JBSS (John B. Sanfilippo & SON)

Expected Move & Straddle Price History

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).

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.

Current JBSS Expected Move
30-Day Straddle
$5.57
7-Day Straddle
$3.95
Avg IV
0.5%
IV Rank
6%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $5.57 $3.95 0.5% 6%
20260605 $6.25 $2.50 0.5% 14%
20260604 $6.22 $2.95 0.5% 13%
20260603 $5.75 $4.90 0.5% 11%
20260602 $5.05 $5.05 0.8% 45%
20260601 $5.10 $5.10 0.9% 55%
20260529 $5.45 $5.45 0.7% 38%
20260528 $3.70 $3.70 0.7% 39%
20260527 $3.72 $3.72 0.6% 20%
20260526 $4.88 $4.88 0.6% 28%
20260522 $3.80 $3.80 0.6% 22%
20260521 $4.00 $4.00 0.6% 26%
20260520 $6.10 $6.10 0.6% 21%
20260519 $6.80 $6.80 0.7% 31%
20260518 $4.88 $4.88 0.7% 34%
20260515 $6.05 $7.47 0.6% 25%
20260514 $6.12 $4.88 0.6% 28%
20260513 $5.20 $5.12 0.7% 30%
20260512 $5.33 $5.00 0.6% 24%
20260511 $6.65 $4.95 0.5% 16%
20260510 $6.65 $4.80 0.5% 16%
20260508 $6.65 $4.80 0.5% 14%
20260507 $5.65 $4.80 0.7% 30%
20260506 $6.30 $4.88 0.6% 19%
20260505 $6.80 $5.38 0.7% 29%
20260504 $6.28 $4.95 0.5% 15%
20260502 $5.60 $5.60 0.9% 61%
20260501 $5.75 $5.75 0.8% 44%
20260430 $5.20 $5.20 0.5% 23%
20260429 $6.53 $6.53 0.7% 35%
20260428 $6.83 $6.83 0.7% 40%
20260427 $6.58 $6.58 1.3% 100%
20260424 $6.58 $6.58 0.8% 100%
20260423 $6.08 $6.08 0.7% 81%
20260422 $5.90 $5.90 0.8% 100%
20260421 $5.80 $5.80 0.6% 58%
20260420 $6.17 $6.17 0.7% 90%
20260417 $6.22 $4.80 0.7% 78%
20260416 $7.15 $4.80 0.6% 62%
20260415 $6.40 $4.88 0.7% 86%
20260414 $6.72 $4.85 0.5% 48%
20260413 $7.28 $4.88 0.6% 51%
20260410 $7.25 $5.47 0.6% 55%
20260409 $7.30 $4.88 0.6% 55%
20260408 $7.25 $4.92 0.6% 37%
20260407 $7.30 $5.65 0.6% 46%
20260406 $7.95 $5.47 0.6% 42%
20260402 $8.50 $5.35 0.5% 44%
20260401 $5.10 $5.10 0.8% 65%
20260331 $5.05 $5.05 0.6% 38%
20260330 $3.90 $3.90 0.8% 63%
20260327 $5.88 $5.88 0.7% 50%
20260326 $5.88 $5.88 0.6% 49%
20260325 $5.67 $5.67 0.6% 40%
20260324 $6.00 $6.00 0.6% 39%
20260323 $5.75 $5.75 0.6% 46%
20260320 $4.80 $4.80 0.6% 38%
20260319 $5.72 $4.80 0.6% 36%
20260318 $5.33 $4.88 0.5% 34%
20260317 $5.83 $4.88 0.5% 35%