Tour v487
TSN
TYSON FOODS INC A
$59.61 +2.85%
$59.28 (-0.55%)🌙
as of 08/03 06:05 PM
8/3 18:05

Option Volume

Detail
Current (08/03) 2,526
Calls: 993 (39%)
Puts: 1,533 (61%)
Prior (07/31) 1,667
Calls: 887 (53%)
Puts: 780 (47%)
Current vs Prior +51.53%
Calls: +11.95% (Calls)
Puts: +96.54% (Puts)
Prior 7-Day Total 12,388
Calls: 10,441 (84%)
Puts: 1,947 (16%)
Prior 7-Day Average 1,769
Calls: 1,491 (84%)
Puts: 278 (16%)
Current vs Prior 7-Day Avg +42.73%
Calls: -33.43%
Puts: +451.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $362.0K
Calls: $186.8K (52%)
Puts: $175.2K (48%)
Prior (07/31) $239.5K
Calls: $88.3K (37%)
Puts: $151.1K (63%)
Current vs Prior +51.18%
Calls: +111.48%
Puts: +15.94%
Prior 7-Day Total $1.25M
Calls: $930.8K (74%)
Puts: $321.9K (26%)
Prior 7-Day Average $179.0K
Calls: $133.0K (74%)
Puts: $46.0K (26%)
Current vs Prior 7-Day Avg +102.30%
Calls: +40.50%
Puts: +280.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.54
Prior (07/31) 0.88
Current vs Prior +75.56%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +234.17%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 41,741
Calls: 25,687 (62%)
Puts: 16,054 (38%)
Prior (07/31) 40,925
Calls: 25,385 (62%)
Puts: 15,540 (38%)
Current vs Prior +1.99%
Prior 7-Day Total 121,131
Calls: 82,179 (68%)
Puts: 38,952 (32%)
Prior 7-Day Average 17,304
Calls: 11,739 (68%)
Puts: 5,564 (32%)
Current vs Prior 7-Day Avg +141.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.77% | 10.45%
Prior 10.49% | 11.44%
Current vs Prior -25.96% | -8.63%
Prior 7-Day Avg 9.86% | 11.75%
Current vs 7-Day Avg -21.19% | -11.02%
Prior 7-Day Eod 10.49% | 11.44%
Current vs 7-Day Eod -25.96% | -8.63%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 20.73% | 13.63%
Calls: 20.00% | 13.70%
Puts: 21.47% | 13.57%
Prior 17.08% | 17.07%
Calls: 11.43% | 15.38%
Puts: 22.73% | 18.77%
Current vs Prior +21.37% | -20.15%
Prior 7-Day Avg 14.42% | 22.19%
Calls: 14.57% | 22.10%
Puts: 14.28% | 22.28%
Current vs 7-Day Avg +43.73% | -38.57%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 51% vs prior. Dollar volume significantly above 7-day average (102% higher). Above-average activity with volume up 52% vs prior. Extreme bearish P/C ratio of 1.54 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.250.30$0.2817.9%4350.12828

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.84, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 2113.6016.00$14.8016.2%--0.9955
$47.50Aug 2111.1012.70$11.9013.4%10.972
$52.50Aug 216.107.80$6.9524.5%90.95--
$55.00Aug 213.905.40$4.6532.3%620.8854
$57.50Aug 212.703.30$3.0020.0%350.7267
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 215.106.60$5.8525.6%300.926
$62.50Aug 213.003.50$3.2515.4%180.7744
$60.00Aug 211.451.80$1.6321.5%960.5297

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 1.6K, top 435)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.251.60$1.4324.5%2030.48699
$62.50Aug 210.400.60$0.5040.0%1310.24238
$65.00Aug 210.100.20$0.1566.7%1010.092.8K
$55.00Aug 213.905.40$4.6532.3%620.8854
$57.50Aug 212.703.30$3.0020.0%350.7267
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.250.30$0.2817.9%4350.12828
$57.50Aug 210.650.80$0.7320.5%3150.28672
$60.00Aug 211.451.80$1.6321.5%960.5297
$52.50Aug 210.050.15$0.10100.0%560.05456
$50.00Aug 210.050.10$0.0862.5%420.0395

