Tour v292
CAG
CONAGRA BRANDS INC
$13.79 -3.84%
$13.80 (+0.07%)πŸŒ™
as of 07/06 06:15 PM
7/6 18:15

Option Volume

Detail
β„Ή
Current (07/06) 10,749
Calls: 8,615 (80%)
Puts: 2,134 (20%)
Prior (07/02) 13,260
Calls: 9,675 (73%)
Puts: 3,585 (27%)
Current vs Prior -18.94%
Calls: -10.96% (Calls)
Puts: -40.47% (Puts)
Prior 7-Day Total 75,005
Calls: 52,845 (70%)
Puts: 22,160 (30%)
Prior 7-Day Average 12,500
Calls: 7,549 (70%)
Puts: 3,165 (30%)
Current vs Prior 7-Day Avg -14.01%
Calls: +14.12%
Puts: -32.59%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/06) $470.1K
Calls: $369.2K (79%)
Puts: $100.9K (21%)
Prior (07/02) $1.35M
Calls: $1.14M (84%)
Puts: $210.9K (16%)
Current vs Prior -65.08%
Calls: -67.47%
Puts: -52.17%
Prior 7-Day Total $5.00M
Calls: $3.38M (68%)
Puts: $1.62M (32%)
Prior 7-Day Average $834.0K
Calls: $482.9K (68%)
Puts: $232.0K (32%)
Current vs Prior 7-Day Avg -43.63%
Calls: -23.53%
Puts: -56.52%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/06) 0.25
Prior (07/02) 0.37
Current vs Prior -33.15%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -48.95%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/06) 137,382
Calls: 94,020 (68%)
Puts: 43,362 (32%)
Prior (07/02) 151,977
Calls: 118,720 (78%)
Puts: 33,257 (22%)
Current vs Prior -9.60%
Prior 7-Day Total 842,483
Calls: 603,470 (72%)
Puts: 239,013 (28%)
Prior 7-Day Average 140,413
Calls: 100,578 (72%)
Puts: 39,835 (28%)
Current vs Prior 7-Day Avg -2.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.66% | 8.85%8.85% | 11.46%
Prior 5.58% | 9.07%9.07% | 11.02%
Current vs Prior +1.39% | -2.41%-2.41% | +3.99%
Prior 7-Day Avg 5.17% | 6.94%9.83% | 11.57%
Current vs 7-Day Avg +9.32% | +27.52%-10.02% | -1.00%
Prior 7-Day Eod 5.58% | 9.07%-- | --
Current vs 7-Day Eod +1.39% | -2.41%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 50.35% | 22.50%
Calls: 27.78% | 25.00%
Puts: 72.92% | 20.00%
Prior 50.35% | 22.50%
Calls: 27.78% | 25.00%
Puts: 72.92% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 56.53% | 35.31%
Calls: 42.22% | 44.84%
Puts: 67.87% | 25.79%
Current vs 7-Day Avg -10.93% | -36.28%
Liquidity Expensive
+
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πŸ€– AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($369.2K) vs puts ($100.9K). Light premium activity with dollar volume down 65% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (8,615 calls vs 2,134 puts). P/C ratio dropping 33% - 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

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.77, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 170.600.70$0.6515.4%80.62683
$13.50Aug 70.700.85$0.7719.5%10.563
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 240.600.70$0.6515.4%340.5348
$13.50Aug 140.600.70$0.6515.4%100.44--
$14.00Aug 70.800.90$0.8511.8%20.55--
$14.00Aug 140.800.95$0.8817.0%60.54--
$14.50Jul 170.851.00$0.9316.1%140.70--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 101.151.45$1.3023.1%30.9433
$11.50Jul 102.152.50$2.3315.0%10.93--
$13.00Jul 100.701.00$0.8535.3%30.93--
$11.50Jul 242.202.65$2.4218.6%30.91--
$13.00Jul 240.901.20$1.0528.6%80.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 100.650.90$0.7832.1%50.90--
$15.50Jul 171.651.95$1.8016.7%10.88--
$15.00Jul 171.251.45$1.3514.8%20.81172
$14.50Jul 170.851.00$0.9316.1%140.70--
$14.50Jul 311.001.30$1.1526.1%200.66--

