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Tyson Foods, Inc. TSN

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-11-12T02:20:24.896Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:24:50.085458387Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:20:24.021918+00:00

Share price$59.80
1D+0.7%
AH$58.70$59.14$59.57$60.01$60.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSN
Sold putSold callAH

Tyson Foods, Inc. options

Live interpolated TSN call and put midpoint premiums by absolute delta.Tyson Foods, Inc.$0.35$1.92$3.49$5.06$6.63$53.91$56.84$59.76$62.69$65.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSN spot · $59.80TSN PRICE$0.52$0.68$0.85$1.06$1.28$1.50$1.71$2.12$2.53$2.94$3.36$4.03$4.71$0.61$0.79$0.98$1.20$1.42$1.64$1.87$2.25$2.64$3.03$3.42$4.72$6.18
PutsExpensive1.61×
CallsExpensive1.32×
SkewBearish+0.84 pp
Implied moveBearish±$3.58
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.2649.9%8.3%55.7654.9%7.8%
25Δ63.3949.6%7.1%56.6453.7%6.6%
30Δ62.5249.2%6.0%57.5252.5%5.5%
35Δ61.8948.9%5.3%58.1451.2%4.8%
40Δ61.2748.6%4.6%58.7749.9%4.1%
45Δ60.6548.2%3.9%59.4048.6%3.4%
50Δ60.0347.9%3.3%60.0347.4%2.7%
55Δ59.4049.1%2.9%60.6347.5%2.4%
60Δ58.7650.5%2.5%61.2447.7%2.0%
65Δ58.1351.8%2.1%61.8447.8%1.6%
70Δ57.4953.1%1.8%62.4547.9%1.3%
75Δ56.6254.1%1.4%63.8555.4%1.1%
80Δ55.7555.0%1.1%65.4262.2%0.9%

20Δ

Calls
Pseudo strike
64.26
IV
49.9%
B/E move
8.3%
Puts
Pseudo strike
55.76
IV
54.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
63.39
IV
49.6%
B/E move
7.1%
Puts
Pseudo strike
56.64
IV
53.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
62.52
IV
49.2%
B/E move
6.0%
Puts
Pseudo strike
57.52
IV
52.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
61.89
IV
48.9%
B/E move
5.3%
Puts
Pseudo strike
58.14
IV
51.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
61.27
IV
48.6%
B/E move
4.6%
Puts
Pseudo strike
58.77
IV
49.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
60.65
IV
48.2%
B/E move
3.9%
Puts
Pseudo strike
59.40
IV
48.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
60.03
IV
47.9%
B/E move
3.3%
Puts
Pseudo strike
60.03
IV
47.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
59.40
IV
49.1%
B/E move
2.9%
Puts
Pseudo strike
60.63
IV
47.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
58.76
IV
50.5%
B/E move
2.5%
Puts
Pseudo strike
61.24
IV
47.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
58.13
IV
51.8%
B/E move
2.1%
Puts
Pseudo strike
61.84
IV
47.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
57.49
IV
53.1%
B/E move
1.8%
Puts
Pseudo strike
62.45
IV
47.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
56.62
IV
54.1%
B/E move
1.4%
Puts
Pseudo strike
63.85
IV
55.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
55.75
IV
55.0%
B/E move
1.1%
Puts
Pseudo strike
65.42
IV
62.2%
B/E move
0.9%

Options history

IV · four-Friday blend28.12%
Daily EOD
TSN27.1%28.5%29.9%2026-10-19: 27.77%2026-10-20: 27.78%2026-10-21: 27.70%2026-10-22: 27.98%2026-10-23: 27.39%2026-10-26: 27.28%2026-10-27: 28.28%2026-10-28: 29.74%2026-10-29: 28.25%2026-10-30: 28.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.77%
27.78%
27.70%
27.98%
27.39%
27.28%
28.28%
29.74%
28.25%
28.12%