B&G Foods Inc. (BGS)
BGS Daily Delta Exposure
BGS's current Delta Exposure (DEX) is -52.28K shares, which is 4% larger than the 3M average of -50.43K shares. During this period, DEX ranged from -63.33K on Jul 21, 2025 to -39.1K on Jun 16, 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 2.96 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 22, 2025 | 26,662.99 | -78,944.82 | -52,281.83 | 2.96 |
| Aug 21, 2025 | 24,895.08 | -79,104.69 | -54,209.61 | 3.18 |
| Aug 20, 2025 | 23,958.48 | -79,033.28 | -55,074.8 | 3.30 |
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