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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
J & J Snack Foods Corp. (JJSF) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.7
Avg Daily Volume: 245,331    Market Cap: 1.7B
Sector: Consumer Defensive    Short Interest: 5.68
Live Interactive Chart
Days to Next Earnings: 92 Days

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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
Aug. 5, 2026 BO 3.7 $78.64 @$80.00 $6.27
($78.64)
7.84% 7.7% I 7.65% I $84.66 $6.30
( $84.66 )
0.48%
May 6, 2026 BO 3.7 $84.59 @$85.00 $6.32
($84.59)
7.44% -11.33% O -7.01% I $78.66 $6.60
( $78.66 )
4.43%
Feb. 3, 2026 BO 3.5 $95.20 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 17, 2025 BO 3.6 $83.09 @$85.00
Aug. 5, 2025 BO 3.5 $115.21 @$115.00
May 6, 2025 BO 3.4 $131.84 @$130.00
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

 
 
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