TSCO Deep Analytical Report

Tractor Supply Company | Category: Equity Large Cap | Ann. Div Yield: 1.77% ($0.92) | Last Updated: 2026-02-22 | Data Range: 1994-02-01 → 2026-02-01 (385 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% 2.53% 1.80% 1.99% 52.01 53.92 51.08 54.90
Weekly 5.35% 5.08% 5.14% 5.84% 3.97% 4.39% 50.90 55.10 48.92 57.33
Monthly 10.56% 10.03% 9.79% 12.21% 8.26% 9.14% 48.76 57.52 44.90 62.47
Quarterly 18.64% 17.85% 16.72% 19.40% 14.31% 15.83% 45.90 61.11 39.78 70.50
Annual 28.61% 31.67% 39.78 70.50 29.88 93.86
Option Time Horizon 11.01% 12.18% 47.44 59.12 42.50 66.00
Calculation Notes: Computed at 2026-02-22T14:22 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $52.96  |  Strike (K): $55.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5500 (Bid $1.3500 / Ask $1.7500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.77%  |  Binomial IV (Annual): 28.61% (CRR binomial tree, American, n=20 steps)  |  BS IV: 28.76% (European Black-Scholes)  |  Yahoo IV (Annual): 31.67% → 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
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 -7.17%530.68%0.68%
-7.17% to -5.35%710.91%1.58%
-5.35% to -3.53%2603.32%4.90%
-3.53% to -1.72%88911.35%16.26%
-1.72% to 0.10%281335.92%52.18%
0.10% to 1.92%249731.89%84.06%
1.92% to 3.73%86511.05%95.11%
3.73% to 5.55%2332.98%98.08%
5.55% to 7.37%791.01%99.09%
Greater than 7.37%710.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.32%2.52% 78.70%68.27%
±2σ -4.75%4.94% 95.11%95.45%
±3σ -7.17%7.37% 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 3.57. Further, an Excess Kurtosis of 26.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.40%00.00%0.00%
-3.40% to -1.77%00.00%0.00%
-1.77% to -0.14%00.00%0.00%
-0.14% to 1.49%112014.30%14.30%
1.49% to 3.12%390049.80%64.10%
3.12% to 4.75%171721.92%86.02%
4.75% to 6.38%6057.72%93.74%
6.38% to 8.01%2353.00%96.74%
8.01% to 9.64%1201.53%98.28%
Greater than 9.64%1351.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.94%5.29% 87.03%68.27%
±2σ -1.23%7.46% 95.94%95.45%
±3σ -3.40%9.64% 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 15.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.78%490.63%0.63%
-6.78% to -5.09%871.11%1.74%
-5.09% to -3.40%2693.43%5.17%
-3.40% to -1.70%91211.64%16.82%
-1.70% to -0.01%251832.15%48.97%
-0.01% to 1.68%270334.51%83.48%
1.68% to 3.38%89811.47%94.94%
3.38% to 5.07%2723.47%98.42%
5.07% to 6.76%640.82%99.23%
Greater than 6.76%600.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.27%2.25% 78.18%68.27%
±2σ -4.53%4.51% 95.08%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%1.62%
-11.57% to -7.56%533.17%4.79%
-7.56% to -3.54%21012.57%17.37%
-3.54% to 0.47%59135.39%52.75%
0.47% to 4.48%53231.86%84.61%
4.48% to 8.49%1569.34%93.95%
8.49% to 12.50%613.65%97.60%
12.50% to 16.51%191.14%98.74%
Greater than 16.51%211.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.88%5.81% 78.74%68.27%
±2σ -10.23%11.16% 94.67%95.45%
±3σ -15.58%16.51% 98.20%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 11.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.68%00.00%0.00%
-7.68% to -3.88%00.00%0.00%
-3.88% to -0.07%00.00%0.00%
-0.07% to 3.73%24714.78%14.78%
3.73% to 7.54%83249.79%64.57%
7.54% to 11.35%33520.05%84.62%
11.35% to 15.15%1428.50%93.12%
15.15% to 18.96%523.11%96.23%
18.96% to 22.77%261.56%97.79%
Greater than 22.77%372.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.47%12.62% 86.06%68.27%
±2σ -2.61%17.69% 95.27%95.45%
