Sanfilippo (John B.) & Son Inc (JBSS) Expected Move

Tracking the JBSS expected move helps you see how far Sanfilippo (John B.) & Son Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Sanfilippo (John B.) & Son Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the JBSS expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For JBSS, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The JBSS expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Sanfilippo (John B.) & Son Inc is unlikely to go.

John B. Sanfilippo & Son, Inc., through its subsidiary, JBSS Ventures, LLC, processes and distributes tree nuts and peanuts in the United States. The company offers raw and processed nuts, including almonds, pecans, peanuts, black walnuts, English walnuts, cashews, macadamia nuts, pistachios, pine nuts, Brazil nuts, and filberts in various styles and seasonings. It also offers peanut butter in various sizes and varieties; snack and trail mixes, salad toppings, snacks, snack bites, dried fruit, and chocolate and yogurt coated products; baking ingredients; bulk food products; sunflower kernels, pepitas, almond and cashew butter, candy and confections, corn snacks, chickpea snacks, sesame sticks, and other sesame snack products; and various toppings for ice cream and yogurt.

In addition, the company operates a retail store. The company provides its products under the Fisher, Orchard Valley Harvest, Squirrel Brand, and Southern Style Nuts brands, as well as under various private brands. It serves retailers and wholesalers, and commercial ingredient and contract packaging customers through a network of independent brokers, distributors, and suppliers. John B. Sanfilippo & Son, Inc. was founded in 1922 and is headquartered in Elgin, Illinois.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the JBSS expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Sanfilippo (John B.) & Son Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about JBSS.