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TYSON FOODS, INC. (TSN) Options Risk Score

Real-time risk analysis for TSN options traders — updated every 30 minutes.

85
HIGH Risk
100.0
IV Rank
53.5%
IV %
2026-11-09
Next Earnings
Poultry Slaughtering and Processing
Sector

Data last updated: 2026-09-06

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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 85 out of 100 (HIGH). The contributing signals are an upcoming earnings report, 4 recent news items, 10 active legal filings and 1 recent SEC event within the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on TSN is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.

TSN shows an IV Rank of 100 — implied volatility is near the top of its own one-year range, so TSN options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 54%. 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 2026-11-09. 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 100 with implied volatility around 54%, alongside a TickerRisk options-risk score of 85/100. That is expensive by TSN's own standards. Elevated IV Rank rewards defined-risk premium selling, and it is also the market's way of saying it expects movement; the question worth answering is what it expects to move on.

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TYSON FOODS, INC. (TSN) next earnings date — 2026-11-09

The next TSN report lands on 2026-11-09 — about 64 days away — inside the window a typical monthly option would span. TSN's IV Rank is currently 100. 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.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer