B&G Foods, Inc. (BGS) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
B&G Foods, Inc. (BGS) operates in the Consumer Defensive sector, specifically the Packaged Foods industry, with a market capitalization near $353.0M, listed on NYSE, employing roughly 2,846 people, carrying a beta of 0.63 to the broader market. B&G Foods, Inc. Led by Kenneth Charles Keller Jr., public since 2007-05-23.
Snapshot as of May 15, 2026.
- Spot Price
- $4.21
- Expected Move
- 105.0%
- Implied High
- $8.63
- Implied Low
- $-0.21
- Front DTE
- 34 days
As of May 15, 2026, B&G Foods, Inc. (BGS) has an expected move of 104.99%, a one-standard-deviation implied price range of roughly $-0.21 to $8.63 from the current $4.21. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
BGS Strategy Sizing to the Expected Move
With B&G Foods, Inc. pricing an expected move of 104.99% from $4.21, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for BGS derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $4.21 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 366.2% | 111.8% | $8.92 | $-0.50 |
| Jul 17, 2026 | 63 | 50.2% | 20.9% | $5.09 | $3.33 |
| Aug 21, 2026 | 98 | 54.6% | 28.3% | $5.40 | $3.02 |
| Sep 18, 2026 | 126 | 51.5% | 30.3% | $5.48 | $2.94 |
| Nov 20, 2026 | 189 | 53.6% | 38.6% | $5.83 | $2.59 |
| Jan 15, 2027 | 245 | 53.9% | 44.2% | $6.07 | $2.35 |
Frequently asked BGS expected move questions
- What is the current BGS expected move?
- As of May 15, 2026, B&G Foods, Inc. (BGS) has an expected move of 104.99% over the next 34 days, implying a one-standard-deviation price range of $-0.21 to $8.63 from the current $4.21. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the BGS expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is BGS expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.