TSN250417P00062500 Option on Tyson Foods
TSN Stock | USD 56.76 0.16 0.28% |
TSN250417P00062500 is a PUT option contract on Tyson Foods' common stock with a strick price of 62.5 expiring on 2025-04-17. The contract was not traded in recent days and, as of today, has 77 days remaining before the expiration. The option is currently trading at a bid price of $6.4, and an ask price of $6.6. The implied volatility as of the 30th of January is 77.0.
Tyson |
A put option written on Tyson Foods becomes more valuable as the price of Tyson Foods drops. Conversely, Tyson Foods' put option loses its value as Tyson Stock rises.
Rule 16 of 2025-04-17 Option Contract
The options market is anticipating that Tyson Foods will have an average daily up or down price movement of about 0.0153% per day over the life of the option. With Tyson Foods trading at USD 56.76, that is roughly USD 0.008709. If you think that the market is fully understating Tyson Foods' daily price movement you should consider buying Tyson Foods options at that current volatility level of 0.25%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Put Option on Tyson Foods
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their Tyson Foods positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on Tyson Stock have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Put Contract Name | TSN250417P00062500 |
Expires On | 2025-04-17 |
Days Before Expriration | 77 |
Vega | 0.073855 |
Gamma | 0.045092 |
Theoretical Value | 6.5 |
Open Interest | 271 |
Current Trading Volume | 2.0 |
Strike Price | 62.5 |
Last Traded At | 6.7 |
Current Price Spread | 6.4 | 6.6 |
Rule 16 Daily Up or Down | USD 0.008709 |
Tyson short PUT Option Greeks
Tyson Foods' Option Greeks for the contract ending on 2025-04-17 at a strike price of 62.5 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Tyson Foods' option greeks, its implied volatility helps estimate the risk of Tyson Foods stock implied by the prices of the options on Tyson Foods' stock.
Delta | -0.79052 | |
Gamma | 0.045092 | |
Theta | -0.010324 | |
Vega | 0.073855 | |
Rho | -0.074479 |
Tyson long PUT Option Payoff at expiration
Put options written on Tyson Foods grant holders of the option the right to sell a specified amount of Tyson Foods at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Tyson Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Tyson Foods is like buying insurance aginst Tyson Foods' downside shift.
Profit |
Tyson Foods Price At Expiration |
Tyson short PUT Option Payoff at expiration
By selling Tyson Foods' put option, the investors signal their bearish sentiment. A short position in a put option written on Tyson Foods will generally make money when the underlying price is above the strike price. Therefore Tyson Foods' put payoff at expiration depends on where the Tyson Stock price is relative to the put option strike price. The breakeven price of 56.0 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Tyson Foods' price. Finally, at the strike price of 62.5, the payoff chart is constant and positive.
Profit |
Tyson Foods Price At Expiration |
Tyson Foods Available Put Options
Tyson Foods' option chain is a display of a range of information that helps investors for ways to trade options on Tyson. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Tyson. It also shows strike prices and maturity days for a Tyson Foods against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | TSN250417P00030000 | 11 | 30.0 | 0.0 - 0.1 | 0.1 | Out |
Put | TSN250417P00032500 | 5 | 32.5 | 0.0 - 0.2 | 0.08 | Out |
Put | TSN250417P00035000 | 1 | 35.0 | 0.0 - 2.2 | 0.17 | Out |
Put | TSN250417P00040000 | 2 | 40.0 | 0.0 - 1.0 | 0.3 | Out |
Put | TSN250417P00042500 | 13 | 42.5 | 0.0 - 0.25 | 0.16 | Out |
Put | TSN250417P00045000 | 219 | 45.0 | 0.15 - 0.25 | 0.3 | Out |
Put | TSN250417P00047500 | 48 | 47.5 | 0.3 - 0.4 | 0.3 | Out |
Put | TSN250417P00050000 | 151 | 50.0 | 0.55 - 0.65 | 0.55 | Out |
Put | TSN250417P00052500 | 284 | 52.5 | 0.95 - 1.1 | 0.98 | Out |
Put | TSN250417P00055000 | 449 | 55.0 | 1.65 - 1.85 | 1.6 | Out |
Put | TSN250417P00057500 | 3200 | 57.5 | 2.85 - 4.9 | 2.91 | In |
Put | TSN250417P00060000 | 439 | 60.0 | 3.1 - 6.7 | 4.4 | In |
Put | TSN250417P00062500 | 271 | 62.5 | 6.4 - 6.6 | 6.7 | In |
Put | TSN250417P00065000 | 111 | 65.0 | 8.3 - 8.9 | 8.7 | In |
Put | TSN250417P00067500 | 24 | 67.5 | 11.1 - 11.3 | 10.6 | In |
Put | TSN250417P00070000 | 76 | 70.0 | 11.7 - 14.0 | 9.3 | In |
Put | TSN250417P00072500 | 0 | 72.5 | 15.2 - 17.8 | 9.6 | In |
Put | TSN250417P00075000 | 0 | 75.0 | 16.8 - 19.3 | 10.15 | In |
Put | TSN250417P00080000 | 0 | 80.0 | 21.7 - 24.9 | 21.7 | In |
Put | TSN250417P00085000 | 0 | 85.0 | 26.6 - 30.5 | 26.6 | In |
Put | TSN250417P00090000 | 0 | 90.0 | 31.5 - 35.5 | 31.5 | In |
Put | TSN250417P00095000 | 0 | 95.0 | 36.5 - 40.4 | 36.5 | In |
Tyson Foods Corporate Directors
Les Baledge | Independent Director | Profile | |
Cheryl Miller | Independent Director | Profile | |
Jeffrey Schomburger | Independent Director | Profile | |
David Bronczek | Independent Director | Profile |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tyson Foods. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state. To learn how to invest in Tyson Stock, please use our How to Invest in Tyson Foods guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Is Packaged Foods & Meats space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Tyson Foods. If investors know Tyson will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Tyson Foods listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.66) | Dividend Share 1.96 | Earnings Share 2.25 | Revenue Per Share | Quarterly Revenue Growth 0.016 |
The market value of Tyson Foods is measured differently than its book value, which is the value of Tyson that is recorded on the company's balance sheet. Investors also form their own opinion of Tyson Foods' value that differs from its market value or its book value, called intrinsic value, which is Tyson Foods' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Tyson Foods' market value can be influenced by many factors that don't directly affect Tyson Foods' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Tyson Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tyson Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tyson Foods' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.