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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: Estimated on Jan. 29, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 3.2
Avg Daily Volume: 68,056    Market Cap: 787.3M
Sector: Consumer Goods    Short Interest: 1.52
Live Interactive Chart
Days to Next Earnings: 24 Days
Implied Move Monthly: 7.38%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 29, 2026 AC None $0.00 @$70.00 $5.15
($69.77)
7.38% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 29, 2025 AC 2.8 $59.50 @$60.00 $4.95
($59.50)
8.25% 17.59% O 15.26% O $68.58 $11.25
( $68.58 )
127.27%
Aug. 20, 2025 AC 2.9 $62.72 @$64.40 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 AC 2.5 $106.11 @$105.00

 
 
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