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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
J & J Snack Foods Corp. (JJSF) - NASDAQ Next Earnings Date: Estimated on Feb. 2, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 3.5
Avg Daily Volume: 303,251    Market Cap: 1.6B
Sector: Consumer Goods    Short Interest: 4.92
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Nov. 17, 2025 BO 3.6 $83.09 @$85.00 $8.18
($83.09)
9.62% 5.23% I 1.13% I $84.03 $8.28
( $84.03 )
1.22%
Aug. 5, 2025 BO 3.5 $115.21 @$115.00 $8.57
($115.21)
7.45% 12.17% O 1.87% I $117.37 $5.30
( $117.37 )
-38.16%
May 6, 2025 BO 3.4 $131.84 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2025 AC 3.2 $132.70 @$135.00
Nov. 13, 2024 AC 3.3 $173.34 @$175.00
May 6, 2024 AC 2.9 $137.90 @$140.00
Feb. 5, 2024 AC 2.8 $155.53 @$155.00
Nov. 15, 2023 AC 2.6 $160.86 @$160.00
July 31, 2023 AC 2.6 $160.32 @$160.00
May 1, 2023 AC 2.8 $154.78 @$155.00

 
 
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