Why do one's cheek burn with silent imputation of parsimony? That was all. And sixty cents of it was in pennies. Pennies saved one and two at a time by bulldozing the grocer and the vegetable man and the butcher until one's cheeks burned with the silent imputation of parsimony that such close dealing implied.Explain in this context.

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In the first paragraph of O. Henry's short story "The Gift of the Magi," he recalls how Della managed to save one dollar and eighty-seven cents by scrupulously saving each penny that she had. O. Henry writes that Della had managed to save sixty cents from "bulldozing" the grocer, vegetable man, and butcher when she made her weekly purchases. Della's cheeks burned with the "silent imputation of parsimony" each time she frugally bargained for a deal. Essentially, Della felt embarrassed because it appeared like she was being stingy and frugal with her money, which is why her cheeks began to turn red (burned). In reality, Della is poor and simply had to exercise economy when purchasing groceries so that she would hopefully have enough money to buy her husband a present. Once again, Della blushed out of embarrassment each time she haggled for a bargain while buying groceries. 

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The sentence means that Della was embarrassed (cheeks burning) by the unspoken (silent) suggestion (imputation) of stinginess (parsimony).  Della and Jim had very little money and so they had to make every penny count and to some that might appear that they were being stingy rather than simply being frugal.  The suggestion that they had to be so frugal was embarrassing, thus causing a blush on her cheeks.

In the story, it is this lack of money that causes Della and Jim each to part with her/his most loved possession in order to buy the other a special gift.  Of course, the irony in the story is that the gift each purchased for the other was a gift that would have adorned the possession that each sold. 

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