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Straddle History: Straddle/Strangle on Earnings
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Symbol: BGS
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EVR: 2.3
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Next Earning Date :
July 15, 2013
Before Market Open
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NYSE:
B&G Foods Holdings Corp.
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Avg Daily Volume: 324,048
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ATM Straddle Tracking
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17 Jun 2013
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15 Jul 2013
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@$35.00
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$2.65
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7.57%
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7.57%
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7.57%
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Long Straddle/Strangle Performance
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July 15, 2013
BO
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$35.00
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$0.00
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$2.67
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7.64%
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$0.00
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-None%
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$0.00
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None%
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$0.00
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-None%
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$0.00
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None%
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April 18, 2013
AC
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$30.00
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$28.11
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$2.15
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7.16%
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$29.25
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4.05%
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$1.30
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-39.53%
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$30.07
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6.97%
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$1.35
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-37.2%
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July 19, 2012
AC
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$30.00/$25.00
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$26.75
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$0.35
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12.94%
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$26.49
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-0.97%
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$0.47
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35.71%
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$27.35
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2.24%
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$0.33
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-7.14%
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April 19, 2012
AC
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$22.50
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$22.29
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$1.40
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8.17%
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$22.59
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1.34%
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$1.55
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10.71%
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$22.12
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-0.76%
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$1.38
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-1.79%
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