TSN Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete TSN options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around TSN.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

62.5

Exp: 2026-04-17

Gamma Flip

58.81

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.921

Shows put vs call positioning

IV Skew

1.93

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 83%

Current DPI is 0.48(bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence

The support levels for TSN are at 61.00, 60.34, and 58.73, while the resistance levels are at 61.90, 62.56, and 64.17. The pivot point, a key reference price for traders, is at 62.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.09% 1-day move.

The expected range for the next 23 days is 58.62 — 62.90 , corresponding to +2.36% / -4.60% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 63.74 (3.73% above spot).

Bearish positioning points to downside pressure toward 56.71 (7.72% below spot).

Options flow strength: 0.68 (0–1 scale). ATM Strike: 62.50, Call: 1.17, Put: 2.05, Straddle Cost: 3.22.

Price moves are likely to stay range-bound. The short-term gamma flip is near 59.03 , with intermediate positioning around 58.81 . The mid-term gamma flip remains near 58.57.