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
$6.53
7-Day Straddle
$4.80
Avg IV
0.5%
IV Rank
23%
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
20260904 $6.53 $4.80 0.5% 23%
20260903 $5.15 $4.22 0.5% 22%
20260902 $5.00 $5.00 0.9% 56%
20260901 $5.07 $5.07 0.5% 23%
20260831 $3.55 $3.55 0.4% 12%
20260828 $4.88 $4.88 0.6% 31%
20260827 $4.38 $4.38 0.3% 0%
20260826 $4.88 $4.88 0.4% 0%
20260825 $5.82 $5.82 0.5% 7%
20260824 $4.55 $4.55 0.5% 10%
20260821 $4.95 $4.80 0.5% 1%
20260820 $5.10 $3.38 0.6% 13%
20260819 $7.77 $6.78 0.6% 19%
20260818 $7.68 $6.35 0.7% 28%
20260817 $7.70 $6.22 0.6% 15%
20260814 $7.58 $7.10 0.7% 26%
20260813 $8.20 $6.75 0.6% 16%
20260812 $7.78 $6.83 0.7% 24%
20260811 $7.85 $6.18 0.6% 14%
20260810 $8.38 $6.85 0.6% 20%
20260806 $8.40 $6.65 0.5% 10%
20260805 $6.70 $6.70 0.9% 58%
20260804 $7.18 $7.18 0.9% 58%
20260803 $6.55 $6.55 0.9% 50%
20260731 $7.72 $7.72 0.8% 42%
20260730 $7.28 $7.28 0.8% 36%
20260729 $7.45 $7.45 0.8% 40%
20260728 $6.62 $6.62 0.7% 36%
20260727 $6.53 $6.53 0.7% 35%
20260724 $6.75 $6.75 0.7% 30%
20260723 $6.88 $6.88 0.7% 29%
20260722 $6.80 $6.80 0.7% 26%
20260721 $7.25 $7.25 0.7% 24%
20260720 $6.75 $6.75 0.6% 23%
20260716 $7.35 $3.60 0.6% 24%
20260715 $7.45 $4.88 0.6% 22%
20260714 $8.18 $4.88 0.6% 20%
20260713 $8.05 $5.17 0.7% 25%
20260710 $8.45 $3.52 0.6% 19%
20260709 $8.32 $4.42 0.6% 15%
20260708 $8.55 $4.10 0.6% 19%
20260707 $8.03 $4.47 0.6% 16%
20260706 $7.50 $4.88 0.6% 13%
20260702 $4.88 $4.88 0.8% 47%
20260701 $5.25 $5.25 0.7% 26%
20260630 $4.88 $4.88 0.8% 48%
20260629 $4.95 $4.95 0.9% 49%
20260626 $6.00 $6.00 0.6% 20%
20260625 $4.68 $4.68 0.6% 18%
20260624 $4.17 $4.17 0.7% 24%
20260623 $5.35 $5.35 0.7% 29%
20260622 $5.05 $5.05 0.7% 24%
20260618 $5.15 $4.80 0.6% 11%
20260617 $6.15 $1.27 0.5% 8%
20260616 $5.22 $4.20 0.6% 15%
20260615 $4.12 $4.80 0.6% 16%
20260613 $5.05 $3.73 0.5% 14%
20260612 $5.32 $3.73 0.5% 12%
20260611 $6.10 $4.88 0.6% 17%
20260610 $6.15 $2.50 0.5% 9%