Tour v366
TSN
TYSON FOODS INC A
$58.00 +0.40%
$58.07 (+0.12%)🌙
as of 07/20 07:11 PM
7/20 19:11

Option Volume

Detail
Current (07/20) 1,553
Calls: 1,107 (71%)
Puts: 446 (29%)
Prior (07/17) 714
Calls: 311 (44%)
Puts: 403 (56%)
Current vs Prior +117.51%
Calls: +255.95% (Calls)
Puts: +10.67% (Puts)
Prior 7-Day Total 4,915
Calls: 1,597 (32%)
Puts: 3,318 (68%)
Prior 7-Day Average 702
Calls: 228 (32%)
Puts: 474 (68%)
Current vs Prior 7-Day Avg +121.18%
Calls: +385.22%
Puts: -5.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $216.5K
Calls: $201.6K (93%)
Puts: $14.8K (7%)
Prior (07/17) $126.4K
Calls: $62.9K (50%)
Puts: $63.5K (50%)
Current vs Prior +71.26%
Calls: +220.73%
Puts: -76.63%
Prior 7-Day Total $756.5K
Calls: $367.2K (49%)
Puts: $389.3K (51%)
Prior 7-Day Average $108.1K
Calls: $52.5K (49%)
Puts: $55.6K (51%)
Current vs Prior 7-Day Avg +100.29%
Calls: +284.32%
Puts: -73.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.40
Prior (07/17) 1.30
Current vs Prior -68.91%
Prior 7-Day Average 2.34
Current vs Prior 7-Day Avg -82.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 6,027
Calls: 4,645 (77%)
Puts: 1,382 (23%)
Prior (07/17) 9,694
Calls: 6,934 (72%)
Puts: 2,760 (28%)
Current vs Prior -37.83%
Prior 7-Day Total 57,835
Calls: 37,995 (66%)
Puts: 19,840 (34%)
Prior 7-Day Average 8,262
Calls: 5,427 (66%)
Puts: 2,834 (34%)
Current vs Prior 7-Day Avg -27.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.69% | 12.50%
Prior 10.78% | 12.60%
Current vs Prior -0.88% | -0.81%
Prior 7-Day Avg 6.18% | 11.37%
Current vs 7-Day Avg +73.03% | +9.91%
Prior 7-Day Eod 10.78% | 12.60%
Current vs 7-Day Eod -0.88% | -0.81%
Sentiment BULLISH

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

Strong bullish conviction with 93% of dollar volume in calls ($201.6K) vs puts ($14.8K). Elevated premium activity with dollar volume up 71% vs prior. Dollar volume significantly above 7-day average (100% higher). Unusually high activity with volume up 118% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 6.5%, best 5.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2113.2013.90$13.555.2%120.9341
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 211.852.00$1.937.8%10.43--

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. 3 found (avg delta 0.74, highest 0.93)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2113.2013.90$13.555.2%120.9341
$55.00Aug 214.204.70$4.4511.2%100.72--
$57.50Aug 212.603.00$2.8014.3%150.5749
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 519, top 322)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.401.65$1.5316.3%3220.40203
$62.50Aug 210.701.10$0.9044.4%460.26139
$65.00Aug 210.350.50$0.4334.9%290.15978
$57.50Aug 212.603.00$2.8014.3%150.5749
$45.00Aug 2113.2013.90$13.555.2%120.9341
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 210.550.75$0.6530.8%480.17192
$55.00Aug 211.001.20$1.1018.2%230.28684
$47.50Aug 210.150.50$0.33106.1%20.0843
$50.00Aug 210.300.60$0.4566.7%20.11--
$57.50Aug 211.852.00$1.937.8%10.43--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 19.83, avg 5.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$67.50$70.00Aug 21$0.40$2.10$0.405.25$67.90
$62.50$65.00Aug 21$0.47$2.03$0.474.32$62.97
$60.00$62.50Aug 21$0.63$1.87$0.632.97$60.63
$57.50$60.00Aug 21$1.27$1.23$1.270.97$58.77
$55.00$57.50Aug 21$1.65$0.85$1.650.52$56.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Aug 21$0.12$2.38$0.1219.83$49.88
$52.50$50.00Aug 21$0.20$2.30$0.2011.50$52.30
$55.00$52.50Aug 21$0.45$2.05$0.454.56$54.55
$57.50$55.00Aug 21$0.83$1.67$0.832.01$56.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 10.11, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$55.00Aug 21$9.10$9.10$0.9010.11$54.10
$55.00$57.50Aug 21$1.65$1.65$0.851.94$56.65
$57.50$60.00Aug 21$1.27$1.27$1.231.03$58.77
$60.00$62.50Aug 21$0.63$0.63$1.870.34$60.63
$62.50$65.00Aug 21$0.47$0.47$2.030.23$62.97
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Aug 21$0.83$0.83$1.670.50$56.67
$55.00$52.50Aug 21$0.45$0.45$2.050.22$54.55
$52.50$50.00Aug 21$0.20$0.20$2.300.09$52.30
$50.00$47.50Aug 21$0.12$0.12$2.380.05$49.88

