3955 CAG Jul/Aug 48/50 call spreads went up in 2 large blocks on the ISE.?

CAG

Shares of ConAgra Foods Inc. (CAG) are down .03 to 48.13 today.? CAG is near the top of the 52 week range.

  • Paper traded 3955 CAG Jul/Aug 48/50 calls spreads for .05.
  • The ADV is 2708.?
  • The OI is 5343 and 3351 contracts.

The volume went up in 2 large blocks on the ISE.? The spread as priced looks closing in Jul and opening in Aug as a call over writer closes a near the money call and reopens by selling the more OTM call.

  • IV 30 is trading for 19%.?
  • HV10 is trading for 14%.?
  • IV 30 is trading above the HV 10.

ConAgra Foods, Inc. operates as a packaged food company. The Company offers branded and private branded food to households, as well as commercial foods, which serves various restaurants and foodservice operations.