ThetaOwl

BGS

B&G Foods, Inc.Consumer Defensive
$4.97
Bullish
Mkt Cap: $397.5M|Float: 76.2M|SI: 14.0%|DTC: 4.1
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
4592.0%
52W Range
$3-$6
ATR(14)
$0.22
Exp. Move
±7.5%
P/C Ratio
0.95
Earnings
May 13
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Wide

BGS Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$1.7M
Max Pain
$5.00
Expected Move
±7.5%
Put/Call OI
0.95
Net Premium
$0.0M
Spot Price
$4.97

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$0.38±7.5%$4.59$5.34
2026-05-1543±$0.90±18.1%$4.07$5.87
2026-06-1877±$0.95±19.1%$4.02$5.92
2026-08-21141±$1.27±25.6%$3.69$6.24
2026-09-18169±$1.52±30.7%$3.44$6.49
2026-11-20232±$1.88±37.7%$3.09$6.84

Explore BGS options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.