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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: Estimated on Aug. 19, 2026
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 3.1
Avg Daily Volume: 123,771    Market Cap: 912.3M
Sector: Consumer Goods    Short Interest: 2.78
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
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 $6.68
($75.56)
8.91% 7.84% I 7.06% I $80.90 $6.25
( $80.90 )
-6.44%
Oct. 29, 2025 AC 2.8 $59.50 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 23, 2023 AC 2.7 $101.14 @$102.30

 
 
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