Tour v346
TSN
TYSON FOODS INC A
$57.77 -0.10%
$58.00 (+0.40%)🌙
as of 07/17 07:24 PM
7/17 19:24

Option Volume

Detail
Current (07/17) 714
Calls: 311 (44%)
Puts: 403 (56%)
Prior (07/16) 1,112
Calls: 320 (29%)
Puts: 792 (71%)
Current vs Prior -35.79%
Calls: -2.81% (Calls)
Puts: -49.12% (Puts)
Prior 7-Day Total 4,601
Calls: 1,449 (31%)
Puts: 3,152 (69%)
Prior 7-Day Average 657
Calls: 207 (31%)
Puts: 450 (69%)
Current vs Prior 7-Day Avg +8.63%
Calls: +50.24%
Puts: -10.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $126.4K
Calls: $62.9K (50%)
Puts: $63.5K (50%)
Prior (07/16) $172.4K
Calls: $63.3K (37%)
Puts: $109.1K (63%)
Current vs Prior -26.67%
Calls: -0.67%
Puts: -41.76%
Prior 7-Day Total $718.1K
Calls: $337.3K (47%)
Puts: $380.7K (53%)
Prior 7-Day Average $102.6K
Calls: $48.2K (47%)
Puts: $54.4K (53%)
Current vs Prior 7-Day Avg +23.22%
Calls: +30.45%
Puts: +16.81%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 1.30
Prior (07/16) 2.48
Current vs Prior -47.64%
Prior 7-Day Average 2.37
Current vs Prior 7-Day Avg -45.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 9,694
Calls: 6,934 (72%)
Puts: 2,760 (28%)
Prior (07/16) 11,903
Calls: 8,163 (69%)
Puts: 3,740 (31%)
Current vs Prior -18.56%
Prior 7-Day Total 55,360
Calls: 35,461 (64%)
Puts: 19,899 (36%)
Prior 7-Day Average 7,908
Calls: 5,065 (64%)
Puts: 2,842 (36%)
Current vs Prior 7-Day Avg +22.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.33% | 10.78%4.33% | 10.78%
Prior 4.20% | 10.77%4.20% | 10.77%
Current vs Prior +156.64% | +16.98%+2.99% | +0.10%
Prior 7-Day Avg 5.54% | 11.20%5.54% | 11.20%
Current vs 7-Day Avg +94.69% | +12.49%-21.88% | -3.74%
Prior 7-Day Eod 4.20% | 10.77%4.20% | 10.77%
Current vs 7-Day Eod +156.64% | +16.98%+2.99% | +0.10%
Sentiment BEARISHBEARISH

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

Bearish P/C ratio of 1.30 indicates protective positioning. P/C ratio dropping 48% - sentiment shifting bullish. Call-heavy open interest (6,934 calls vs 2,760 puts) suggests bullish positioning. Declining open interest (down 19%) indicates positions being closed.

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 9.4%, best 9.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 214.104.50$4.309.3%270.7019
$57.50Aug 212.502.75$2.639.5%190.54--
PUTS (0)
No puts meet the criteria

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. 8 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 172.203.10$2.6534.0%131.00141
$57.50Jul 170.100.50$0.30133.3%581.00725
$45.00Aug 2112.2014.60$13.4017.9%100.9331
$55.00Aug 214.104.50$4.309.3%270.7019
$57.50Aug 212.502.75$2.639.5%190.54--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 171.452.95$2.2068.2%10.9596
$62.50Jul 174.505.00$4.7510.5%20.93143
$62.50Aug 215.105.90$5.5014.5%10.7613

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 535, top 168)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.351.75$1.5525.8%870.38131
$57.50Jul 170.100.50$0.30133.3%581.00725
$55.00Aug 214.104.50$4.309.3%270.7019
$65.00Aug 210.350.60$0.4852.1%200.15958
$57.50Aug 212.502.75$2.639.5%190.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.002.30$2.1514.0%1680.4636
$57.50Jul 170.000.05$0.03166.7%400.20340
$50.00Aug 210.351.45$0.90122.2%280.1725
$55.00Aug 211.101.45$1.2727.6%140.30677
$47.50Aug 210.200.50$0.3585.7%100.0833

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 1427.5%, max 4663.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Jul 17Aug 21362.5%34.7%944.4%40160
$60.00Jul 17Aug 21305.3%34.5%784.0%971.6K
$57.50Jul 17Aug 2153.0%32.1%64.8%77725
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$52.50Jul 17Aug 211778.6%37.3%4663.9%9185
$62.50Jul 17Aug 21716.8%33.4%2042.9%3156
$57.50Jul 17Aug 2153.0%32.1%64.8%208376

