TSN as of Nov 3 · 13:02 ET

TSNNYSEPoultry Slaughtering and Processing

Tyson Foods, Inc. · Brief

Next report

13 days

Nov 16 · before openconfirmedQ4 FY26

Earnings

Expected move

Inputs

±4.2%implied · report alone

54.6859.48

straddle ±5.5%

spot 57.08exp Nov 20ATM strike 57.5ATM straddle 3.70IV 36%

Nov 2 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±5.7%
avg realized: ±4.1%

Nov 12 '24±4.4%▲+6.55%×1.48

Feb 3 '25±5.9%▲+2.21%×0.38

May 5 '25±5.4%▼−7.75%×1.43

Aug 4 '25±5.4%▲+2.44%×0.45

Nov 10 '25±6.0%▲+2.32%×0.39

Feb 2 '26±6.1%▲+0.63%×0.10

Q2 FY26±6.0%▲+7.96%×1.33

Q3 FY26±6.4%▲+2.85%×0.44

quarterimplied−10%0+10%realized×

Q3 FY26±6.4%▲+2.85%×0.44

Q2 FY26±6.0%▲+7.96%×1.33

Feb '26±6.1%▲+0.63%×0.10

Nov '25±6.0%▲+2.32%×0.39

Aug '25±5.4%▲+2.44%×0.45

May '25±5.4%▼−7.75%×1.43

2 older reports

Feb '25±5.9%▲+2.21%×0.38

Nov '24±4.4%▲+6.55%×1.48

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 16 report · confirmed

Bull2 of 3

873managers reporting a position in the latest quarterly filings13F · Jun 30 '26

1.05%largest fund weight within State Street Consumer Staples Select Sector SPDR ETF assetsN-PORT · Jun 30 '26

Bear2

−0.89%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26

7 of 22largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

TSN report session

Customers 1

NWNNorthwest Natural Holding×0.26

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Nov 2impliedImplied move: ±5.5% into Nov 16 earnings (Nov 2 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.