Tour v340
TSN
TYSON FOODS INC A
$57.47 -0.02%
$57.26 (-0.37%)🌙
as of 07/15 07:14 PM
7/15 19:14

Option Volume

Detail
Current (07/15) 1,132
Calls: 171 (15%)
Puts: 961 (85%)
Prior (07/14) 267
Calls: 85 (32%)
Puts: 182 (68%)
Current vs Prior +323.97%
Calls: +101.18% (Calls)
Puts: +428.02% (Puts)
Prior 7-Day Total 3,809
Calls: 1,713 (45%)
Puts: 2,096 (55%)
Prior 7-Day Average 544
Calls: 244 (45%)
Puts: 299 (55%)
Current vs Prior 7-Day Avg +108.03%
Calls: -30.12%
Puts: +220.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $116.3K
Calls: $17.1K (15%)
Puts: $99.2K (85%)
Prior (07/14) $26.6K
Calls: $12.5K (47%)
Puts: $14.2K (53%)
Current vs Prior +336.49%
Calls: +37.12%
Puts: +599.61%
Prior 7-Day Total $779.4K
Calls: $402.0K (52%)
Puts: $377.4K (48%)
Prior 7-Day Average $111.3K
Calls: $57.4K (52%)
Puts: $53.9K (48%)
Current vs Prior 7-Day Avg +4.47%
Calls: -70.24%
Puts: +84.06%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 5.62
Prior (07/14) 2.14
Current vs Prior +162.47%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg +260.04%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 7,748
Calls: 4,815 (62%)
Puts: 2,933 (38%)
Prior (07/14) 5,457
Calls: 3,106 (57%)
Puts: 2,351 (43%)
Current vs Prior +41.98%
Prior 7-Day Total 61,159
Calls: 39,097 (64%)
Puts: 22,062 (36%)
Prior 7-Day Average 8,737
Calls: 5,585 (64%)
Puts: 3,151 (36%)
Current vs Prior 7-Day Avg -11.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.67% | 11.10%5.67% | 11.10%
Prior 5.78% | 11.19%5.78% | 11.19%
Current vs Prior -1.79% | -0.76%-1.79% | -0.76%
Prior 7-Day Avg 5.90% | 11.30%5.90% | 11.30%
Current vs 7-Day Avg -3.90% | -1.74%-3.90% | -1.74%
Prior 7-Day Eod 5.78% | 11.19%5.78% | 11.19%
Current vs 7-Day Eod -1.79% | -0.76%-1.79% | -0.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.98% | 23.04%
Calls: 15.09% | 23.22%
Puts: 12.87% | 22.86%
Prior 13.98% | 23.04%
Calls: 15.09% | 23.22%
Puts: 12.87% | 22.86%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.98% | 23.04%
Calls: 15.09% | 23.22%
Puts: 12.87% | 22.86%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 85% of dollar volume in puts ($99.2K) vs calls ($17.1K). Massive premium surge with dollar volume up 336% vs prior. Unusually high activity with volume up 324% vs prior - elevated interest. Volume explosion - 108% above 7-day average (1,132 vs avg 544).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 5 found (avg delta 0.71, highest 0.96)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 172.053.20$2.6343.7%140.90142
$57.50Jul 170.400.95$0.6880.9%20.52--
$57.50Aug 212.252.65$2.4516.3%120.5127
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 171.953.00$2.4842.3%50.96310
$60.00Aug 213.604.10$3.8513.0%40.64--

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 163, top 60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.000.10$0.05200.0%600.071.5K
$55.00Jul 172.053.20$2.6343.7%140.90142
$57.50Aug 212.252.65$2.4516.3%120.5127
$65.00Aug 210.300.50$0.4050.0%100.14950
$60.00Aug 211.301.50$1.4014.3%60.36121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.000.20$0.10200.0%130.101.1K
$57.50Jul 170.500.75$0.6339.7%120.49348
$52.50Aug 210.651.00$0.8342.2%60.20178
$60.00Jul 171.953.00$2.4842.3%50.96310
$50.00Aug 210.350.55$0.4544.4%50.1219

