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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: OS Estimate: Feb. 2, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.7
Avg Daily Volume: 3,594,431    Market Cap: 18.7B
Sector: Consumer Goods    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 10, 2025 BO 2.7 $52.68 @$52.50 $3.72
($52.68)
7.09% 5.67% I 2.31% I $53.90 $2.27
( $53.90 )
-38.98%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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