Tour v346
CAG
CONAGRA BRANDS INC
$14.28 -1.31%
$14.30 (+0.14%)🌙
as of 07/17 06:18 PM
7/17 18:18

Option Volume

Detail
Current (07/17) 16,804
Calls: 14,151 (84%)
Puts: 2,653 (16%)
Prior (07/16) 14,014
Calls: 10,447 (75%)
Puts: 3,567 (25%)
Current vs Prior +19.91%
Calls: +35.46% (Calls)
Puts: -25.62% (Puts)
Prior 7-Day Total 85,446
Calls: 49,688 (58%)
Puts: 35,758 (42%)
Prior 7-Day Average 12,206
Calls: 7,098 (58%)
Puts: 5,108 (42%)
Current vs Prior 7-Day Avg +37.66%
Calls: +99.36%
Puts: -48.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.05M
Calls: $899.2K (86%)
Puts: $150.1K (14%)
Prior (07/16) $792.2K
Calls: $545.1K (69%)
Puts: $247.1K (31%)
Current vs Prior +32.47%
Calls: +64.98%
Puts: -39.24%
Prior 7-Day Total $4.21M
Calls: $2.62M (62%)
Puts: $1.58M (38%)
Prior 7-Day Average $600.7K
Calls: $375.0K (62%)
Puts: $225.8K (38%)
Current vs Prior 7-Day Avg +74.68%
Calls: +139.82%
Puts: -33.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.19
Prior (07/16) 0.34
Current vs Prior -45.09%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -77.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 177,064
Calls: 125,002 (71%)
Puts: 52,062 (29%)
Prior (07/16) 185,237
Calls: 125,803 (68%)
Puts: 59,434 (32%)
Current vs Prior -4.41%
Prior 7-Day Total 1,210,817
Calls: 816,024 (67%)
Puts: 394,793 (33%)
Prior 7-Day Average 172,973
Calls: 116,574 (67%)
Puts: 56,399 (33%)
Current vs Prior 7-Day Avg +2.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.06% | 6.16%4.06% | 8.82%
Prior 5.04% | 6.43%5.04% | 8.71%
Current vs Prior +22.15% | +28.57%-19.49% | +1.33%
Prior 7-Day Avg 6.33% | 8.40%7.46% | 10.41%
Current vs 7-Day Avg -2.67% | -1.59%-45.56% | -15.20%
Prior 7-Day Eod 5.04% | 6.43%5.04% | 8.71%
Current vs 7-Day Eod +22.15% | +28.57%-19.49% | +1.33%
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 42.65% | 22.39%
Calls: 27.78% | 23.63%
Puts: 57.53% | 21.15%
Current vs 7-Day Avg -5.63% | +14.63%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($899.2K) vs puts ($150.1K). Dollar volume significantly above 7-day average (75% higher). Extreme bullish P/C ratio of 0.19 - heavy call buying (14,151 calls vs 2,653 puts). P/C ratio dropping 45% - sentiment shifting bullish.

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 4 of results (avg 8.9%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 242.252.45$2.358.5%10.965
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 211.101.20$1.158.7%270.68325
$17.00Jul 242.602.85$2.739.2%10.96--
$14.00Aug 210.500.55$0.539.4%3150.43988

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.57, cheapest $0.32)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.500.60$0.5518.2%80.59282
$14.50Aug 280.500.60$0.5518.2%40.44--
$14.00Aug 70.550.65$0.6016.7%350.58114
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.300.35$0.3215.6%640.42113
$14.00Aug 210.500.55$0.539.4%3150.43988
$14.50Aug 70.650.75$0.7014.3%190.5921
$14.50Aug 140.700.85$0.7719.5%10.58--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 72.202.80$2.5024.0%11.00--
$12.00Aug 142.202.90$2.5527.5%11.00--
$12.00Jul 242.252.45$2.358.5%10.965
$12.00Jul 172.152.50$2.3315.0%10.9692
$12.50Jul 171.652.40$2.0336.9%10.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 242.602.85$2.739.2%10.96--
$15.50Jul 170.751.30$1.0253.9%10.921
$15.50Jul 241.051.35$1.2025.0%80.9015
$15.00Jul 170.650.80$0.7320.5%260.90115
$15.00Jul 240.650.90$0.7832.1%410.83112

