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John B. Sanfilippo & Son, Inc. Common Stock JBSS

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-13T02:14:28.939Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:17:46.64584368Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:27.672643+00:00

Share price$58.10
1D-1.0%
AH$56.03$56.33$56.63$56.92$57.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBSS
Sold putSold callAH

John B. Sanfilippo & Son, Inc. Common Stock options

Live interpolated JBSS call and put midpoint premiums by absolute delta.John B. Sanfilippo & Son, Inc. Common Stock$0.00$7.40$14.81$22.21$29.62$43.64$50.57$57.51$64.44$71.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JBSS spot · $58.10JBSS PRICE$0.76$0.99$1.22$1.27$1.32$1.37$1.42$1.47$1.51$2.45$2.45$2.46$2.47$2.47$2.83$3.62$4.42$5.21$6.02$9.54$13.41$27.48
PutsExpensive1.37×
Calls——
Skew——
Implied moveBearish±$5.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.6634.4%12.6%46.68104.2%23.9%
25Δ63.5735.9%11.1%49.4487.5%19.1%
30Δ62.4837.3%9.6%51.7074.1%15.3%
35Δ61.7234.1%8.4%53.9560.7%11.4%
40Δ60.9830.7%7.2%56.2147.4%7.5%
45Δ60.2327.3%6.0%57.9540.7%5.1%
50Δ59.4823.9%4.8%59.0842.4%4.6%
55Δ58.7420.5%3.6%60.2144.1%4.0%
60Δ57.9917.2%2.4%61.3345.8%3.4%
65Δ62.4747.5%2.8%
70Δ65.9961.3%2.8%
75Δ70.0272.6%2.6%
80Δ83.95113.5%2.8%

20Δ

Calls
Pseudo strike
64.66
IV
34.4%
B/E move
12.6%
Puts
Pseudo strike
46.68
IV
104.2%
B/E move
23.9%

25Δ

Calls
Pseudo strike
63.57
IV
35.9%
B/E move
11.1%
Puts
Pseudo strike
49.44
IV
87.5%
B/E move
19.1%

30Δ

Calls
Pseudo strike
62.48
IV
37.3%
B/E move
9.6%
Puts
Pseudo strike
51.70
IV
74.1%
B/E move
15.3%

35Δ

Calls
Pseudo strike
61.72
IV
34.1%
B/E move
8.4%
Puts
Pseudo strike
53.95
IV
60.7%
B/E move
11.4%

40Δ

Calls
Pseudo strike
60.98
IV
30.7%
B/E move
7.2%
Puts
Pseudo strike
56.21
IV
47.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
60.23
IV
27.3%
B/E move
6.0%
Puts
Pseudo strike
57.95
IV
40.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
59.48
IV
23.9%
B/E move
4.8%
Puts
Pseudo strike
59.08
IV
42.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
58.74
IV
20.5%
B/E move
3.6%
Puts
Pseudo strike
60.21
IV
44.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
57.99
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
61.33
IV
45.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.47
IV
47.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.99
IV
61.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.02
IV
72.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.95
IV
113.5%
B/E move
2.8%

Options history

IV · four-Friday blend36.02%
Daily close
JBSS25.6%45.2%64.9%2026-08-14: 42.91%2026-08-17: 47.50%2026-08-18: 51.73%2026-08-19: 62.21%2026-08-21: 28.28%2026-08-24: 29.84%2026-08-25: 30.12%2026-08-26: 28.94%2026-08-27: 30.91%2026-08-28: 29.76%2026-09-01: 31.43%2026-09-04: 33.03%2026-09-08: 36.29%2026-09-09: 38.44%2026-09-10: 38.03%2026-09-11: 41.18%2026-09-18: 32.93%2026-09-21: 33.75%2026-09-24: 35.61%2026-09-25: 36.21%2026-09-28: 37.14%2026-09-29: 37.63%2026-10-01: 38.80%2026-10-05: 40.83%2026-10-07: 44.27%2026-10-16: 33.10%2026-10-19: 31.87%2026-10-20: 32.39%2026-10-21: 32.51%2026-10-22: 33.46%2026-10-23: 32.08%2026-10-26: 34.25%2026-10-27: 34.24%2026-10-28: 33.85%2026-10-29: 34.63%2026-10-30: 36.02%Aug 14Sep 21Oct 30
36 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
42.91%
47.50%
51.73%
62.21%
28.28%
29.84%
30.12%
28.94%
30.91%
29.76%
31.43%
33.03%
36.29%
38.44%
38.03%
41.18%
32.93%
33.75%
35.61%
36.21%
37.14%
37.63%
38.80%
40.83%
44.27%
33.10%
31.87%
32.39%
32.51%
33.46%
32.08%
34.25%
34.24%
33.85%
34.63%
36.02%