How often does J&J Snack Foods move more than the options market prices?

5 of the last 8 reports moved at least as far as the implied move.

JJSFNasdaqCookies & Crackers

J&J Snack Foods Corp (JJSF) earnings date, market-implied expected move, and options open interest by expiry

85.58

Closed16:00 ET

Open86.21Volume191,890Mkt cap$1.6BP/E32.67EPS2.62Div yield3.75%

Day85.58 – 86.210%52-wk67.51 – 95.7464%

JJSF

J&J Snack Foods Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 16

before open · in 16 days

est.Q4 FY26

Calendar

Next report

Last report

+7.66%

vs ±6.8% implied · ×1.13

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

46.00%

of JJSF revenue · Top ten customers

customerJJSF 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.18%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

250 managers

Top fund weight

0.04%

JJSF weight · IWM

N-PORTJun 30 '26

4 funds

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

J&J Snack Foods (JJSF) is expected to report on Nov 16 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±6.4%
avg realized: ±6.9%

Nov 13 '24Nov 13 '24confirmed±5.4%▼−3.95%×0.73

Feb 3 '25Feb 3 '25confirmed±6.0%▼−6.52%×1.09

May 6 '25May 6 '25confirmed±6.7%▼−11.94%×1.79

Aug 5 '25Aug 5 '25confirmed±6.3%▲+1.87%×0.30

Nov 17 '25Nov 17 '25confirmed±6.6%▲+1.13%×0.17

Q1 FY26Feb 3 '26confirmed±7.3%▼−15.44%×2.13

Q2 FY26May 6 '26confirmed±6.4%▼−7.01%×1.10

Q3 FY26Aug 5 '26confirmed±6.8%▲+7.66%×1.13

quarterimplied−20%0+20%realized×

Q3 FY26±6.8%▲+7.66%×1.13

Q2 FY26±6.4%▼−7.01%×1.10

Q1 FY26±7.3%▼−15.44%×2.13

Nov '25±6.6%▲+1.13%×0.17

Aug '25±6.3%▲+1.87%×0.30

May '25±6.7%▼−11.94%×1.79

2 older reports

Feb '25±6.0%▼−6.52%×1.09

Nov '24±5.4%▼−3.95%×0.73

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

2.20OI · 3 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

1080%Nov 2020d490%

0—Dec 1848d—0——

290%Feb 19111d0.63460%0.63

ExpiryPutsCallsP/C

Nov 2020d1080%490%2.20

Dec 1848d0—0——

Feb 19111d290%460%0.63

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

8.29%as filednet margin · revenue +23.53% QoQ · −6.24% YoY

Revenue

$426M+23.53% QoQ

Gross profit

$151M+52.09% QoQ

35.45% margin

Operating income

$46M+2466.50% QoQ

10.86% margin

Pre-tax income

$46M+1871.24% QoQ

Net income

$35M+2006.86% QoQ

8.29% margin

Cost of revenue

$275M+11.98% QoQ

Operating expenses

$105M+7.44% QoQ

Other operating $50M

Marketing $35M

SG&A $20M

Other expense

$285,000

Tax

$11M+1524.54% QoQ

Revenue$426M+23.53%

Gross profit

$151M+52.09%

35.45% margin

Operating income

$46M+2466.50%

10.86% margin

Pre-tax income

$46M+1871.24%

Net income

$35M+2006.86%

8.29% margin

Cost of revenue

$275M+11.98%

Operating expenses

$105M+7.44%

Other operating $50M

Marketing $35M

SG&A $20M

Other expense

$285,000

Tax$11M+1524.54%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.52· ±2.0% vs ±1.3% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±2.0%4 of 12×1.52

GDPgross domestic product±1.6%6 of 19×1.28

PPIproducer prices±1.4%6 of 10×1.09

FOMCrate decision±1.2%7 of 24×0.93

PCEpersonal income & outlays±1.2%4 of 19×0.91

CPIconsumer prices±1.1%5 of 10×0.89

NFPjobs report±0.8%8 of 10×0.60

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.88 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 5 '26 · confirmed	1.88	—
Q2 FY26	May 6 '26 · confirmed	0.09	—
Q1 FY26	Feb 3 '26 · confirmed	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod