Quantchabot has detected a new Bear Put Spread trade opportunity for TYSON FOODS (TSN) for the 18-Jul-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
TSN was recently trading at $53.03 and has an implied volatility of 22.71% for this period. Based on an analysis of the options available for TSN expiring on 18-Jul-2025, there is a 34.93% likelihood that the underlying will close within the analyzed range of $52.02-$53.05 at expiration. In this scenario, the average linear return for the trade would be 19.84%.
52 week low: TYSON FOODS recently reached a new 52-week low at $52.75. TSN had traded in the range $53.58-$66.88 over the past year.
Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if TSN maintains its current direction and does not revert back to pricing on the bullish side of $53.03 on 18-Jul-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if TYSON FOODS closes at or below $53.05 on 18-Jul-2025. Based on our risk-neutral analysis, there is a 50.14% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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