Tour v297
CAG
CONAGRA BRANDS INC
$14.03 +1.74%
$14.24 (+1.47%)🌙
as of 07/07 06:16 PM
7/7 18:16

Option Volume

Detail
Current (07/07) 9,475
Calls: 6,016 (63%)
Puts: 3,459 (37%)
Prior (07/06) 10,749
Calls: 8,615 (80%)
Puts: 2,134 (20%)
Current vs Prior -11.85%
Calls: -30.17% (Calls)
Puts: +62.09% (Puts)
Prior 7-Day Total 85,754
Calls: 61,460 (72%)
Puts: 24,294 (28%)
Prior 7-Day Average 12,250
Calls: 8,780 (72%)
Puts: 3,470 (28%)
Current vs Prior 7-Day Avg -22.66%
Calls: -31.48%
Puts: -0.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $387.6K
Calls: $248.4K (64%)
Puts: $139.3K (36%)
Prior (07/06) $470.1K
Calls: $369.2K (79%)
Puts: $100.9K (21%)
Current vs Prior -17.55%
Calls: -32.74%
Puts: +38.07%
Prior 7-Day Total $5.47M
Calls: $3.75M (68%)
Puts: $1.72M (32%)
Prior 7-Day Average $782.0K
Calls: $535.6K (68%)
Puts: $246.4K (32%)
Current vs Prior 7-Day Avg -50.43%
Calls: -53.63%
Puts: -43.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.57
Prior (07/06) 0.25
Current vs Prior +132.12%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +27.41%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 135,831
Calls: 95,824 (71%)
Puts: 40,007 (29%)
Prior (07/06) 137,382
Calls: 94,020 (68%)
Puts: 43,362 (32%)
Current vs Prior -1.13%
Prior 7-Day Total 979,865
Calls: 697,490 (71%)
Puts: 282,375 (29%)
Prior 7-Day Average 139,980
Calls: 99,641 (71%)
Puts: 40,339 (29%)
Current vs Prior 7-Day Avg -2.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.20% | 9.76%9.76% | 11.40%
Prior 5.66% | 8.85%8.85% | 11.46%
Current vs Prior -8.01% | +10.37%+10.37% | -0.47%
Prior 7-Day Avg 5.24% | 7.21%9.69% | 11.56%
Current vs 7-Day Avg -0.76% | +35.42%+0.75% | -1.32%
Prior 7-Day Eod 5.66% | 8.85%-- | --
Current vs 7-Day Eod -8.01% | +10.37%-- | --
Sentiment BULLISHBEARISH

Relative Spread

Detail
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 55.65% | 33.48%
Calls: 39.82% | 42.00%
Puts: 68.59% | 24.96%
Current vs 7-Day Avg -9.52% | -32.80%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($248.4K). Bullish P/C ratio of 0.57. P/C ratio rising 132% - increased hedging/bearish positioning. Call-heavy open interest (95,824 calls vs 40,007 puts) suggests bullish positioning.

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 -- 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. 3 found (avg $0.57, cheapest $0.32)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 170.300.35$0.3215.6%4030.401.5K
$13.50Jul 100.550.65$0.6016.7%880.90461
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.750.85$0.8012.5%30.48666

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 172.052.50$2.2819.7%510.94--
$13.50Jul 100.550.65$0.6016.7%880.90461
$12.50Jul 171.551.90$1.7320.2%10.8813
$13.00Jul 100.951.40$1.1738.5%10.877
$12.50Jul 311.601.95$1.7819.7%10.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 100.350.60$0.4852.1%40.8523
$16.00Aug 211.902.40$2.1523.3%10.82--
$15.00Jul 170.901.25$1.0832.4%530.75172
$15.50Aug 141.202.30$1.7562.9%20.75--
$15.00Aug 211.251.50$1.3818.1%830.67213

