What is CAG's IV rank?

At the close on Oct 2, 2026, CAG's IV rank was 41 with 30-day implied volatility of 30.5%. IV sits 41% of the way from its one-year low to its one-year high. Its IV percentile was 33: IV is higher than 33% of the past year's readings.

What is the expected move for CAG?

Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.09 (8.2%), a range of $12.27 to $14.45. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on CAG?

At the close on Oct 2, 2026, these OptionClaws preset screens had passing trades on CAG: Bear Put Spreads Below the 200-Day (45), Long Call Butterflies for Pinning (16), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.

Is CAG option volume above average?

On Oct 2, 2026, CAG option volume was 1.1x its average, close to normal.

CAG options: IV rank, expected move and trade screens

Conagra Brands Inc. · Consumer

As of the close on Oct 2, 2026. In the app, data is refreshed intraday.

CAG closed at $13.36 on Oct 2, 2026 with 30-day implied volatility of 30.5%. That is in the lower half of its one-year range (IV rank 41), so premiums are on the modest side for CAG. Measured by IV percentile, IV is higher than 33% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $1.09, or 8.2%.

The price is below both its 50-day (-11.7%) and 200-day (-14.5%) moving averages. It is 33.3% below its 52-week high and 6.2% above its 52-week low. The 14-day RSI of 26.3 is under 30, a level often described as oversold. The 14-day average true range is $0.45, about 3.4% of the price, a measure of a typical day's range.

Option volume at the close (7.1K contracts) was 1.1x its average, close to normal. A negative beta of -0.26 means CAG has tended to move against the broad market. 3 of our preset screens found trades on CAG at the close, led by Bear Put Spreads Below the 200-Day with 45 trades.

CAG stats at the close

Price: $13.36; Market cap $6.38B
Implied volatility: 30.5%; 30-day, at the money
IV rank: 41; IV sits 41% of the way from its one-year low to its one-year high.
IV percentile: 33; IV is higher than 33% of the past year's readings.
ATR (14-day): $0.45; 3.4% of the price on a typical day
RSI (14-day): 26.3; Under 30, often called oversold
52-week range: -33.3% from high; +6.2% from the 52-week low
Moving averages: -11.7% vs 50-day; -14.5% vs the 200-day
Beta: -0.26; Sensitivity to the broad market
Option volume: 1.1x avg; 7.1K contracts vs 6.44K average

CAG expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 9, 20267 days	29.5%	±$0.55 (4.1%)	$12.81 to $13.91	$0.45
Oct 30, 202628 days	29.4%	±$1.09 (8.2%)	$12.27 to $14.45	$0.88
Nov 20, 202649 days	30.5%	±$1.50 (11.2%)	$11.86 to $14.86	$1.23
Dec 18, 202677 days	31.2%	±$1.92 (14.3%)	$11.44 to $15.28	$1.55

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for CAG from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

45 trades pass on CAG

Return on risk: 25.0% to 700.0%
Probability of profit: 29.0% to 70.8%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

16 trades pass on CAG

Return on risk: 53.9% to 400.0%
Probability of profit: 25.6% to 71.1%

Butterfly spread screener

Married Put Protection

Married Put

5 trades pass on CAG

Probability of profit: 37.7% to 42.9%

Married put screener

CAG options FAQ

What is CAG's IV rank?: At the close on Oct 2, 2026, CAG's IV rank was 41 with 30-day implied volatility of 30.5%. IV sits 41% of the way from its one-year low to its one-year high. Its IV percentile was 33: IV is higher than 33% of the past year's readings.
What is the expected move for CAG?: Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.09 (8.2%), a range of $12.27 to $14.45. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on CAG?: At the close on Oct 2, 2026, these OptionClaws preset screens had passing trades on CAG: Bear Put Spreads Below the 200-Day (45), Long Call Butterflies for Pinning (16), Married Put Protection (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is CAG option volume above average?: On Oct 2, 2026, CAG option volume was 1.1x its average, close to normal.

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