JJSF · J&J Snack Foods Corp

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$76.41 +0.27 (+0.35%)

Market Cap

$1.43B

18.75M

Options Chain

15-min delayed

Underlying $76.14 · Jul 23, 2026 Options Calculator

Aug 21, 2026 · 28d Sep 18, 2026 · 56d Nov 20, 2026 · 119d Feb 19, 2027 · 210d

Put/Call OI

0.73

Open interest

123

Volume

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	116.2%	0.986	—		—	-0.031	139.8%	—	0
Call · $40 In the money Last — Breakeven — IV 116.2% Delta 0.986 (~99% ITM) Gamma 0.002 Theta -0.013 Vega 0.007 Open interest 0 Model this call Put · $40 Last — Breakeven — IV 139.8% Delta -0.031 (~3% ITM) Gamma 0.002 Theta -0.037 Vega 0.015 Open interest 0 Model this put
0	—	89.8%	0.99	—		$0.58	-0.037	117.7%	1	1
Call · $45 In the money Last — Breakeven — IV 89.8% Delta 0.99 (~99% ITM) Gamma 0.002 Theta -0.007 Vega 0.007 Open interest 0 Model this call Put · $45 Last $0.58 Breakeven $44.42 IV 117.7% Delta -0.037 (~4% ITM) Gamma 0.003 Theta -0.036 Vega 0.016 Open interest 1 Model this put
0	—	99.4%	0.954	—		$0.83	-0.047	100.8%	3	2
Call · $50 In the money Last — Breakeven — IV 99.4% Delta 0.954 (~95% ITM) Gamma 0.005 Theta -0.034 Vega 0.017 Open interest 0 Model this call Put · $50 Last $0.83 Breakeven $49.17 IV 100.8% Delta -0.047 (~5% ITM) Gamma 0.005 Theta -0.038 Vega 0.017 Open interest 2 Model this put
0	—	84.3%	0.937	—		$0.30	-0.054	80.2%	1	3
Call · $55 In the money Last — Breakeven — IV 84.3% Delta 0.937 (~94% ITM) Gamma 0.007 Theta -0.037 Vega 0.031 Open interest 0 Model this call Put · $55 Last $0.30 Breakeven $54.70 IV 80.2% Delta -0.054 (~5% ITM) Gamma 0.007 Theta -0.034 Vega 0.018 Open interest 3 Model this put
0	—	73.2%	0.901	—		$0.38	-0.072	63.6%	1	17
Call · $60 In the money Last — Breakeven — IV 73.2% Delta 0.901 (~90% ITM) Gamma 0.011 Theta -0.046 Vega 0.033 Open interest 0 Model this call Put · $60 Last $0.38 Breakeven $59.62 IV 63.6% Delta -0.072 (~7% ITM) Gamma 0.01 Theta -0.033 Vega 0.033 Open interest 17 Model this put
0	—	65.4%	0.834	—		$2.15	-0.129	55.5%	1	3
Call · $65 In the money Last — Breakeven — IV 65.4% Delta 0.834 (~83% ITM) Gamma 0.018 Theta -0.06 Vega 0.052 Open interest 0 Model this call Put · $65 Last $2.15 Breakeven $62.85 IV 55.5% Delta -0.129 (~13% ITM) Gamma 0.018 Theta -0.045 Vega 0.052 Open interest 3 Model this put
1	3	53.9%	0.742	$15.57		$1.35	-0.261	55.5%	4	18
Call · $70 In the money Last $15.57 Breakeven $85.57 IV 53.9% Delta 0.742 (~74% ITM) Gamma 0.028 Theta -0.064 Vega 0.07 Open interest 1 Model this call Put · $70 Last $1.35 Breakeven $68.65 IV 55.5% Delta -0.261 (~26% ITM) Gamma 0.028 Theta -0.068 Vega 0.07 Open interest 18 Model this put
0	—	52.3%	0.576	—		$2.75	-0.42	47.8%	5	6
Call · $75 In the money Last — Breakeven — IV 52.3% Delta 0.576 (~58% ITM) Gamma 0.036 Theta -0.077 Vega 0.083 Open interest 0 Model this call Put · $75 Last $2.75 Breakeven $72.25 IV 47.8% Delta -0.42 (~42% ITM) Gamma 0.039 Theta -0.071 Vega 0.083 Open interest 6 Model this put
Underlying $76.14
16	1	42.3%	0.365	$2.70		$5.88	-0.674	33.4%	1	2
Call · $80 Last $2.70 Breakeven $82.70 IV 42.3% Delta 0.365 (~36% ITM) Gamma 0.043 Theta -0.06 Vega 0.075 Open interest 16 Model this call Put · $80 In the money Last $5.88 Breakeven $74.12 IV 33.4% Delta -0.674 (~67% ITM) Gamma 0.051 Theta -0.046 Vega 0.075 Open interest 2 Model this put
25	5	41.2%	0.189	$0.80		—	-0.844	36.5%	—	0
