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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
B&G Foods (BGS) - NYSE Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.3
Avg Daily Volume: 2,230,289    Market Cap: 267.4M
Sector: Consumer Defensive    Short Interest: 16.87
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Aug. 11, 2026 AC 5.7 $3.41 @$3.00 $0.53
($3.41)
17.67% 6.45% I 4.98% I $3.58 $0.57
( $3.58 )
7.55%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 4.7 $3.98 @$4.00
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

 
 
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