Conagra Brands Inc. (CAG)
NYSE: CAG
· Real-Time Price · USD
19.30
0.36 (1.90%)
At close: Sep 05, 2025, 3:59 PM
19.35
0.28%
After-hours: Sep 05, 2025, 07:38 PM EDT
CAG Delta Exposure By Expiry
The total Delta Exposure (DEX) for CAG across all expirations shows -73,732.81 net shares that market makers must hedge, with 357,324.17 from calls and 431,056.98 from puts. The put-call delta ratio of 1.21 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 |
|---|---|---|---|---|
| Sep 12, 25 | 30,253.4 | -12,666.98 | 17,586.42 | 0.42 |
| Sep 19, 25 | 82,298.65 | -93,921.34 | -11,622.69 | 1.14 |
| Sep 26, 25 | 2,207.59 | -3,749.22 | -1,541.63 | 1.70 |
| Oct 3, 25 | 3,717.84 | -4,512.32 | -794.48 | 1.21 |
| Oct 10, 25 | 226.31 | -349.85 | -123.54 | 1.55 |
| Oct 17, 25 | 15,592.72 | -21,448.34 | -5,855.62 | 1.38 |
| Oct 24, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 64,227.52 | -86,131.75 | -21,904.23 | 1.34 |
| Jan 16, 26 | 72,351.19 | -132,512.98 | -60,161.79 | 1.83 |
| Mar 20, 26 | 18,472.86 | -26,688.8 | -8,215.94 | 1.44 |
| Jan 15, 27 | 67,976.09 | -49,075.4 | 18,900.69 | 0.72 |