Sanfilippo (John B.) & Son Inc (JBSS) Historical Volatility

Tracking JBSS historical volatility helps you see how much Sanfilippo (John B.) & Son Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Sanfilippo (John B.) & Son Inc's HV tells you what really happened. Use our scanner to monitor JBSS 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The JBSS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sanfilippo (John B.) & Son Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Sanfilippo (John B.) & Son Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where JBSS HV is running hot, cold, or in line. Make the JBSS 30 day historical volatility — and every other window — work for your edge instead of against it.