Tour v308
CAG
CONAGRA BRANDS INC
$13.37 -2.90%
$13.44 (+0.49%)🌙
as of 07/09 06:16 PM
7/9 18:16

Option Volume

Detail
Current (07/09) 7,095
Calls: 4,761 (67%)
Puts: 2,334 (33%)
Prior (07/08) 7,259
Calls: 3,000 (41%)
Puts: 4,259 (59%)
Current vs Prior -2.26%
Calls: +58.70% (Calls)
Puts: -45.20% (Puts)
Prior 7-Day Total 80,135
Calls: 53,646 (67%)
Puts: 26,489 (33%)
Prior 7-Day Average 11,447
Calls: 7,663 (67%)
Puts: 3,784 (33%)
Current vs Prior 7-Day Avg -38.02%
Calls: -37.88%
Puts: -38.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $335.7K
Calls: $215.6K (64%)
Puts: $120.1K (36%)
Prior (07/08) $344.1K
Calls: $151.7K (44%)
Puts: $192.5K (56%)
Current vs Prior -2.45%
Calls: +42.17%
Puts: -37.61%
Prior 7-Day Total $5.21M
Calls: $3.41M (66%)
Puts: $1.80M (34%)
Prior 7-Day Average $744.3K
Calls: $487.6K (66%)
Puts: $256.7K (34%)
Current vs Prior 7-Day Avg -54.90%
Calls: -55.78%
Puts: -53.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.49
Prior (07/08) 1.42
Current vs Prior -65.47%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -23.79%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 149,067
Calls: 102,893 (69%)
Puts: 46,174 (31%)
Prior (07/08) 117,423
Calls: 82,559 (70%)
Puts: 34,864 (30%)
Current vs Prior +26.95%
Prior 7-Day Total 980,156
Calls: 695,009 (71%)
Puts: 285,147 (29%)
Prior 7-Day Average 140,022
Calls: 99,287 (71%)
Puts: 40,735 (29%)
Current vs Prior 7-Day Avg +6.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.96% | 8.60%8.60% | 11.44%
Prior 5.45% | 8.71%8.71% | 11.47%
Current vs Prior -27.22% | -1.30%-1.30% | -0.27%
Prior 7-Day Avg 5.37% | 8.01%9.49% | 11.58%
Current vs 7-Day Avg -26.17% | +7.44%-9.37% | -1.20%
Prior 7-Day Eod 5.45% | 8.71%-- | --
Current vs 7-Day Eod -27.22% | -1.30%-- | --
Sentiment BULLISHBULLISH

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 50.35% | 22.50%
Calls: 27.78% | 25.00%
Puts: 72.92% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($215.6K). Extreme bullish P/C ratio of 0.49 - heavy call buying (4,761 calls vs 2,334 puts). P/C ratio dropping 65% - sentiment shifting bullish. Call-heavy open interest (102,893 calls vs 46,174 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 211.101.20$1.158.7%150.62670

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.63, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 170.350.40$0.3813.2%730.47697
$14.00Aug 210.400.45$0.4311.6%270.372.1K
$13.50Aug 140.550.65$0.6016.7%10.47--
$13.00Jul 170.600.70$0.6515.4%130.65--
$13.00Aug 70.750.90$0.8318.1%10.59--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 170.250.30$0.2817.9%5120.353.2K
$13.00Jul 310.400.45$0.4311.6%380.381.3K
$13.00Aug 210.550.65$0.6016.7%690.41533
$13.50Aug 70.700.85$0.7719.5%120.5336
$14.00Jul 170.750.90$0.8318.1%300.694.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Jul 172.352.80$2.5817.4%10.94--
$12.00Jul 171.401.55$1.4810.1%100.9089
$13.00Jul 100.150.60$0.38118.4%50.898
$12.50Jul 170.951.20$1.0823.1%200.80--
$12.50Jul 241.051.25$1.1517.4%6030.76202
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 100.400.90$0.6576.9%3701.001.1K
$14.50Jul 100.851.20$1.0234.3%81.00--
$15.00Jul 101.051.75$1.4050.0%11.00--
$14.00Jul 170.750.90$0.8318.1%300.694.4K
$14.00Jul 240.800.95$0.8817.0%20.68--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 5.5K, top 721)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 100.000.10$0.05200.0%7210.10--
$15.00Jul 170.050.10$0.0862.5%6340.126.2K
$12.50Jul 241.051.25$1.1517.4%6030.76202
$14.50Jul 100.000.05$0.03166.7%3930.082.9K
$14.00Jul 100.000.05$0.03166.7%2200.12593
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 170.250.30$0.2817.9%5120.353.2K
$14.00Jul 100.400.90$0.6576.9%3701.001.1K
$12.50Jul 170.100.15$0.1338.5%3240.20384
$13.50Jul 170.450.55$0.5020.0%960.53785
$13.00Jul 240.300.40$0.3528.6%870.37391

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 101.2%, max 326.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 10Aug 21161.9%42.2%284.1%7662.1K
$14.50Jul 10Aug 14103.1%42.5%142.9%4023.0K
$16.00Jul 17Aug 2181.0%45.3%78.9%101.3K
$14.00Jul 10Aug 2163.9%39.3%62.8%2472.7K
$15.50Jul 17Aug 770.0%45.6%53.5%21647
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 10Aug 21176.1%41.3%326.8%592.8K
$12.50Jul 10Aug 14106.6%42.7%149.9%11--
$14.00Jul 10Aug 2163.9%39.3%62.8%3851.8K
$13.00Jul 10Aug 2161.2%40.5%51.2%78856
$13.50Jul 10Aug 1451.0%42.7%19.5%33237

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 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$14.00Jul 10$0.10$0.40$0.104.00$13.60
$14.00$14.50Jul 17$0.10$0.40$0.104.00$14.10
$14.50$15.00Aug 7$0.10$0.40$0.104.00$14.60
$14.00$15.00Aug 21$0.21$0.79$0.213.76$14.21
$14.00$14.50Aug 14$0.12$0.38$0.123.17$14.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.00$11.00Aug 14$0.12$0.88$0.127.33$11.88
$12.50$12.00Jul 31$0.10$0.40$0.104.00$12.40
$13.50$13.00Jul 10$0.12$0.38$0.123.17$13.38
$12.50$12.00Aug 7$0.13$0.37$0.132.85$12.37
$13.00$12.50Jul 17$0.15$0.35$0.152.33$12.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 4.00, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$12.50Jul 17$0.40$0.40$0.104.00$12.40
$12.50$13.50Jul 24$0.70$0.70$0.302.33$13.20
$13.00$13.50Jul 31$0.33$0.33$0.171.94$13.33
$13.00$13.50Jul 17$0.27$0.27$0.231.17$13.27
$13.00$13.50Aug 7$0.26$0.26$0.241.08$13.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$14.50Jul 10$0.38$0.38$0.123.17$14.62
$14.50$14.00Jul 10$0.37$0.37$0.132.85$14.13
$14.00$13.50Jul 17$0.33$0.33$0.171.94$13.67
$14.00$13.50Aug 14$0.33$0.33$0.171.94$13.67
$14.00$13.50Jul 31$0.32$0.32$0.181.78$13.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.18, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 17Aug 7$0.0570.0%45.6%
$12.50Jul 17Jul 24$0.0755.9%49.9%
$14.50Jul 10Jul 17$0.10103.1%61.2%
$14.00Jul 10Jul 17$0.2063.9%59.4%
$13.50Jul 10Jul 17$0.2551.0%55.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 10Jul 17$0.10106.6%55.9%
$14.00Jul 10Jul 17$0.1863.9%59.4%
$13.00Jul 10Jul 17$0.2561.2%55.9%
$13.50Jul 10Jul 17$0.3551.0%55.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.09% of stock, avg 8.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.50Jul 10$0.13$0.15$0.28$13.22$13.782.09%
$13.00Jul 10$0.38$0.03$0.41$12.59$13.413.07%
$14.00Jul 10$0.03$0.65$0.68$13.32$14.685.09%
$13.50Jul 17$0.38$0.50$0.88$12.62$14.386.58%
$13.00Jul 17$0.65$0.28$0.93$12.07$13.936.96%
$13.50Jul 24$0.45$0.57$1.02$12.48$14.527.63%
$14.50Jul 10$0.03$1.02$1.05$13.45$15.557.85%
$14.00Jul 17$0.23$0.83$1.06$12.94$15.067.93%
$14.00Jul 24$0.25$0.88$1.13$12.87$15.138.45%
$12.50Jul 17$1.08$0.13$1.21$11.29$13.719.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.45% of stock, avg 3.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$13.00Jul 10$0.03$0.03$0.06$12.94$14.06
