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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 26, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 3.5
Avg Daily Volume: 153,022    Market Cap: 630.1M
Sector: Consumer Defensive    Short Interest: 4.83
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Oct. 28, 2026 AC 3.1 $66.34 @$65.00 $6.15
($66.34)
9.46% -15.84% O -14.87% O $56.47 $10.80
( $56.47 )
75.61%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 3.2 $75.56 @$75.00
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

 
 
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