TSN
Tyson Foods, Inc.Consumer Defensive$64.63
▲ Bullish
Mkt Cap: $22.75B|Float: 274.9M|SI: 3.5%|DTC: 3.0
Data as of market close Apr 2, 2026
IV Rank
40
IV Pctl
78%
HV 20d
26.6%
52W Range
$50-$66
ATR(14)
$1.48
Exp. Move
±4.3%
P/C Ratio
0.73
Earnings
May 4
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
TSN Key Options Data
- IV Rank
- 39.9%
- Total GEX
- $0.00B
- Total DEX
- $1.4M
- Max Pain
- $60.00
- Expected Move
- ±4.3%
- Put/Call OI
- 0.73
- Net Premium
- $0.6M
- Spot Price
- $64.63
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$2.77 | ±4.3% | $61.85 | $67.40 |
| 2026-05-15 | 43 | ±$5.75 | ±8.9% | $58.88 | $70.38 |
| 2026-06-18 | 77 | ±$7.20 | ±11.1% | $57.43 | $71.83 |
| 2026-07-17 | 106 | ±$8.05 | ±12.5% | $56.58 | $72.68 |
| 2026-09-18 | 169 | ±$10.15 | ±15.7% | $54.48 | $74.78 |
| 2026-10-16 | 197 | ±$5.25 | ±8.1% | $59.38 | $69.88 |
Explore TSN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.