Tour v344
TSN
TYSON FOODS INC A
$57.83 +0.63%
$57.84 (+0.02%)🌙
as of 07/16 07:07 PM
7/16 19:07

Option Volume

Detail
Current (07/16) 1,112
Calls: 320 (29%)
Puts: 792 (71%)
Prior (07/15) 1,132
Calls: 171 (15%)
Puts: 961 (85%)
Current vs Prior -1.77%
Calls: +87.13% (Calls)
Puts: -17.59% (Puts)
Prior 7-Day Total 4,049
Calls: 1,423 (35%)
Puts: 2,626 (65%)
Prior 7-Day Average 578
Calls: 203 (35%)
Puts: 375 (65%)
Current vs Prior 7-Day Avg +92.24%
Calls: +57.41%
Puts: +111.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $172.4K
Calls: $63.3K (37%)
Puts: $109.1K (63%)
Prior (07/15) $116.3K
Calls: $17.1K (15%)
Puts: $99.2K (85%)
Current vs Prior +48.20%
Calls: +270.21%
Puts: +9.95%
Prior 7-Day Total $702.2K
Calls: $305.6K (44%)
Puts: $396.6K (56%)
Prior 7-Day Average $100.3K
Calls: $43.7K (44%)
Puts: $56.7K (56%)
Current vs Prior 7-Day Avg +71.85%
Calls: +44.95%
Puts: +92.58%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 2.48
Prior (07/15) 5.62
Current vs Prior -55.96%
Prior 7-Day Average 2.14
Current vs Prior 7-Day Avg +15.56%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 11,903
Calls: 8,163 (69%)
Puts: 3,740 (31%)
Prior (07/15) 7,748
Calls: 4,815 (62%)
Puts: 2,933 (38%)
Current vs Prior +53.63%
Prior 7-Day Total 51,917
Calls: 34,063 (66%)
Puts: 17,854 (34%)
Prior 7-Day Average 7,416
Calls: 4,866 (66%)
Puts: 2,550 (34%)
Current vs Prior 7-Day Avg +60.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.20% | 10.77%4.20% | 10.77%
Prior 5.67% | 11.10%5.67% | 11.10%
Current vs Prior -25.92% | -2.96%-25.92% | -2.96%
Prior 7-Day Avg 5.79% | 11.24%5.79% | 11.24%
Current vs 7-Day Avg -27.41% | -4.17%-27.41% | -4.17%
Prior 7-Day Eod 5.67% | 11.10%5.67% | 11.10%
Current vs 7-Day Eod -25.92% | -2.96%-25.92% | -2.96%
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
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($109.1K). Dollar volume significantly above 7-day average (72% higher). Volume explosion - 92% above 7-day average (1,112 vs avg 578). Extreme bearish P/C ratio of 2.48 - heavy put buying.

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 BEARISH
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 2 of results (avg 7.8%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.501.60$1.556.5%90.39126
$57.50Aug 212.602.85$2.739.2%120.5525
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.750.85$0.8012.5%60.24128
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 7 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Jul 175.105.80$5.4512.8%40.98--
$55.00Jul 172.703.30$3.0020.0%30.96142
$55.00Aug 214.104.60$4.3511.5%20.7017
$57.50Jul 170.450.95$0.7071.4%360.65758
$57.50Aug 212.602.85$2.739.2%120.5525
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 170.952.50$1.7389.6%11.00309
$60.00Aug 213.303.70$3.5011.4%110.6135

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 812, top 644)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 170.450.95$0.7071.4%360.65758
$67.50Aug 210.150.25$0.2050.0%240.08--
$60.00Jul 170.000.05$0.03166.7%200.05--
$57.50Aug 212.602.85$2.739.2%120.5525
$60.00Aug 211.501.60$1.556.5%90.39126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 211.101.35$1.2320.3%6440.30148
$57.50Jul 170.150.40$0.2889.3%130.35350
$60.00Aug 213.303.70$3.5011.4%110.6135
$55.00Jul 170.000.05$0.03166.7%90.04--
$50.00Jul 170.000.10$0.05200.0%50.03294

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 71.3%, max 261.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 2158.1%33.9%71.4%5159
$60.00Jul 17Aug 2142.3%33.5%26.1%29126
$57.50Jul 17Aug 2139.2%32.3%21.5%48783
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 21156.4%43.3%261.0%6294
$55.00Jul 17Aug 2158.1%33.9%71.4%653148
$60.00Jul 17Aug 2142.3%33.5%26.1%12344
$57.50Jul 17Aug 2139.2%32.3%21.5%14386