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 12.89, avg 3.59)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.50$65.00Aug 21$0.35$2.15$0.356.14$62.85
$60.00$62.50Aug 21$0.93$1.57$0.931.69$60.93
$57.50$60.00Aug 21$1.57$0.93$1.570.59$59.07
$55.00$57.50Aug 21$1.65$0.85$1.650.52$56.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.50Aug 21$0.18$2.32$0.1812.89$54.82
$57.50$55.00Aug 21$0.45$2.05$0.454.56$57.05
$60.00$57.50Aug 21$0.90$1.60$0.901.78$59.10
$62.50$60.00Aug 21$1.62$0.88$1.620.54$60.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 11.50, avg 2.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.50$55.00Aug 21$2.30$2.30$0.2011.50$54.80
$55.00$57.50Aug 21$1.65$1.65$0.851.94$56.65
$57.50$60.00Aug 21$1.57$1.57$0.931.69$59.07
$60.00$62.50Aug 21$0.93$0.93$1.570.59$60.93
$62.50$65.00Aug 21$0.35$0.35$2.150.16$62.85
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.50$60.00Aug 21$1.62$1.62$0.881.84$60.88
$60.00$57.50Aug 21$0.90$0.90$1.600.56$59.10
$57.50$55.00Aug 21$0.45$0.45$2.050.22$57.05
$55.00$52.50Aug 21$0.18$0.18$2.320.08$54.82

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. 8 found (cheapest 5.13% of stock, avg 11.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Aug 21$1.43$1.63$3.06$56.94$63.065.13%
$57.50Aug 21$3.00$0.73$3.73$53.77$61.236.26%
$62.50Aug 21$0.50$3.25$3.75$58.75$66.256.29%
$55.00Aug 21$4.65$0.28$4.93$50.07$59.938.27%
$65.00Aug 21$0.15$5.85$6.00$59.00$71.0010.07%
$52.50Aug 21$6.95$0.10$7.05$45.45$59.5511.83%
$47.50Aug 21$11.90$0.08$11.98$35.52$59.4820.10%
$45.00Aug 21$14.80$0.03$14.83$30.17$59.8324.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 0.72% of stock, avg 2.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$65.00$55.00Aug 21$0.15$0.28$0.43$54.57$65.43
$62.50$55.00Aug 21$0.50$0.28$0.78$54.22$63.28
$65.00$57.50Aug 21$0.15$0.73$0.88$56.62$65.88
$62.50$57.50Aug 21$0.50$0.73$1.23$56.27$63.73
$60.00$55.00Aug 21$1.43$0.28$1.71$53.29$61.71
$60.00$57.50Aug 21$1.43$0.73$2.16$55.34$62.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5558/60Aug 21$1.75$0.752.33$53.25$59.25
55/5860/62Aug 21$1.38$1.121.23$56.12$61.38
58/6062/65Aug 21$1.25$1.251.00$58.75$63.75
52/5560/62Aug 21$1.11$1.390.80$53.89$61.11
55/5862/65Aug 21$0.80$1.700.47$56.70$63.30
52/5562/65Aug 21$0.53$1.970.27$54.47$63.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$57.50$60.00Aug 21$0.08$2.4230.25
$62.50$65.00$67.50Aug 21$0.28$2.227.93
$60.00$62.50$65.00Aug 21$0.58$1.923.31
$57.50$60.00$62.50Aug 21$0.64$1.862.91
$52.50$55.00$57.50Aug 21$0.65$1.852.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$42.50$45.00$47.50Aug 21$0.05$2.4549.00
$50.00$52.50$55.00Aug 21$0.16$2.3414.62
$52.50$55.00$57.50Aug 21$0.27$2.238.26
$55.00$57.50$60.00Aug 21$0.45$2.054.56
$57.50$60.00$62.50Aug 21$0.72$1.782.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.03, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Aug 21-$0.03$4.97
$47.50$52.501:2Aug 21-$2.00$3.00
$65.00$67.501:2Aug 21-$0.01$2.49
$55.00$57.501:2Aug 21-$1.35$1.15
$52.50$55.001:2Aug 21-$2.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.50$60.001:2Aug 21-$0.01$2.49
$45.00$42.501:2Aug 21-$0.03$2.47
$52.50$50.001:2Aug 21-$0.06$2.44
$50.00$47.501:2Aug 21-$0.08$2.42
$65.00$62.501:2Aug 21-$0.65$1.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.10%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$60.00Aug 21$1.250.480.7%2.10%2.75%203699
$62.50Aug 21$0.400.244.8%0.67%5.52%131238
$65.00Aug 21$0.100.099.0%0.17%9.21%1012.8K

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 993
Total Puts 1,533
Put/Call Ratio 1.54
Net Difference -540

Prior's Put/Call Breakdown

Total Calls 887
Total Puts 780
Put/Call Ratio 0.88
Net Difference 107

Prior 7-Day Put/Call Summary

Total Calls 10,441
Total Puts 1,947
Average Put/Call Ratio 0.46
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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