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Conagra Brands, Inc. CAG

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-17T00:59:22.000Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:58:33.591464828Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-17T00:59:21.443501+00:00

Share price$14.35
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.$0.05$0.97$1.89$2.82$3.74$12.06$13.19$14.31$15.44$16.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAG spot · $14.35CAG PRICE$0.15$0.19$0.24$0.29$0.37$0.45$0.53$0.61$0.69$0.79$0.94$1.09$1.23$0.18$0.25$0.31$0.37$0.46$0.56$0.67$0.78$0.88$1.06$1.37$1.69$3.48
PutsCheap0.89×
CallsCheap0.73×
SkewBearish+7.72 pp
Implied moveBearish±$1.20
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.6528.5%10.1%13.2233.7%9.2%
25Δ15.4228.6%8.8%13.4533.6%8.0%
30Δ15.1828.7%7.5%13.6733.4%6.9%
35Δ14.9728.8%6.3%13.9033.2%5.7%
40Δ14.8029.0%5.7%14.1133.2%4.9%
45Δ14.6329.2%5.1%14.3033.2%4.3%
50Δ14.4629.5%4.5%14.4933.3%3.7%
55Δ14.2929.7%3.9%14.6833.4%3.1%
60Δ14.1229.9%3.3%14.8733.5%2.5%
65Δ13.9530.0%2.7%15.1234.6%2.0%
70Δ13.7429.8%2.3%15.4837.6%1.7%
75Δ13.5429.6%1.9%15.8540.7%1.3%
80Δ13.3329.4%1.5%17.5967.7%1.7%

20Δ

Calls
Pseudo strike
15.65
IV
28.5%
B/E move
10.1%
Puts
Pseudo strike
13.22
IV
33.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
15.42
IV
28.6%
B/E move
8.8%
Puts
Pseudo strike
13.45
IV
33.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
15.18
IV
28.7%
B/E move
7.5%
Puts
Pseudo strike
13.67
IV
33.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
14.97
IV
28.8%
B/E move
6.3%
Puts
Pseudo strike
13.90
IV
33.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
14.80
IV
29.0%
B/E move
5.7%
Puts
Pseudo strike
14.11
IV
33.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
14.63
IV
29.2%
B/E move
5.1%
Puts
Pseudo strike
14.30
IV
33.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
14.46
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
14.49
IV
33.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
14.29
IV
29.7%
B/E move
3.9%
Puts
Pseudo strike
14.68
IV
33.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
14.12
IV
29.9%
B/E move
3.3%
Puts
Pseudo strike
14.87
IV
33.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
13.95
IV
30.0%
B/E move
2.7%
Puts
Pseudo strike
15.12
IV
34.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
13.74
IV
29.8%
B/E move
2.3%
Puts
Pseudo strike
15.48
IV
37.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
13.54
IV
29.6%
B/E move
1.9%
Puts
Pseudo strike
15.85
IV
40.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
13.33
IV
29.4%
B/E move
1.5%
Puts
Pseudo strike
17.59
IV
67.7%
B/E move
1.7%