ThetaOwl

JBSS

John B. Sanfilippo & Son, Inc.Consumer Defensive
$82.19
Bullish
Mkt Cap: $960.5M|Float: 9.0M|SI: 2.1%|DTC: 3.2
Data as of market close Apr 2, 2026
IV Rank
97
IV Pctl
78%
HV 20d
27.4%
52W Range
$56-$85
ATR(14)
$2.42
Exp. Move
±11.6%
P/C Ratio
0.04
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

JBSS Key Options Data

IV Rank
97.2%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$49.00
Expected Move
±11.6%
Put/Call OI
0.04
Net Premium
$0.0M
Spot Price
$82.19

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-06-1877±$9.55±11.6%$72.64$91.74
2026-09-18169±$17.25±21.0%$64.94$99.44

Explore JBSS options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.