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 7.5K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Jul 170.050.15$0.10100.0%1.1K0.161.3K
$15.00Jul 170.150.25$0.2050.0%7570.275.4K
$14.00Jul 240.550.75$0.6530.8%5990.56165
$14.50Jul 170.300.35$0.3215.6%4030.401.5K
$14.00Jul 170.500.65$0.5726.3%3950.566.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 170.400.50$0.4522.2%1.4K0.454.7K
$13.00Jul 310.150.35$0.2580.0%3830.24865
$12.00Aug 210.050.15$0.10100.0%1160.111.8K
$13.00Aug 210.350.45$0.4025.0%1140.29432
$15.00Aug 211.251.50$1.3818.1%830.67213

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 46.3%, max 158.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.00Jul 10Aug 21102.4%39.6%158.4%19393
$16.50Jul 17Aug 764.3%42.0%53.1%241
$13.00Jul 10Jul 1783.6%55.5%50.7%27
$12.50Jul 17Jul 3166.8%45.0%48.3%213
$15.00Jul 10Aug 2151.5%40.8%26.4%1313.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 2168.6%36.6%87.2%1184.8K
$15.00Jul 17Aug 2155.4%40.8%36.0%136385
$13.00Jul 17Aug 2155.5%41.5%33.7%1443.7K
$12.50Jul 17Jul 2466.8%51.4%29.8%70614
$14.00Jul 10Aug 2141.5%39.3%5.6%601.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 4.88, avg 2.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$15.50Aug 14$0.17$0.83$0.174.88$14.67
$15.00$15.50Jul 17$0.10$0.40$0.104.00$15.10
$15.00$16.00Aug 21$0.22$0.78$0.223.55$15.22
$14.50$15.00Jul 17$0.12$0.38$0.123.17$14.62
$15.00$15.50Jul 31$0.12$0.38$0.123.17$15.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$12.00Jul 31$0.17$0.83$0.174.88$12.83
$13.00$12.50Jul 24$0.10$0.40$0.104.00$12.90
$13.00$12.00Aug 7$0.23$0.77$0.233.35$12.77
$13.50$13.00Jul 24$0.13$0.37$0.132.85$13.37
$14.00$13.50Jul 10$0.15$0.35$0.152.33$13.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 4.88, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$13.50Jul 31$0.83$0.83$0.174.88$13.33
$13.00$13.50Jul 17$0.37$0.37$0.132.85$13.37
$13.50$14.00Jul 10$0.35$0.35$0.152.33$13.85
$13.50$14.00Jul 17$0.33$0.33$0.171.94$13.83
$13.50$14.00Jul 24$0.30$0.30$0.201.50$13.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.00Aug 21$0.77$0.77$0.233.35$15.23
$15.50$14.50Aug 14$0.73$0.73$0.272.70$14.77
$14.50$14.00Jul 17$0.35$0.35$0.152.33$14.15
$14.50$14.00Jul 10$0.30$0.30$0.201.50$14.20
$15.00$14.00Aug 21$0.58$0.58$0.421.38$14.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.20, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 17Jul 31$0.0566.8%45.0%
$15.50Jul 17Jul 24$0.0854.3%50.5%
$13.00Jul 10Jul 17$0.1083.6%55.5%
$15.00Jul 10Jul 17$0.1751.5%55.4%
$14.50Jul 10Jul 17$0.2738.0%52.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 24$0.0755.5%51.8%
$13.50Jul 10Jul 17$0.1937.9%51.6%
$14.00Jul 10Jul 17$0.2741.5%54.4%
$15.00Jul 17Aug 21$0.3055.4%40.8%
$14.50Jul 10Jul 17$0.3238.0%52.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 3.06% of stock, avg 9.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Jul 10$0.25$0.18$0.43$13.57$14.433.06%
$14.50Jul 10$0.05$0.48$0.53$13.97$15.033.78%
$13.50Jul 10$0.60$0.03$0.63$12.87$14.134.49%
$14.00Jul 17$0.57$0.45$1.02$12.98$15.027.27%
$13.50Jul 17$0.90$0.22$1.12$12.38$14.627.98%