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 13.0K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.250.35$0.3033.3%3.2K0.323.3K
$15.00Jul 240.050.10$0.0862.5%2.3K0.191.3K
$14.00Jul 170.250.40$0.3345.5%1.6K0.847.9K
$15.00Jul 310.100.15$0.1338.5%1.4K0.222.1K
$14.50Jul 240.200.25$0.2321.7%5650.421.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.500.55$0.539.4%3150.43988
$14.00Jul 170.000.05$0.03166.7%2750.165.6K
$14.50Jul 240.350.45$0.4025.0%2460.5998
$13.00Aug 210.150.20$0.1827.8%2160.202.5K
$14.00Jul 240.150.20$0.1827.8%1640.33593

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 1776.9%, max 3295.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 141362.7%40.9%3234.8%292
$16.50Jul 17Aug 281134.4%37.2%2945.9%1019
$16.00Jul 17Aug 28939.2%36.4%2478.7%11--
$13.00Jul 17Aug 28831.8%36.3%2194.2%871.1K
$15.50Jul 17Aug 28731.2%37.3%1859.4%292.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 281362.7%40.1%3295.1%2620
$12.50Jul 17Aug 141097.2%39.8%2655.1%68684
$13.00Jul 17Aug 28831.8%36.3%2194.2%173.7K
$13.50Jul 17Aug 28562.4%35.5%1483.5%235.3K
$15.50Jul 17Jul 24731.2%46.8%1461.7%916

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 5.67, avg 1.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$16.00Aug 7$0.15$0.85$0.155.67$15.15
$15.00$15.50Aug 14$0.10$0.40$0.104.00$15.10
$15.00$16.00Aug 21$0.20$0.80$0.204.00$15.20
$15.50$16.00Aug 28$0.10$0.40$0.104.00$15.60
$14.50$15.00Jul 24$0.15$0.35$0.152.33$14.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$12.00Aug 28$0.15$0.85$0.155.67$12.85
$13.50$13.00Aug 7$0.10$0.40$0.104.00$13.40
$13.50$13.00Aug 14$0.12$0.38$0.123.17$13.38
$14.00$13.50Jul 31$0.14$0.36$0.142.57$13.86
$13.50$13.00Aug 28$0.15$0.35$0.152.33$13.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 4.00, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$13.50Aug 14$0.40$0.40$0.104.00$13.40
$13.00$14.00Aug 21$0.75$0.75$0.253.00$13.75
$13.50$14.00Jul 31$0.35$0.35$0.152.33$13.85
$13.00$14.00Aug 28$0.65$0.65$0.351.86$13.65
$13.50$14.00Aug 14$0.32$0.32$0.181.78$13.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$14.50Jul 24$0.38$0.38$0.123.17$14.62
$14.50$14.00Jul 31$0.31$0.31$0.191.63$14.19
$15.00$14.00Aug 21$0.62$0.62$0.381.63$14.38
$15.00$14.50Jul 31$0.30$0.30$0.201.50$14.70
$14.50$14.00Aug 7$0.30$0.30$0.201.50$14.20

