Conagra Brands Inc. (CAG)
NYSE: CAG
· Real-Time Price · USD
18.16
0.08 (0.44%)
At close: Sep 26, 2025, 3:59 PM
18.23
0.38%
After-hours: Sep 26, 2025, 07:57 PM EDT
CAG Delta Exposure By Expiry
The total Delta Exposure (DEX) for CAG across all expirations shows -5,232.56 net shares that market makers must hedge, with 377,926.12 from calls and 383,158.68 from puts. The put-call delta ratio of 1.01 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CAG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 25 | 27,087.89 | -23,822.01 | 3,265.88 | 0.88 |
| Oct 10, 25 | 3,684.58 | -3,124.53 | 560.05 | 0.85 |
| Oct 17, 25 | 60,654.87 | -39,371.86 | 21,283.01 | 0.65 |
| Oct 24, 25 | 12,672.3 | -1,864.69 | 10,807.61 | 0.15 |
| Oct 31, 25 | 3,489.71 | -4,751.73 | -1,262.02 | 1.36 |
| Nov 7, 25 | 8.64 | -10.96 | -2.32 | 1.27 |
| Nov 21, 25 | 17,352.69 | -6,052.5 | 11,300.19 | 0.35 |
| Dec 19, 25 | 79,813.47 | -96,717.23 | -16,903.76 | 1.21 |
| Jan 16, 26 | 69,707.62 | -117,765.41 | -48,057.79 | 1.69 |
| Mar 20, 26 | 31,567.73 | -37,540.45 | -5,972.72 | 1.19 |
| Jan 15, 27 | 69,123.4 | -48,461.91 | 20,661.49 | 0.70 |
| Jan 21, 28 | 2,763.22 | -3,675.4 | -912.18 | 1.33 |