JBSS · Sanfilippo John B & Son Inc

Track JBSS — free Ask ALVIS about JBSS

$84.22 -0.40 (-0.47%)

Market Cap

$989.17M

11.69M

Options Chain

15-min delayed Underlying $84.22 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 32 contracts

Put / call OI

2.79

Put-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$85.00

$0.78 above spot

ATM implied vol

44.4%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Mar 19 233d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	159.5%	0.984	—		—	-0.026	172.4%	—	0
Call · $40 In the money Last — Breakeven — Implied vol 159.5% Delta 0.984 ≈98% ITM Gamma 0.001 Theta -0.024 Vega 0.007 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 172.4% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.047 Vega 0.015 Open interest 0 Model this put
0	—	137.3%	0.981	—		—	-0.03	147.9%	—	0
Call · $45 In the money Last — Breakeven — Implied vol 137.3% Delta 0.981 ≈98% ITM Gamma 0.002 Theta -0.023 Vega 0.012 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 147.9% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.046 Vega 0.016 Open interest 0 Model this put
0	—	116.1%	0.978	—		—	-0.035	126.1%	—	0
Call · $50 In the money Last — Breakeven — Implied vol 116.1% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.023 Vega 0.014 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 126.1% Delta -0.035 ≈3% ITM Gamma 0.003 Theta -0.045 Vega 0.017 Open interest 0 Model this put
0	—	96.9%	0.974	—		—	-0.041	106.4%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 96.9% Delta 0.974 ≈97% ITM Gamma 0.004 Theta -0.022 Vega 0.015 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 106.4% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.044 Vega 0.017 Open interest 0 Model this put
0	—	79.4%	0.969	—		—	-0.049	88.5%	—	0
Call · $60 In the money Last — Breakeven — Implied vol 79.4% Delta 0.969 ≈97% ITM Gamma 0.005 Theta -0.02 Vega 0.016 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 88.5% Delta -0.049 ≈5% ITM Gamma 0.005 Theta -0.042 Vega 0.018 Open interest 0 Model this put
0	—	56.7%	0.981	—		—	-0.06	71.7%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 56.7% Delta 0.981 ≈98% ITM Gamma 0.006 Theta -0.009 Vega 0.008 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 71.7% Delta -0.06 ≈6% ITM Gamma 0.008 Theta -0.04 Vega 0.033 Open interest 0 Model this put
0	—	54.3%	0.928	—		—	-0.082	55.8%	—	0
Call · $70 In the money Last — Breakeven — Implied vol 54.3% Delta 0.928 ≈93% ITM Gamma 0.013 Theta -0.029 Vega 0.032 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 55.8% Delta -0.082 ≈8% ITM Gamma 0.013 Theta -0.039 Vega 0.035 Open interest 0 Model this put
0	—	45.5%	0.863	—		—	-0.238	74.9%	—	0
Call · $75 In the money Last — Breakeven — Implied vol 45.5% Delta 0.863 ≈86% ITM Gamma 0.024 Theta -0.041 Vega 0.051 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol 74.9% Delta -0.238 ≈24% ITM Gamma 0.02 Theta -0.109 Vega 0.069 Open interest 0 Model this put
1	1	42.4%	0.704	$7.17		$2.85	-0.322	51.8%	1	2
Call · $80 In the money Last $7.17 Breakeven $87.17 Implied vol 42.4% Delta 0.704 ≈70% ITM Gamma 0.039 Theta -0.063 Vega 0.072 Open interest 1 Model this call Put · $80 Last $2.85 Breakeven $77.15 Implied vol 51.8% Delta -0.322 ≈32% ITM Gamma 0.033 Theta -0.089 Vega 0.071 Open interest 2 Model this put
Underlying $84.22
5	5	40.8%	0.483	$3.00		$3.30	-0.506	47.9%	50	51
Call · $85 Last $3.00 Breakeven $88.00 Implied vol 40.8% Delta 0.483 ≈48% ITM Gamma 0.047 Theta -0.072 Vega 0.084 Open interest 5 Model this call Put · $85 In the money Last $3.30 Breakeven $81.70 Implied vol 47.9% Delta -0.506 ≈51% ITM Gamma 0.04 Theta -0.093 Vega 0.084 Open interest 51 Model this put
11	1	55.3%	0.34	$1.41		—	-0.704	44.2%	—	0
Call · $90 Last $1.41 Breakeven $91.41 Implied vol 55.3% Delta 0.34 ≈34% ITM Gamma 0.032 Theta -0.091 Vega 0.075 Open interest 11 Model this call Put · $90 In the money Last — Breakeven — Implied vol 44.2% Delta -0.704 ≈70% ITM Gamma 0.037 Theta -0.075 Vega 0.074 Open interest 0 Model this put
0	—	44.1%	0.147	—		—	-0.819	48.9%	—	0
Call · $95 Last — Breakeven — Implied vol 44.1% Delta 0.147 ≈15% ITM Gamma 0.025 Theta -0.046 Vega 0.058 Open interest 0 Model this call Put · $95 In the money Last — Breakeven — Implied vol 48.9% Delta -0.819 ≈82% ITM Gamma 0.025 Theta -0.064 Vega 0.058 Open interest 0 Model this put
2	2	51.9%	0.104	$0.50		—	-0.876	55.4%	—	0
Call · $100 Last $0.50 Breakeven $100.50 Implied vol 51.9% Delta 0.104 ≈10% ITM Gamma 0.016 Theta -0.042 Vega 0.04 Open interest 2 Model this call Put · $100 In the money Last — Breakeven — Implied vol 55.4% Delta -0.876 ≈88% ITM Gamma 0.017 Theta -0.057 Vega 0.04 Open interest 0 Model this put
0	—	61.3%	0.084	—		—	-0.885	67.5%	—	0
Call · $105 Last — Breakeven — Implied vol 61.3% Delta 0.084 ≈8% ITM Gamma 0.012 Theta -0.043 Vega 0.041 Open interest 0 Model this call Put · $105 In the money Last — Breakeven — Implied vol 67.5% Delta -0.885 ≈89% ITM Gamma 0.013 Theta -0.064 Vega 0.041 Open interest 0 Model this put
0	—	—	—	—		—	-0.915	73%	—	0
Call · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol 73% Delta -0.915 ≈91% ITM Gamma 0.01 Theta -0.056 Vega 0.042 Open interest 0 Model this put
0	—	—	—	—		—	-0.895	90.1%	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol 90.1% Delta -0.895 ≈90% ITM Gamma 0.009 Theta -0.077 Vega 0.043 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 880117 CUSIP 800422107 13F (30d) 39 filings 39 filers Visit website