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B&G Foods BGS 2.66 0.0 0.0%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for BGS.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.37%
Average actual move
13.76%
Beyond the implied move
2 / 3
Median IV change
-36.53%
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±12.82% -13.41% 1.05× —
August 05, 2025 ±14.60% -2.68% 0.18× 104.3% → 66.3%
May 07, 2025 ±12.68% -25.20% 1.99× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →