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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: Nov. 16, 2026 BO
EVR: 2.3
Avg Daily Volume: 3,584,132    Market Cap: 20.1B
Sector: Consumer Defensive    Short Interest: 2.83
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Weekly: 5.95%       Expires on: Nov. 20, 2026
Implied Move Monthly: 8.16%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Nov. 16, 2026 BO None $0.00 @$60.00 $4.80
($58.82)
8.16% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 3, 2026 BO 2.4 $57.96 @$57.50 $4.20
($57.96)
7.3% -5.91% I 2.84% I $59.61 $3.88
( $59.61 )
-7.62%
May 4, 2026 BO 2.5 $63.68 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2026 BO 2.7 $65.33 @$65.00
Nov. 10, 2025 BO 2.7 $52.68 @$52.50
Aug. 4, 2025 BO 2.9 $52.53 @$52.50
May 5, 2025 BO 2.8 $60.79 @$60.00
Feb. 3, 2025 BO 2.9 $56.49 @$57.50
Nov. 12, 2024 BO 2.8 $58.81 @$60.00
Aug. 5, 2024 BO 3.0 $61.23 @$60.00

 
 
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