Tyson Foods Inc.

NYSE: TSN · Real-Time Price · USD
57.07
0.36 (0.63%)
At close: Aug 20, 2025, 10:30 AM

TSN Daily Delta Exposure

TSN's current Delta Exposure (DEX) is -31.72K shares, which is 84% smaller than the 3M average of -193.4K shares. During this period, DEX ranged from -448.52K on Jul 31, 2025 to 68.58K on Aug 13, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.06 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 19, 2025 576,414.53 -608,130.08 -31,715.55 1.06
Aug 18, 2025 525,554.15 -617,234.73 -91,680.58 1.17
Aug 15, 2025 537,537.79 -576,940.36 -39,402.57 1.07

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