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
$15.00Jul 17Jul 24$0.05498.4%37.5%
$13.00Jul 17Jul 24$0.15831.8%46.4%
$14.00Jul 17Jul 24$0.15272.3%39.5%
$14.50Jul 17Jul 24$0.20223.3%39.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 17Aug 7$0.051097.2%42.3%
$13.50Jul 17Jul 24$0.05562.4%44.1%
$15.00Jul 17Jul 24$0.05498.4%37.5%
$14.00Jul 17Jul 24$0.15272.3%39.5%
$14.50Jul 17Jul 24$0.15223.3%39.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 1.96% of stock, avg 8.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Jul 17$0.03$0.25$0.28$14.22$14.781.96%
$14.00Jul 17$0.33$0.03$0.36$13.64$14.362.52%
$14.50Jul 24$0.23$0.40$0.63$13.87$15.134.41%
$14.00Jul 24$0.48$0.18$0.66$13.34$14.664.62%
$15.00Jul 17$0.03$0.73$0.76$14.24$15.765.32%
$15.00Jul 24$0.08$0.78$0.86$14.14$15.866.02%
$14.00Jul 31$0.55$0.32$0.87$13.13$14.876.09%
$13.50Jul 17$0.90$0.03$0.93$12.57$14.436.51%
$14.50Jul 31$0.30$0.63$0.93$13.57$15.436.51%
$13.50Jul 24$0.88$0.08$0.96$12.54$14.466.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.42% of stock, avg 2.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.50$14.00Jul 17$0.03$0.03$0.06$13.94$14.56
$14.50$13.50Jul 17$0.03$0.03$0.06$13.44$14.56
$14.50$13.00Jul 17$0.03$0.03$0.06$12.94$14.56
$15.00$14.00Jul 17$0.03$0.03$0.06$13.94$15.06
$15.00$13.50Jul 17$0.03$0.03$0.06$13.44$15.06
$15.00$13.00Jul 17$0.03$0.03$0.06$12.94$15.06
$15.50$14.00Jul 17$0.03$0.03$0.06$13.94$15.56
$15.50$13.50Jul 17$0.03$0.03$0.06$13.44$15.56
$15.50$13.00Jul 17$0.03$0.03$0.06$12.94$15.56
$16.00$14.00Jul 17$0.03$0.03$0.06$13.94$16.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 2.85, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1414/14Aug 14$0.37$0.132.85$13.13$14.37
13/1414/14Aug 7$0.35$0.152.33$13.15$14.35
13/1414/15Aug 28$0.35$0.152.33$13.15$14.85
14/1414/15Aug 7$0.32$0.181.78$13.68$14.82
14/1414/15Jul 31$0.31$0.191.63$13.69$14.81
13/1414/15Aug 14$0.30$0.201.50$13.20$14.80
14/1516/16Aug 28$0.90$0.601.50$14.10$16.40
14/1415/16Aug 14$0.57$0.431.33$13.93$15.57
13/1415/16Aug 21$0.55$0.451.22$13.45$15.55
13/1414/15Aug 7$0.25$0.251.00$13.25$14.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Aug 14$0.07$0.436.14
$14.00$14.50$15.00Aug 14$0.07$0.436.14
$14.00$14.50$15.00Jul 31$0.08$0.425.25
$13.00$13.50$14.00Aug 14$0.08$0.425.25
$14.50$15.00$15.50Aug 14$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Aug 7$0.07$0.436.14
$13.50$14.00$14.50Jul 24$0.12$0.383.17
$12.00$13.00$14.00Aug 21$0.25$0.753.00
$13.50$14.00$14.50Aug 7$0.13$0.372.85
$13.00$14.00$15.00Aug 21$0.27$0.732.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.06, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Aug 21-$0.06$0.94
$13.00$14.001:2Aug 28-$0.15$0.85
$12.00$13.001:2Aug 14-$0.25$0.75
$12.00$13.001:2Jul 24-$0.55$0.45
$14.50$15.001:2Aug 7-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.501:2Aug 7-$0.06$0.44
$13.50$13.001:2Aug 14-$0.06$0.44
$14.50$14.001:2Aug 7-$0.10$0.40
$13.50$13.001:2Aug 28-$0.10$0.40
$15.00$14.501:2Jul 31-$0.33$0.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.50%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.50Aug 28$0.500.441.5%3.50%5.04%4--
$14.50Aug 14$0.350.421.5%2.45%3.99%6397
$14.50Aug 7$0.300.411.5%2.10%3.64%9--
$15.00Aug 28$0.300.335.0%2.10%7.14%874
$14.50Jul 31$0.250.401.5%1.75%3.29%323.8K
$15.00Aug 21$0.250.325.0%1.75%6.79%3.2K3.3K
$14.50Jul 24$0.200.421.5%1.40%2.94%5651.5K
$15.00Aug 14$0.200.295.0%1.40%6.44%40206
$15.50Aug 28$0.200.258.5%1.40%9.94%375
$15.00Aug 7$0.150.275.0%1.05%6.09%19211

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 14,151
Total Puts 2,653
Put/Call Ratio 0.19
Net Difference 11,498

Prior's Put/Call Breakdown

Total Calls 10,447
Total Puts 3,567
Put/Call Ratio 0.34
Net Difference 6,880

Prior 7-Day Put/Call Summary

Total Calls 49,688
Total Puts 35,758
Average Put/Call Ratio 0.85
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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