Optionslam.com

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

 
Tyson Foods (TSN) - NYSE Next Earnings Date: Aug. 3, 2026 BO
EVR: 2.4
Avg Daily Volume: 3,707,859    Market Cap: 20.7B
Sector: Consumer Goods    Short Interest: 2.81
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 9.41%       Expires on: Aug. 21, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 3, 2026 BO None $0.00 @$57.50 $5.53
($58.75)
9.41% -None% -None% $0.00 $0.00
( N/A )
None%
May 4, 2026 BO 2.5 $63.68 @$62.50 $5.50
($63.68)
8.8% 8.05% I 7.96% I $68.75 $5.60
( $68.75 )
1.82%
Feb. 2, 2026 BO 2.7 $65.33 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 6, 2024 BO 2.9 $62.02 @$62.00

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