CAGConAgra Brands
Wed Sep 30 · Before open
The line
Settled
±4.4%
Last 12 earnings reactions against the line
−4.9%
−4.4%
+4.4%
- Usual move
- 3.2%
- Broke the line
- 4 / 12
- Fell after
- 9 / 12
- Raw straddle
- ±5.0%
Options are pricing a bigger move than CAG usually makes. 4 of the last 12 reactions cleared it. The stock fell after 9 of them.