TSN (Tyson Foods, Inc.)
Expected Move & Straddle Price History
The expected move for TSN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current TSN Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$3.00
Avg IV
0.7%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to TSN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TSN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260626 | $3.00 | $3.00 | 0.7% | 48% |
| 20260625 | $2.88 | $2.88 | 0.7% | 50% |
| 20260624 | $3.15 | $3.15 | 0.6% | 43% |
| 20260623 | $3.08 | $3.08 | 0.7% | 44% |
| 20260622 | $3.15 | $3.15 | 0.7% | 48% |
| 20260618 | $3.80 | $1.20 | 0.6% | 34% |
| 20260617 | $3.90 | $1.52 | 0.6% | 29% |
| 20260616 | $3.55 | $1.05 | 0.6% | 29% |
| 20260615 | $3.55 | $1.52 | 0.6% | 32% |
| 20260613 | $3.83 | $1.57 | 0.5% | 11% |
| 20260612 | $3.93 | $1.60 | 0.6% | 31% |
| 20260611 | $4.20 | $2.22 | 0.6% | 36% |
| 20260610 | $4.42 | $2.42 | 0.5% | 25% |
| 20260609 | $4.28 | $2.20 | 0.6% | 31% |
| 20260608 | $4.15 | $2.50 | 0.6% | 39% |
| 20260605 | $4.35 | $2.67 | 0.6% | 30% |
| 20260604 | $4.78 | $3.38 | 0.6% | 34% |
| 20260603 | $4.42 | $2.95 | 0.5% | 22% |
| 20260602 | $2.58 | $2.58 | 1.0% | 100% |
| 20260601 | $2.75 | $2.75 | 1.0% | 95% |
| 20260529 | $2.85 | $2.85 | 0.8% | 68% |
| 20260528 | $2.92 | $2.92 | 0.8% | 68% |
| 20260527 | $3.12 | $3.12 | 0.8% | 74% |
| 20260526 | $3.15 | $3.15 | 0.7% | 50% |
| 20260522 | $3.20 | $3.20 | 0.8% | 62% |
| 20260521 | $3.48 | $3.48 | 0.7% | 50% |
| 20260520 | $3.62 | $3.62 | 0.6% | 40% |
| 20260519 | $3.65 | $3.65 | 0.6% | 38% |
| 20260518 | $3.55 | $3.55 | 0.7% | 53% |
| 20260515 | $3.82 | $0.83 | 0.6% | 45% |
| 20260514 | $3.93 | $1.00 | 0.6% | 37% |
| 20260513 | $3.97 | $1.52 | 0.6% | 39% |
| 20260512 | $3.98 | $1.38 | 0.6% | 40% |
| 20260511 | $4.08 | $1.55 | 0.6% | 34% |
| 20260510 | $4.12 | $1.90 | 0.7% | 51% |
| 20260508 | $4.12 | $1.90 | 0.7% | 45% |
| 20260507 | $4.03 | $1.85 | 0.7% | 44% |
| 20260506 | $4.22 | $1.98 | 0.6% | 33% |
| 20260505 | $4.53 | $2.25 | 0.6% | 38% |
| 20260504 | $5.03 | $2.90 | 0.6% | 30% |
| 20260502 | $4.25 | $4.25 | 0.7% | 54% |
| 20260501 | $5.50 | $5.50 | 0.8% | 66% |
| 20260430 | $4.03 | $4.03 | 0.6% | 43% |
| 20260429 | $3.93 | $3.93 | 0.7% | 43% |
| 20260428 | $3.75 | $3.75 | 0.6% | 37% |
| 20260427 | $4.60 | $4.60 | 0.6% | 41% |
| 20260424 | $4.47 | $4.47 | 0.6% | 41% |
| 20260423 | $4.75 | $4.75 | 0.6% | 34% |
| 20260422 | $4.70 | $4.70 | 0.6% | 30% |
| 20260421 | $4.65 | $4.65 | 0.6% | 31% |
| 20260420 | $5.18 | $5.18 | 0.6% | 32% |
| 20260417 | $4.55 | $0.20 | 0.5% | 29% |
| 20260416 | $4.90 | $1.52 | 0.5% | 24% |
| 20260415 | $4.80 | $1.50 | 0.5% | 22% |
| 20260414 | $5.30 | $1.35 | 0.5% | 23% |
| 20260413 | $5.10 | $1.98 | 0.6% | 41% |
| 20260410 | $5.10 | $1.98 | 0.5% | 19% |
| 20260409 | $5.15 | $2.00 | 0.4% | 15% |
| 20260408 | $5.25 | $2.20 | 0.5% | 16% |
| 20260407 | $5.45 | $2.42 | 0.5% | 22% |