TYSON FOODS, INC. (TSN) Options Risk Score
Real-time risk analysis for TSN options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on TYSON FOODS, INC. (TSN) right now?
For a 4-week expiry, TYSON FOODS, INC. (TSN) carries an options catalyst-risk score of 66 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report and 10 active legal filings within the 4-week window. MEDIUM covers 45 to 69: there is something on TSN's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.
TSN shows an IV Rank of 46, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 35%. Read IV Rank alongside the catalyst score: it says how expensive TSN options are, while the score says whether that price is justified by a scheduled event.
TSN reports on 2026-11-16. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
TYSON FOODS, INC. (TSN) current implied volatility and IV Rank
TSN is trading at an IV Rank of 46 with implied volatility around 35%, alongside a TickerRisk options-risk score of 66/100. That's moderate — options are fairly priced versus the past year, so there's no strong volatility edge in either direction right now; trade the direction, not the vol.
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TYSON FOODS, INC. (TSN) next earnings date — 2026-11-16
The next TSN report lands on 2026-11-16 — about 26 days away — inside the window a typical monthly option would span. TSN's IV Rank is currently 46. That matters more than any other single date on the calendar: the stock can gap overnight on the print, and any premium you collect now is partly payment for carrying that gap. Sellers who want the volatility crush without the gap generally choose an expiry that ends before the report.
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