B&G Foods Inc. (BGS)
NYSE: BGS
· Real-Time Price · USD
4.43
-0.07 (-1.56%)
At close: Oct 03, 2025, 3:59 PM
4.45
0.34%
Pre-market: Oct 06, 2025, 08:22 AM EDT
BGS Delta Exposure By Expiry
The total Delta Exposure (DEX) for BGS across all expirations shows -45,225.68 net shares that market makers must hedge, with 26,935.12 from calls and 72,160.8 from puts. The put-call delta ratio of 2.68 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BGS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,312.29 | -1,141.6 | 170.69 | 0.87 |
| Nov 21, 25 | 7,696.23 | -6,276.23 | 1,420 | 0.82 |
| Jan 16, 26 | 12,660.85 | -54,086.91 | -41,426.06 | 4.27 |
| Feb 20, 26 | 1,465.28 | -802.02 | 663.26 | 0.55 |
| May 15, 26 | 170.42 | -103.49 | 66.93 | 0.61 |
| Jun 18, 26 | 163.05 | -372.91 | -209.86 | 2.29 |
| Sep 18, 26 | 603.86 | -397.31 | 206.55 | 0.66 |
| Jan 15, 27 | 2,863.14 | -8,980.33 | -6,117.19 | 3.14 |