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 8.16% of stock, avg 8.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Aug 21$2.80$1.93$4.73$52.77$62.238.16%
$55.00Aug 21$4.45$1.10$5.55$49.45$60.559.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.31% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$47.50Aug 21$0.43$0.33$0.76$46.74$65.76
$67.50$47.50Aug 21$0.48$0.33$0.81$46.69$68.31
$65.00$50.00Aug 21$0.43$0.45$0.88$49.12$65.88
$67.50$50.00Aug 21$0.48$0.45$0.93$49.07$68.43
$65.00$52.50Aug 21$0.43$0.65$1.08$51.42$66.08
$67.50$52.50Aug 21$0.48$0.65$1.13$51.37$68.63
$62.50$47.50Aug 21$0.90$0.33$1.23$46.27$63.73
$62.50$50.00Aug 21$0.90$0.45$1.35$48.65$63.85
$65.00$55.00Aug 21$0.43$1.10$1.53$53.47$66.53
$62.50$52.50Aug 21$0.90$0.65$1.55$50.95$64.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 2.85, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.85$0.652.85$50.65$56.85
48/5055/58Aug 21$1.77$0.732.42$48.23$56.77
52/5558/60Aug 21$1.72$0.782.21$53.28$59.22
50/5258/60Aug 21$1.47$1.031.43$51.03$58.97
55/5860/62Aug 21$1.46$1.041.40$56.04$61.46
48/5058/60Aug 21$1.39$1.111.25$48.61$58.89
55/5862/65Aug 21$1.30$1.201.08$56.20$63.80
55/5868/70Aug 21$1.23$1.270.97$56.27$68.73
52/5560/62Aug 21$1.08$1.420.76$53.92$61.08
52/5562/65Aug 21$0.92$1.580.58$54.08$63.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 30.25, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.50$65.00Aug 21$0.16$2.3414.63
$55.00$57.50$60.00Aug 21$0.38$2.125.58
$62.50$65.00$67.50Aug 21$0.52$1.983.81
$57.50$60.00$62.50Aug 21$0.64$1.862.91
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$47.50$50.00$52.50Aug 21$0.08$2.4230.25
$50.00$52.50$55.00Aug 21$0.25$2.259.00
$52.50$55.00$57.50Aug 21$0.38$2.125.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.20, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$57.50$60.001:2Aug 21-$0.26$2.24
$60.00$62.501:2Aug 21-$0.27$2.23
$65.00$67.501:2Aug 21-$0.53$1.97
$55.00$57.501:2Aug 21-$1.15$1.35
$45.00$55.001:2Aug 21$4.65$5.35
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$55.00$52.501:2Aug 21-$0.20$2.30
$50.00$47.501:2Aug 21-$0.21$2.29
$52.50$50.001:2Aug 21-$0.25$2.25
$57.50$55.001:2Aug 21-$0.27$2.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 2.41%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 21$1.400.403.5%2.41%5.86%322203
$62.50Aug 21$0.700.267.8%1.21%8.97%46139
$65.00Aug 21$0.350.1512.1%0.60%12.67%29978
$67.50Aug 21$0.100.1416.4%0.17%16.55%148

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 1,107
Total Puts 446
Put/Call Ratio 0.40
Net Difference 661

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,597
Total Puts 3,318
Average Put/Call Ratio 2.34
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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