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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.3
Avg Daily Volume: 71,479    Market Cap: 1.23B
Sector: Consumer Goods    Short Interest: 2.68
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Jan. 31, 2024 AC 2.3 $107.13 @$105.00 $8.43
($107.13)
8.03% -6.14% I -2.0% I $104.98 $6.12
( $104.98 )
-27.4%
Oct. 31, 2023 AC 2.2 $102.26 @$100.00 $8.57
($102.26)
8.57% -10.49% O -9.36% O $92.68 $8.65
( $92.68 )
0.93%
Aug. 24, 2023 AC 2.3 $102.71 @$102.30 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2023 AC 2.6 $92.08 @$90.00
Aug. 24, 2022 AC 2.2 $72.11 @$73.50
April 27, 2022 AC 2.5 $83.34 @$85.00
Jan. 27, 2022 AC 2.6 $82.42 @$80.00
Oct. 25, 2021 AC 3.0 $84.45 @$85.00
Aug. 18, 2021 AC 3.3 $87.92 @$87.70
April 28, 2021 AC 3.6 $88.17 @$90.00

 
 
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