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

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Market datapartial · fetched 2026-10-23T16:44:08.304Z

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 · 2026-10-23T16:44:06.521640062Z

FundamentalsAlpha Vantage · unavailable

Share price$66.87
1D-1.9%
$66.51$66.91$67.31$67.70$68.105:30 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$2.27$3.90$5.53$7.15$8.78$56.19$62.35$68.52$74.68$80.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBSS spot · $66.87JBSS PRICE$2.46$2.59$2.73$2.87$3.23$3.75$4.28$4.81$5.54$6.35$7.16$7.97$2.45$2.50$2.56$2.68$2.90$3.12$3.34$3.56$3.78$4.39$6.35$8.31
PutsExpensive1.49×
CallsExpensive2.06×
SkewBullish-17.76 pp
Implied moveBullish±$6.87
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ84.74102.1%30.4%59.1279.8%15.3%
30Δ80.4488.6%24.2%61.6266.4%11.6%
35Δ76.1575.2%18.0%63.6855.6%8.6%
40Δ71.8661.8%11.7%65.2947.5%6.4%
45Δ69.2655.5%8.4%66.1144.3%5.5%
50Δ67.9654.7%7.2%66.9241.1%4.6%
55Δ66.6553.8%6.1%67.7437.9%3.7%
60Δ65.3552.9%4.9%68.5534.7%2.8%
65Δ64.0652.2%4.1%69.3731.5%1.9%
70Δ62.7851.6%3.4%70.4829.6%1.2%
75Δ61.4950.9%2.7%72.6132.6%0.9%
80Δ60.2150.2%2.0%74.7435.5%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
84.74
IV
102.1%
B/E move
30.4%
Puts
Pseudo strike
59.12
IV
79.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
80.44
IV
88.6%
B/E move
24.2%
Puts
Pseudo strike
61.62
IV
66.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
76.15
IV
75.2%
B/E move
18.0%
Puts
Pseudo strike
63.68
IV
55.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
71.86
IV
61.8%
B/E move
11.7%
Puts
Pseudo strike
65.29
IV
47.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
69.26
IV
55.5%
B/E move
8.4%
Puts
Pseudo strike
66.11
IV
44.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
67.96
IV
54.7%
B/E move
7.2%
Puts
Pseudo strike
66.92
IV
41.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
66.65
IV
53.8%
B/E move
6.1%
Puts
Pseudo strike
67.74
IV
37.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
65.35
IV
52.9%
B/E move
4.9%
Puts
Pseudo strike
68.55
IV
34.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
64.06
IV
52.2%
B/E move
4.1%
Puts
Pseudo strike
69.37
IV
31.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
62.78
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
70.48
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
61.49
IV
50.9%
B/E move
2.7%
Puts
Pseudo strike
72.61
IV
32.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.21
IV
50.2%
B/E move
2.0%
Puts
Pseudo strike
74.74
IV
35.5%
B/E move
0.7%

Options history

No recorded observations