B&G Foods Inc. (BGS)
BGS Daily Delta Exposure
BGS's current Delta Exposure (DEX) is -57.07K shares, which is 6% smaller than the 3M average of -61.02K shares. During this period, DEX ranged from -71K on Jul 21, 2025 to -51.29K on Jul 23, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 2.79 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 14, 2025 | 31,797.48 | -88,865.11 | -57,067.63 | 2.79 |
Aug 13, 2025 | 31,643.2 | -89,984.7 | -58,341.5 | 2.84 |
Aug 12, 2025 | 28,924.55 | -87,047.93 | -58,123.38 | 3.01 |
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