TSCO wheel: cash-secured put & covered-call yields
Tractor Supply Co · Consumer discretionary · $32.91 close on Oct 20, 2026
What the Oct 20, 2026 close says about TSCO
At 58.2% implied volatility, the options market is pricing a one-standard-deviation move of about $5.58 (17.0%) in TSCO by Nov 20, 2026, 31 days out.
Open interest in the stored window totals 43,382 contracts; the largest single line is the $40 call expiring Jan 15 with 7,376 (17.0% of the window).
By options volume TSCO ranks #56 of 608 names in our universe.
The builder re-quotes every leg from the live chain when it opens; tracking is free to start.
Cash-secured puts on TSCO
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | Unavailable1 | |||||||||
| 0.20Δ | $30 | −0.22 | $0.75 Oct 20 | $75.00 | $3,000 | 2.50% | 29.4% | $29.25 | 2,676 | 19 |
Snapshot #4688 · session 2026-10-20 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 31
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $30 | −0.27 | $1.35 Oct 20 | $135.00 | $3,000 | 4.50% | 18.9% | $28.65 | 565 | 5 |
| 0.20Δ | $28 | −0.17 | $0.85 Oct 20 | $85.00 | $2,800 | 3.04% | 12.7% | $27.15 | 537 | 4 |
Snapshot #4688 · session 2026-10-20 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 87
Covered calls on TSCO
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $35.50 | 0.31 | $0.92 Oct 20 | $92.00 | 2.80% | 32.9% | 10.67% | 125.6% | 4 | 20 |
| 0.20Δ | $37.50 | 0.22 | $0.50 Oct 20 | $50.00 | 1.52% | 17.9% | 15.47% | 182.1% | 14 | 9 |
Snapshot #4688 · session 2026-10-20 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 31
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $37 | 0.28 | $1.10 Oct 20 | $110.00 | 3.34% | 14.0% | 15.77% | 66.2% | 194 | 255 |
| 0.20Δ | Unavailable2 | |||||||||
Snapshot #4688 · session 2026-10-20 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 87
TSCO volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 58.2%session 2026-10-20
- IV rank / IV percentile
- Unavailable3
- Next earnings
- Unavailable4
- Next ex-dividend
- None announcedchecked Oct 19, 2026
- Open interest, stored window
- 43,382 contractssession 2026-10-20
- Largest open-interest line
- $40 call · Jan 15 · 7,376
- Bid/ask spread
- Unavailable5
- Options liquidity rank
- #56 of 608 optionable names by options volume
How these numbers are made
One end-of-day snapshot per session from a 15-minute-delayed feed. A premium is a contract’s last trade, used only if it printed that session, sits above intrinsic value and is in order with its neighbours; deltas are the feed’s own. Expiries are the first at least 30 and 60 days out, and nothing under 30 days is annualized. Not investment advice. Full methodology.
- No contract near 0.30Δ traded this session
- No contract near 0.20Δ traded this session
- We are building our own daily implied-volatility history (2 of 252 sessions so far); IV rank and percentile need a full year of it.
- Our data provider does not license announced earnings dates, and we do not publish estimates.
- Our data feed carries last trades, not live bid/ask quotes, so we cannot show a spread.