Tyson Foods Inc. (TSN)
NYSE: TSN
· Real-Time Price · USD
54.69
0.27 (0.50%)
At close: Oct 03, 2025, 3:59 PM
54.85
0.29%
After-hours: Oct 03, 2025, 08:00 PM EDT
TSN Delta Exposure By Expiry
The total Delta Exposure (DEX) for TSN across all expirations shows 92,708.86 net shares that market makers must hedge, with 654,053.55 from calls and 561,344.69 from puts. The put-call delta ratio of 0.86 suggests neutral market maker positioning.
TSN DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 229,355.96 | -56,823.13 | 172,532.83 | 0.25 |
Nov 21, 25 | 34,309.96 | -11,486.22 | 22,823.74 | 0.33 |
Jan 16, 26 | 217,380.86 | -225,247.78 | -7,866.92 | 1.04 |
Mar 20, 26 | 42,141.09 | -81,907.22 | -39,766.13 | 1.94 |
Apr 17, 26 | 2,020.01 | -1,900.37 | 119.64 | 0.94 |
Jun 18, 26 | 46,202.31 | -86,259.77 | -40,057.46 | 1.87 |
Sep 18, 26 | 9,183.25 | -32,985.27 | -23,802.02 | 3.59 |
Jan 15, 27 | 71,529.96 | -63,712.61 | 7,817.35 | 0.89 |
Jan 21, 28 | 1,930.15 | -1,022.32 | 907.83 | 0.53 |