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 3.5K, top 576)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 310.150.30$0.2268.2%5760.24570
$15.50Aug 70.100.20$0.1566.7%3010.17293
$15.00Jul 170.100.15$0.1338.5%2440.195.3K
$16.50Aug 140.050.15$0.10100.0%2000.11--
$15.50Jul 170.000.15$0.08187.5%1100.121.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 170.200.25$0.2321.7%3510.263.2K
$12.50Jul 240.100.20$0.1566.7%1440.17201
$13.50Jul 170.300.40$0.3528.6%1350.38378
$14.00Jul 100.300.40$0.3528.6%1300.651.0K
$12.50Jul 170.050.15$0.10100.0%960.14320

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 37.5%, max 76.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Jul 10Jul 24119.3%67.8%76.1%4--
$15.50Jul 10Aug 771.4%42.9%66.5%305293
$15.00Jul 10Aug 1455.7%41.3%34.9%322.2K
$16.50Jul 24Aug 1452.8%44.8%17.8%201--
$16.00Jul 17Jul 3150.7%45.0%12.6%751.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 1465.5%40.7%61.0%333.0K
$12.50Jul 10Aug 1462.4%39.6%57.5%11--
$13.00Jul 10Aug 1441.9%40.4%3.7%24303

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 7.33, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$16.50Aug 14$0.18$1.32$0.187.33$15.18
$15.00$16.00Jul 31$0.14$0.86$0.146.14$15.14
$14.00$14.50Jul 10$0.10$0.40$0.104.00$14.10
$14.50$15.00Jul 17$0.10$0.40$0.104.00$14.60
$15.00$15.50Jul 24$0.10$0.40$0.104.00$15.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$12.00Jul 31$0.10$0.40$0.104.00$12.40
$12.50$12.00Aug 7$0.10$0.40$0.104.00$12.40
$12.50$12.00Aug 14$0.10$0.40$0.104.00$12.40
$13.50$13.00Jul 17$0.12$0.38$0.123.17$13.38
$13.00$12.50Jul 17$0.13$0.37$0.132.85$12.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 10.54, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$11.50$13.00Jul 24$1.37$1.37$0.1310.54$12.87
$13.00$13.50Aug 7$0.36$0.36$0.142.57$13.36
$13.00$13.50Jul 17$0.35$0.35$0.152.33$13.35
$13.00$13.50Jul 24$0.32$0.32$0.181.78$13.32
$13.50$14.00Jul 10$0.30$0.30$0.201.50$13.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.50$14.00Jul 17$0.36$0.36$0.142.57$14.14
$14.50$14.00Jul 31$0.35$0.35$0.152.33$14.15
$14.00$13.50Jul 31$0.32$0.32$0.181.78$13.68
$14.00$13.50Aug 7$0.28$0.28$0.221.27$13.72
$14.00$13.50Jul 24$0.27$0.27$0.231.17$13.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.15, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 10Jul 17$0.0571.4%54.9%
$16.00Jul 17Jul 24$0.0550.7%50.6%
$16.50Jul 24Aug 14$0.0552.8%44.8%
$11.50Jul 10Jul 24$0.09119.3%67.8%
$15.00Jul 10Jul 17$0.1055.7%52.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 10Jul 17$0.0762.4%56.0%
$14.50Jul 10Jul 17$0.1538.2%50.8%
$13.00Jul 10Jul 17$0.2041.9%57.9%
$14.00Jul 10Jul 17$0.2238.6%51.0%
$13.50Jul 10Jul 17$0.2536.8%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.48% of stock, avg 9.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Jul 10$0.13$0.35$0.48$13.52$14.483.48%
$13.50Jul 10$0.43$0.10$0.53$12.97$14.033.84%
$14.50Jul 10$0.03$0.78$0.81$13.69$15.315.87%
$13.00Jul 10$0.85$0.03$0.88$12.12$13.886.38%
$14.00Jul 17$0.40$0.57$0.97$13.03$14.977.03%
$13.50Jul 17$0.65$0.35$1.00$12.50$14.507.25%
