Tyson Foods, Inc. (TSN) Options History
Historical options analytics archive for TSN with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
TSN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSN. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 24.0% | 2.3% | $52.50 | -$891.5K | $21.3M | 0.75 |
| 2026-08 | 21 | 24.6% | 2.5% | $57.50 | -$1.3M | $17.9M | 1.08 |
| 2026-07 | 22 | 32.7% | 5.1% | $57.50 | $951.7K | -$9.3M | 1.41 |
| 2026-06 | 21 | 27.9% | 3.6% | $57.50 | $648.7K | -$3.3M | 1.26 |
| 2026-05 | 19 | 40.3% | 16.8% | $65.00 | $1.1M | -$10.8M | 0.44 |
| 2026-04 | 21 | 33.6% | 54.8% | $62.50 | $2.0M | -$46.8M | 0.55 |
This archive aggregates TSN's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TSN option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 24.0%, a month-end max-pain strike around $52.50, an average put/call ratio of 0.75.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked TSN history questions
- How much options history is available for TSN?
- This archive holds 237 months of TSN options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of TSN's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TSN archive.
- What data does each monthly TSN aggregate contain?
- Every monthly row summarizes that month of TSN option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 24.0%, an average IV rank of 2.3%, a month-end max-pain strike around $52.50, an average put/call ratio of 0.75.
- How is the TSN options-history archive built and how often does it update?
- The archive is derived from TSN's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TSN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.