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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: Estimated on May 13, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 5.6
Avg Daily Volume: 2,282,053    Market Cap: 435.8M
Sector: Consumer Goods    Short Interest: 17.28
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 15.13%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
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 $0.45
($3.98)
11.25% 26.88% O 24.62% O $4.96 $1.00
( $4.96 )
122.22%
Aug. 4, 2025 AC 5.0 $4.11 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 8, 2023 AC 4.1 $8.71 @$9.00

 
 
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