Tyson Foods
TSN · NYSE
$55.38+$1.38 (+2.56%)TodayMarket closed ·
Prev close $54.00
TSN options chain
Calls and puts around the current price
By Fri, Nov 20 options price a move of ±$3.72 (6.8%), between $50.77 and $58.22.
- At-the-money implied volatility
- 29.1%
- Put/call open interest
- 0.46
- Total open interest
- 3.97K
- Underlying price
- $54.49
| Calls | Puts | |||||||
|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Strike | Bid | Ask | ||||
| $14.00 | $11.00 | 42.5 | $0.00 | $0.15 | ||||
| $10.80 | $9.10 | 45 | $0.05 | $0.15 | ||||
| $8.70 | $6.90 | 47.5 | $0.15 | $0.25 | ||||
| $6.10 | $5.30 | 50 | $0.30 | $0.70 | ||||
| $4.30 | $3.50 | 52.5 | $0.75 | $1.15 | ||||
TSN $54.49 | ||||||||
| $2.40 | $1.90 | 55 | $1.20 | $1.95 | ||||
| $1.20 | $0.65 | 57.5 | $2.85 | $3.40 | ||||
| $0.65 | $0.35 | 60 | $4.60 | $6.10 | ||||
| $0.25 | $0.05 | 62.5 | $7.10 | $8.50 | ||||
| $0.30 | $0.05 | 65 | $9.40 | $11.70 | ||||
| $0.15 | $0.00 | 70 | $12.80 | $16.80 | ||||
Volatility smile
Implied volatility by strike for Fri, Nov 20, calls and puts averaged.
Unusual options activity
The latest large trades, newest first
| Contract | Premium | Sentiment |
|---|---|---|
| TSN 30C Jan 15 | $158.60K | neutral |
| TSN 30C Jan 15 | $123.00K | neutral |
| TSN 30C Jan 15 | $247.00K | neutral |
| TSN 70C Jan 15 | $135.00K | neutral |
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