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CAGConagra Brands, Inc.

Options Analysis Report•FOOD AND KINDRED PRODUCTS
Market Cap $7.7B|NYSE
● 2026-08-31$16.09
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -14.3%YTD -7.0%7D -3.5%
8,163
30D
±7.9%
8%

CAG Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.5VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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CAG Gamma Walls

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Value

Is IV priced right?

6.1
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 50.1% — elevated vs history

<1.05x

IV/HV 1.13x — IV premium over HV

Sector Relative≤50%

Sector percentile 66% — above sector median

<1.1x

Front/Back 0.75x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 30.2% — normal range

<80%

Effective IV 64.8% (ATM 30.2% + spread 17.3% + bias) — good value

<3.0%

Total drag 26.73% (spread 17.32% + slippage 9.41%) — high friction

≥5.0

Vega efficiency 1.14 (vega 1.968 / spread 17.32%) — spread drag

Sentiment

Bullish or bearish?

5.1
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bearish - Strong signal (Conviction: -41%, Raw: -45%)
|net sentiment| ≥25%

Conviction-weighted: -41% (strong bearish) — Raw: -45%

≥15%

|OI skew| 32.0% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +65.6%, OI skew +32.0% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +5%, ATM: -12%, OTM: -57% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 14% — very bullish vs sector

Activity

Unusual activity?

5.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 1.4x avg — normal

≥15%

Vol/OI 4.0% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +3.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 54% — neutral vs sector

≥30%

Large trade volume 52% — heavy institutional

≥60%

Aggressive execution 32% — patient

≥30

Conviction -41 (bearish) — moderate

Liquidity

Can I trade efficiently?

3.4
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 17.3% — wide

≥10,000

OI 205,964 — deep

≥500

Volume 8,163/day — active

≤$0.50

$0.87 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 69% — wider than sector

≥100 contracts

Depth 763.0 contracts (bid:420.0 ask:343.0) — deep

<1.0%

Avg slippage 9.41% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -25.2% — contango

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink -6.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 194.86 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: Earnings in 30d (low risk)

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -41% @ 70% consistency — STRONG directional (bearish)

≥40 composite score

Score 82 (ITM 20% + inst 52%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.6
bullishIV cheap, mixed flow
Long Puts5.5
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV too cheap, mixed flow
Covered Call4.8
bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on CAG

CAG gamma wallsCAG max painCAG IV rankCAG options flow