TSN · Expected Move
Tyson Foods, Inc.
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).
TSN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TSN Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$3.47
30-Day ATM IV
31.3%
IV Rank
73%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.60 | $3.47 | 31.3% | 73% |
| 20261106 | $4.65 | $3.62 | 31.1% | 60% |
| 20261105 | $4.70 | $3.60 | 30.9% | 58% |
| 20261104 | $3.62 | $3.62 | 31.6% | 62% |
| 20261103 | $3.52 | $3.52 | 31.4% | 61% |
| 20261102 | $3.70 | $3.70 | 32.0% | 64% |
| 20261030 | $3.55 | $3.55 | 30.1% | 54% |
| 20261029 | $3.78 | $3.78 | 30.3% | 55% |
| 20261028 | $3.80 | $3.80 | 32.4% | 66% |
| 20261027 | $3.83 | $3.83 | 31.0% | 59% |
| 20261026 | $3.67 | $3.67 | 29.7% | 52% |
| 20261023 | $3.52 | $3.52 | 28.2% | 44% |
| 20261022 | $4.03 | $4.03 | 31.0% | 59% |
| 20261021 | $3.83 | $3.83 | 28.6% | 46% |
| 20261020 | $3.72 | $3.72 | 28.7% | 47% |
| 20261019 | $3.90 | $3.90 | 30.3% | 56% |
| 20261016 | $4.08 | $0.17 | 30.2% | 55% |
| 20261015 | $4.12 | $1.00 | 30.0% | 54% |
| 20261014 | $4.10 | $1.02 | 29.5% | 51% |
| 20261013 | $4.05 | $1.35 | 28.9% | 48% |
| 20261012 | $4.25 | $1.45 | 28.3% | 45% |
| 20261009 | $4.30 | $1.48 | 28.2% | 44% |
| 20261008 | $4.15 | $1.45 | 28.6% | 46% |
| 20261007 | $4.50 | $1.65 | 29.6% | 52% |
| 20261006 | $4.28 | $1.70 | 28.8% | 48% |
| 20261005 | $4.25 | $1.78 | 28.3% | 45% |
| 20261002 | $2.12 | $2.12 | 27.0% | 38% |
| 20261001 | $1.85 | $1.85 | 27.2% | 39% |
| 20260930 | $2.17 | $2.17 | 28.6% | 46% |
| 20260929 | $2.20 | $2.20 | 27.4% | 40% |
| 20260928 | $2.35 | $2.35 | 27.2% | 39% |
| 20260925 | $2.30 | $2.30 | 25.3% | 28% |
| 20260924 | $2.55 | $2.55 | 25.7% | 31% |
| 20260923 | $2.45 | $2.45 | 25.6% | 30% |
| 20260922 | $2.42 | $2.42 | 25.5% | 30% |
| 20260921 | $3.15 | $3.15 | 28.1% | 44% |
| 20260918 | $2.78 | $0.40 | 23.3% | 18% |
| 20260917 | $2.30 | $0.60 | 19.9% | 0% |
| 20260916 | $2.90 | $0.90 | 24.3% | 18% |
| 20260915 | $2.83 | $1.05 | 23.2% | 12% |
| 20260914 | $2.78 | $1.30 | 22.1% | 6% |
| 20260911 | $3.17 | $1.27 | 23.7% | 14% |
| 20260910 | $3.25 | $1.60 | 24.9% | 21% |
| 20260909 | $3.33 | $1.73 | 25.1% | 22% |
| 20260908 | $3.90 | $1.98 | 29.1% | 45% |
| 20260904 | $3.83 | $2.03 | 26.4% | 30% |
| 20260903 | $3.35 | $2.02 | 23.4% | 12% |
| 20260902 | $2.10 | $2.10 | 22.5% | 8% |
| 20260901 | $2.17 | $2.17 | 23.8% | 15% |
| 20260831 | $1.80 | $1.80 | 21.5% | 2% |
| 20260828 | $2.60 | $2.60 | 23.8% | 15% |
| 20260827 | $2.02 | $2.02 | 21.2% | 0% |
| 20260826 | $2.80 | $2.80 | 23.3% | 7% |
| 20260825 | $2.78 | $2.78 | 23.8% | 10% |
| 20260824 | $2.80 | $2.80 | 22.5% | 3% |
| 20260821 | $3.05 | $1.48 | 23.3% | 8% |
| 20260820 | $3.23 | $1.23 | 24.1% | 13% |
| 20260819 | $3.20 | $1.67 | 23.1% | 6% |
| 20260818 | $3.00 | $1.45 | 22.2% | 1% |
| 20260817 | $3.10 | $1.92 | 22.7% | 4% |
More on TSN
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.