Tour v344
CAG
CONAGRA BRANDS INC
$14.47 +2.70%
$14.42 (-0.35%)🌙
as of 07/16 06:16 PM
7/16 18:16

Option Volume

Detail
Current (07/16) 14,014
Calls: 10,447 (75%)
Puts: 3,567 (25%)
Prior (07/15) 15,592
Calls: 9,624 (62%)
Puts: 5,968 (38%)
Current vs Prior -10.12%
Calls: +8.55% (Calls)
Puts: -40.23% (Puts)
Prior 7-Day Total 80,907
Calls: 45,257 (56%)
Puts: 35,650 (44%)
Prior 7-Day Average 11,558
Calls: 6,465 (56%)
Puts: 5,092 (44%)
Current vs Prior 7-Day Avg +21.25%
Calls: +61.59%
Puts: -29.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $792.2K
Calls: $545.1K (69%)
Puts: $247.1K (31%)
Prior (07/15) $696.5K
Calls: $408.2K (59%)
Puts: $288.4K (41%)
Current vs Prior +13.73%
Calls: +33.54%
Puts: -14.31%
Prior 7-Day Total $3.80M
Calls: $2.33M (61%)
Puts: $1.47M (39%)
Prior 7-Day Average $542.9K
Calls: $332.6K (61%)
Puts: $210.4K (39%)
Current vs Prior 7-Day Avg +45.90%
Calls: +63.89%
Puts: +17.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.34
Prior (07/15) 0.62
Current vs Prior -44.94%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -61.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 185,237
Calls: 125,803 (68%)
Puts: 59,434 (32%)
Prior (07/15) 236,190
Calls: 148,082 (63%)
Puts: 88,108 (37%)
Current vs Prior -21.57%
Prior 7-Day Total 1,161,411
Calls: 786,045 (68%)
Puts: 375,366 (32%)
Prior 7-Day Average 165,915
Calls: 112,292 (68%)
Puts: 53,623 (32%)
Current vs Prior 7-Day Avg +11.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.04% | 6.43%5.04% | 8.71%
Prior 5.68% | 6.60%5.68% | 9.23%
Current vs Prior -11.15% | -2.63%-11.15% | -5.62%
Prior 7-Day Avg 6.35% | 8.87%8.13% | 10.79%
Current vs 7-Day Avg -20.60% | -27.57%-37.98% | -19.30%
Prior 7-Day Eod 5.68% | 6.60%5.68% | 9.23%
Current vs 7-Day Eod -11.15% | -2.63%-11.15% | -5.62%
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 44.10% | 21.93%
Calls: 26.99% | 23.63%
Puts: 61.21% | 20.24%
Current vs 7-Day Avg -8.72% | +16.99%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($545.1K). Extreme bullish P/C ratio of 0.34 - heavy call buying (10,447 calls vs 3,567 puts). P/C ratio dropping 45% - sentiment shifting bullish. Call-heavy open interest (125,803 calls vs 59,434 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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.650.70$0.687.4%850.66282
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.71, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Aug 280.600.70$0.6515.4%100.4919
$14.00Jul 310.650.70$0.687.4%850.66282
$14.00Aug 70.700.80$0.7513.3%550.65--
$14.00Aug 140.700.85$0.7719.5%120.63--
$14.00Aug 210.750.90$0.8318.1%5660.622.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 70.300.35$0.3215.6%100.37--
$14.00Aug 210.400.45$0.4311.6%5370.38671
$14.50Aug 280.700.85$0.7719.5%20.51--
$15.00Aug 70.851.00$0.9316.1%10.67--
$15.00Aug 140.901.05$0.9815.3%100.6510