$14.50Jul 17$0.32$0.80$1.12$13.38$15.627.98%
$14.00Jul 24$0.65$0.50$1.15$12.85$15.158.20%
$15.00Jul 17$0.20$1.08$1.28$13.72$16.289.12%
$13.50Jul 24$0.95$0.33$1.28$12.22$14.789.12%
$14.00Jul 31$0.70$0.63$1.33$12.67$15.339.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.43% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$13.50Jul 10$0.03$0.03$0.06$13.44$15.06
$14.50$13.50Jul 10$0.05$0.03$0.08$13.42$14.58
$16.00$13.50Jul 10$0.05$0.03$0.08$13.42$16.08
$16.00$12.00Jul 17$0.05$0.05$0.10$11.90$16.10
$16.50$12.00Jul 17$0.05$0.05$0.10$11.90$16.60
$15.50$12.00Jul 17$0.10$0.05$0.15$11.85$15.65
$16.00$12.50Jul 17$0.05$0.10$0.15$12.35$16.15
$16.50$12.50Jul 17$0.05$0.10$0.15$12.35$16.65
$16.50$11.50Aug 7$0.08$0.08$0.16$11.34$16.66
$16.00$13.00Jul 17$0.05$0.13$0.18$12.82$16.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 4.00, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1314/14Jul 24$0.40$0.104.00$12.60$13.90
13/1414/14Jul 31$0.40$0.104.00$13.10$14.40
14/1414/15Jul 31$0.38$0.123.17$13.62$14.88
14/1414/15Jul 17$0.35$0.152.33$13.65$14.85
13/1414/14Jul 24$0.35$0.152.33$13.15$14.35
14/1414/15Jul 24$0.35$0.152.33$13.65$14.85
14/1415/16Jul 31$0.35$0.152.33$13.65$15.35
12/1314/15Aug 21$0.70$0.302.33$12.30$14.70
14/1415/16Jul 17$0.33$0.171.94$13.67$15.33
12/1314/14Jul 24$0.32$0.181.78$12.68$14.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.50$16.00$16.50Jul 17$0.05$0.459.00
$15.50$16.00$16.50Jul 24$0.06$0.447.33
$13.50$14.00$14.50Jul 17$0.08$0.425.25
$13.50$14.00$14.50Jul 24$0.08$0.425.25
$12.00$12.50$13.00Jul 17$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 21$0.10$0.909.00
$12.50$13.00$13.50Jul 17$0.06$0.447.33
$12.00$13.00$14.00Aug 7$0.14$0.866.14
$13.00$13.50$14.00Jul 31$0.08$0.425.25
$13.00$14.00$15.00Aug 21$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $--, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$15.001:2Aug 21$0.00$1.00
$15.00$16.001:2Jul 10-$0.07$0.93
$14.50$15.501:2Aug 14-$0.11$0.89
$12.50$13.501:2Jul 31-$0.12$0.88
$16.00$16.501:2Jul 17-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 21$0.00$1.00
$15.00$14.001:2Aug 21-$0.22$0.78
$15.50$14.501:2Aug 14-$0.29$0.71
$12.00$11.501:2Aug 7-$0.06$0.44
$13.00$12.501:2Jul 17-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.85%, avg 1.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.50Aug 7$0.400.413.4%2.85%6.20%2--
$14.50Jul 24$0.350.423.4%2.49%5.84%25558
$14.50Jul 31$0.350.413.4%2.49%5.84%12.7K
$14.50Jul 17$0.300.403.4%2.14%5.49%4031.5K
$15.00Aug 7$0.300.336.9%2.14%9.05%1--
$15.00Aug 21$0.300.336.9%2.14%9.05%1281.6K
$14.50Aug 14$0.250.393.4%1.78%5.13%325
$15.00Jul 24$0.200.296.9%1.43%8.34%20434
$15.00Jul 31$0.200.316.9%1.43%8.34%431.1K
$15.00Jul 17$0.150.276.9%1.07%7.98%7575.4K

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 6,016
Total Puts 3,459
Put/Call Ratio 0.57
Net Difference 2,557

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 61,460
Total Puts 24,294
Average Put/Call Ratio 0.45
Ratio Trend Rising

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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