TSN · Tyson Foods, Inc.

Track TSN — free Ask ALVIS about TSN

$60.72 +3.27 (+5.69%)

Market Cap

$20.23B

352.13M

Options Chain

15-min delayed Underlying $60.72 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 36 contracts

Put / call OI

0.96

Balanced positioning

Open interest

4,070

contracts outstanding

Volume

847

traded today

Max pain

$57.50

$3.22 below spot

ATM implied vol

37.8%

market's expected move

Open interest by strike

Calls Puts

37.5

42.5

47.5

52.5

57.5

62.5

67.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Oct 16 81d Dec 18 144d Jan 15 172d Mar 19 235d Jun 17 325d Jan 21 543d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	114.6%	0.979	—		$0.03	—	—	20	220
Call · $35 In the money Last — Breakeven — Implied vol 114.6% Delta 0.979 ≈98% ITM Gamma 0.003 Theta -0.016 Vega 0.006 Open interest 0 Model this call Put · $35 Last $0.03 Breakeven $34.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 220 Model this put
0	—	101.9%	0.977	—		$0.05	—	—	130	131
Call · $37.5 In the money Last — Breakeven — Implied vol 101.9% Delta 0.977 ≈98% ITM Gamma 0.004 Theta -0.016 Vega 0.012 Open interest 0 Model this call Put · $37.5 Last $0.05 Breakeven $37.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 131 Model this put
0	—	97.4%	0.963	—		—	-0.047	106.1%	—	0
Call · $40 In the money Last — Breakeven — Implied vol 97.4% Delta 0.963 ≈96% ITM Gamma 0.005 Theta -0.023 Vega 0.013 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 106.1% Delta -0.047 ≈5% ITM Gamma 0.006 Theta -0.034 Vega 0.013 Open interest 0 Model this put
0	—	97.8%	0.939	—		$0.10	-0.053	94%	3	11
Call · $42.5 In the money Last — Breakeven — Implied vol 97.8% Delta 0.939 ≈94% ITM Gamma 0.008 Theta -0.036 Vega 0.023 Open interest 0 Model this call Put · $42.5 Last $0.10 Breakeven $42.40 Implied vol 94% Delta -0.053 ≈5% ITM Gamma 0.007 Theta -0.033 Vega 0.014 Open interest 11 Model this put
53	2	84.7%	0.931	$15.05		$0.06	-0.033	66.6%	1	26
Call · $45 In the money Last $15.05 Breakeven $60.05 Implied vol 84.7% Delta 0.931 ≈93% ITM Gamma 0.01 Theta -0.034 Vega 0.024 Open interest 53 Model this call Put · $45 Last $0.06 Breakeven $44.94 Implied vol 66.6% Delta -0.033 ≈3% ITM Gamma 0.007 Theta -0.016 Vega 0.014 Open interest 26 Model this put
0	—	70.3%	0.926	—		$0.13	-0.029	52.9%	61	46
Call · $47.5 In the money Last — Breakeven — Implied vol 70.3% Delta 0.926 ≈93% ITM Gamma 0.013 Theta -0.03 Vega 0.025 Open interest 0 Model this call Put · $47.5 Last $0.13 Breakeven $47.37 Implied vol 52.9% Delta -0.029 ≈3% ITM Gamma 0.008 Theta -0.011 Vega 0.014 Open interest 46 Model this put
0	—	58.7%	0.914	—		$0.45	-0.068	53.7%	20	77
Call · $50 In the money Last — Breakeven — Implied vol 58.7% Delta 0.914 ≈91% ITM Gamma 0.017 Theta -0.028 Vega 0.025 Open interest 0 Model this call Put · $50 Last $0.45 Breakeven $49.55 Implied vol 53.7% Delta -0.068 ≈7% ITM Gamma 0.015 Theta -0.023 Vega 0.026 Open interest 77 Model this put
0	—	51.4%	0.883	—		$0.30	-0.091	44.8%	24	343
