File: TSNConsumer Staples · Large capCLIPPED · 2026-09-14
TSN
Tyson FoodsMkt cap $20B
Sector benchmark XLP
Sector benchmark XLP
53.16
+0.3%
±2.4%into Sep 1851.71–54.25±2.4%monthly51.71–54.25Pullback · —Knife · TurnedMomentum · —DP short-vol · 51% ▴ above 20d
Price · 6 months · daily
6m high68.18
6m low51.42
Vol vs 20d avg0.9×
Off 52-wk high-22.0%
Dark pool FINRA · T+1
Short-vol ratio51% · above 20d
Off-exchange share33%
vs own 1-yr (z)1.1
Sector RS vs XLP
−6.6%vs XLP · 63 sessions
TSN vs XLP · 3m−6.6%
TSN vs XLP · 6m−11.3%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall52.50
Zero-gamma56.25
Put wall55.00
Spot vs zero-γ5.5% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
9 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep2.41%−0.92 pp
Call wall moved52.50 → 55.00
Put wall moved50.00 → 55.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (56.25) — dealer hedging chases moves below it. The 52.50 call wall is the nearest-expiry ceiling heuristic; 55.00 is the floor. Options price ±2.4% into Sep 18. Dark-pool short volume at 51% and above vs its 20-day. The falling-knife screen has it turned after a 21% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.