TSCO Deep Analytical Report

Tractor Supply Company | Category: Equity Large Cap | Ann. Div Yield: 2.01% ($0.92) | Last Updated: 2026-03-24 | Data Range: 1994-02-01 → 2026-03-01 (386 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)
H-L DoR σ
(Historical)
O-C DoR σ
(Historical)
5Y ATRP
(Avg)
Binomial IV
(Period)
Yahoo IV
(Period)
1σ Lower
(68.27%)
1σ Upper 2σ Lower
(95.45%)
2σ Upper
Daily 2.42% 2.17% 2.26% 2.52% 2.27% 2.38% 44.88 46.97 43.87 48.05
Weekly 5.35% 5.07% 5.13% 5.84% 5.00% 5.24% 43.67 48.27 41.54 50.74
Monthly 10.57% 10.01% 9.80% 12.14% 10.42% 10.92% 41.37 50.95 37.28 56.54
Quarterly 18.69% 17.77% 16.76% 19.90% 18.04% 18.91% 38.33 54.99 32.00 65.86
Annual 36.09% 37.82% 32.00 65.86 22.31 94.48
Option Time Horizon 13.62% 14.27% 40.06 52.61 34.96 60.29
Calculation Notes: Computed at 2026-03-23T16:38 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $45.91  |  Strike (K): $50.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.1000 (Bid $1.0000 / Ask $1.2000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.01%  |  Binomial IV (Annual): 36.09% (CRR binomial tree, American, n=20 steps)  |  BS IV: 36.43% (European Black-Scholes)  |  Yahoo IV (Annual): 37.82% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-02-24 $0.2400
2025-11-24 $0.2300
2025-08-25 $0.2300
2025-05-28 $0.2300
2025-02-26 $0.2300
2024-11-25 $0.2200
2024-08-26 $0.2200
2024-05-24 $0.2200
2024-02-23 $0.2200
2023-11-24 $0.2060
2023-08-25 $0.2060
2023-05-26 $0.2060
2023-02-24 $0.2060
2022-11-18 $0.1840
2022-08-19 $0.1840
2022-05-24 $0.1840
2022-02-17 $0.1840
2021-11-19 $0.1040
2021-08-20 $0.1040
2021-05-21 $0.1040
2021-02-19 $0.1040
2020-11-20 $0.0800
2020-08-21 $0.0800
2020-05-22 $0.0700
2020-02-21 $0.0700
2019-11-22 $0.0700
2019-08-23 $0.0700
2019-05-24 $0.0700
2019-02-22 $0.0620
2018-11-23 $0.0620
2018-08-24 $0.0620
2018-05-25 $0.0620
2018-02-23 $0.0540
2017-11-17 $0.0540
2017-08-17 $0.0540
2017-05-18 $0.0540
2017-02-23 $0.0480
2016-11-09 $0.0480
2016-08-11 $0.0480
2016-05-12 $0.0480
2016-02-18 $0.0400
2015-11-12 $0.0400
2015-08-13 $0.0400
2015-05-14 $0.0400
2015-02-19 $0.0320
2014-11-13 $0.0320
2014-08-14 $0.0320
2014-05-15 $0.0320
2014-02-20 $0.0260
2013-11-14 $0.0260
2013-08-15 $0.0260
2013-05-16 $0.0260
2013-02-21 $0.0200
2012-11-15 $0.0200
2012-08-16 $0.0200
2012-05-17 $0.0200
2012-02-23 $0.0120
2011-11-09 $0.0120
2011-08-11 $0.0120
2011-05-12 $0.0120
2011-02-17 $0.0070
2010-11-10 $0.0070
2010-08-12 $0.0070
2010-05-13 $0.0070
2010-03-11 $0.0070
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.32. Further, an Excess Kurtosis of 9.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.16%530.67%0.67%
-7.16% to -5.35%710.90%1.58%
-5.35% to -3.53%2603.31%4.89%
-3.53% to -1.72%89611.41%16.30%
-1.72% to 0.10%281835.89%52.19%
0.10% to 1.91%250531.90%84.09%
1.91% to 3.73%86611.03%95.12%
3.73% to 5.54%2332.97%98.09%
5.54% to 7.36%791.01%99.10%
Greater than 7.36%710.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.32%2.52% 78.66%68.27%
±2σ -4.74%4.94% 95.10%95.45%
