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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son, Inc. (JBSS) - NASDAQ Next Earnings Date: OS Estimate: Aug. 19, 2020 AC
OS Projected Window: Aug. 19, 2020 to Aug. 24, 2020
EVR: 4.1
Avg Daily Volume: 102,121    Market Cap: 961.81M
Sector: Consumer Goods    Short Interest: 11.33
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
Earnings Date 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 Close Price Straddle @Trade Price Return
April 30, 2020 BO $84.79 @$85.00 $5.00
($84.79)
5.88% -7.98% O $82.13 $5.00
( $82.13 )
0.0%
Jan. 30, 2020 BO $83.64 @$85.00 $7.85
($83.64)
9.24% 12.74% O $87.20 $6.85
( $87.20 )
-12.74%
Oct. 29, 2019 BO $92.48 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 22, 2019 BO $80.32 @$82.60
May 2, 2019 BO $73.28 @$75.00
Jan. 31, 2019 BO $64.60 @$65.00
Oct. 31, 2018 BO $73.94 @$75.00
Aug. 23, 2018 BO $78.74 @$78.00
May 4, 2018 BO $56.17 @$55.00
Feb. 5, 2018 AC $58.57 @$60.00

 
 
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