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: 2026-08-28 (EDT)

Max Pain Price

Exp: 2026-09-18

Gamma Flip

57.84

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.333

Shows put vs call positioning

IV Skew

0.30

Put–call IV difference

Max Pain Price Volatility

σ = 6.25

medium 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

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.293(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for TSN are at 54.97, 54.34, and 52.82, while the resistance levels are at 55.83, 56.46, and 57.98. The pivot point, a key reference price for traders, is at 60.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 1.01% 1-day move.

The expected range for the next 21 days is 54.70 — 58.81 , corresponding to +6.16% / -1.26% .

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 61.18 (10.43% above spot).

Bearish positioning points to downside pressure toward 54.40 (1.80% below spot).

Options flow strength: 0.70 (0–1 scale). ATM Strike: 55.00, Call: 1.33, Put: 1.25, Straddle Cost: 2.58.

Price moves may extend once a direction forms. The short-term gamma flip is near 57.80 , with intermediate positioning around 57.84 . The mid-term gamma flip remains near 57.84.