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Tyson Foods, Inc. TSN

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Market datapartial · fetched 2026-10-22T16:50:25.938Z

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 · 2026-10-22T16:50:21.259327346Z

FundamentalsAlpha Vantage · unavailable

Share price$56.90
1D+0.6%
$55.88$56.15$56.42$56.69$56.965:30 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.$0.34$2.08$3.83$5.57$7.31$48.56$52.42$56.28$60.14$64.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSN spot · $56.90TSN PRICE$0.53$0.70$0.89$1.13$1.37$1.61$1.90$2.27$2.63$3.00$3.38$3.76$4.15$0.65$0.85$1.05$1.30$1.61$1.91$2.22$2.63$3.08$3.53$4.34$6.81
PutsExpensive1.20×
CallsCheap0.87×
SkewBearish+3.57 pp
Implied moveBearish±$4.11
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6029.8%9.2%52.8134.2%8.3%
25Δ60.7430.0%8.0%53.6933.4%7.1%
30Δ59.9030.1%6.8%54.5732.6%5.9%
35Δ59.2530.3%6.1%55.3332.2%5.0%
40Δ58.5930.5%5.4%55.9932.3%4.4%
45Δ57.9430.7%4.7%56.6632.3%3.8%
50Δ57.2930.9%4.0%57.3232.4%3.2%
55Δ56.6431.2%3.5%58.0132.5%2.7%
60Δ55.9931.4%3.0%58.7232.5%2.2%
65Δ55.3531.6%2.5%59.4232.5%1.8%
70Δ54.7231.1%2.1%60.4334.7%1.4%
75Δ54.1229.6%1.7%62.8746.1%1.5%
80Δ53.5228.1%1.3%

20Δ

Calls
Pseudo strike
61.60
IV
29.8%
B/E move
9.2%
Puts
Pseudo strike
52.81
IV
34.2%
B/E move
8.3%

25Δ

Calls
Pseudo strike
60.74
IV
30.0%
B/E move
8.0%
Puts
Pseudo strike
53.69
IV
33.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
59.90
IV
30.1%
B/E move
6.8%
Puts
Pseudo strike
54.57
IV
32.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
59.25
IV
30.3%
B/E move
6.1%
Puts
Pseudo strike
55.33
IV
32.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
58.59
IV
30.5%
B/E move
5.4%
Puts
Pseudo strike
55.99
IV
32.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
57.94
IV
30.7%
B/E move
4.7%
Puts
Pseudo strike
56.66
IV
32.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
57.29
IV
30.9%
B/E move
4.0%
Puts
Pseudo strike
57.32
IV
32.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
56.64
IV
31.2%
B/E move
3.5%
Puts
Pseudo strike
58.01
IV
32.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
55.99
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
58.72
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
55.35
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
59.42
IV
32.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
54.72
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
60.43
IV
34.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
54.12
IV
29.6%
B/E move
1.7%
Puts
Pseudo strike
62.87
IV
46.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
53.52
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations