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
$6.88
7-Day Straddle
$6.88
Avg IV
0.7%
IV Rank
29%
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
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%
20260609 $6.55 $2.40 0.5% 9%
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%