Tour v381
TSN
TYSON FOODS INC A
$57.05 -1.64%
$57.08 (+0.05%)🌙
as of 07/21 07:10 PM
7/21 19:10

Option Volume

Detail
Current (07/21) 955
Calls: 323 (34%)
Puts: 632 (66%)
Prior (07/20) 1,553
Calls: 1,107 (71%)
Puts: 446 (29%)
Current vs Prior -38.51%
Calls: -70.82% (Calls)
Puts: +41.70% (Puts)
Prior 7-Day Total 6,297
Calls: 2,624 (42%)
Puts: 3,673 (58%)
Prior 7-Day Average 899
Calls: 374 (42%)
Puts: 524 (58%)
Current vs Prior 7-Day Avg +6.16%
Calls: -13.83%
Puts: +20.45%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $172.3K
Calls: $60.5K (35%)
Puts: $111.9K (65%)
Prior (07/20) $216.5K
Calls: $201.6K (93%)
Puts: $14.8K (7%)
Current vs Prior -20.39%
Calls: -70.01%
Puts: +653.30%
Prior 7-Day Total $935.6K
Calls: $539.5K (58%)
Puts: $396.0K (42%)
Prior 7-Day Average $133.7K
Calls: $77.1K (58%)
Puts: $56.6K (42%)
Current vs Prior 7-Day Avg +28.93%
Calls: -21.55%
Puts: +97.71%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 1.96
Prior (07/20) 0.40
Current vs Prior +385.65%
Prior 7-Day Average 2.24
Current vs Prior 7-Day Avg -12.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 12,662
Calls: 5,472 (43%)
Puts: 7,190 (57%)
Prior (07/20) 6,027
Calls: 4,645 (77%)
Puts: 1,382 (23%)
Current vs Prior +110.09%
Prior 7-Day Total 56,679
Calls: 37,406 (66%)
Puts: 19,273 (34%)
Prior 7-Day Average 8,097
Calls: 5,343 (66%)
Puts: 2,753 (34%)
Current vs Prior 7-Day Avg +56.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 10.69% | 12.80%
Prior 10.69% | 12.50%
Current vs Prior +0.03% | +2.37%
Prior 7-Day Avg 6.83% | 11.51%
Current vs 7-Day Avg +56.63% | +11.14%
Prior 7-Day Eod 10.69% | 12.50%
Current vs 7-Day Eod +0.03% | +2.37%
Sentiment BEARISH

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 65% put dollar volume ($111.9K). Extreme bearish P/C ratio of 1.96 - heavy put buying. P/C ratio rising 386% - increased hedging/bearish positioning. Rising open interest (up 110%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 213.503.80$3.658.2%10.66--
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 $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.50Aug 210.500.60$0.5518.2%120.19183
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.58, highest 0.66)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 213.503.80$3.658.2%10.66--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.252.65$2.4516.3%2180.51184

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 423, top 218)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.051.25$1.1517.4%500.33513
$57.50Aug 212.052.45$2.2517.8%130.5052
$62.50Aug 210.500.60$0.5518.2%120.19183
$65.00Aug 210.200.35$0.2853.6%30.11988
$70.00Aug 210.000.65$0.33197.0%20.09--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 212.252.65$2.4516.3%2180.51184
$55.00Aug 211.301.50$1.4014.3%750.34688
$52.50Aug 210.701.05$0.8839.8%440.22240
$50.00Aug 210.350.55$0.4544.4%40.1255
$47.50Aug 210.200.35$0.2853.6%10.08--

