BGS · Expected Move
B&G Foods, Inc.
The expected move for BGS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BGS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BGS Expected Move
30-Day Straddle
$0.43
7-Day Straddle
$0.43
30-Day ATM IV
84.3%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to BGS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BGS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.43 | $0.43 | 84.3% | 53% |
| 20261021 | $0.33 | $0.33 | 67.0% | 33% |
| 20261020 | $0.40 | $0.40 | 78.0% | 45% |
| 20261019 | $0.35 | $0.35 | 64.0% | 29% |
| 20261016 | $0.45 | $0.33 | 75.8% | 43% |
| 20261015 | $0.58 | $0.48 | 109.3% | 81% |
| 20261014 | $0.55 | $0.93 | 101.6% | 72% |
| 20261013 | $0.55 | $0.48 | 102.1% | 73% |
| 20261012 | $0.50 | $0.45 | 93.1% | 63% |
| 20261009 | $0.55 | $0.45 | 79.0% | 46% |
| 20261008 | $10.45 | $1.00 | 59.9% | 24% |
| 20261007 | $0.57 | $0.48 | 69.4% | 35% |
| 20261006 | $0.60 | $1.05 | 100.1% | 71% |
| 20261005 | $0.62 | $0.50 | 76.0% | 43% |
| 20261002 | $0.33 | $0.33 | 59.6% | 24% |
| 20261001 | $0.25 | $0.25 | 51.2% | 14% |
| 20260930 | $0.25 | $0.25 | 48.0% | 11% |
| 20260929 | $0.23 | $0.23 | 48.1% | 11% |
| 20260928 | $0.20 | $0.20 | 47.6% | 10% |
| 20260925 | $0.25 | $0.25 | 44.8% | 7% |
| 20260924 | $0.22 | $0.22 | 41.7% | 3% |
| 20260923 | $0.30 | $0.30 | 46.1% | 8% |
| 20260922 | $0.28 | $0.28 | 44.5% | 7% |
| 20260921 | $0.28 | $0.28 | 44.0% | 6% |
| 20260918 | $0.30 | $0.12 | 41.1% | 3% |
| 20260917 | $0.33 | $0.70 | 47.2% | 10% |
| 20260916 | $0.30 | $0.20 | 40.0% | 1% |
| 20260915 | $0.30 | $0.22 | 38.8% | 0% |
| 20260914 | $0.33 | $7.70 | 42.2% | 1% |
| 20260911 | $0.33 | $0.20 | 42.1% | 1% |
| 20260910 | $0.40 | $0.30 | 54.4% | 15% |
| 20260909 | $0.50 | $0.30 | 61.3% | 24% |
| 20260908 | $0.43 | $0.38 | 58.2% | 20% |
| 20260904 | $7.95 | $0.38 | 68.2% | 32% |
| 20260903 | $0.50 | $1.00 | 41.6% | 0% |
| 20260902 | $0.53 | $0.53 | 125.4% | 100% |
| 20260901 | $0.53 | $0.53 | 80.1% | 74% |
| 20260831 | $0.53 | $0.53 | 83.4% | 81% |
| 20260828 | $0.50 | $0.50 | — | — |
| 20260827 | $0.55 | $0.55 | 87.0% | 88% |
| 20260826 | $0.50 | $0.50 | — | — |
| 20260825 | $0.50 | $0.50 | 92.5% | 99% |
| 20260824 | $0.55 | $0.55 | 52.1% | 19% |
| 20260821 | $0.50 | $1.07 | 87.6% | 89% |
| 20260820 | $1.77 | $2.48 | 64.4% | 43% |
| 20260819 | $0.53 | $0.50 | 59.1% | 33% |
| 20260818 | $0.60 | $0.53 | 57.8% | 30% |
| 20260817 | $1.83 | $0.48 | 50.2% | 15% |
| 20260814 | $0.50 | $0.40 | 67.6% | 50% |
| 20260813 | $0.53 | $0.43 | 58.1% | 31% |
| 20260812 | $0.50 | $0.53 | 50.5% | 16% |
| 20260811 | $0.72 | $0.60 | 67.4% | 49% |
| 20260810 | $0.68 | $0.53 | 93.1% | 100% |
| 20260806 | $1.93 | $0.58 | 80.4% | 100% |
| 20260805 | $0.57 | $0.57 | 63.5% | 77% |
| 20260804 | $0.60 | $0.60 | 55.0% | 45% |
| 20260803 | $0.67 | $0.67 | 67.0% | 89% |
| 20260731 | $0.57 | $0.57 | 61.6% | 70% |
| 20260730 | $0.57 | $0.57 | 52.4% | 36% |
| 20260729 | $0.55 | $0.55 | 65.4% | 84% |
More on BGS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.