Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: OS Estimate: Nov. 11, 2025 BO
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 2.7
Avg Daily Volume: 2,506,446    Market Cap: 20.2B
Sector: Consumer Goods    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 54 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Aug. 4, 2025 BO 2.9 $52.53 @$52.50 $3.35
($52.53)
6.38% 5.69% I 2.43% I $53.81 $2.08
( $53.81 )
-37.91%
May 5, 2025 BO 2.8 $60.79 @$60.00 $3.98
($60.79)
6.63% -10.36% O -7.74% O $56.08 $4.05
( $56.08 )
1.76%
Feb. 3, 2025 BO 2.9 $56.49 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2024 BO 2.8 $58.81 @$60.00
Aug. 5, 2024 BO 3.0 $61.23 @$60.00
May 6, 2024 BO 2.9 $62.02 @$62.00
Feb. 5, 2024 BO 2.8 $56.36 @$56.00
Nov. 13, 2023 BO 2.9 $46.95 @$47.50
Aug. 7, 2023 BO 2.6 $56.46 @$56.00
May 8, 2023 BO 2.3 $60.69 @$60.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US