Call · $85 Last $0.80 Breakeven $85.80 IV 41.2% Delta 0.189 (~19% ITM) Gamma 0.031 Theta -0.042 Vega 0.059 Open interest 25 Model this call Put · $85 In the money Last — Breakeven — IV 36.5% Delta -0.844 (~84% ITM) Gamma 0.031 Theta -0.033 Vega 0.059 Open interest 0 Model this put
24	1	44.1%	0.099	$0.50		—	—	—	—	0
Call · $90 Last $0.50 Breakeven $90.50 IV 44.1% Delta 0.099 (~10% ITM) Gamma 0.019 Theta -0.029 Vega 0.04 Open interest 24 Model this call Put · $90 In the money Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	54.9%	0.084	$3.00		—	-0.946	47%	—	0
Call · $95 Last $3.00 Breakeven $98.00 IV 54.9% Delta 0.084 (~8% ITM) Gamma 0.013 Theta -0.032 Vega 0.041 Open interest 2 Model this call Put · $95 In the money Last — Breakeven — IV 47% Delta -0.946 (~95% ITM) Gamma 0.011 Theta -0.019 Vega 0.024 Open interest 0 Model this put
1	1	64.2%	0.074	$2.08		—	-0.952	56%	—	0
Call · $100 Last $2.08 Breakeven $102.08 IV 64.2% Delta 0.074 (~7% ITM) Gamma 0.01 Theta -0.034 Vega 0.025 Open interest 1 Model this call Put · $100 In the money Last — Breakeven — IV 56% Delta -0.952 (~95% ITM) Gamma 0.008 Theta -0.02 Vega 0.024 Open interest 0 Model this put
0	—	72.2%	0.067	—		—	-0.956	64.5%	—	0
Call · $105 Last — Breakeven — IV 72.2% Delta 0.067 (~7% ITM) Gamma 0.008 Theta -0.035 Vega 0.025 Open interest 0 Model this call Put · $105 In the money Last — Breakeven — IV 64.5% Delta -0.956 (~96% ITM) Gamma 0.007 Theta -0.021 Vega 0.025 Open interest 0 Model this put
2	3	—	—	$1.11		—	-0.959	72.6%	—	0
Call · $110 Last $1.11 Breakeven $111.11 IV — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $110 In the money Last — Breakeven — IV 72.6% Delta -0.959 (~96% ITM) Gamma 0.006 Theta -0.022 Vega 0.025 Open interest 0 Model this put
0	—	—	—	—		—	-0.962	80%	—	0
Call · $115 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — IV 80% Delta -0.962 (~96% ITM) Gamma 0.005 Theta -0.023 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	-0.964	86.5%	—	0
Call · $120 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Last — Breakeven — IV 86.5% Delta -0.964 (~96% ITM) Gamma 0.005 Theta -0.024 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	-0.965	92.7%	—	0
Call · $125 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Last — Breakeven — IV 92.7% Delta -0.965 (~97% ITM) Gamma 0.004 Theta -0.024 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	-0.967	98.7%	—	0
Call · $130 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $130 In the money Last — Breakeven — IV 98.7% Delta -0.967 (~97% ITM) Gamma 0.004 Theta -0.025 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—		—	-0.968	104.4%	—	0
Call · $135 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 In the money Last — Breakeven — IV 104.4% Delta -0.968 (~97% ITM) Gamma 0.003 Theta -0.025 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—		—	-0.969	109.9%	—	0
Call · $140 Last — Breakeven — IV — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $140 In the money Last — Breakeven — IV 109.9% Delta -0.969 (~97% ITM) Gamma 0.003 Theta -0.026 Vega 0.014 Open interest 0 Model this put

42 contracts expiring August 21, 2026. Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. In-the-money strikes are shaded and deepen toward the money; the strike nearest the underlying is highlighted. Click any strike for its greeks, breakevens and to model it in the calculator on the market's own implied volatility.

Key facts CIK 785956 CUSIP 466032109 13F (30d) 37 filings 36 filers Visit website Investor relations