How often does Sanfilippo John B & SON move more than the options market prices?

2 of the last 7 reports moved at least as far as the implied move.

JBSSNasdaqSugar & Confectionery Products

Sanfilippo John B & SON Inc (JBSS) earnings date, market-implied expected move, and options open interest by expiry

55.19

+2.60 · +4.94%

post 55.11 −0.14%

Closed17:18 ET

Open53.47Volume235,569Mkt cap$615.0MP/E12.03EPS4.58Div yield4.85%

Day53.47 – 55.5180%52-wk50.73 – 89.9711%

JBSS

Sanfilippo John B & SON Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

after close · in 85 days

est.Q2 FY27

Calendar

Next report

Last report

−14.88%

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

41.00%

of JBSS revenue · Walmart

customerJBSS 10-K

Largest filed tie

13F top-10 QoQ

+6.24%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

210 managers

Top fund weight

0.02%

JBSS weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Sanfilippo John B & SON (JBSS) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

2 of 7≥ implied

avg implied: ±6.9%
avg realized: ±7.6%

Jan 29 '25Jan 29 '25confirmed±7.0%▼−10.63%×1.52

Apr 30 '25Apr 30 '25confirmed±6.1%▼−5.10%×0.84

Aug 20 '25Aug 20 '25confirmed±6.8%▲+1.91%×0.28

Oct 29 '25Oct 29 '25confirmed±7.0%▲+15.26%×2.18

Q2 FY25Jan 29 '26confirmed±7.4%▲+7.07%×0.96

Q3 FY26Apr 29 '26confirmed±7.2%▲+6.73%×0.94

Aug 19 '26Aug 19 '26confirmed±7.0%▼−6.81%×0.97

Q1 FY26Oct 28 '26confirmed—▼−14.88%—

quarterimplied−20%0+20%realized×

Q1 FY26—▼−14.88%—

Aug '26±7.0%−6.81%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.40OI · 3 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5+150%Nov 2016d0.4511+120%0.45

14−18%Dec 1844d0.1497−1%0.14

report · Jan 28 · after close · est.

25−11%Mar 19135d620%

ExpiryPutsCallsP/C

Nov 2016d5+150%11+120%0.45

Dec 1844d14−18%97−1%0.14

report · Jan 28 · after close · est.

Mar 19135d25−11%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

5.98%as filednet margin · revenue +8.00% YoY

Revenue

$282M

Gross profit

$54M

19.08% margin

Operating income

$24M

8.44% margin

Pre-tax income

$22M

Net income

$17M

5.98% margin

Cost of revenue

$228M

Operating expenses

$30M

Other expense

$1M

Tax

$5M

Revenue$282M

Gross profit

$54M

19.08% margin

Operating income

$24M

8.44% margin

Pre-tax income

$22M

Net income

$17M

5.98% margin

Cost of revenue

$228M

Operating expenses

$30M

Other expense

$1M

Tax$5M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Mar 26 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:15 ET

Intraday

Event sensitivity

GDP ×2.20· ±2.8% vs ±1.3% · 20 releases

eventrelease day|move|up · n×base

GDPgross domestic product±2.8%5 of 20×2.20

PCEpersonal income & outlays±2.2%8 of 20×1.75

PPIproducer prices±1.9%6 of 11×1.47

CPROFcorporate profits±1.3%5 of 12×1.03

FOMCrate decision±1.2%8 of 24×0.93

NFPjobs report±1.1%4 of 10×0.89

CPIconsumer prices±1.1%6 of 11×0.87

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.43 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Apr 29 '26 · confirmed	1.43	—
Q1 FY26	Oct 28 '26 · confirmed	1.11	—
Q2 FY25	Jan 29 '26 · confirmed	1.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod