›››
Loading...
Loading...
Conagra Brands — Implied volatility rank, VRP edge, and volatility regime
Conagra Brands (CAG) operates in the Consumer Staples sector and has actively traded listed options. Its IV Rank sits at 67.4%, placing premiums in the rich half of the 52-week range. IV Rank 67% is 25pp above the Consumer Staples sector median of 42%. Rich premiums may suit short-volatility setups. See Expected Move for strike placement.
This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Conagra Brands's IV Rank at 67.4% indicates options premiums are above average, sitting in the upper third of the 252-day range. This is a favorable zone for premium sellers — IV is above its 1-year median, meaning more premium is available than usual. The key question is whether this elevated IV reflects genuine future risk or an overreaction. Check the VRP (currently +1.1pp) to confirm whether the market is overpricing risk.
Conagra Brands's IV Rank measures where current implied volatility sits relative to its 252-day range. At 67.4%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
Conagra Brands's IV Rank of 67.4% exceeds its Consumer Staples peers, suggesting stock-specific factors are driving elevated premiums. When one stock's IV Rank significantly leads the sector, it often reflects company-specific catalysts — upcoming earnings, regulatory decisions, or concentrated institutional positioning. Sector peers for comparison: STZ (47%), PG (45%), PEP (42%). This sector-relative premium makes Conagra Brands a candidate for premium selling even if the sector's overall IV environment is moderate.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Conagra Brands's IV Rank is 67.4%, meaning current implied volatility is higher than 67% of readings over the past 252 trading days. This elevated level is favorable for premium selling — IV is above its 1-year median.
Conagra Brands's Volatility Risk Premium (VRP) is +1.1pp. Slightly — IV is marginally above realized volatility, providing a small edge for sellers.
Conagra Brands's IV Rank is 67.4% — meaning current IV is higher than 67% of readings over the past year. This is elevated, so option premiums are richer than usual. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Consumer Staples peers, Conagra Brands has an IV Rank of 67.4%. Conagra Brands leads the sector. The next highest peer is STZ at 47%, suggesting Conagra Brands offers richer absolute premiums within the sector.
Conagra Brands's volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (0.97) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (34.8%) − HV 20d (33.6%) = +1.1pp
Why two RV values? ORATS HV uses 20-day close-to-close. Yang-Zhang uses OHLC. VRP computed with ORATS HV. Δ1.8pp.
HV 20d (33.6%) ÷ IV 30d (34.8%). Below 1.0 = options overpriced.
| Window | Value | vs 60d ⓘ |
|---|---|---|
| RV 10d (YZ) | 37.9% | +32.0% |
| RV 20d (YZ) | 35.4% | +23.2% |
| HV 20d (ORATS) VRP | 33.6% | +17.0% |
| RV 60d (YZ) | 28.7% | baseline |