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Aug 142.052.70$2.3827.3%11.00--
$12.50Aug 71.652.35$2.0035.0%10.99--
$12.00Aug 282.152.70$2.4222.7%40.97--
$12.00Aug 212.302.75$2.5317.8%300.955
$12.50Jul 171.702.30$2.0030.0%80.9524
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 311.452.00$1.7331.8%30.902
$15.00Jul 170.400.75$0.5761.4%220.88134
$15.50Jul 241.001.25$1.1322.1%520.881
$15.00Jul 240.350.70$0.5267.3%1030.76104
$15.00Aug 70.851.00$0.9316.1%10.67--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 10.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 70.100.20$0.1566.7%1.1K0.21651
$15.00Aug 210.300.40$0.3528.6%1.1K0.362.6K
$14.50Jul 310.350.45$0.4025.0%7990.473.9K
$14.50Jul 240.250.35$0.3033.3%7660.49792
$16.00Jul 240.000.05$0.03166.7%7220.06134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.400.45$0.4311.6%5370.38671
$14.00Jul 240.100.20$0.1566.7%4210.28226
$13.50Jul 170.000.05$0.03166.7%4050.085.3K
$12.00Aug 210.050.10$0.0862.5%2160.082.3K
$13.00Aug 210.150.20$0.1827.8%1670.182.4K

