I'm not sure if NBA Jam saved the season to NVRAM or not. If it did, (IOW if the original cab saved seasons over a turn off/on cycle), you don't need autosave and mame should be saving the season without you doing anything. If the game didn't save the season to NVRAM, then you do need to enable autoave.
If you need the state to be saved automatically, enable -autosave in mame.ini (or for just that game, use nbajam.ini with just "autosave 1" in it).
FWIW, nbajam is listed as supporting autosave (not all games do), so the -autosave option should work. If a game doesn't support autosave, mame disables the option for that game. To find out if a game supports autosave, use mame's -listxml option: "mame -lx > listxml.xml" will save all games to the file listed, while "mame -lx nbajam" willl output all the info on just nbajam to the screen. Near the end of the info on each game, you'll see "savestate=" followed by either "supported" or "unsupported".