CAG · Expected Move
Conagra Brands, Inc.
The expected move for CAG is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CAG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CAG Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$0.50
30-Day ATM IV
34.7%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to CAG's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $1.15 | $0.50 | 34.7% | 41% |
| 20261029 | $1.00 | $0.60 | 31.5% | 21% |
| 20261028 | $1.02 | $0.72 | 31.4% | 21% |
| 20261027 | $1.02 | $0.70 | 31.0% | 18% |
| 20261026 | $1.10 | $0.50 | 32.4% | 27% |
| 20261023 | $1.05 | $0.53 | 32.1% | 25% |
| 20261022 | $1.15 | $0.68 | 33.7% | 35% |
| 20261021 | $1.02 | $0.55 | 32.0% | 24% |
| 20261020 | $1.07 | $0.57 | 32.0% | 24% |
| 20261019 | $1.02 | $0.45 | 31.2% | 19% |
| 20261016 | $1.05 | $0.47 | 32.2% | 25% |
| 20261015 | $1.10 | $0.57 | 33.3% | 32% |
| 20261014 | $1.00 | $0.55 | 31.0% | 18% |
| 20261013 | $1.00 | $0.65 | 31.3% | 20% |
| 20261012 | $1.02 | $0.42 | 31.1% | 18% |
| 20261009 | $0.98 | $0.43 | 32.3% | 26% |
| 20261008 | $0.98 | $0.50 | 32.2% | 25% |
| 20261007 | $1.05 | $0.57 | 34.0% | 37% |
| 20261006 | $0.97 | $0.53 | 31.6% | 22% |
| 20261005 | $1.07 | $0.38 | 33.1% | 31% |
| 20261002 | $0.88 | $0.45 | 30.3% | 14% |
| 20261001 | $0.97 | $0.55 | 31.8% | 23% |
| 20260930 | $0.93 | $0.62 | 30.3% | 13% |
| 20260929 | $1.18 | $0.90 | 33.8% | 35% |
| 20260928 | $1.10 | $0.77 | 33.9% | 36% |
| 20260925 | $1.10 | $0.78 | 34.1% | 37% |
| 20260924 | $1.17 | $0.80 | 34.7% | 41% |
| 20260923 | $1.20 | $0.88 | 35.6% | 47% |
| 20260922 | $1.25 | $0.92 | 36.2% | 51% |
| 20260921 | $1.25 | $0.47 | 35.8% | 48% |
| 20260918 | $1.18 | $0.45 | 34.8% | 42% |
| 20260917 | $1.27 | $0.55 | 36.2% | 51% |
| 20260916 | $1.27 | $0.65 | 36.3% | 51% |
| 20260915 | $1.32 | $0.65 | 38.1% | 62% |
| 20260914 | $1.30 | $0.45 | 37.7% | 60% |
| 20260911 | $1.15 | $0.57 | 36.0% | 49% |
| 20260910 | $1.18 | $0.60 | 35.9% | 49% |
| 20260909 | $1.35 | $0.60 | 38.3% | 64% |
| 20260908 | $1.32 | $0.68 | 36.7% | 54% |
| 20260904 | $1.23 | $0.35 | 35.6% | 47% |
| 20260903 | $1.27 | $0.50 | 35.1% | 44% |
| 20260902 | $1.27 | $0.62 | 33.7% | 35% |
| 20260901 | $1.25 | $0.60 | 32.8% | 29% |
| 20260831 | $1.23 | $0.35 | 31.7% | 22% |
| 20260828 | $1.02 | $0.47 | 30.0% | 12% |
| 20260827 | $1.10 | $0.55 | 30.9% | 17% |
| 20260826 | $1.12 | $0.65 | 29.2% | 7% |
| 20260825 | $1.12 | $0.62 | 28.1% | 0% |
| 20260824 | $1.15 | $0.47 | 28.7% | 1% |
| 20260821 | $1.12 | $0.53 | 29.3% | 5% |
| 20260820 | $1.10 | $0.57 | 28.5% | 0% |
| 20260819 | $1.12 | $0.60 | 29.5% | 3% |
| 20260818 | $1.12 | $0.68 | 29.5% | 3% |
| 20260817 | $1.15 | $0.43 | 29.7% | 4% |
| 20260814 | $1.05 | $0.53 | 29.6% | 4% |
| 20260813 | $1.00 | $0.45 | 29.3% | 2% |
| 20260812 | $1.05 | $0.57 | 30.4% | 9% |
| 20260811 | $1.00 | $0.60 | 29.0% | 0% |
| 20260810 | $1.40 | $0.55 | 34.1% | 23% |
| 20260807 | — | — | 32.3% | 9% |
More on CAG
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.