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Tyson Foods TSN 60.03 3.07 5.39%

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ATM IV
0.295
Put Call Ratio (OI)
0.81
Put Call Ratio (Vol)
0.412
IV Rank
37.6
IV Percentile
73.8
Max pain
52.5

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-39.8
39.8
View values by strike
TSN · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
27.50 0 -1.33 K
30.00 0 -380
32.50 0 -1.32 K
35.00 0 -2.49 K
37.50 86.7 -2.05 K
40.00 1.56 K -30.7 K
42.50 1.37 K -16.2 K
45.00 1.32 K -55.9 K
47.50 2.21 K -56.3 K
50.00 14.9 K -271 K
52.50 35 K -171 K
55.00 281 K -183 K
57.50 467 K -90.8 K
60.00 1.18 M -73.2 K
62.50 189 K -23.3 K
65.00 264 K -145 K
67.50 65.7 K -5.64 K
70.00 84.6 K -5.97 K
72.50 38.6 K 0
75.00 52.4 K -139
80.00 53 K -240
85.00 52.6 K 0
90.00 3.33 K 0
95.00 10.2 K 0
100.00 252 0