Tour v492
JJSF
J & J SNACK FOODS CO
$84.66 +7.66%
$83.39 (-1.50%)🌙
as of 08/05 06:08 PM
8/5 18:08

Option Volume

Detail
Current (08/05) 23
Calls: 9 (39%)
Puts: 14 (61%)
Prior (08/04) 5
Calls: 1 (20%)
Puts: 4 (80%)
Current vs Prior +360.00%
Calls: +800.00% (Calls)
Puts: +250.00% (Puts)
Prior 7-Day Total 256
Calls: 189 (74%)
Puts: 67 (26%)
Prior 7-Day Average 42
Calls: 27 (74%)
Puts: 9 (26%)
Current vs Prior 7-Day Avg -46.09%
Calls: -66.67%
Puts: +46.27%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $5.7K
Calls: $4.0K (70%)
Puts: $1.7K (30%)
Prior (08/04) $2.2K
Calls: $545 (25%)
Puts: $1.7K (75%)
Current vs Prior +156.96%
Calls: +631.38%
Puts: +2.68%
Prior 7-Day Total $42.8K
Calls: $27.4K (64%)
Puts: $15.4K (36%)
Prior 7-Day Average $7.1K
Calls: $3.9K (64%)
Puts: $2.2K (36%)
Current vs Prior 7-Day Avg -19.98%
Calls: +1.94%
Puts: -21.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 1.56
Prior (08/04) 4.00
Current vs Prior -61.11%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg +2.68%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 496
Calls: 280 (56%)
Puts: 216 (44%)
Prior (08/04) 493
Calls: 279 (57%)
Puts: 214 (43%)
Current vs Prior +0.61%
Prior 7-Day Total 541
Calls: 309 (57%)
Puts: 232 (43%)
Prior 7-Day Average 180
Calls: 154 (57%)
Puts: 116 (43%)
Current vs Prior 7-Day Avg +175.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 4.43% | 7.87%
Prior 7.97% | 10.52%
Current vs Prior -44.44% | -25.19%
Prior 7-Day Avg 8.44% | 11.30%
Current vs 7-Day Avg -47.55% | -30.41%
Prior 7-Day Eod 7.97% | 10.52%
Current vs 7-Day Eod -44.44% | -25.19%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 55.01% | 103.22%
Calls: 72.07% | 160.98%
Puts: 37.95% | 45.45%
Prior 58.82% | 69.81%
Calls: 62.50% | 78.61%
Puts: 55.14% | 61.00%
Current vs Prior -6.48% | +47.86%
Prior 7-Day Avg 176.10% | 65.27%
Calls: 62.50% | 60.74%
Puts: 175.58% | 69.79%
Current vs 7-Day Avg -68.76% | +58.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($4.0K). Massive premium surge with dollar volume up 157% vs prior. Unusually high activity with volume up 360% vs prior - elevated interest. Extreme bearish P/C ratio of 1.56 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.66, highest 0.79)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 214.707.50$6.1045.9%50.7922
$85.00Aug 211.452.55$2.0055.0%20.52144
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 21, top 6)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 214.707.50$6.1045.9%50.7922
$85.00Aug 211.452.55$2.0055.0%20.52144
$85.00Sep 180.754.60$2.68143.7%20.45--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 180.200.90$0.55127.3%60.09--
$80.00Sep 180.604.20$2.40150.0%50.341
$70.00Aug 210.002.70$1.35200.0%10.1450

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 109.8%, max 137.5%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Aug 21Sep 1896.1%40.5%137.5%750
$60.00Aug 21Sep 18143.5%78.8%82.0%--29

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 2 found (best R:R 4.56, avg 4.48)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$85.00$90.00Aug 21$0.90$4.10$0.904.56$85.90
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$70.00Sep 18$1.85$8.15$1.854.41$78.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 4.56, avg 1.67)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$85.00Aug 21$4.10$4.10$0.904.56$84.10
$85.00$90.00Aug 21$0.90$0.90$4.100.22$85.90
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$70.00Sep 18$1.85$1.85$8.150.23$78.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.68, cheapest $0.68)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Aug 21Sep 18$0.6825.3%29.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 5 found (cheapest 2.80% of stock, avg 3.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$60.00Aug 21$1.10$1.27$2.37$57.63$92.37
$90.00$70.00Aug 21$1.10$1.35$2.45$67.55$92.45
$85.00$70.00Sep 18$2.68$0.55$3.23$66.77$88.23
$85.00$60.00Sep 18$2.68$1.08$3.76$56.24$88.76
$85.00$80.00Sep 18$2.68$2.40$5.08$74.92$90.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 3.20, cheapest $2.38)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$80.00$85.00$90.00Aug 21$3.20$1.800.56
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$60.00$70.00$80.00Sep 18$2.38$7.623.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-1.19, 3 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$85.00$90.001:2Aug 21-$0.20$4.80
$80.00$85.001:2Aug 21$2.10$2.90
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$70.00$60.001:2Aug 21-$1.19$8.81
$70.00$60.001:2Sep 18-$1.61$8.39
$80.00$70.001:2Sep 18$1.30$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 1.71%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Aug 21$1.450.520.4%1.71%2.11%2144
$85.00Sep 18$0.750.450.4%0.89%1.29%2--

