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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: Estimated on Oct. 28, 2026
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.1
Avg Daily Volume: 151,732    Market Cap: 786.9M
Sector: Consumer Defensive    Short Interest: 4.57
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 19, 2026 AC 3.1 $81.30 @$82.45 $7.77
($81.30)
9.42% -10.67% O -6.81% I $75.76 $6.45
( $75.76 )
-16.99%
April 29, 2026 AC 3.1 $76.63 @$78.50 $6.32
($76.63)
8.05% 7.81% I 6.73% I $81.79 $6.15
( $81.79 )
-2.69%
Jan. 29, 2026 AC 3.2 $75.56 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 2.8 $59.50 @$60.00
Aug. 20, 2025 AC 2.9 $62.72 @$64.40
April 30, 2025 AC 2.8 $66.27 @$65.00
Jan. 29, 2025 AC 2.5 $86.62 @$85.00
April 30, 2024 AC 2.7 $99.70 @$100.00
Jan. 31, 2024 AC 2.7 $107.13 @$105.00
Oct. 31, 2023 AC 2.6 $102.26 @$100.00

 
 
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