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 193.2%, max 455.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 28215.8%38.8%455.4%790
$17.00Jul 17Aug 21187.3%39.4%375.8%2--
$12.50Jul 17Aug 7176.0%40.5%334.8%924
$13.00Jul 17Aug 28137.1%35.3%288.4%671.2K
$16.00Jul 17Aug 28130.4%36.9%252.9%91.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 17Aug 14176.0%38.3%358.9%10--
$13.00Jul 17Aug 28137.1%35.3%288.4%1073.7K
$13.50Jul 17Aug 2896.9%35.8%170.5%4065.3K
$15.00Jul 17Aug 2161.6%33.8%82.5%43464
$14.00Jul 17Aug 2155.2%32.9%67.7%6316.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 4.88, avg 1.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$15.50Jul 31$0.10$0.40$0.104.00$15.10
$15.00$15.50Aug 7$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$16.00Aug 28$0.25$0.75$0.253.00$15.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$12.50Aug 14$0.17$0.83$0.174.88$13.33
$14.00$13.50Jul 24$0.12$0.38$0.123.17$13.88
$14.00$13.00Aug 21$0.25$0.75$0.253.00$13.75
$14.00$13.50Jul 31$0.13$0.37$0.132.85$13.87
$14.00$13.50Aug 7$0.14$0.36$0.142.57$13.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 5.00, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$14.00Aug 7$1.25$1.25$0.255.00$13.75
$12.00$14.00Aug 14$1.61$1.61$0.394.13$13.61
$12.50$13.00Jul 24$0.40$0.40$0.104.00$12.90
$12.00$13.00Aug 28$0.79$0.79$0.213.76$12.79
$14.00$14.50Jul 17$0.38$0.38$0.123.17$14.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$14.50Jul 31$1.20$1.20$0.304.00$14.80
$15.00$14.50Jul 17$0.37$0.37$0.132.85$14.63
$15.00$14.00Aug 7$0.61$0.61$0.391.56$14.39
$15.00$14.50Aug 14$0.30$0.30$0.201.50$14.70
$15.00$14.00Aug 21$0.57$0.57$0.431.33$14.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.10, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Jul 17Aug 21$0.05187.3%39.4%
$14.00Jul 17Jul 24$0.0755.2%39.7%
$15.00Jul 17Jul 24$0.0761.6%34.0%
$13.50Jul 17Jul 24$0.0896.9%33.4%
$13.00Jul 17Jul 24$0.12137.1%47.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 17Jul 24$0.1255.2%39.7%
$14.50Jul 17Jul 24$0.1360.1%37.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.42% of stock, avg 8.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Jul 17$0.15$0.20$0.35$14.15$14.852.42%
$14.00Jul 17$0.53$0.03$0.56$13.44$14.563.87%
$15.00Jul 17$0.03$0.57$0.60$14.40$15.604.15%
$15.00Jul 24$0.10$0.52$0.62$14.38$15.624.28%
$14.50Jul 24$0.30$0.33$0.63$13.87$15.134.35%
$14.00Jul 24$0.60$0.15$0.75$13.25$14.755.18%
$13.50Jul 17$0.90$0.03$0.93$12.57$14.436.43%
$14.50Jul 31$0.40$0.53$0.93$13.57$15.436.43%
$14.00Jul 31$0.68$0.28$0.96$13.04$14.966.63%
$13.50Jul 24$0.98$0.03$1.01$12.49$14.516.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.41% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$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
$16.00$13.50Jul 17$0.03$0.03$0.06$13.44$16.06
$16.00$13.00Jul 17$0.03$0.03$0.06$12.94$16.06
$16.50$14.00Jul 17$0.03$0.03$0.06$13.94$16.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 4.00, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1414/14Aug 28$0.40$0.104.00$13.10$14.40
14/1415/16Jul 31$0.35$0.152.33$14.15$15.35
13/1414/15Aug 28$0.35$0.152.33$13.15$14.85
14/1414/15Aug 7$0.34$0.162.13$13.66$14.84
14/1415/16Aug 28$0.67$0.332.03$13.83$15.67
14/1414/15Jul 31$0.33$0.171.94$13.67$14.83
14/1414/15Jul 24$0.32$0.181.78$13.68$14.82
14/1414/15Aug 14$0.32$0.181.78$13.68$14.82
14/1415/16Aug 14$0.28$0.221.27$13.72$15.28
14/1415/16Aug 7$0.24$0.260.92$13.76$15.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 28$0.06$0.9415.67
$14.00$14.50$15.00Aug 28$0.05$0.459.00
$13.50$14.00$14.50Jul 24$0.08$0.425.25
$14.00$14.50$15.00Jul 31$0.08$0.425.25
$15.00$16.00$17.00Aug 21$0.17$0.834.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Jul 24$0.06$0.447.33
$13.00$13.50$14.00Aug 7$0.06$0.447.33
$12.00$13.00$14.00Aug 21$0.15$0.855.67
$12.00$12.50$13.00Jul 31$0.08$0.425.25
$13.00$13.50$14.00Jul 31$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. 40 found (best net $-0.13, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Aug 21-$0.13$0.87
$13.00$14.001:2Aug 28-$0.17$0.83
$12.00$13.001:2Aug 21-$0.53$0.47
$15.00$15.501:2Aug 14-$0.07$0.43
$14.00$14.501:2Jul 31-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$13.001:2Jul 31-$0.05$0.45
$13.50$13.001:2Aug 28-$0.05$0.45
$14.00$13.501:2Aug 14-$0.10$0.40
$12.50$12.001:2Jul 31-$0.11$0.39
$14.50$14.001:2Aug 14-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 4.15%, avg 1.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.50Aug 28$0.600.490.2%4.15%4.35%1019
$14.50Aug 14$0.450.470.2%3.11%3.32%92308
$14.50Aug 7$0.400.470.2%2.76%2.97%20127
$15.00Aug 28$0.400.383.7%2.76%6.43%1070
$14.50Jul 31$0.350.470.2%2.42%2.63%7993.9K
$15.00Aug 21$0.300.363.7%2.07%5.74%1.1K2.6K
$14.50Jul 24$0.250.490.2%1.73%1.94%766792
$15.00Aug 14$0.250.343.7%1.73%5.39%85159
$15.00Aug 7$0.200.323.7%1.38%5.04%93126
$15.00Jul 31$0.150.303.7%1.04%4.70%6181.6K

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

Prior's Put/Call Breakdown

Total Calls 9,624
Total Puts 5,968
Put/Call Ratio 0.62
Net Difference 3,656

Prior 7-Day Put/Call Summary

Total Calls 45,257
Total Puts 35,650
Average Put/Call Ratio 0.88
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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