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Tyson Foods TSN 60.03 3.07 5.39%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $60.20
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.0% ±$0.62 $59.58 – $60.82 $59.45 – $60.95 $58.87 – $61.53
2 sessions ±1.4% ±$0.86 $59.34 – $61.06 $59.15 – $61.25 $58.34 – $62.06
3 sessions ±1.8% ±$1.09 $59.11 – $61.29 $58.90 – $61.50 $57.88 – $62.52
1 week ±2.3% ±$1.38 $58.82 – $61.58 $58.51 – $61.89 $57.26 – $63.14
2 weeks Earnings ±5.8% ±$3.51 $56.69 – $63.71 $55.87 – $64.53 $52.80 – $67.60
3 weeks Earnings ±6.3% ±$3.79 $56.41 – $63.99 $55.51 – $64.89 $52.24 – $68.16
1 month Earnings ±6.8% ±$4.09 $56.11 – $64.29 $55.13 – $65.27 $51.61 – $68.79
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TSN reports in 8 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.38%
Average actual move
6.17%
Beyond the implied move
3 / 4
Median IV change
-30.28%
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±7.03% +7.96% 1.13× —
August 04, 2025 ±6.42% +2.44% 0.38× 41.1% → 22.9%
May 05, 2025 ±6.33% -7.75% 1.22× 39.4% → 33.8%
November 12, 2024 ±5.74% +6.55% 1.14× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →