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B&G Foods Inc BGS

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T12:27:17.492Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T12:21:12.9519708Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:27:15.546668+00:00

Share price$2.14
1D
Price history unavailable.

B&G Foods Inc options

Live interpolated BGS call and put midpoint premiums by absolute delta.B&G Foods Inc$0.03$0.23$0.42$0.61$0.80$1.51$1.97$2.42$2.88$3.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BGS spot · $2.14BGS PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.05$0.06$0.07$0.14$0.20$0.27$0.34$0.41$0.48$0.54$0.61$0.68$0.75
PutsFair1.00×
CallsExpensive1.32×
SkewBullish-3.79 pp
Implied moveBearish±$0.52
TiltBearish50.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.8484.5%35.5%1.60109.8%27.8%
25Δ2.7583.1%32.3%1.7985.3%19.3%
30Δ2.6681.8%29.1%1.9860.7%10.8%
35Δ2.5780.5%25.9%2.0860.7%9.3%
40Δ2.4879.2%22.7%2.1663.1%8.5%
45Δ2.4077.8%19.5%2.2565.5%7.7%
50Δ2.3176.5%16.3%2.3367.9%6.9%
55Δ2.2275.2%13.1%2.4270.3%6.1%
60Δ2.1373.9%9.9%2.5072.8%5.4%
65Δ2.0472.5%6.7%2.5975.2%4.6%
70Δ2.6777.6%3.8%
75Δ2.7680.0%3.0%
80Δ2.8482.4%2.2%

20Δ

Calls
Pseudo strike
2.84
IV
84.5%
B/E move
35.5%
Puts
Pseudo strike
1.60
IV
109.8%
B/E move
27.8%

25Δ

Calls
Pseudo strike
2.75
IV
83.1%
B/E move
32.3%
Puts
Pseudo strike
1.79
IV
85.3%
B/E move
19.3%

30Δ

Calls
Pseudo strike
2.66
IV
81.8%
B/E move
29.1%
Puts
Pseudo strike
1.98
IV
60.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
2.57
IV
80.5%
B/E move
25.9%
Puts
Pseudo strike
2.08
IV
60.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
2.48
IV
79.2%
B/E move
22.7%
Puts
Pseudo strike
2.16
IV
63.1%
B/E move
8.5%

45Δ

Calls
Pseudo strike
2.40
IV
77.8%
B/E move
19.5%
Puts
Pseudo strike
2.25
IV
65.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
2.31
IV
76.5%
B/E move
16.3%
Puts
Pseudo strike
2.33
IV
67.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
2.22
IV
75.2%
B/E move
13.1%
Puts
Pseudo strike
2.42
IV
70.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
2.13
IV
73.9%
B/E move
9.9%
Puts
Pseudo strike
2.50
IV
72.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
2.04
IV
72.5%
B/E move
6.7%
Puts
Pseudo strike
2.59
IV
75.2%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
77.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.76
IV
80.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.84
IV
82.4%
B/E move
2.2%

Options history

No recorded observations