Tyson Foods Inc. (TSN)
NYSE: TSN
· Real-Time Price · USD
54.18
0.43 (0.80%)
At close: Sep 26, 2025, 3:59 PM
54.20
0.04%
After-hours: Sep 26, 2025, 06:51 PM EDT
TSN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TSN across all expirations is 98,990.23 shares per 1% move, with 154,788.77 from calls and 55,798.54 from puts. The put-call GEX ratio of 0.36 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
TSN GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 106,501.7 | -15,843.11 | 90,658.59 | 0.15 |
Nov 21, 25 | 6,241.82 | -1,207.63 | 5,034.19 | 0.19 |
Jan 16, 26 | 27,777.39 | -17,561.26 | 10,216.13 | 0.63 |
Mar 20, 26 | 5,442.34 | -7,899.1 | -2,456.76 | 1.45 |
Apr 17, 26 | 115.25 | -189.37 | -74.12 | 1.64 |
Jun 18, 26 | 4,834.94 | -6,685.58 | -1,850.64 | 1.38 |
Sep 18, 26 | 654.5 | -2,115.03 | -1,460.53 | 3.23 |
Jan 15, 27 | 3,172.95 | -4,249.93 | -1,076.98 | 1.34 |
Jan 21, 28 | 47.88 | -47.53 | 0.35 | 0.99 |