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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John B. Sanfilippo & Son (JBSS) - NASDAQ Next Earnings Date: Estimate: Jan. 29, 2025 AC
EVR: 2.5
Avg Daily Volume: 57,203    Market Cap: 1.20B
Sector: Consumer Goods    Short Interest: 2.92
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 30, 2024 AC 2.7 $99.70 @$100.00 $7.20
($99.70)
7.2% 1.57% I 1.2% I $100.90 $7.10
( $100.90 )
-1.39%
Jan. 31, 2024 AC 2.7 $107.13 @$105.00 $8.43
($107.13)
8.03% -6.14% I -2.0% I $104.98 $6.12
( $104.98 )
-27.4%
Oct. 31, 2023 AC 2.6 $102.26 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 23, 2023 AC 2.7 $101.14 @$102.30
May 2, 2023 AC 2.5 $106.11 @$105.00
Feb. 1, 2023 AC 2.4 $83.95 @$85.00
Aug. 24, 2022 AC 2.2 $72.11 @$73.50
April 27, 2022 AC 2.5 $83.34 @$85.00
Jan. 27, 2022 AC 2.6 $82.42 @$80.00
Oct. 25, 2021 AC 3.0 $84.45 @$85.00

 
 
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