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
$2.27
7-Day Straddle
$2.27
Avg IV
0.7%
IV Rank
41%
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 |
|---|---|---|---|---|
| 20260925 | $2.27 | $2.27 | 0.7% | 41% |
| 20260924 | $2.55 | $2.55 | 0.7% | 38% |
| 20260923 | $2.45 | $2.45 | 0.6% | 32% |
| 20260922 | $2.42 | $2.42 | 0.7% | 39% |
| 20260921 | $3.15 | $3.15 | 0.6% | 36% |
| 20260918 | $2.78 | $0.40 | 0.6% | 28% |
| 20260917 | $2.30 | $0.60 | 0.6% | 25% |
| 20260916 | $2.90 | $0.90 | 0.6% | 33% |
| 20260915 | $2.83 | $1.05 | 0.6% | 29% |
| 20260914 | $2.78 | $1.30 | 0.6% | 25% |
| 20260911 | $3.17 | $1.27 | 0.5% | 18% |
| 20260910 | $3.25 | $1.60 | 0.6% | 18% |
| 20260909 | $3.33 | $1.73 | 0.5% | 15% |
| 20260908 | $3.90 | $1.98 | 0.6% | 21% |
| 20260904 | $3.83 | $2.03 | 0.5% | 5% |
| 20260903 | $3.35 | $2.02 | 0.5% | 11% |
| 20260902 | $2.10 | $2.10 | 0.6% | 36% |
| 20260901 | $2.17 | $2.17 | 0.6% | 31% |
| 20260831 | $1.80 | $1.80 | 0.7% | 43% |
| 20260828 | $2.60 | $2.60 | 0.5% | 11% |
| 20260827 | $2.02 | $2.02 | 0.7% | 38% |
| 20260826 | $2.80 | $2.80 | 0.7% | 39% |
| 20260825 | $2.78 | $2.78 | 0.6% | 30% |
| 20260824 | $2.80 | $2.80 | 0.6% | 30% |
| 20260821 | $3.05 | $1.48 | 0.5% | 11% |
| 20260820 | $3.23 | $1.23 | 0.6% | 26% |
| 20260819 | $3.20 | $1.67 | 0.6% | 22% |
| 20260818 | $3.00 | $1.45 | 0.6% | 24% |
| 20260817 | $3.10 | $1.92 | 0.5% | 10% |
| 20260814 | $3.35 | $1.62 | 0.5% | 13% |
| 20260813 | $3.65 | $1.97 | 0.5% | 15% |
| 20260812 | $3.67 | $2.08 | 0.5% | 13% |
| 20260811 | $3.83 | $2.73 | 0.5% | 19% |
| 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% |