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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: OS Estimate: May 5, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.8
Avg Daily Volume: 2,562,977    Market Cap: 20.6B
Sector: Consumer Goods    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 3, 2025 BO 2.9 $56.49 @$57.50 $3.90
($56.49)
6.78% 3.75% I 2.21% I $57.74 $2.20
( $57.74 )
-43.59%
Nov. 12, 2024 BO 2.8 $58.81 @$60.00 $4.50
($58.81)
7.5% 12.14% O 6.54% I $62.66 $4.07
( $62.66 )
-9.56%
Aug. 5, 2024 BO 3.0 $61.23 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 BO 2.9 $62.02 @$62.00
Feb. 5, 2024 BO 2.8 $56.36 @$56.00
Nov. 13, 2023 BO 2.9 $46.95 @$47.50
Aug. 7, 2023 BO 2.6 $56.46 @$56.00
May 8, 2023 BO 2.3 $60.69 @$60.00
Feb. 6, 2023 BO 2.3 $64.03 @$65.00
Nov. 14, 2022 BO 2.4 $67.41 @$67.50

 
 
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