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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: Estimated on May 7, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.5
Avg Daily Volume: 2,397,537    Market Cap: 543.7M
Sector: Consumer Goods    Short Interest: 15.86
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Feb. 25, 2025 AC 5.5 $6.83 @$7.00 $1.00
($6.83)
14.29% 7.46% I 2.92% I $7.03 $0.55
( $7.03 )
-45.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 AC 4.4 $11.55 @$12.00
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

 
 
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