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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. 28, 2026 AC
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 3.2
Avg Daily Volume: 78,087    Market Cap: 706.4M
Sector: Consumer Goods    Short Interest: 1.59
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 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 $5.08
($62.72)
7.89% -3.12% I 1.91% I $63.92 $2.83
( $63.92 )
-44.29%
April 30, 2025 AC 2.8 $66.27 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 1, 2023 AC 2.4 $83.95 @$85.00

 
 
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