Tyson Foods Inc. (TSN)
NYSE: TSN
· Real-Time Price · USD
56.59
0.29 (0.52%)
At close: Aug 15, 2025, 11:43 AM
TSN Delta Exposure By Expiry
The total Delta Exposure (DEX) for TSN across all expirations shows -95,654.53 net shares that market makers must hedge, with 505,528.55 from calls and 601,183.08 from puts. The put-call delta ratio of 1.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Sep 19, 25 with -134,975.44 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
TSN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 78,828.01 | -213,803.45 | -134,975.44 | 2.71 |
| Oct 17, 25 | 49,583.92 | -36,041.64 | 13,542.28 | 0.73 |
| Jan 16, 26 | 222,966.4 | -179,320.88 | 43,645.52 | 0.80 |
| Mar 20, 26 | 46,599.81 | -65,696.52 | -19,096.71 | 1.41 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 30,997.78 | -50,069.87 | -19,072.09 | 1.62 |
| Sep 18, 26 | 7,876.22 | -4,947.14 | 2,929.08 | 0.63 |
| Jan 15, 27 | 68,676.41 | -51,303.58 | 17,372.83 | 0.75 |