Tyson Foods Inc. (TSN)
TSN Daily Delta Exposure
TSN's current Delta Exposure (DEX) is 42.23K shares, which is 76% smaller than the 3M average of -179.36K shares. During this period, DEX ranged from -485.42K on Jul 31, 2025 to 260.91K on Aug 13, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.94 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 659,805.72 | -617,580.43 | 42,225.29 | 0.94 |
| Aug 13, 2025 | 795,541.02 | -534,626.31 | 260,914.71 | 0.67 |
| Aug 12, 2025 | 651,067.48 | -607,995.85 | 43,071.63 | 0.93 |
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