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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: May 6, 2024 BO
EVR: 2.9
Avg Daily Volume: 2,801,772    Market Cap: 18.42B
Sector: Consumer Goods    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 17 Days
Implied Move Weekly: 6.62%       Expires on: May 10, 2024
Implied Move Monthly: 7.01%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 6, 2024 BO None $0.00 @$60.00 $4.20
($59.95)
7.01% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 2.8 $56.36 @$56.00 $3.68
($56.36)
6.57% 8.6% O 2.02% I $57.50 $2.57
( $57.50 )
-30.16%
Nov. 13, 2023 BO 2.9 $46.95 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 BO 2.6 $56.46 @$56.00
May 8, 2023 BO 2.3 $60.69 @$60.00
Feb. 6, 2023 BO 2.3 $64.03 @$65.00
Nov. 14, 2022 BO 2.4 $67.41 @$67.50
Aug. 8, 2022 BO 2.3 $87.45 @$87.50
May 9, 2022 BO 2.4 $90.82 @$90.00
Feb. 7, 2022 BO 2.1 $88.29 @$87.50

 
 
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