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. 8 found (best R:R 13.71, avg 4.65)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$65.00Aug 21$0.27$2.23$0.278.26$62.77
$60.00$62.50Aug 21$0.60$1.90$0.603.17$60.60
$57.50$60.00Aug 21$1.10$1.40$1.101.27$58.60
$55.00$57.50Aug 21$1.40$1.10$1.400.79$56.40
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.50Aug 21$0.17$2.33$0.1713.71$49.83
$52.50$50.00Aug 21$0.43$2.07$0.434.81$52.07
$55.00$52.50Aug 21$0.52$1.98$0.523.81$54.48
$57.50$55.00Aug 21$1.05$1.45$1.051.38$56.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.27, avg 0.47)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$57.50Aug 21$1.40$1.40$1.101.27$56.40
$57.50$60.00Aug 21$1.10$1.10$1.400.79$58.60
$60.00$62.50Aug 21$0.60$0.60$1.900.32$60.60
$62.50$65.00Aug 21$0.27$0.27$2.230.12$62.77
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$57.50$55.00Aug 21$1.05$1.05$1.450.72$56.45
$55.00$52.50Aug 21$0.52$0.52$1.980.26$54.48
$52.50$50.00Aug 21$0.43$0.43$2.070.21$52.07
$50.00$47.50Aug 21$0.17$0.17$2.330.07$49.83

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 8.24% of stock, avg 8.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Aug 21$2.25$2.45$4.70$52.80$62.208.24%
$55.00Aug 21$3.65$1.40$5.05$49.95$60.058.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 0.98% of stock, avg 2.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$47.50Aug 21$0.28$0.28$0.56$46.94$65.56
$70.00$47.50Aug 21$0.33$0.28$0.61$46.89$70.61
$65.00$50.00Aug 21$0.28$0.45$0.73$49.27$65.73
$70.00$50.00Aug 21$0.33$0.45$0.78$49.22$70.78
$62.50$47.50Aug 21$0.55$0.28$0.83$46.67$63.33
$62.50$50.00Aug 21$0.55$0.45$1.00$49.00$63.50
$65.00$52.50Aug 21$0.28$0.88$1.16$51.34$66.16
$70.00$52.50Aug 21$0.33$0.88$1.21$51.29$71.21
$60.00$47.50Aug 21$1.15$0.28$1.43$46.07$61.43
$62.50$52.50Aug 21$0.55$0.88$1.43$51.07$63.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 2.73, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5255/58Aug 21$1.83$0.672.73$50.67$56.83
55/5860/62Aug 21$1.65$0.851.94$55.85$61.65
52/5558/60Aug 21$1.62$0.881.84$53.38$59.12
48/5055/58Aug 21$1.57$0.931.69$48.43$56.57
50/5258/60Aug 21$1.53$0.971.58$50.97$59.03
55/5862/65Aug 21$1.32$1.181.12$56.18$63.82
48/5058/60Aug 21$1.27$1.231.03$48.73$58.77
52/5560/62Aug 21$1.12$1.380.81$53.88$61.12
50/5260/62Aug 21$1.03$1.470.70$51.47$61.03
52/5562/65Aug 21$0.79$1.710.46$54.21$63.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 26.78, cheapest $0.09)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Aug 21$0.30$2.207.33
$60.00$62.50$65.00Aug 21$0.33$2.176.58
$57.50$60.00$62.50Aug 21$0.50$2.004.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$50.00$52.50$55.00Aug 21$0.09$2.4126.78
$47.50$50.00$52.50Aug 21$0.26$2.248.62
$52.50$55.00$57.50Aug 21$0.53$1.973.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.38, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$70.001:2Aug 21-$0.38$4.62
$62.50$65.001:2Aug 21-$0.01$2.49
$57.50$60.001:2Aug 21-$0.05$2.45
$55.00$57.501:2Aug 21-$0.85$1.65
$60.00$62.501:2Aug 21$0.05$2.45
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$52.50$50.001:2Aug 21-$0.02$2.48
$50.00$47.501:2Aug 21-$0.11$2.39
$57.50$55.001:2Aug 21-$0.35$2.15
$55.00$52.501:2Aug 21-$0.36$2.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.59%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Aug 21$2.050.500.8%3.59%4.38%1352
$60.00Aug 21$1.050.335.2%1.84%7.01%50513
$62.50Aug 21$0.500.199.6%0.88%10.43%12183
$65.00Aug 21$0.200.1113.9%0.35%14.29%3988

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 323
Total Puts 632
Put/Call Ratio 1.96
Net Difference -309

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,624
Total Puts 3,673
Average Put/Call Ratio 2.24
Ratio Trend Rising

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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