±3σ -7.16%7.36% 98.42%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.58. Further, an Excess Kurtosis of 26.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.39%00.00%0.00%
-3.39% to -1.77%00.00%0.00%
-1.77% to -0.14%00.00%0.00%
-0.14% to 1.49%112414.31%14.31%
1.49% to 3.12%391049.79%64.10%
3.12% to 4.74%172321.94%86.04%
4.74% to 6.37%6067.72%93.76%
6.37% to 8.00%2332.97%96.73%
8.00% to 9.63%1221.55%98.28%
Greater than 9.63%1351.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.95%5.29% 87.05%68.27%
±2σ -1.22%7.46% 95.94%95.45%
±3σ -3.39%9.63% 98.28%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.70. Further, an Excess Kurtosis of 15.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.78%490.62%0.62%
-6.78% to -5.09%881.12%1.74%
-5.09% to -3.40%2683.41%5.16%
-3.40% to -1.70%91611.66%16.82%
-1.70% to -0.01%252432.14%48.96%
-0.01% to 1.68%270834.48%83.45%
1.68% to 3.38%90411.51%94.96%
3.38% to 5.07%2713.45%98.41%
5.07% to 6.76%650.83%99.24%
Greater than 6.76%600.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.27%2.25% 78.16%68.27%
±2σ -4.52%4.50% 95.10%95.45%
±3σ -6.78%6.76% 98.61%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.67. Further, an Excess Kurtosis of 4.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.58%90.54%0.54%
-15.58% to -11.57%181.08%1.61%
-11.57% to -7.56%533.17%4.78%
-7.56% to -3.55%20912.49%17.26%
-3.55% to 0.46%59435.48%52.75%
0.46% to 4.47%53431.90%84.65%
4.47% to 8.47%1569.32%93.97%
8.47% to 12.48%613.64%97.61%
12.48% to 16.49%191.14%98.75%
Greater than 16.49%211.25%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.89%5.80% 78.67%68.27%
±2σ -10.24%11.15% 94.68%95.45%
±3σ -15.58%16.49% 98.21%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.68. Further, an Excess Kurtosis of 11.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.67%00.00%0.00%
-7.67% to -3.86%00.00%0.00%
-3.86% to -0.06%00.00%0.00%
-0.06% to 3.74%24914.87%14.87%
3.74% to 7.54%83149.61%64.48%
7.54% to 11.34%33820.18%84.66%
11.34% to 15.14%1428.48%93.13%
15.14% to 18.95%523.10%96.24%
18.95% to 22.75%261.55%97.79%
Greater than 22.75%372.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.47%12.61% 85.97%68.27%
±2σ -2.60%17.68% 95.28%95.45%
±3σ -7.67%22.75% 97.79%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.36. Further, an Excess Kurtosis of 3.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.56%140.84%0.84%
-15.56% to -11.71%160.96%1.79%
-11.71% to -7.86%643.82%5.61%
-7.86% to -4.01%17910.69%16.30%
-4.01% to -0.16%56733.85%50.15%
-0.16% to 3.69%55132.90%83.04%
3.69% to 7.54%19611.70%94.75%
7.54% to 11.39%523.10%97.85%
11.39% to 15.24%201.19%99.04%
Greater than 15.24%160.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.29%4.97% 77.55%68.27%
±2σ -10.43%10.11% 94.39%95.45%
±3σ -15.56%15.24% 98.21%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.17. Further, an Excess Kurtosis of 5.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.78%00.00%0.00%
-29.78% to -21.86%10.26%0.26%
-21.86% to -13.93%184.68%4.94%
-13.93% to -6.01%6316.36%21.30%
-6.01% to 1.92%12031.17%52.47%
