J&J Snack Foods Corp. (JJSF) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
J&J Snack Foods Corp. (JJSF) operates in the Consumer Defensive sector, specifically the Packaged Foods industry, with a market capitalization near $1.34B, listed on NASDAQ, employing roughly 5,000 people, carrying a beta of 0.44 to the broader market. J&J Snack Foods Corp. Led by Daniel J. Fachner, public since 1986-02-04.
Snapshot as of May 15, 2026.
- Spot Price
- $71.63
- Expected Move
- 10.3%
- Implied High
- $79.00
- Implied Low
- $64.26
- Front DTE
- 34 days
As of May 15, 2026, J&J Snack Foods Corp. (JJSF) has an expected move of 10.29%, a one-standard-deviation implied price range of roughly $64.26 to $79.00 from the current $71.63. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
JJSF Strategy Sizing to the Expected Move
With J&J Snack Foods Corp. pricing an expected move of 10.29% from $71.63, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for JJSF derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $71.63 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 35.9% | 11.0% | $79.48 | $63.78 |
| Jul 17, 2026 | 63 | 33.3% | 13.8% | $81.54 | $61.72 |
| Aug 21, 2026 | 98 | 35.8% | 18.6% | $84.92 | $58.34 |
| Nov 20, 2026 | 189 | 35.3% | 25.4% | $89.83 | $53.43 |
Frequently asked JJSF expected move questions
- What is the current JJSF expected move?
- As of May 15, 2026, J&J Snack Foods Corp. (JJSF) has an expected move of 10.29% over the next 34 days, implying a one-standard-deviation price range of $64.26 to $79.00 from the current $71.63. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the JJSF expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is JJSF expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.