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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 5.5
Avg Daily Volume: 1,553,921    Market Cap: 748.61M
Sector: Consumer Goods    Short Interest: 14.35
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2024 AC 5.1 $8.82 @$9.00 $0.93
($8.82)
10.33% -20.4% O -19.84% O $7.07 $2.25
( $7.07 )
141.94%
Aug. 6, 2024 AC 5.1 $8.66 @$9.00 $1.05
($8.66)
11.67% -6.69% I -2.65% I $8.43 $0.70
( $8.43 )
-33.33%
May 8, 2024 AC 4.4 $11.55 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 3.9 $9.40 @$9.00
Nov. 8, 2023 AC 4.1 $8.71 @$9.00
Aug. 3, 2023 AC 3.8 $13.28 @$12.50
May 4, 2023 AC 4.0 $15.89 @$15.00
Feb. 28, 2023 AC 3.3 $12.67 @$12.50
Nov. 9, 2022 AC 3.0 $14.65 @$15.00
Aug. 4, 2022 AC 2.8 $25.33 @$25.00

 
 
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