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

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Market datapartial · fetched 2026-10-22T18:28:44.510Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:27:22.052938632Z

FundamentalsAlpha Vantage · unavailable

Share price$67.90
1D+3.1%
$65.39$66.08$66.77$67.46$68.165:30 AM6:30 AM9:00 AM1:00 PMJBSS
Sold putSold call

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$1.02$3.66$6.31$8.95$11.60$55.62$61.01$66.41$71.81$77.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBSS spot · $67.90JBSS PRICE$1.30$1.57$1.89$2.22$2.52$2.77$3.01$3.26$3.50$3.75$4.16$5.34$2.46$2.58$2.70$3.13$3.58$4.02$4.47$5.43$6.51$7.58$8.93$10.84
PutsExpensive1.71×
CallsExpensive1.21×
SkewBearish+15.57 pp
Implied moveBearish±$6.79
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ75.8649.5%13.6%60.2077.2%15.0%
30Δ73.6845.3%10.8%62.5666.1%11.7%
35Δ72.3244.2%9.3%64.9254.9%8.4%
40Δ70.9543.2%7.8%66.1752.5%7.2%
45Δ69.7541.8%6.4%67.3750.3%6.0%
50Δ68.9439.3%5.6%68.5848.2%4.9%
55Δ68.1236.8%4.8%69.7846.0%3.8%
60Δ67.3034.3%3.9%71.1846.5%3.2%
65Δ66.4931.8%3.1%72.6147.6%2.6%
70Δ65.6729.3%2.2%74.0448.7%2.1%
75Δ64.7627.5%1.5%75.7449.8%1.6%
80Δ63.4028.8%1.2%77.9551.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
75.86
IV
49.5%
B/E move
13.6%
Puts
Pseudo strike
60.20
IV
77.2%
B/E move
15.0%

30Δ

Calls
Pseudo strike
73.68
IV
45.3%
B/E move
10.8%
Puts
Pseudo strike
62.56
IV
66.1%
B/E move
11.7%

35Δ

Calls
Pseudo strike
72.32
IV
44.2%
B/E move
9.3%
Puts
Pseudo strike
64.92
IV
54.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
70.95
IV
43.2%
B/E move
7.8%
Puts
Pseudo strike
66.17
IV
52.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
69.75
IV
41.8%
B/E move
6.4%
Puts
Pseudo strike
67.37
IV
50.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
68.94
IV
39.3%
B/E move
5.6%
Puts
Pseudo strike
68.58
IV
48.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
68.12
IV
36.8%
B/E move
4.8%
Puts
Pseudo strike
69.78
IV
46.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
67.30
IV
34.3%
B/E move
3.9%
Puts
Pseudo strike
71.18
IV
46.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
66.49
IV
31.8%
B/E move
3.1%
Puts
Pseudo strike
72.61
IV
47.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
65.67
IV
29.3%
B/E move
2.2%
Puts
Pseudo strike
74.04
IV
48.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
64.76
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
75.74
IV
49.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
63.40
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
77.95
IV
51.0%
B/E move
1.2%

Options history

No recorded observations