Conagra Brands Inc. (CAG)
NYSE: CAG
· Real-Time Price · USD
18.80
-0.36 (-1.88%)
At close: Aug 26, 2025, 3:59 PM
18.81
0.08%
After-hours: Aug 26, 2025, 07:55 PM EDT
CAG Delta Exposure By Expiry
The total Delta Exposure (DEX) for CAG across all expirations shows 62,808.19 net shares that market makers must hedge, with 436,018.26 from calls and 373,210.07 from puts. The put-call delta ratio of 0.86 suggests neutral market maker positioning. The largest delta concentration at Aug 29, 25 with 57,749.19 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 29, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
CAG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 62,000.35 | -4,251.16 | 57,749.19 | 0.07 |
| Sep 5, 25 | 5,355.58 | -1,307.4 | 4,048.18 | 0.24 |
| Sep 12, 25 | 1,667.34 | -21,519.81 | -19,852.47 | 12.91 |
| Sep 19, 25 | 129,884.7 | -74,929.21 | 54,955.49 | 0.58 |
| Sep 26, 25 | 2,562.68 | -1,477.49 | 1,085.19 | 0.58 |
| Oct 3, 25 | 0 | -13.04 | -13.04 | n/a |
| Oct 17, 25 | 2,656.71 | -7,019.65 | -4,362.94 | 2.64 |
| Dec 19, 25 | 65,100.22 | -78,181.87 | -13,081.65 | 1.20 |
| Jan 16, 26 | 81,968.49 | -124,444.67 | -42,476.18 | 1.52 |
| Mar 20, 26 | 16,097.45 | -15,456.38 | 641.07 | 0.96 |
| Jan 15, 27 | 68,724.74 | -44,609.39 | 24,115.35 | 0.65 |