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
$3.92
7-Day Straddle
$2.15
Avg IV
0.5%
IV Rank
26%
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 |
|---|---|---|---|---|
| 20260810 | $3.92 | $2.15 | 0.5% | 26% |
| 20260806 | $4.75 | $3.17 | 0.5% | 25% |
| 20260805 | $2.78 | $2.78 | 0.7% | 45% |
| 20260804 | $3.10 | $3.10 | 0.6% | 32% |
| 20260803 | $3.05 | $3.05 | 0.5% | 22% |
| 20260731 | $4.42 | $4.42 | 0.6% | 36% |
| 20260730 | $4.35 | $4.35 | 0.5% | 23% |
| 20260729 | $4.28 | $4.28 | 0.6% | 29% |
| 20260728 | $4.72 | $4.72 | 0.6% | 38% |
| 20260727 | $4.75 | $4.75 | 0.6% | 37% |
| 20260724 | $4.47 | $4.47 | 0.5% | 19% |
| 20260723 | $4.53 | $4.53 | 0.5% | 20% |
| 20260722 | $4.60 | $4.60 | 0.5% | 26% |
| 20260721 | $4.70 | $4.70 | 0.6% | 30% |
| 20260720 | $4.72 | $4.72 | 0.5% | 14% |
| 20260716 | $4.92 | $1.00 | 0.5% | 20% |
| 20260715 | $4.78 | $1.27 | 0.5% | 16% |
| 20260714 | $5.18 | $1.25 | 0.5% | 18% |
| 20260713 | $5.10 | $1.55 | 0.5% | 17% |
| 20260710 | $5.00 | $1.67 | 0.5% | 12% |
| 20260709 | $5.15 | $1.98 | 0.5% | 14% |
| 20260708 | $5.40 | $2.35 | 0.5% | 11% |
| 20260707 | $5.12 | $2.30 | 0.5% | 20% |
| 20260706 | $5.55 | $2.55 | 0.5% | 12% |
| 20260702 | $2.25 | $2.25 | 0.8% | 64% |
| 20260701 | $2.67 | $2.67 | 0.7% | 53% |
| 20260630 | $2.65 | $2.65 | 0.7% | 56% |
| 20260629 | $2.80 | $2.80 | 0.7% | 46% |
| 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% |