JJSF · Expected Move
J&J Snack Foods Corp
The expected move for JJSF 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).
JJSF 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 JJSF Expected Move
30-Day Straddle
$8.57
7-Day Straddle
$7.28
30-Day ATM IV
40.0%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to JJSF'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.
JJSF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $8.57 | $7.28 | 40.0% | 70% |
| 20261106 | $8.85 | $7.30 | 40.4% | 72% |
| 20261105 | $9.35 | $7.75 | 40.8% | 74% |
| 20261104 | $6.62 | $6.62 | 37.2% | 57% |
| 20261103 | $7.57 | $7.57 | 42.2% | 81% |
| 20261102 | $7.10 | $7.10 | 38.9% | 65% |
| 20261030 | $7.83 | $7.83 | 41.9% | 80% |
| 20261029 | $7.20 | $7.20 | 41.0% | 75% |
| 20261028 | $7.67 | $7.67 | 41.3% | 77% |
| 20261027 | $7.75 | $7.75 | 41.8% | 79% |
| 20261026 | $7.95 | $7.95 | 43.2% | 86% |
| 20261023 | $7.40 | $7.40 | 39.4% | 68% |
| 20261022 | $7.43 | $7.43 | 38.8% | 64% |
| 20261021 | $7.80 | $7.80 | 39.5% | 68% |
| 20261020 | $8.15 | $8.15 | 42.6% | 83% |
| 20261019 | $8.05 | $8.05 | 42.8% | 84% |
| 20261016 | $8.03 | $3.00 | 41.4% | 77% |
| 20261015 | $7.70 | $2.58 | 39.9% | 70% |
| 20261014 | $7.97 | $3.03 | 39.9% | 70% |
| 20261013 | $8.32 | $2.92 | 39.8% | 69% |
| 20261012 | $8.18 | $3.25 | 39.2% | 66% |
| 20261009 | $7.95 | $3.95 | 36.1% | 52% |
| 20261008 | $8.90 | $3.72 | 37.6% | 59% |
| 20261007 | $8.45 | $3.73 | 37.9% | 60% |
| 20261006 | $8.12 | $3.15 | 35.8% | 50% |
| 20261005 | $8.28 | $4.22 | 38.4% | 63% |
| 20261002 | $4.68 | $4.68 | 36.3% | 53% |
| 20261001 | $4.40 | $4.40 | 35.8% | 50% |
| 20260930 | $4.82 | $4.82 | 37.8% | 60% |
| 20260929 | $4.62 | $4.62 | 34.4% | 43% |
| 20260928 | $5.05 | $5.05 | 35.4% | 48% |
| 20260925 | $4.97 | $4.97 | 34.0% | 42% |
| 20260924 | $5.17 | $5.17 | 32.0% | 32% |
| 20260923 | $5.42 | $5.42 | 33.5% | 39% |
| 20260922 | $5.00 | $5.00 | 31.5% | 29% |
| 20260921 | $5.00 | $5.00 | 31.3% | 28% |
| 20260918 | $5.70 | $4.70 | 32.0% | 32% |
| 20260917 | $5.62 | $2.45 | 30.2% | 23% |
| 20260916 | $5.28 | $3.12 | 28.1% | 13% |
| 20260915 | $6.55 | $2.88 | 33.8% | 40% |
| 20260914 | $6.12 | $3.97 | 29.0% | 17% |
| 20260911 | $6.32 | $4.33 | 29.7% | 20% |
| 20260910 | $6.80 | $4.22 | 31.3% | 28% |
| 20260909 | $6.15 | $3.57 | 30.0% | 22% |
| 20260908 | $6.28 | $4.50 | 30.6% | 25% |
| 20260904 | $6.22 | $2.75 | 27.1% | 8% |
| 20260903 | $6.80 | $5.00 | 30.0% | 22% |
| 20260902 | $4.43 | $4.43 | 28.9% | 17% |
| 20260901 | $4.78 | $4.78 | 28.5% | 15% |
| 20260831 | $4.82 | $4.82 | 28.2% | 13% |
| 20260828 | $4.65 | $4.65 | 27.1% | 8% |
| 20260827 | $5.33 | $5.33 | 27.2% | 8% |
| 20260826 | $5.05 | $5.05 | 27.7% | 10% |
| 20260825 | $5.25 | $5.25 | 27.4% | 9% |
| 20260824 | $5.55 | $5.55 | 29.3% | 18% |
| 20260821 | $6.00 | $3.08 | 30.1% | 22% |
| 20260820 | $6.38 | $2.88 | 30.3% | 23% |
| 20260819 | $6.15 | $3.12 | 28.9% | 16% |
| 20260818 | $6.12 | $3.10 | 29.7% | 21% |
| 20260817 | $6.67 | $3.15 | 31.4% | 29% |
More on JJSF
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.