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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.7
Avg Daily Volume: 2,182,847    Market Cap: 316.6M
Sector: Consumer Goods    Short Interest: 17.46
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
May 12, 2026 AC 5.6 $5.07 @$5.00 $0.72
($5.07)
14.4% -13.8% I -13.41% I $4.39 $0.78
( $4.39 )
8.33%
March 3, 2026 AC 5.3 $5.05 @$5.00 $0.72
($5.05)
14.4% 26.33% O 16.23% O $5.87 $1.00
( $5.87 )
38.89%
Nov. 5, 2025 AC 4.7 $3.98 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 5.0 $4.11 @$4.00
May 7, 2025 AC 5.5 $4.72 @$5.00
Feb. 25, 2025 AC 5.5 $6.83 @$7.00
Nov. 5, 2024 AC 5.1 $8.82 @$9.00
Aug. 6, 2024 AC 5.1 $8.66 @$9.00
May 8, 2024 AC 4.4 $11.55 @$12.00
Feb. 27, 2024 AC 3.9 $9.40 @$9.00

 
 
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