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Tyson Foods, Inc. TSN

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Market datapartial · fetched 2026-10-22T21:18:22.751Z

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 · 2026-10-22T20:10:00.001058008Z

FundamentalsAlpha Vantage · unavailable

Share price$57.07
1D+0.9%
AH$55.86$56.21$56.56$56.91$57.265:30 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.$0.29$2.50$4.71$6.92$9.14$48.54$52.44$56.34$60.24$64.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSN spot · $57.07TSN PRICE$0.53$0.70$0.87$1.04$1.21$1.39$1.61$2.02$2.43$2.84$3.26$3.70$4.13$0.70$0.88$1.05$1.31$1.59$1.88$2.17$2.54$2.93$3.31$3.94$6.50$8.50
PutsExpensive1.24×
CallsCheap0.82×
SkewBearish+6.37 pp
Implied moveBearish±$3.77
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7529.6%9.1%52.6637.2%9.0%
25Δ60.8929.6%7.9%53.6935.0%7.5%
30Δ60.0329.6%6.7%54.7332.8%6.0%
35Δ59.3628.6%5.8%55.4932.1%5.1%
40Δ58.7027.5%5.0%56.1532.0%4.4%
45Δ58.0326.5%4.1%56.8131.9%3.7%
50Δ57.3825.8%3.4%57.4831.8%3.1%
55Δ56.7726.9%3.0%58.1331.4%2.6%
60Δ56.1728.0%2.7%58.7731.0%2.1%
65Δ55.5629.1%2.3%59.4230.6%1.7%
70Δ54.9530.1%2.0%60.2731.7%1.3%
75Δ54.3228.9%1.7%62.7744.1%1.4%
80Δ53.6827.7%1.3%64.9449.1%1.1%

20Δ

Calls
Pseudo strike
61.75
IV
29.6%
B/E move
9.1%
Puts
Pseudo strike
52.66
IV
37.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
60.89
IV
29.6%
B/E move
7.9%
Puts
Pseudo strike
53.69
IV
35.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
60.03
IV
29.6%
B/E move
6.7%
Puts
Pseudo strike
54.73
IV
32.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
59.36
IV
28.6%
B/E move
5.8%
Puts
Pseudo strike
55.49
IV
32.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
58.70
IV
27.5%
B/E move
5.0%
Puts
Pseudo strike
56.15
IV
32.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
58.03
IV
26.5%
B/E move
4.1%
Puts
Pseudo strike
56.81
IV
31.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
57.38
IV
25.8%
B/E move
3.4%
Puts
Pseudo strike
57.48
IV
31.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
56.77
IV
26.9%
B/E move
3.0%
Puts
Pseudo strike
58.13
IV
31.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
56.17
IV
28.0%
B/E move
2.7%
Puts
Pseudo strike
58.77
IV
31.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
55.56
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
59.42
IV
30.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
54.95
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
60.27
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
54.32
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
62.77
IV
44.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
53.68
IV
27.7%
B/E move
1.3%
Puts
Pseudo strike
64.94
IV
49.1%
B/E move
1.1%

Options history

No recorded observations