What move does the options market price into Tyson Foods's report?

Implied ±3.5%, either direction.

How often does Tyson Foods move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

TSNNYSEPoultry Slaughtering and Processing

Tyson Foods, Inc. (TSN) earnings date, market-implied expected move, and options open interest by expiry

60.02

pre 60.43 +0.67%

Pre-market05:44 ETdelayed

Open60.34Volume3.8MMkt cap$20.0BP/E34.91Div yield3.58%

Day60.34 – 60.43100%52-wk48.93 – 68.2759%

TSN

Tyson Foods, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.5%implied · report alone

8Q avg ±4.1%·×0.87·fair

57.9062.16

straddle ±5.1%

spot 60.03exp Nov 20ATM strike 60ATM straddle 3.58IV 36%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

before open · in 11 days

confirmedQ4 FY26

Calendar

Next report

Last report

+2.85%

vs ±6.4% implied · ×0.44

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

7dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters

News

Largest filed tie

13F top-10 QoQ

−0.89%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

873 managers

Top fund weight

1.05%

TSN weight · XLP

N-PORTJun 30 '26

11 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Tyson Foods (TSN) reports on Nov 16 before open (confirmed date).

Implied vs realized

8 reports

3 of 8≥ implied

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

Nov 12 '24Nov 12 '24confirmed±4.4%▲+6.55%×1.48

Feb 3 '25Feb 3 '25confirmed±5.9%▲+2.21%×0.38

May 5 '25May 5 '25confirmed±5.4%▼−7.75%×1.43

Aug 4 '25Aug 4 '25confirmed±5.4%▲+2.44%×0.45

Nov 10 '25Nov 10 '25confirmed±6.0%▲+2.32%×0.39

Feb 2 '26Feb 2 '26confirmed±6.1%▲+0.63%×0.10

Q2 FY26May 4 '26confirmed±6.0%▲+7.96%×1.33

Q3 FY26Aug 3 '26confirmed±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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.33OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,352+2%Nov 2015d4,152+2%

2,632−1%Dec 1843d0.773,425+23%0.77

6,3410%Jan 1571d0.877,2950%0.87

1,577+2%Mar 19134d1.031,534+2%1.03

4420%Apr 16162d0.82541+8%0.82

ExpiryPutsCallsP/C

Nov 2015d1,352+2%4,152+2%0.33

Dec 1843d2,632−1%3,425+23%0.77

Jan 1571d6,3410%7,2950%0.87

Mar 19134d1,577+2%1,534+2%1.03

Apr 16162d4420%541+8%0.82

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±5.1%

Funds 4

XLP±0.1%

REVS±0.0%

RSP±0.0%

VIG±0.0%

Customers 1

NWN±1.3%×0.26

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

1.34%as filednet margin · revenue +1.57% QoQ · −0.12% YoY

Revenue

$13.9B+1.57% QoQ

Gross profit

$921M−4.26% QoQ

6.64% margin

Operating income

$362M−16.78% QoQ

2.61% margin

Pre-tax income

$266M−25.91% QoQ

Net income

$186M−29.55% QoQ

1.34% margin

Cost of revenue

$12.9B+2.02% QoQ

Operating expenses

$559M+6.07% QoQ

Other expense

$96M

Tax

$80M−15.79% QoQ

Revenue$13.9B+1.57%

Gross profit

$921M−4.26%

6.64% margin

Operating income

$362M−16.78%

2.61% margin

Pre-tax income

$266M−25.91%

Net income

$186M−29.55%

1.34% margin

Cost of revenue

$12.9B+2.02%

Operating expenses

$559M+6.07%

Other expense

$96M

Tax$80M−15.79%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 05:30 ET

Intraday

Event sensitivity

CPROF ×1.51· ±1.6% vs ±1.1% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±1.6%5 of 12×1.51

NFPjobs report±1.4%5 of 10×1.33

GDPgross domestic product±1.3%8 of 19×1.24

PCEpersonal income & outlays±1.2%9 of 19×1.13

FOMCrate decision±1.1%7 of 24×1.03

PPIproducer prices±1.0%6 of 10×0.93

CPIconsumer prices±0.8%5 of 10×0.70

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.52 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 3 '26 · confirmed	0.52	—
Q2 FY26	May 4 '26 · confirmed	0.73	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod