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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TSN across all expirations is -7,538.06 shares per 1% move, with 66,605.47 from calls and 74,143.53 from puts. The put-call GEX ratio of 1.11 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Sep 19, 25 expiration with -17,265.41 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
TSN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 20,062.02 | -37,327.43 | -17,265.41 | 1.86 |
| Oct 17, 25 | 9,817.59 | -6,634.58 | 3,183.01 | 0.68 |
| Jan 16, 26 | 23,516.29 | -15,784.77 | 7,731.52 | 0.67 |
| Mar 20, 26 | 5,723.34 | -6,567.43 | -844.09 | 1.15 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 3,680.53 | -4,141.66 | -461.13 | 1.13 |
| Sep 18, 26 | 588.14 | -362.51 | 225.63 | 0.62 |
| Jan 15, 27 | 3,217.56 | -3,325.15 | -107.59 | 1.03 |