IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T20:10:47.959Z

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 · 2026-10-22T20:00:04.738847244Z

FundamentalsAlpha Vantage · unavailable

Share price$68.27
1D+3.6%
AH$65.36$66.15$66.94$67.73$68.525:30 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$0.97$2.47$3.97$5.46$6.96$56.01$61.50$66.99$72.48$77.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBSS spot · $68.27JBSS PRICE$1.13$1.48$1.84$2.20$2.55$2.98$3.41$3.84$4.26$4.69$5.54$6.53$2.46$2.46$2.47$2.58$2.94$3.29$3.65$4.01$4.48$4.96$5.43$5.90$6.38
PutsExpensive1.70×
CallsExpensive1.28×
SkewBearish+13.29 pp
Implied moveBearish±$6.64
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.87112.8%24.7%
25Δ74.5840.7%10.9%57.9690.9%18.7%
30Δ73.4441.0%9.7%62.0568.9%12.7%
35Δ72.2941.3%8.6%65.3252.4%8.1%
40Δ71.1441.6%7.4%66.4849.7%6.9%
45Δ69.9941.9%6.3%67.6546.9%5.7%
50Δ69.0440.8%5.5%68.8144.2%4.6%
55Δ68.0939.8%4.7%69.9741.5%3.4%
60Δ67.1438.7%4.0%70.8039.5%2.9%
65Δ66.1937.7%3.2%71.6237.5%2.4%
70Δ65.2436.6%2.4%72.4435.5%1.8%
75Δ64.0636.3%2.0%73.2733.5%1.3%
80Δ62.8136.2%1.6%74.0931.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.87
IV
112.8%
B/E move
24.7%

25Δ

Calls
Pseudo strike
74.58
IV
40.7%
B/E move
10.9%
Puts
Pseudo strike
57.96
IV
90.9%
B/E move
18.7%

30Δ

Calls
Pseudo strike
73.44
IV
41.0%
B/E move
9.7%
Puts
Pseudo strike
62.05
IV
68.9%
B/E move
12.7%

35Δ

Calls
Pseudo strike
72.29
IV
41.3%
B/E move
8.6%
Puts
Pseudo strike
65.32
IV
52.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
71.14
IV
41.6%
B/E move
7.4%
Puts
Pseudo strike
66.48
IV
49.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
69.99
IV
41.9%
B/E move
6.3%
Puts
Pseudo strike
67.65
IV
46.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
69.04
IV
40.8%
B/E move
5.5%
Puts
Pseudo strike
68.81
IV
44.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
68.09
IV
39.8%
B/E move
4.7%
Puts
Pseudo strike
69.97
IV
41.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
67.14
IV
38.7%
B/E move
4.0%
Puts
Pseudo strike
70.80
IV
39.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
66.19
IV
37.7%
B/E move
3.2%
Puts
Pseudo strike
71.62
IV
37.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
65.24
IV
36.6%
B/E move
2.4%
Puts
Pseudo strike
72.44
IV
35.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
64.06
IV
36.3%
B/E move
2.0%
Puts
Pseudo strike
73.27
IV
33.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
62.81
IV
36.2%
B/E move
1.6%
Puts
Pseudo strike
74.09
IV
31.5%
B/E move
0.8%

Options history

No recorded observations