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 8.62, avg 4.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$67.50Aug 21$0.26$2.24$0.268.62$65.26
$57.50$60.00Jul 17$0.27$2.23$0.278.26$57.77
$62.50$65.00Aug 21$0.32$2.18$0.326.81$62.82
$60.00$62.50Aug 21$0.75$1.75$0.752.33$60.75
$57.50$60.00Aug 21$1.08$1.42$1.081.31$58.58
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.50Aug 21$0.54$1.96$0.543.63$54.46
$50.00$47.50Aug 21$0.55$1.95$0.553.55$49.45
$57.50$55.00Aug 21$0.88$1.62$0.881.84$56.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 15.67, avg 3.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Jul 17$2.35$2.35$0.1515.67$57.35
$45.00$55.00Aug 21$9.10$9.10$0.9010.11$54.10
$55.00$57.50Aug 21$1.67$1.67$0.832.01$56.67
$57.50$60.00Aug 21$1.08$1.08$1.420.76$58.58
$60.00$62.50Aug 21$0.75$0.75$1.750.43$60.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$57.50Jul 17$2.17$2.17$0.336.58$57.83
$62.50$57.50Aug 21$3.35$3.35$1.652.03$59.15
$57.50$55.00Aug 21$0.88$0.88$1.620.54$56.62
$50.00$47.50Aug 21$0.55$0.55$1.950.28$49.45
$55.00$52.50Aug 21$0.54$0.54$1.960.28$54.46

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.67, cheapest $0.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 17Aug 21$1.52305.3%34.5%
$55.00Jul 17Aug 21$1.65362.5%34.7%
$57.50Jul 17Aug 21$2.3353.0%32.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.50Jul 17Aug 21$0.75716.8%33.4%
$57.50Jul 17Aug 21$2.1253.0%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 0.57% of stock, avg 6.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.30$0.03$0.33$57.17$57.830.57%
$60.00Jul 17$0.03$2.20$2.23$57.77$62.233.86%
$57.50Aug 21$2.63$2.15$4.78$52.72$62.288.27%
$55.00Aug 21$4.30$1.27$5.57$49.43$60.579.64%
$62.50Aug 21$0.80$5.50$6.30$56.20$68.8010.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.99% of stock, avg 3.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$67.50$47.50Aug 21$0.22$0.35$0.57$46.93$68.07
$65.00$47.50Aug 21$0.48$0.35$0.83$46.67$65.83
$67.50$52.50Aug 21$0.22$0.73$0.95$51.55$68.45
$67.50$50.00Aug 21$0.22$0.90$1.12$48.88$68.62
$62.50$47.50Aug 21$0.80$0.35$1.15$46.35$63.65
$65.00$52.50Aug 21$0.48$0.73$1.21$51.29$66.21
$65.00$50.00Aug 21$0.48$0.90$1.38$48.62$66.38
$67.50$55.00Aug 21$0.22$1.27$1.49$53.51$68.99
$62.50$52.50Aug 21$0.80$0.73$1.53$50.97$64.03
$62.50$50.00Aug 21$0.80$0.90$1.70$48.30$64.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 7.93, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/5055/58Aug 21$2.22$0.287.93$47.78$57.22
58/6265/68Aug 21$3.61$1.392.60$58.89$68.61
48/5058/60Aug 21$1.63$0.871.87$48.37$59.13
55/5860/62Aug 21$1.63$0.871.87$55.87$61.63
52/5558/60Aug 21$1.62$0.881.84$53.38$59.12
48/5060/62Aug 21$1.30$1.201.08$48.70$61.30
52/5560/62Aug 21$1.29$1.211.07$53.71$61.29
55/5862/65Aug 21$1.20$1.300.92$56.30$63.70
55/5865/68Aug 21$1.14$1.360.84$56.36$66.14
48/5062/65Aug 21$0.87$1.630.53$49.13$63.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$62.50$65.00$67.50Aug 21$0.06$2.4440.67
$57.50$60.00$62.50Aug 21$0.33$2.176.58
$60.00$62.50$65.00Aug 21$0.43$2.074.81
$55.00$57.50$60.00Aug 21$0.59$1.913.24
$55.00$57.50$60.00Jul 17$2.08$0.420.20
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$52.50$55.00$57.50Aug 21$0.34$2.166.35
$57.50$60.00$62.50Jul 17$0.38$2.125.58
$50.00$52.50$55.00Aug 21$0.71$1.792.52

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 $-2.07, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$60.00$62.501:2Aug 21-$0.05$2.45
$62.50$65.001:2Aug 21-$0.16$2.34
$57.50$60.001:2Aug 21-$0.47$2.03
$55.00$57.501:2Aug 21-$0.96$1.54
$45.00$55.001:2Aug 21$4.80$5.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$52.501:2Jul 17-$2.07$2.93
$55.00$52.501:2Aug 21-$0.19$2.31
$57.50$55.001:2Aug 21-$0.39$2.11
$52.50$50.001:2Aug 21-$1.07$1.43
$62.50$57.501:2Aug 21$1.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.34%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 21$1.350.383.9%2.34%6.20%87131
$62.50Aug 21$0.700.248.2%1.21%9.40%6--
$65.00Aug 21$0.350.1512.5%0.61%13.12%20958
$67.50Aug 21$0.150.0816.8%0.26%17.10%12--

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 311
Total Puts 403
Put/Call Ratio 1.30
Net Difference -92

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,449
Total Puts 3,152
Average Put/Call Ratio 2.37
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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