NR4A1 and anaphylaxis: Women with severe peanut allergies, such as anaphylaxis, should not receive micronized progesterone capsules.62 Vaginal gel formulations do not contain peanut oil and can be used by women with peanut allergies.63 Other contraindications to vaginal progesterone treatment include the typical contraindications to hormonal therapy, such as hormone receptor–positive breast cancer.