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 63.8%, max 165.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 17Aug 2180.9%33.7%139.9%11950
$62.50Jul 17Aug 2158.7%33.1%77.2%4963
$57.50Jul 17Aug 2138.7%31.3%23.4%1427
$60.00Jul 17Aug 2138.9%33.3%16.6%661.6K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 21104.3%39.2%165.9%619
$55.00Jul 17Aug 2149.4%33.5%47.3%161.1K
$57.50Jul 17Aug 2138.7%31.3%23.4%14382
$60.00Jul 17Aug 2138.9%33.3%16.6%9310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 19.83, avg 4.83)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$65.00Aug 21$0.35$2.15$0.356.14$62.85
$57.50$60.00Jul 17$0.63$1.87$0.632.97$58.13
$60.00$62.50Aug 21$0.65$1.85$0.652.85$60.65
$57.50$60.00Aug 21$1.05$1.45$1.051.38$58.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Aug 21$0.12$2.38$0.1219.83$49.88
$52.50$50.00Aug 21$0.38$2.12$0.385.58$52.12
$57.50$55.00Jul 17$0.53$1.97$0.533.72$56.97
$55.00$52.50Aug 21$0.55$1.95$0.553.55$54.45
$57.50$55.00Aug 21$0.95$1.55$0.951.63$56.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 3.55, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Jul 17$1.95$1.95$0.553.55$56.95
$57.50$60.00Aug 21$1.05$1.05$1.450.72$58.55
$60.00$62.50Aug 21$0.65$0.65$1.850.35$60.65
$57.50$60.00Jul 17$0.63$0.63$1.870.34$58.13
$62.50$65.00Aug 21$0.35$0.35$2.150.16$62.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$57.50Jul 17$1.85$1.85$0.652.85$58.15
$60.00$57.50Aug 21$1.52$1.52$0.981.55$58.48
$57.50$55.00Aug 21$0.95$0.95$1.550.61$56.55
$55.00$52.50Aug 21$0.55$0.55$1.950.28$54.45
$57.50$55.00Jul 17$0.53$0.53$1.970.27$56.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.12, cheapest $0.37)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$65.00Jul 17Aug 21$0.3780.9%33.7%
$62.50Jul 17Aug 21$0.7258.7%33.1%
$60.00Jul 17Aug 21$1.3538.9%33.3%
$57.50Jul 17Aug 21$1.7738.7%31.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.40104.3%39.2%
$55.00Jul 17Aug 21$1.2849.4%33.5%
$60.00Jul 17Aug 21$1.3738.9%33.3%
$57.50Jul 17Aug 21$1.7038.7%31.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 2.28% of stock, avg 5.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.68$0.63$1.31$56.19$58.812.28%
$60.00Jul 17$0.05$2.48$2.53$57.47$62.534.40%
$55.00Jul 17$2.63$0.10$2.73$52.27$57.734.75%
$57.50Aug 21$2.45$2.33$4.78$52.72$62.288.32%
$60.00Aug 21$1.40$3.85$5.25$54.75$65.259.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 17 found (cheapest 0.26% of stock, avg 3.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$55.00Jul 17$0.05$0.10$0.15$54.85$60.15
$60.00$57.50Jul 17$0.05$0.63$0.68$56.82$60.68
$65.00$47.50Aug 21$0.40$0.33$0.73$46.77$65.73
$65.00$50.00Aug 21$0.40$0.45$0.85$49.15$65.85
$62.50$47.50Aug 21$0.75$0.33$1.08$46.42$63.58
$62.50$50.00Aug 21$0.75$0.45$1.20$48.80$63.70
$65.00$52.50Aug 21$0.40$0.83$1.23$51.27$66.23
$62.50$52.50Aug 21$0.75$0.83$1.58$50.92$64.08
$60.00$47.50Aug 21$1.40$0.33$1.73$45.77$61.73
$65.00$55.00Aug 21$0.40$1.38$1.78$53.22$66.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 2.97, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/6062/65Aug 21$1.87$0.632.97$58.13$64.37
52/5558/60Aug 21$1.60$0.901.78$53.40$59.10
55/5860/62Aug 21$1.60$0.901.78$55.90$61.60
50/5258/60Aug 21$1.43$1.071.34$51.07$58.93
55/5862/65Aug 21$1.30$1.201.08$56.20$63.80
52/5560/62Aug 21$1.20$1.300.92$53.80$61.20
48/5058/60Aug 21$1.17$1.330.88$48.83$58.67
50/5260/62Aug 21$1.03$1.470.70$51.47$61.03
52/5562/65Aug 21$0.90$1.600.56$54.10$63.40
48/5060/62Aug 21$0.77$1.730.45$49.23$60.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 13.71, cheapest $0.17)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.30$2.207.33
$57.50$60.00$62.50Aug 21$0.40$2.105.25
$57.50$60.00$62.50Jul 17$0.61$1.893.10
$55.00$57.50$60.00Jul 17$1.32$1.180.89
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Aug 21$0.17$2.3313.71
$47.50$50.00$52.50Aug 21$0.26$2.248.62
$52.50$55.00$57.50Aug 21$0.40$2.105.25
$55.00$57.50$60.00Aug 21$0.57$1.933.39
$55.00$57.50$60.00Jul 17$1.32$1.180.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $--, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Jul 17-$0.01$2.49
$62.50$65.001:2Jul 17-$0.03$2.47
$62.50$65.001:2Aug 21-$0.05$2.45
$60.00$62.501:2Aug 21-$0.10$2.40
$57.50$60.001:2Aug 21-$0.35$2.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Jul 17$0.00$5.00
$52.50$50.001:2Aug 21-$0.07$2.43
$50.00$47.501:2Aug 21-$0.21$2.29
$55.00$52.501:2Aug 21-$0.28$2.22
$57.50$55.001:2Aug 21-$0.43$2.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.92%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$2.250.510.1%3.92%3.97%1227
$60.00Aug 21$1.300.364.4%2.26%6.66%6121
$62.50Aug 21$0.650.238.8%1.13%9.88%2--
$57.50Jul 17$0.400.520.1%0.70%0.75%2--
$65.00Aug 21$0.300.1413.1%0.52%13.62%10950

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 171
Total Puts 961
Put/Call Ratio 5.62
Net Difference -790

Prior's Put/Call Breakdown

Total Calls 85
Total Puts 182
Put/Call Ratio 2.14
Net Difference -97

Prior 7-Day Put/Call Summary

Total Calls 1,713
Total Puts 2,096
Average Put/Call Ratio 1.56
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All