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 40 contracts (avg 12 vol/day, 26 traded recently)

JJSF averages only 12 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $40.00 02-19 call last traded $37.60 on 07/22 (now $42.70/$46.40) — try a limit near $42.70. Also watch the $70.00 02-19 call last traded $11.60 on 07/20 (now $15.80/$19.50) — try a limit near $15.80; the $75.00 11-20 call last traded $9.00 on 06/10 (now $10.00/$13.60) — try a limit near $10.00. Most tradeable put: the $80.00 02-19 put last traded $9.93 on 07/24 (now $3.80/$8.00) — try a limit near $5.90.
CALLS (17)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$85.00Aug 21$1.45$2.55$2.00$0.70 07/31$0.75–$2.00$1.45144
$85.00Feb 19$5.80$9.40$7.60--$7.60–$7.60$5.801
$80.00Aug 21$4.70$7.50$6.10$1.82 07/31$1.83–$6.10$4.7022
$80.00Feb 19$8.50$12.30$10.40$4.00 06/23$6.00–$10.40$8.502
$80.00Nov 20$6.10$10.30$8.20--$5.50–$8.20$6.1011
$90.00Aug 21$0.00$2.20$1.10$0.47 07/27$0.30–$1.33$0.4754
$90.00Nov 20$0.50$4.70$2.60$2.61 06/11$1.70–$2.80$2.6014
$75.00Nov 20$10.00$13.60$11.80$9.00 06/10$6.80–$11.80$10.008
$95.00Aug 21$0.00$2.15$1.08$0.10 07/20$1.08–$1.15$0.102
$95.00Nov 20$0.00$3.20$1.60--$1.60–$1.65--8
$70.00Feb 19$15.80$19.50$17.65$11.60 07/20$11.30–$17.65$15.805
$70.00Aug 21$12.80$16.40$14.60--$9.65–$14.60$12.801
$100.00Aug 21$0.00$2.15$1.08--$1.08–$1.08--1
$100.00Nov 20$0.50$1.40$0.95--$0.73–$0.95$0.503
$110.00Aug 21$0.00$2.15$1.08$1.11 06/12$0.88–$1.08$1.082
$110.00Nov 20$0.00$2.40$1.20--$1.18–$1.20--1
$40.00Feb 19$42.70$46.40$44.55$37.60 07/22$36.20–$44.55$42.701
PUTS (23)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$80.00Aug 21$0.35$1.35$0.85$3.99 07/28$0.85–$6.15$0.853
$80.00Nov 20$2.00$6.00$4.00$8.28 07/24$4.00–$8.50$4.002
$80.00Feb 19$3.80$8.00$5.90$9.93 07/24$5.90–$10.40$5.902
$80.00Sep 18$0.60$4.20$2.40--$2.40–$2.40$0.601
$75.00Aug 21$0.00$2.80$1.40$3.10 07/24$1.40–$3.63$1.409
$75.00Nov 20$1.00$4.40$2.70$4.62 07/28$2.70–$6.00$2.702
$70.00Aug 21$0.00$2.70$1.35$1.33 07/30$1.35–$2.50$1.3350
$70.00Nov 20$0.00$3.20$1.60$4.00 07/02$1.60–$4.30$1.6021
$65.00Feb 19$0.70$4.60$2.65$3.80 07/30$2.65–$4.15$2.651
$65.00Aug 21$0.00$2.35$1.18--$1.18–$2.40--3
$65.00Nov 20$0.00$2.80$1.40--$1.40–$2.40--11
$60.00Aug 21$0.00$2.55$1.27$0.38 07/20$0.33–$2.40$0.3817
$60.00Sep 18$0.00$2.15$1.08$0.70 07/20$1.08–$2.40$0.7012
$60.00Nov 20$0.00$2.40$1.20$2.25 07/06$1.20–$2.40$1.2013
$60.00Feb 19$0.25$3.90$2.08$2.30 07/27$2.08–$2.97$2.0816
$55.00Aug 21$0.00$2.25$1.13$0.30 07/02$0.50–$2.40$0.303
$55.00Sep 18$0.00$0.55$0.28$0.35 07/27$0.28–$1.43$0.282
$55.00Feb 19$0.00$3.20$1.60$2.00 07/30$1.60–$2.45$1.601
$55.00Nov 20$0.00$2.35$1.18--$1.18–$2.40--1
$50.00Aug 21$0.00$2.20$1.10--$1.10–$2.40--2
$50.00Nov 20$0.00$2.50$1.25--$1.25–$2.40--6
$45.00Aug 21$0.00$2.15$1.08--$1.08–$1.13--1
$40.00Nov 20$0.00$2.40$1.20$0.34 06/05$1.08–$1.50$0.3437

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 9
Total Puts 14
Put/Call Ratio 1.56
Net Difference -5

Prior's Put/Call Breakdown

Total Calls 1
Total Puts 4
Put/Call Ratio 4.00
Net Difference -3

Prior 7-Day Put/Call Summary

Total Calls 189
Total Puts 67
Average Put/Call Ratio 1.51
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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