$14.00$12.50Jul 10$0.03$0.03$0.06$12.44$14.06
$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
$14.00$12.00Jul 10$0.03$0.05$0.08$11.92$14.08
$15.00$13.00Jul 10$0.05$0.03$0.08$12.92$15.08
$15.00$12.50Jul 10$0.05$0.03$0.08$12.42$15.08
$14.50$12.00Jul 10$0.03$0.05$0.08$11.92$14.58
$15.00$12.00Jul 10$0.05$0.05$0.10$11.90$15.10
$15.50$12.00Jul 17$0.05$0.05$0.10$11.90$15.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 3.55, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1213/14Aug 7$0.39$0.113.55$12.11$13.39
13/1414/15Aug 7$0.37$0.132.85$13.13$14.87
12/1214/14Aug 14$0.36$0.142.57$12.14$13.86
12/1314/14Jul 24$0.35$0.152.33$12.65$13.85
12/1214/14Jul 31$0.35$0.152.33$12.15$13.85
12/1314/14Aug 14$0.34$0.162.12$12.66$14.34
13/1414/14Jul 17$0.32$0.181.78$13.18$14.32
13/1414/14Aug 14$0.32$0.181.78$13.18$14.32
12/1314/14Jul 17$0.30$0.201.50$12.70$13.80
12/1214/14Aug 14$0.28$0.221.27$12.22$14.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$15.00$16.00Aug 21$0.12$0.887.33
$13.00$13.50$14.00Jul 31$0.08$0.425.25
$13.50$14.00$14.50Aug 14$0.08$0.425.25
$13.50$14.00$14.50Jul 10$0.10$0.404.00
$13.00$13.50$14.00Jul 17$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$12.50$13.00Aug 14$0.06$0.447.33
$12.00$12.50$13.00Jul 17$0.07$0.436.14
$12.50$13.00$13.50Jul 17$0.07$0.436.14
$11.50$12.00$12.50Jul 24$0.07$0.436.14
$12.50$13.00$13.50Jul 24$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.05, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Jul 17-$0.38$0.62
$15.50$16.001:2Jul 17-$0.05$0.45
$15.00$15.501:2Aug 7-$0.05$0.45
$14.50$15.001:2Jul 10-$0.07$0.43
$13.50$14.001:2Jul 17-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 21-$0.05$0.95
$13.00$12.501:2Jul 24-$0.05$0.45
$13.50$13.001:2Jul 17-$0.06$0.44
$12.50$12.001:2Jul 24-$0.06$0.44
$12.50$12.001:2Aug 14-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 4.11%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$13.50Aug 14$0.550.471.0%4.11%5.09%1--
$13.50Aug 7$0.500.471.0%3.74%4.71%161--
$13.50Jul 31$0.450.481.0%3.37%4.34%215154
$13.50Jul 24$0.400.471.0%2.99%3.96%67411
$14.00Aug 21$0.400.374.7%2.99%7.70%272.1K
$13.50Jul 17$0.350.471.0%2.62%3.59%73697
$14.00Aug 14$0.350.364.7%2.62%7.33%5--
$14.00Jul 31$0.250.344.7%1.87%6.58%8124
$14.00Jul 17$0.200.314.7%1.50%6.21%1066.3K
$14.00Jul 24$0.200.324.7%1.50%6.21%39701

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 4,761
Total Puts 2,334
Put/Call Ratio 0.49
Net Difference 2,427

Prior's Put/Call Breakdown

Total Calls 3,000
Total Puts 4,259
Put/Call Ratio 1.42
Net Difference -1,259

Prior 7-Day Put/Call Summary

Total Calls 53,646
Total Puts 26,489
Average Put/Call Ratio 0.64
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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