Tyson Foods Earnings: Can History Offer Clues After TSN’s Post-Earnings Jump?
Click to view the earnings moves in TSN
Tyson Foods (TSN) is on the move after announcing its latest quarterly earnings—rising 2.6% in today’s session. This comes despite the options market anticipating a far more dramatic swing: traders had priced in a ±6.7% move, showing just how high expectations were ahead of the results. But if you’re eyeing what comes next, history might provide a few valuable hints.
What Do the Numbers Really Say?
The earnings report checked some important boxes: revenue ticked up 2.2% year-over-year to $13.86 billion, and adjusted earnings per share climbed 25% over last year’s fourth quarter. Yet the initial stock reaction looks relatively muted compared to what traders braced for in the options market.
Why such restraint? To put today’s move in context, let’s dig into TSN’s historical track record on earnings days. According to the data, over the past 12 earnings, the average stock return on announcement day has been -1.9%. Even the gap at the open tends to be soft, averaging -0.6%, and there’s a persistent drift downward from open to close. Overall, Tyson splits its earnings days right down the middle: 50% up, 50% down. But notably, on most occasions, the stock finishes lower by the close, moving higher only 25% of the time from the open to the close.
| Stock Performance | Earnings Move | Open Gap | Open to High | Open to Low | Open to Close |
|---|---|---|---|---|---|
| Average Return | -1.9% | -0.6% | +2.5% | -3.6% | -1.3% |
| % of Moves Up | 50.0% | 50.0% | 25.0% | ||
| % of Moves Down | 50.0% | 50.0% | 75.0% |
Source: Historical stock performance around earnings for TSN
How Big Are Earnings Moves—And What Happens Next?
Traders might expect wild swings, but history paints a less explosive picture. The absolute average earnings-day move for Tyson is 4.9%, with a max observed swing of 16.4% but sometimes as little as 2.0%. So today’s move of 2.6% looks restrained and very much in line with historical minimums, despite elevated option premiums ahead of the report.
| Stock Performance | Earnings Move | Open Gap | Open to High | Open to Low | Open to Close |
|---|---|---|---|---|---|
| Absolute Average Return | 4.9% | 5.2% | 2.5% | 3.6% | 2.5% |
| Max Absolute Return | 16.4% | 10.7% | 6.6% | 7.7% | 6.5% |
| Min Absolute Return | 2.0% | 1.8% | 0.5% | 0.7% | 0.1% |
And what about the days after earnings? Tyson tends to tread water. One day out, the average move is just -0.1%, and two days out it slips a bit more, with average returns of -0.7%. Even after two weeks, gains are mild (+0.5%), and only about half the time does TSN actually finish higher than the day before.
| Stock Performance | 1 Day After Earnings | 2 Days After Earnings | 3 Days After Earnings | 1 Week After Earnings | 2 Weeks After Earnings |
|---|---|---|---|---|---|
| Average Return | -0.1% | -0.7% | +0.3% | -0.1% | +0.5% |
| % of Moves Up | 54.5% | 36.4% | 45.5% | 45.5% | 54.5% |
| % of Moves Down | 45.5% | 63.6% | 54.5% | 54.5% | 45.5% |
For more historical details and charts, visit the Tyson earnings price movement statistics page.
Options Market Focus: One Trade Stands Out
Even as the options market anticipated much more fireworks, today’s most active single-leg contract was a long-dated put. The 21-Nov-25 $50 Put traded 382 contracts—far more than anything else, possibly signaling some traders hedging for a downside or simply capitalizing on post-earnings volatility.
| Option Contract | 21-Nov-25 50 P |
| Volume | 382 |
| VWAP price | 0.19 |
| Open interest | 249 |
| Yesterday's closing price | 3.60 |
Key Takeaways
Today’s post-earnings bump for TSN may not match the drama the options market predicted, but if history is a guide, investors shouldn’t expect fireworks over the next two weeks either. While surprises are always possible, the data suggest Tyson’s stock tends to stay within modest ranges around earnings, and today’s move fits right in with that story.
If you’re a trader, understanding these historical tendencies—and keeping tabs on outsized options activity—might be just as valuable as poring over the earnings report itself. The next big catalyst? It might not come until the next set of results or a true surprise event hits the tape.
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