JBSS · Expected Move
John B. Sanfilippo & SON
The expected move for JBSS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
JBSS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JBSS Expected Move
30-Day Straddle
$7.25
7-Day Straddle
$7.25
30-Day ATM IV
38.9%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to JBSS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JBSS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.25 | $7.25 | 38.9% | 83% |
| 20261021 | $6.08 | $6.08 | 39.4% | 86% |
| 20261020 | $5.90 | $5.90 | 38.9% | 84% |
| 20261019 | $5.72 | $5.72 | 36.2% | 70% |
| 20261016 | $7.15 | $2.62 | 42.3% | 100% |
| 20261015 | $6.50 | $5.03 | 38.7% | 84% |
| 20261014 | $6.82 | $4.40 | 38.7% | 84% |
| 20261013 | $7.40 | $5.25 | 41.6% | 99% |
| 20261012 | $7.17 | $5.22 | 37.5% | 78% |
| 20261009 | $7.82 | $5.30 | 39.4% | 88% |
| 20261008 | $6.60 | $3.70 | 36.6% | 74% |
| 20261007 | $7.12 | $3.00 | 37.5% | 79% |
| 20261006 | $6.88 | $2.98 | 36.5% | 73% |
| 20261005 | $6.60 | $2.98 | 35.6% | 69% |
| 20261002 | $2.12 | $2.12 | 30.2% | 42% |
| 20261001 | $4.53 | $4.53 | 34.4% | 63% |
| 20260930 | $3.88 | $3.88 | 32.3% | 52% |
| 20260929 | $5.65 | $5.65 | 32.9% | 56% |
| 20260928 | $3.33 | $3.33 | 31.7% | 49% |
| 20260925 | $5.72 | $5.72 | 30.5% | 43% |
| 20260924 | $6.03 | $6.03 | 30.6% | 44% |
| 20260923 | $3.00 | $3.00 | 30.0% | 41% |
| 20260922 | $2.95 | $2.95 | 27.9% | 31% |
| 20260921 | $5.75 | $5.75 | 30.8% | 45% |
| 20260918 | $5.70 | $3.90 | 33.1% | 56% |
| 20260917 | $6.68 | $3.72 | 27.3% | 28% |
| 20260916 | $5.10 | $4.80 | 31.3% | 48% |
| 20260915 | $5.38 | $3.40 | 30.3% | 43% |
| 20260914 | $5.35 | $3.60 | 32.2% | 52% |
| 20260911 | $5.72 | $3.97 | 33.6% | 59% |
| 20260910 | $5.38 | $5.10 | 30.6% | 44% |
| 20260909 | $5.38 | $3.78 | 28.7% | 35% |
| 20260908 | $5.95 | $4.20 | 33.1% | 57% |
| 20260904 | $6.53 | $4.80 | 28.8% | 35% |
| 20260903 | $5.15 | $4.22 | 25.5% | 19% |
| 20260902 | $5.00 | $5.00 | 30.0% | 41% |
| 20260901 | $5.07 | $5.07 | 30.8% | 45% |
| 20260831 | $3.55 | $3.55 | 25.4% | 18% |
| 20260828 | $4.88 | $4.88 | 25.6% | 20% |
| 20260827 | $4.38 | $4.38 | 26.4% | 23% |
| 20260826 | $4.88 | $4.88 | 27.6% | 29% |
| 20260825 | $5.82 | $5.82 | 30.1% | 42% |
| 20260824 | $4.55 | $4.55 | 28.2% | 32% |
| 20260821 | $4.95 | $4.80 | 21.7% | 0% |
| 20260820 | $5.10 | $3.38 | 31.8% | 46% |
| 20260819 | $7.77 | $6.78 | 39.8% | 89% |
| 20260818 | $7.68 | $6.35 | 38.6% | 83% |
| 20260817 | $7.70 | $6.22 | 38.2% | 81% |
| 20260814 | $7.58 | $7.10 | 37.4% | 76% |
| 20260813 | $8.20 | $6.75 | 37.9% | 79% |
| 20260812 | $7.78 | $6.83 | 39.1% | 85% |
| 20260811 | $7.85 | $6.18 | 39.0% | 85% |
| 20260810 | $8.38 | $6.85 | 41.9% | 100% |
| 20260807 | — | — | 39.3% | 89% |
| 20260806 | $8.40 | $6.65 | 39.1% | 88% |
| 20260805 | $6.70 | $6.70 | 38.5% | 85% |
| 20260804 | $7.18 | $7.18 | 40.8% | 98% |
| 20260803 | $6.55 | $6.55 | 38.6% | 86% |
| 20260731 | $7.72 | $7.72 | 40.5% | 96% |
| 20260730 | $7.28 | $7.28 | 41.2% | 100% |
More on JBSS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.