ConAgra Foods (NYSE: CAG) October calls active into Q1 and outlook

September 28, 2016 2:49 PM EDT

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ConAgra Foods (NYSE: CAG) October 44 and 45 calls are active on total call volume of 10K contracts (2K puts) in the expected report of Q1 results on September 29. October call option implied volatility is at 26, November is at 24; compared to its 52-week range of 17 to 39.

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