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 16.86, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$67.50Aug 21$0.23$2.27$0.239.87$65.23
$62.50$65.00Aug 21$0.37$2.13$0.375.76$62.87
$57.50$60.00Jul 17$0.67$1.83$0.672.73$58.17
$60.00$62.50Aug 21$0.75$1.75$0.752.33$60.75
$57.50$60.00Aug 21$1.18$1.32$1.181.12$58.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Aug 21$0.14$2.36$0.1416.86$49.86
$52.50$50.00Aug 21$0.21$2.29$0.2110.90$52.29
$57.50$55.00Jul 17$0.25$2.25$0.259.00$57.25
$55.00$52.50Aug 21$0.50$2.00$0.504.00$54.50
$57.50$55.00Aug 21$0.92$1.58$0.921.72$56.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 11.50, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Jul 17$2.30$2.30$0.2011.50$57.30
$55.00$57.50Aug 21$1.62$1.62$0.881.84$56.62
$57.50$60.00Aug 21$1.18$1.18$1.320.89$58.68
$60.00$62.50Aug 21$0.75$0.75$1.750.43$60.75
$57.50$60.00Jul 17$0.67$0.67$1.830.37$58.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$57.50Jul 17$1.45$1.45$1.051.38$58.55
$60.00$57.50Aug 21$1.35$1.35$1.151.17$58.65
$57.50$55.00Aug 21$0.92$0.92$1.580.58$56.58
$55.00$52.50Aug 21$0.50$0.50$2.000.25$54.50
$57.50$55.00Jul 17$0.25$0.25$2.250.11$57.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.46, cheapest $0.47)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Aug 21$1.3558.1%33.9%
$60.00Jul 17Aug 21$1.5242.3%33.5%
$57.50Jul 17Aug 21$2.0339.2%32.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Aug 21$0.47156.4%43.3%
$55.00Jul 17Aug 21$1.2058.1%33.9%
$60.00Jul 17Aug 21$1.7742.3%33.5%
$57.50Jul 17Aug 21$1.8739.2%32.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.69% of stock, avg 6.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.70$0.28$0.98$56.52$58.481.69%
$60.00Jul 17$0.03$1.73$1.76$58.24$61.763.04%
$55.00Jul 17$3.00$0.03$3.03$51.97$58.035.24%
$57.50Aug 21$2.73$2.15$4.88$52.62$62.388.44%
$60.00Aug 21$1.55$3.50$5.05$54.95$65.058.73%
$55.00Aug 21$4.35$1.23$5.58$49.42$60.589.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.00% of stock, avg 3.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.50$47.50Aug 21$0.20$0.38$0.58$46.92$68.08
$67.50$50.00Aug 21$0.20$0.52$0.72$49.28$68.22
$65.00$47.50Aug 21$0.43$0.38$0.81$46.69$65.81
$67.50$52.50Aug 21$0.20$0.73$0.93$51.57$68.43
$65.00$50.00Aug 21$0.43$0.52$0.95$49.05$65.95
$65.00$52.50Aug 21$0.43$0.73$1.16$51.34$66.16
$62.50$47.50Aug 21$0.80$0.38$1.18$46.32$63.68
$62.50$50.00Aug 21$0.80$0.52$1.32$48.68$63.82
$67.50$55.00Aug 21$0.20$1.23$1.43$53.57$68.93
$62.50$52.50Aug 21$0.80$0.73$1.53$50.97$64.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 2.73, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.83$0.672.73$50.67$56.83
48/5055/58Aug 21$1.76$0.742.38$48.24$56.76
58/6062/65Aug 21$1.72$0.782.21$58.28$64.22
52/5558/60Aug 21$1.68$0.822.05$53.32$59.18
55/5860/62Aug 21$1.67$0.832.01$55.83$61.67
58/6065/68Aug 21$1.58$0.921.72$58.42$66.58
50/5258/60Aug 21$1.39$1.111.25$51.11$58.89
48/5058/60Aug 21$1.32$1.181.12$48.68$58.82
55/5862/65Aug 21$1.29$1.211.07$56.21$63.79
52/5560/62Aug 21$1.25$1.251.00$53.75$61.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 34.71, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$62.50$65.00$67.50Aug 21$0.14$2.3616.86
$52.50$55.00$57.50Jul 17$0.15$2.3515.67
$60.00$62.50$65.00Aug 21$0.38$2.125.58
$57.50$60.00$62.50Aug 21$0.43$2.074.81
$55.00$57.50$60.00Aug 21$0.44$2.064.68
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$47.50$50.00$52.50Aug 21$0.07$2.4334.71
$50.00$52.50$55.00Aug 21$0.29$2.217.62
$52.50$55.00$57.50Aug 21$0.42$2.084.95
$55.00$57.50$60.00Aug 21$0.43$2.074.81
$55.00$57.50$60.00Jul 17$1.20$1.301.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.07, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.05$2.45
$62.50$65.001:2Aug 21-$0.06$2.44
$57.50$60.001:2Aug 21-$0.37$2.13
$52.50$55.001:2Jul 17-$0.55$1.95
$55.00$57.501:2Aug 21-$1.11$1.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$50.001:2Jul 17-$0.07$4.93
$55.00$52.501:2Aug 21-$0.23$2.27
$50.00$47.501:2Aug 21-$0.24$2.26
$52.50$50.001:2Aug 21-$0.31$2.19
$57.50$55.001:2Aug 21-$0.31$2.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.59%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 21$1.500.393.8%2.59%6.35%9126
$62.50Aug 21$0.750.248.1%1.30%9.37%6128
$65.00Aug 21$0.350.1412.4%0.61%13.00%8950
$67.50Aug 21$0.150.0816.7%0.26%16.98%24--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 320
Total Puts 792
Put/Call Ratio 2.48
Net Difference -472

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,423
Total Puts 2,626
Average Put/Call Ratio 2.14
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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