1.92% to 9.84%12231.69%84.16%
9.84% to 17.77%3910.13%94.29%
17.77% to 25.69%133.38%97.66%
25.69% to 33.62%61.56%99.22%
Greater than 33.62%30.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.65%12.48% 74.29%68.27%
±2σ -19.21%23.05% 95.06%95.45%
±3σ -29.78%33.62% 99.22%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.97. Further, an Excess Kurtosis of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.80%00.00%0.00%
-12.80% to -5.29%00.00%0.00%
-5.29% to 2.22%00.00%0.00%
2.22% to 9.73%7619.69%19.69%
9.73% to 17.24%16643.01%62.69%
17.24% to 24.75%8421.76%84.46%
24.75% to 32.27%276.99%91.45%
32.27% to 39.77%184.66%96.11%
39.77% to 47.29%82.07%98.19%
Greater than 47.29%71.81%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.23%27.26% 80.05%68.27%
±2σ -2.78%37.27% 95.60%95.45%
±3σ -12.80%47.29% 98.19%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.14. Further, an Excess Kurtosis of 1.79 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.10%20.52%0.52%
-30.10% to -22.75%30.78%1.30%
-22.75% to -15.40%174.40%5.70%
-15.40% to -8.05%4912.69%18.39%
-8.05% to -0.70%13835.75%54.15%
-0.70% to 6.64%9424.35%78.50%
6.64% to 13.99%5714.77%93.26%
13.99% to 21.34%174.40%97.67%
21.34% to 28.69%82.07%99.74%
Greater than 28.69%10.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.50%9.09% 72.54%68.27%
±2σ -20.30%18.89% 94.56%95.45%
±3σ -30.10%28.69% 99.22%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.93. Further, an Excess Kurtosis of 2.45 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -50.34%00.00%0.00%
-50.34% to -36.32%10.78%0.78%
-36.32% to -22.31%53.91%4.69%
-22.31% to -8.29%1310.16%14.84%
-8.29% to 5.72%5240.62%55.47%
5.72% to 19.74%3426.56%82.03%
19.74% to 33.76%1410.94%92.97%
33.76% to 47.77%53.91%96.88%
47.77% to 61.79%21.56%98.44%
Greater than 61.79%21.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.96%24.41% 78.91%68.27%
±2σ -31.65%43.10% 94.53%95.45%
±3σ -50.34%61.79% 98.44%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.90. Further, an Excess Kurtosis of 5.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.39%00.00%0.00%
-20.39% to -7.06%00.00%0.00%
-7.06% to 6.26%00.00%0.00%
6.26% to 19.59%2821.71%21.71%
19.59% to 32.91%5441.86%63.57%
32.91% to 46.23%1914.73%78.29%
46.23% to 59.56%1914.73%93.02%
59.56% to 72.88%53.88%96.90%
72.88% to 86.20%21.55%98.45%
Greater than 86.20%21.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 15.14%50.67% 79.84%68.27%
±2σ -2.62%68.44% 96.12%95.45%
±3σ -20.39%86.20% 98.45%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.71. Further, an Excess Kurtosis of 1.98 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -52.73%00.00%0.00%
-52.73% to -40.16%10.78%0.78%
-40.16% to -27.59%75.43%6.20%
-27.59% to -15.02%1713.18%19.38%
-15.02% to -2.45%4333.33%52.71%
-2.45% to 10.12%4434.11%86.82%
10.12% to 22.69%107.75%94.57%
22.69% to 35.26%10.78%95.35%
35.26% to 47.83%53.88%99.22%
Greater than 47.83%10.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.21%14.31% 76.74%68.27%
±2σ -35.97%31.07% 93.80%95.45%
±3σ -52.73%47.83% 99.22%99.73%