Ticker Options Intelligence

TSN options intelligence

Tyson Foods Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 28 Market data through 31 Jul 2026 Checked 2 Aug 2026 18:54 · complete available chain

Options-market disagreement

Mixed pressure

TSN currently carries mixed options pressure with a 28/100 conviction score. The nearest-chain expected move is 7.6%, with volume/open-interest participation at 0.04.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Mixed

Options-market disagreement

Expected move 7.6%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 0.88

Balanced tape

Trend fit 53

Options are not fully confirming trend

Weekly backdrop +0.9%

RS -8.5

Expected move 7.6%
Put-call volume 0.88
Volume / OI 0.04
Reference IV 0.40
Max pain 57.50
Underlying 57.96
Nearest expiry 21 Aug 2026
Contracts 360

Research Brief

TSN has a mixed chain read with 28/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 53.53–62.39; The largest call open-interest concentration is 67.50; the largest put concentration is 55.00. The most active strike by current volume is 65.00.

Priced range53.53–62.39
Call concentration67.50
Put concentration55.00
Max pain reference57.50
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.
  • Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 53.53 to 62.39. Max pain at 57.50 sits inside that range, 0.8% below spot.

Spot Max pain
53.5357.96 ± 4.4362.39
Confirmation level

A close beyond 62.39 or below 53.53 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 28/100

Evidence alignment, not probability

Pressure is 11/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure11 × 42%
+4.6

How strongly activity leans toward calls or puts.

Participation18 × 22%
+3.9

Volume relative to existing open interest and contract-level activity.

Trend agreement53 × 26%
+13.8

How closely the chain read agrees with the underlying trend backdrop.

Volatility59 × 10%
+5.9

The intensity of implied volatility and the priced move.

Reconstructed score28.2Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 67.50; the largest put concentration is 55.00. The most active strike by current volume is 65.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
220
35.00-39.6%
0
131
37.50-35.3%
0
0
40.00-31.0%
0
11
42.50-26.7%
0
26
45.00-22.4%
55
104
47.50-18.0%
0
70
50.00-13.7%
0
325
52.50-9.4%
0
735
55.00-5.1%
52
530
57.50-0.8%
58
56
60.003.5%
621
43
62.507.8%
221
6
65.0012.1%
2836
0
67.5016.5%
3159
0
70.0020.8%
39
0
75.0029.4%
102
0
85.0046.7%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.39× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

0.40 21 Aug 21d
0.31 18 Sep 49d
0.31 16 Oct 77d
0.32 18 Dec 140d
0.31 15 Jan 168d
0.31 19 Mar 231d
0.30 17 Jun 321d
0.29 21 Jan 539d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

48
50
53
55
58
60
63
65
68
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
360 / 360
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

79/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $238482 of estimated gross traded notional, puts · 8-21 days · itm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+11
1W price+0.9%
Call premium37%
Put premium63%
Notional split C 37% / P 63% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 53/100 Agreement between options pressure and Sharemaestro market context.
Event window 3 Aug Matched earnings event is 1 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Puts · 8-21 days · ITM
Puts · 8-21 days · ITM puts cluster with 147 contracts traded, $72655 estimated gross traded notional, and 30% of visible notional.
$72655
Puts · 8-21 days · ATM puts cluster with 192 contracts traded, $34560 estimated gross traded notional, and 14% of visible notional.
$34560
Calls · 8-21 days · OTM calls cluster with 573 contracts traded, $26770 estimated gross traded notional, and 11% of visible notional.
$26770
Calls · 91+ days · ITM calls cluster with 21 contracts traded, $21635 estimated gross traded notional, and 9% of visible notional.
$21635
Puts · 8-21 days · OTM puts cluster with 331 contracts traded, $19138 estimated gross traded notional, and 8% of visible notional.
$19138

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close57.96
1W+0.9%
RS-8.5
Fair value+5.7%
Options pressure11
Speculation18
Volatility59
Trend fit53

Today Versus Normal

Stored-options context

View history
Expected move 7.6% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.40 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.88 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:16 Bullish
Pressure 94
Move 9.7%
30 Jul 10:12 Bullish
Pressure 60
Move 9.4%
31 Jul 10:05 Bullish
Pressure 37
Move 8.9%
1 Aug 14:03 Mixed
Pressure 11
Move 7.7%
2 Aug 17:54 Mixed
Pressure 11
Move 7.6%

Strike Map

Where activity is clustering

Full strike map
Strike35.00
Calls · V 0 · OI 0
Puts · V 3 · OI 220
Strike37.50
Calls · V 0 · OI 0
Puts · V 0 · OI 131
Strike40.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike42.50
Calls · V 0 · OI 0
Puts · V 0 · OI 11
Strike45.00
Calls · V 0 · OI 55
Puts · V 20 · OI 26
Strike47.50
Calls · V 3 · OI 0
Puts · V 0 · OI 104
Strike50.00
Calls · V 1 · OI 0
Puts · V 45 · OI 70
Strike52.50
Calls · V 0 · OI 0
Puts · V 156 · OI 325

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts36
Avg IV0.40
Put-call1.12
Expiry18 Sep 2026
Contracts44
Avg IV0.31
Put-call0.39
Expiry16 Oct 2026
Contracts44
Avg IV0.31
Put-call0.14
Expiry18 Dec 2026
Contracts48
Avg IV0.32
Put-call0.67
Expiry15 Jan 2027
Contracts50
Avg IV0.31
Put-call0.14

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.35
Put IV0.41
Skew0.06
18 Sep 2026Put IV premium
Call IV0.29
Put IV0.39
Skew0.10
16 Oct 2026Put IV premium
Call IV0.29
Put IV0.35
Skew0.06
18 Dec 2026Put IV premium
Call IV0.28
Put IV0.34
Skew0.06
15 Jan 2027Balanced skew
Call IV0.28
Put IV0.31
Skew0.03

Contract Tape

Most active contracts

Full contract tape
ContractTSN260821C00065000
SideCall
Expiry21 Aug 2026
Strike65.00
Volume271
OI2836
IV0.38
ContractTSN260821P00057500
SidePut
Expiry21 Aug 2026
Strike57.50
Volume192
OI530
IV0.38
ContractTSN260821P00052500
SidePut
Expiry21 Aug 2026
Strike52.50
Volume156
OI325
IV0.42
ContractTSN260821C00062500
SideCall
Expiry21 Aug 2026
Strike62.50
Volume114
OI221
IV0.35
ContractTSN260821C00060000
SideCall
Expiry21 Aug 2026
Strike60.00
Volume108
OI621
IV0.35
ContractTSN260821P00055000
SidePut
Expiry21 Aug 2026
Strike55.00
Volume107
OI735
IV0.41
ContractTSN260821P00062500
SidePut
Expiry21 Aug 2026
Strike62.50
Volume89
OI43
IV0.51
ContractTSN260918C00065000
SideCall
Expiry18 Sep 2026
Strike65.00
Volume86
OI1988
IV0.30