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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tyson Foods (TSN) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.9
Avg Daily Volume: 2,303,039    Market Cap: 18.42B
Sector: Consumer Goods    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
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 $4.33
($61.23)
7.22% 4.36% I 2.09% I $62.51 $4.42
( $62.51 )
2.08%
May 6, 2024 BO 2.9 $62.02 @$62.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2022 BO 2.3 $87.45 @$87.50

 
 
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