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B&G Foods Inc BGS

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T18:25:18.598Z

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 · 2026-10-22T18:24:24.796494627Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:25:15.892567+00:00

Share price$2.18
1D+2.6%
$2.11$2.14$2.17$2.20$2.235:30 AM6:30 AM9:00 AM1:00 PMBGS
Sold putSold call

B&G Foods Inc options

Live interpolated BGS call and put midpoint premiums by absolute delta.B&G Foods Inc$0.00$1.58$3.15$4.73$6.31$1.21$1.75$2.29$2.83$3.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BGS spot · $2.17BGS PRICE$0.09$0.11$0.14$0.16$0.18$0.20$0.22$0.24$0.26$0.28$0.06$0.07$0.27$0.83$1.39$1.94$2.50$3.06$3.62$4.17$4.73$5.29$5.84
PutsExpensive1.64×
CallsExpensive2.41×
SkewBullish-21.72 pp
Implied moveBearish±$2.72
TiltBearish89.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31198.8%148.3%1.66106.9%26.5%
25Δ4.97187.0%133.6%1.8780.5%17.4%
30Δ4.63175.2%119.0%2.2067.8%11.2%
35Δ4.29163.4%104.3%2.7880.1%10.3%
40Δ3.95151.6%89.7%3.3692.4%9.3%
45Δ3.61139.8%75.0%3.94104.8%8.4%
50Δ3.27128.0%60.4%4.51117.1%7.5%
55Δ2.93116.2%45.7%5.09129.5%6.6%
60Δ2.59104.4%31.1%5.67141.8%5.7%
65Δ2.2592.6%16.4%6.24154.1%4.8%
70Δ6.82166.5%3.9%
75Δ7.40178.8%3.0%
80Δ7.97191.1%2.1%

20Δ

Calls
Pseudo strike
5.31
IV
198.8%
B/E move
148.3%
Puts
Pseudo strike
1.66
IV
106.9%
B/E move
26.5%

25Δ

Calls
Pseudo strike
4.97
IV
187.0%
B/E move
133.6%
Puts
Pseudo strike
1.87
IV
80.5%
B/E move
17.4%

30Δ

Calls
Pseudo strike
4.63
IV
175.2%
B/E move
119.0%
Puts
Pseudo strike
2.20
IV
67.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
4.29
IV
163.4%
B/E move
104.3%
Puts
Pseudo strike
2.78
IV
80.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
3.95
IV
151.6%
B/E move
89.7%
Puts
Pseudo strike
3.36
IV
92.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
3.61
IV
139.8%
B/E move
75.0%
Puts
Pseudo strike
3.94
IV
104.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
3.27
IV
128.0%
B/E move
60.4%
Puts
Pseudo strike
4.51
IV
117.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
2.93
IV
116.2%
B/E move
45.7%
Puts
Pseudo strike
5.09
IV
129.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
2.59
IV
104.4%
B/E move
31.1%
Puts
Pseudo strike
5.67
IV
141.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
2.25
IV
92.6%
B/E move
16.4%
Puts
Pseudo strike
6.24
IV
154.1%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.82
IV
166.5%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.40
IV
178.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.97
IV
191.1%
B/E move
2.1%

Options history

No recorded observations