.50$15.00Aug 7$0.08$0.425.25
$14.00$14.50$15.00Aug 21$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.05, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.50$17.001:2Sep 4-$0.05$0.45
$14.50$15.001:2Aug 14-$0.08$0.42
$16.00$16.501:2Aug 28-$0.08$0.42
$14.00$14.501:2Aug 7-$0.12$0.38
$14.50$15.001:2Aug 21-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.50$14.001:2Aug 28-$0.06$0.44
$13.50$13.001:2Aug 21-$0.08$0.42
$13.50$13.001:2Sep 4-$0.08$0.42
$16.50$16.001:2Aug 7-$0.37$0.13
$16.50$14.501:2Aug 14$1.27$0.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.69%, avg 1.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Sep 4$0.550.510.6%3.69%4.29%147
$15.00Aug 28$0.450.500.6%3.02%3.62%37202
$15.00Aug 21$0.400.500.6%2.68%3.29%1625.8K
$15.50Sep 11$0.350.404.0%2.35%6.30%4--
$15.00Aug 14$0.300.510.6%2.01%2.62%121837
$15.50Sep 4$0.300.394.0%2.01%5.97%1--
$15.50Aug 28$0.250.364.0%1.68%5.63%586271
$16.00Sep 11$0.250.307.3%1.68%8.99%11
$15.50Aug 21$0.200.344.0%1.34%5.30%741.1K
$16.00Sep 4$0.200.297.3%1.34%8.65%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 8,543
Total Puts 5,254
Put/Call Ratio 0.61
Net Difference 3,289

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 73,970
Total Puts 17,006
Average Put/Call Ratio 0.59
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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