Call · $52.5 In the money Last — Breakeven — Implied vol 51.4% Delta 0.883 ≈88% ITM Gamma 0.025 Theta -0.031 Vega 0.026 Open interest 0 Model this call Put · $52.5 Last $0.30 Breakeven $52.20 Implied vol 44.8% Delta -0.091 ≈9% ITM Gamma 0.023 Theta -0.023 Vega 0.026 Open interest 343 Model this put
54	1	47.9%	0.811	$6.50		$0.57	-0.153	40.5%	21	724
Call · $55 In the money Last $6.50 Breakeven $61.50 Implied vol 47.9% Delta 0.811 ≈81% ITM Gamma 0.036 Theta -0.04 Vega 0.04 Open interest 54 Model this call Put · $55 Last $0.57 Breakeven $54.43 Implied vol 40.5% Delta -0.153 ≈15% ITM Gamma 0.037 Theta -0.031 Vega 0.04 Open interest 724 Model this put
57	13	41.1%	0.723	$5.40		$1.00	-0.257	37%	181	364
Call · $57.5 In the money Last $5.40 Breakeven $62.90 Implied vol 41.1% Delta 0.723 ≈72% ITM Gamma 0.051 Theta -0.043 Vega 0.054 Open interest 57 Model this call Put · $57.5 Last $1.00 Breakeven $56.50 Implied vol 37% Delta -0.257 ≈26% ITM Gamma 0.055 Theta -0.038 Vega 0.054 Open interest 364 Model this put
631	35	39.5%	0.58	$3.00		$1.85	-0.414	36.1%	16	37
Call · $60 In the money Last $3.00 Breakeven $63.00 Implied vol 39.5% Delta 0.58 ≈58% ITM Gamma 0.062 Theta -0.049 Vega 0.063 Open interest 631 Model this call Put · $60 Last $1.85 Breakeven $58.15 Implied vol 36.1% Delta -0.414 ≈41% ITM Gamma 0.068 Theta -0.045 Vega 0.063 Open interest 37 Model this put
Underlying $60.72
197	39	37.2%	0.417	$1.65		$2.75	-0.589	34.7%	16	13
Call · $62.5 Last $1.65 Breakeven $64.15 Implied vol 37.2% Delta 0.417 ≈42% ITM Gamma 0.066 Theta -0.046 Vega 0.064 Open interest 197 Model this call Put · $62.5 In the money Last $2.75 Breakeven $59.75 Implied vol 34.7% Delta -0.589 ≈59% ITM Gamma 0.071 Theta -0.044 Vega 0.064 Open interest 13 Model this put
1k	84	37.7%	0.273	$0.95		$6.54	-0.751	34.1%	1	1
Call · $65 Last $0.95 Breakeven $65.95 Implied vol 37.7% Delta 0.273 ≈27% ITM Gamma 0.056 Theta -0.04 Vega 0.057 Open interest 1k Model this call Put · $65 In the money Last $6.54 Breakeven $58.46 Implied vol 34.1% Delta -0.751 ≈75% ITM Gamma 0.059 Theta -0.035 Vega 0.057 Open interest 1 Model this put
52	67	37.2%	0.157	$0.45		—	-0.85	36%	—	0
Call · $67.5 Last $0.45 Breakeven $67.95 Implied vol 37.2% Delta 0.157 ≈16% ITM Gamma 0.041 Theta -0.029 Vega 0.044 Open interest 52 Model this call Put · $67.5 In the money Last — Breakeven — Implied vol 36% Delta -0.85 ≈85% ITM Gamma 0.041 Theta -0.027 Vega 0.044 Open interest 0 Model this put
26	11	37.4%	0.084	$0.24		—	-0.926	35.6%	—	0
Call · $70 Last $0.24 Breakeven $70.24 Implied vol 37.4% Delta 0.084 ≈8% ITM Gamma 0.026 Theta -0.018 Vega 0.03 Open interest 26 Model this call Put · $70 In the money Last — Breakeven — Implied vol 35.6% Delta -0.926 ≈93% ITM Gamma 0.025 Theta -0.016 Vega 0.017 Open interest 0 Model this put
0	101	—	—	$0.10		—	—	—	—	0
Call · $75 Last $0.10 Breakeven $75.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $80 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 100493 CUSIP 902494103 13F (30d) 225 filings 210 filers Visit website Investor relations