IntraAlpha
Create free account Start free

Conagra Brands, Inc. CAG

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-16T23:29:34.326Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:26:49.265632469Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T23:29:33.892347+00:00

Share price$14.43
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.$0.03$0.37$0.71$1.05$1.39$13.27$13.83$14.40$14.96$15.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAG spot · $14.43CAG PRICE$0.06$0.08$0.11$0.13$0.15$0.17$0.23$0.29$0.36$0.42$0.49$0.60$1.29$0.08$0.10$0.14$0.17$0.21$0.25$0.28$0.38$0.53$0.69$0.84$1.00$1.15
PutsExpensive1.05×
CallsCheap0.71×
SkewBearish+8.00 pp
Implied moveBearish±$0.51
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9528.1%4.0%13.8236.8%4.8%
25Δ14.8627.6%3.6%14.0133.6%3.6%
30Δ14.7827.1%3.1%14.1033.6%3.3%
35Δ14.6926.6%2.7%14.1933.6%2.9%
40Δ14.6026.1%2.2%14.2833.7%2.5%
45Δ14.5225.5%1.8%14.3733.7%2.2%
50Δ14.4326.8%1.6%14.4533.7%1.8%
55Δ14.3428.5%1.4%14.5935.7%1.5%
60Δ14.2630.2%1.3%14.7639.8%1.4%
65Δ14.1731.9%1.1%14.9443.8%1.2%
70Δ14.0833.6%1.0%15.1247.9%1.1%
75Δ13.9437.0%0.8%15.3051.9%0.9%
80Δ13.2561.2%0.8%15.4856.0%0.7%

20Δ

Calls
Pseudo strike
14.95
IV
28.1%
B/E move
4.0%
Puts
Pseudo strike
13.82
IV
36.8%
B/E move
4.8%

25Δ

Calls
Pseudo strike
14.86
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
14.01
IV
33.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
14.78
IV
27.1%
B/E move
3.1%
Puts
Pseudo strike
14.10
IV
33.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
14.69
IV
26.6%
B/E move
2.7%
Puts
Pseudo strike
14.19
IV
33.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
14.60
IV
26.1%
B/E move
2.2%
Puts
Pseudo strike
14.28
IV
33.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
14.52
IV
25.5%
B/E move
1.8%
Puts
Pseudo strike
14.37
IV
33.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
14.43
IV
26.8%
B/E move
1.6%
Puts
Pseudo strike
14.45
IV
33.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
14.34
IV
28.5%
B/E move
1.4%
Puts
Pseudo strike
14.59
IV
35.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
14.26
IV
30.2%
B/E move
1.3%
Puts
Pseudo strike
14.76
IV
39.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
14.17
IV
31.9%
B/E move
1.1%
Puts
Pseudo strike
14.94
IV
43.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
14.08
IV
33.6%
B/E move
1.0%
Puts
Pseudo strike
15.12
IV
47.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
13.94
IV
37.0%
B/E move
0.8%
Puts
Pseudo strike
15.30
IV
51.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
13.25
IV
61.2%
B/E move
0.8%
Puts
Pseudo strike
15.48
IV
56.0%
B/E move
0.7%