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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: OS Estimate: May 2, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.4
Avg Daily Volume: 1,261,519    Market Cap: 845.21M
Sector: Consumer Goods    Short Interest: 13.89
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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. 27, 2024 AC 3.9 $9.40 @$9.00 $1.15
($9.40)
12.78% 23.72% O 21.27% O $11.40 $2.40
( $11.40 )
108.7%
Nov. 8, 2023 AC 4.1 $8.71 @$9.00 $1.43
($8.71)
15.89% -5.85% I 0.68% I $8.77 $0.60
( $8.77 )
-58.04%
Aug. 3, 2023 AC 3.8 $13.28 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 5, 2022 AC 2.9 $27.07 @$27.50
March 1, 2022 AC 3.2 $29.31 @$30.00
Nov. 4, 2021 AC 3.3 $32.51 @$32.50

 
 
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