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Conagra Brands, Inc. CAG

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-16T22:45:13.926Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002460653Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T22:45:13.383516+00:00

Share price$14.47
1D+0.8%
AH$14.22$14.29$14.36$14.42$14.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAG
Sold putSold callAH

Conagra Brands, Inc. options

Live interpolated CAG call and put midpoint premiums by absolute delta.Conagra Brands, Inc.$0.00$0.53$1.05$1.57$2.10$13.26$13.84$14.42$14.99$15.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAG spot · $14.47CAG PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.19$0.25$0.31$0.37$0.43$0.49$0.59$0.09$0.11$0.15$0.19$0.22$0.26$0.30$0.46$0.62$0.78$0.94$1.10$1.95
PutsExpensive1.22×
CallsCheap0.59×
SkewBearish+19.66 pp
Implied moveBearish±$0.49
TiltBearish37.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9626.7%3.8%13.8537.7%4.9%
25Δ14.8826.0%3.4%14.0335.2%3.8%
30Δ14.8025.4%3.0%14.1235.4%3.4%
35Δ14.7224.8%2.6%14.2235.6%3.0%
40Δ14.6424.2%2.2%14.3135.9%2.7%
45Δ14.5623.6%1.7%14.4036.1%2.3%
50Δ14.4823.3%1.4%14.5036.3%1.9%
55Δ14.4024.4%1.2%14.6841.0%1.7%
60Δ14.3225.6%1.1%14.8745.7%1.6%
65Δ14.2426.7%1.0%15.0550.4%1.4%
70Δ14.1627.8%0.8%15.2355.1%1.2%
75Δ14.0828.9%0.7%15.4259.8%1.1%
80Δ13.9631.2%0.6%16.2490.0%1.2%

20Δ

Calls
Pseudo strike
14.96
IV
26.7%
B/E move
3.8%
Puts
Pseudo strike
13.85
IV
37.7%
B/E move
4.9%

25Δ

Calls
Pseudo strike
14.88
IV
26.0%
B/E move
3.4%
Puts
Pseudo strike
14.03
IV
35.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
14.80
IV
25.4%
B/E move
3.0%
Puts
Pseudo strike
14.12
IV
35.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
14.72
IV
24.8%
B/E move
2.6%
Puts
Pseudo strike
14.22
IV
35.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
14.64
IV
24.2%
B/E move
2.2%
Puts
Pseudo strike
14.31
IV
35.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
14.56
IV
23.6%
B/E move
1.7%
Puts
Pseudo strike
14.40
IV
36.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
14.48
IV
23.3%
B/E move
1.4%
Puts
Pseudo strike
14.50
IV
36.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
14.40
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
14.68
IV
41.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
14.32
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
14.87
IV
45.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
14.24
IV
26.7%
B/E move
1.0%
Puts
Pseudo strike
15.05
IV
50.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
14.16
IV
27.8%
B/E move
0.8%
Puts
Pseudo strike
15.23
IV
55.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
14.08
IV
28.9%
B/E move
0.7%
Puts
Pseudo strike
15.42
IV
59.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
13.96
IV
31.2%
B/E move
0.6%
Puts
Pseudo strike
16.24
IV
90.0%
B/E move
1.2%