Conagra Brands Inc. · Brief

Next report

48 days

Dec 18 · before openest.Q2 FY27

Expected move

±4.7%implied · report alone

13.8915.25

straddle ±9.5%

spot 14.57exp Dec 18ATM strike 15ATM straddle 1.62IV 37%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q1 FY27±4.2%▼−4.88%×1.16

quarterimplied−5%0+5%realized×

Q1 FY27±4.2%▼−4.88%×1.16

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Dec 18 report · est.

Bull2 of 3

788managers reporting a position in the latest quarterly filings13F · Jun 30 '26

+9.09%change in shares held by the largest reporting managers over the latest quarter13F · Jun 30 '26

Bear2 of 3

40managers holding four fifths of reported value13F · Jun 30 '26

12 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 5 '26once per report · top 2 per case

CAG report session

No linked exposure.

No changes.

privateThesis 0 · Decisions 0 · Observations 0

No thesis.