Conagra Brands Inc. (CAG)
CAG Daily Delta Exposure
CAG's current Delta Exposure (DEX) is -112.3K shares, which is 5% larger than the 3M average of -107.45K shares. During this period, DEX ranged from -389.84K on Jun 25, 2025 to -20.05K on May 27, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.42 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 18, 2025 | 267,588.61 | -379,887.89 | -112,299.28 | 1.42 |
| Aug 15, 2025 | 283,401.89 | -365,554.86 | -82,152.97 | 1.29 |
| Aug 14, 2025 | 301,634.8 | -347,980.68 | -46,345.88 | 1.15 |
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