$13.50Jul 24$0.73$0.38$1.11$12.39$14.618.05%
$14.00Jul 24$0.50$0.65$1.15$12.85$15.158.34%
$14.50Jul 17$0.23$0.93$1.16$13.34$15.668.41%
$13.00Jul 17$1.00$0.23$1.23$11.77$14.238.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.44% of stock, avg 3.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.50$13.00Jul 10$0.03$0.03$0.06$12.94$14.56
$14.50$12.50Jul 10$0.03$0.03$0.06$12.44$14.56
$15.00$13.00Jul 10$0.03$0.03$0.06$12.94$15.06
$15.00$12.50Jul 10$0.03$0.03$0.06$12.44$15.06
$15.50$13.00Jul 10$0.03$0.03$0.06$12.94$15.56
$15.50$12.50Jul 10$0.03$0.03$0.06$12.44$15.56
$16.00$12.00Jul 17$0.03$0.08$0.11$11.89$16.11
$14.50$13.50Jul 10$0.03$0.10$0.13$13.37$14.63
$15.00$13.50Jul 10$0.03$0.10$0.13$13.37$15.13
$15.50$13.50Jul 10$0.03$0.10$0.13$13.37$15.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 3.17, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1314/14Jul 17$0.38$0.123.17$12.62$13.88
14/1415/16Aug 7$0.38$0.123.17$13.62$15.38
14/1415/16Jul 24$0.37$0.132.85$13.63$15.37
13/1414/14Aug 7$0.37$0.132.85$13.13$14.37
12/1314/14Aug 14$0.37$0.132.85$12.63$14.37
13/1414/14Jul 24$0.35$0.152.33$13.15$14.35
12/1314/14Jul 31$0.35$0.152.33$12.65$13.85
13/1414/15Aug 7$0.35$0.152.33$13.15$14.85
12/1214/14Aug 7$0.34$0.162.12$12.16$13.84
13/1414/14Jul 31$0.33$0.171.94$13.17$14.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Jul 31$0.05$0.459.00
$14.00$14.50$15.00Jul 17$0.07$0.436.14
$13.50$14.00$14.50Jul 17$0.08$0.425.25
$15.00$15.50$16.00Jul 24$0.08$0.425.25
$13.00$13.50$14.00Jul 24$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Jul 17$0.06$0.447.33
$13.00$13.50$14.00Aug 7$0.06$0.447.33
$12.50$13.00$13.50Jul 10$0.07$0.436.14
$12.50$13.00$13.50Jul 24$0.07$0.436.14
$12.00$12.50$13.00Aug 14$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. 45 found (best net $-0.27, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.50$12.501:2Jul 10-$0.27$0.73
$14.00$14.501:2Jul 17-$0.06$0.44
$15.50$16.001:2Jul 24-$0.06$0.44
$14.50$15.001:2Jul 31-$0.09$0.41
$14.00$14.501:2Jul 24-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$12.001:2Jul 24-$0.05$0.45
$12.50$12.001:2Jul 17-$0.06$0.44
$13.00$12.501:2Jul 24-$0.07$0.43
$13.00$12.501:2Jul 31-$0.07$0.43
$13.00$12.501:2Aug 14-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.63%, avg 1.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Aug 14$0.500.451.5%3.63%5.15%9--
$14.00Jul 24$0.450.471.5%3.26%4.79%16158
$14.00Jul 31$0.450.451.5%3.26%4.79%1--
$14.00Aug 7$0.450.441.5%3.26%4.79%1310
$14.00Jul 17$0.350.461.5%2.54%4.06%836.1K
$14.50Jul 31$0.300.345.2%2.18%7.32%192.7K
$14.50Aug 7$0.300.345.2%2.18%7.32%8--
$14.50Aug 14$0.300.345.2%2.18%7.32%261
$14.50Jul 24$0.250.345.2%1.81%6.96%21549
$14.50Jul 17$0.200.305.2%1.45%6.60%421.5K

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 8,615
Total Puts 2,134
Put/Call Ratio 0.25
Net Difference 6,481

Prior's Put/Call Breakdown

Total Calls 9,675
Total Puts 3,585
Put/Call Ratio 0.37
Net Difference 6,090

Prior 7-Day Put/Call Summary

Total Calls 52,845
Total Puts 22,160
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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