IntraAlpha
Create free account Start free

Tyson Foods, Inc. TSN

i

Market datapartial · fetched 2026-10-22T14:49:33.711Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:49:33.0190168Z

FundamentalsAlpha Vantage · unavailable

Share price$56.53
1D-0.1%
$55.90$56.10$56.30$56.50$56.705:30 AM6:30 AM9:00 AM1:00 PMTSN
Sold putSold call

Tyson Foods, Inc. options

Live interpolated TSN call and put midpoint premiums by absolute delta.Tyson Foods, Inc.$0.36$2.64$4.92$7.20$9.47$48.61$52.34$56.07$59.80$63.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSN spot · $56.53TSN PRICE$0.64$0.69$0.88$1.09$1.31$1.52$1.87$2.22$2.56$2.91$3.39$3.88$4.37$0.61$0.82$1.04$1.25$1.67$2.09$2.50$2.93$3.39$3.85$4.35$6.58$8.82
PutsExpensive1.25×
CallsCheap0.91×
SkewBearish+3.73 pp
Implied moveBearish±$4.37
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.8446.3%17.6%52.7132.3%7.8%
25Δ60.9331.9%9.0%53.4732.1%6.9%
30Δ59.4729.3%6.7%54.2431.9%5.9%
35Δ58.8129.4%6.0%55.0131.7%4.9%
40Δ58.1629.5%5.2%55.6933.1%4.4%
45Δ57.5029.6%4.4%56.3734.5%4.0%
50Δ56.8830.0%3.9%57.0535.9%3.5%
55Δ56.2630.4%3.5%57.7636.7%3.0%
60Δ55.6430.8%3.0%58.5136.1%2.5%
65Δ55.0231.3%2.5%59.2635.6%2.0%
70Δ54.3231.0%2.1%60.0535.2%1.5%
75Δ53.6230.6%1.7%62.4639.6%1.2%
80Δ52.9130.3%1.3%64.8644.0%0.9%

20Δ

Calls
Pseudo strike
65.84
IV
46.3%
B/E move
17.6%
Puts
Pseudo strike
52.71
IV
32.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
60.93
IV
31.9%
B/E move
9.0%
Puts
Pseudo strike
53.47
IV
32.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
59.47
IV
29.3%
B/E move
6.7%
Puts
Pseudo strike
54.24
IV
31.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
58.81
IV
29.4%
B/E move
6.0%
Puts
Pseudo strike
55.01
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
58.16
IV
29.5%
B/E move
5.2%
Puts
Pseudo strike
55.69
IV
33.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
57.50
IV
29.6%
B/E move
4.4%
Puts
Pseudo strike
56.37
IV
34.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
56.88
IV
30.0%
B/E move
3.9%
Puts
Pseudo strike
57.05
IV
35.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
56.26
IV
30.4%
B/E move
3.5%
Puts
Pseudo strike
57.76
IV
36.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
55.64
IV
30.8%
B/E move
3.0%
Puts
Pseudo strike
58.51
IV
36.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
55.02
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
59.26
IV
35.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
54.32
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
60.05
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
53.62
IV
30.6%
B/E move
1.7%
Puts
Pseudo strike
62.46
IV
39.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
52.91
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
64.86
IV
44.0%
B/E move
0.9%

Options history

No recorded observations