±3σ -7.68%22.77% 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 4.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.58%130.78%0.78%
-15.58% to -11.73%171.02%1.80%
-11.73% to -7.87%633.77%5.57%
-7.87% to -4.02%18010.77%16.34%
-4.02% to -0.17%56633.87%50.21%
-0.17% to 3.69%54832.79%83.00%
3.69% to 7.54%19611.73%94.73%
7.54% to 11.39%523.11%97.85%
11.39% to 15.24%201.20%99.04%
Greater than 15.24%160.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.30%4.97% 77.56%68.27%
±2σ -10.44%10.11% 94.37%95.45%
±3σ -15.58%15.24% 98.26%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 5.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.72%00.00%0.00%
-29.72% to -21.80%10.26%0.26%
-21.80% to -13.88%184.69%4.95%
-13.88% to -5.96%6216.15%21.09%
-5.96% to 1.96%11930.99%52.08%
1.96% to 9.88%12332.03%84.11%
9.88% to 17.80%3910.16%94.27%
17.80% to 25.72%133.39%97.66%
25.72% to 33.63%61.56%99.22%
Greater than 33.63%30.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.60%12.52% 74.74%68.27%
±2σ -19.16%23.08% 95.05%95.45%
±3σ -29.72%33.63% 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 5.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.84%00.00%0.00%
-12.84% to -5.32%00.00%0.00%
-5.32% to 2.21%00.00%0.00%
2.21% to 9.73%7619.74%19.74%
9.73% to 17.25%16542.86%62.60%
17.25% to 24.77%8421.82%84.42%
24.77% to 32.29%277.01%91.43%
32.29% to 39.81%184.68%96.10%
39.81% to 47.33%82.08%98.18%
Greater than 47.33%71.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.22%27.27% 80.00%68.27%
±2σ -2.81%37.30% 95.58%95.45%
±3σ -12.83%47.33% 98.18%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 1.82 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.11%20.52%0.52%
-30.11% to -22.77%30.78%1.30%
-22.77% to -15.43%174.42%5.71%
-15.43% to -8.09%4912.73%18.44%
-8.09% to -0.74%13835.84%54.29%
-0.74% to 6.60%9424.42%78.70%
6.60% to 13.94%5614.55%93.25%
13.94% to 21.28%174.42%97.66%
21.28% to 28.62%82.08%99.74%
Greater than 28.62%10.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.53%9.04% 72.47%68.27%
±2σ -20.32%18.83% 94.55%95.45%
±3σ -30.11%28.62% 99.22%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.92. Further, an Excess Kurtosis of 2.48 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -50.09%00.00%0.00%
-50.09% to -36.11%10.78%0.78%
-36.11% to -22.13%53.91%4.69%
-22.13% to -8.15%1310.16%14.84%
-8.15% to 5.83%5240.62%55.47%
5.83% to 19.81%3527.34%82.81%
19.81% to 33.79%1310.16%92.97%
33.79% to 47.77%53.91%96.88%
47.77% to 61.75%21.56%98.44%
Greater than 61.75%21.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.81%24.47% 78.91%68.27%
±2σ -31.45%43.11% 93.75%95.45%
±3σ -50.09%61.75% 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 1.88. Further, an Excess Kurtosis of 5.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.74%00.00%0.00%
-20.74% to -7.35%00.00%0.00%
-7.35% to 6.04%00.00%0.00%
6.04% to 19.42%2821.71%21.71%
19.42% to 32.81%5441.86%63.57%
32.81% to 46.20%1914.73%78.29%
46.20% to 59.59%1914.73%93.02%
59.59% to 72.97%53.88%96.90%
72.97% to 86.36%21.55%98.45%
Greater than 86.36%21.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 14.96%50.66% 79.84%68.27%
±2σ -2.89%68.51% 96.12%95.45%
±3σ -20.74%86.36% 98.45%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.73. Further, an Excess Kurtosis of 2.05 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -52.72%00.00%0.00%
-52.72% to -40.18%10.78%0.78%
-40.18% to -27.64%75.43%6.20%
-27.64% to -15.10%1713.18%19.38%
-15.10% to -2.56%4333.33%52.71%
-2.56% to 9.98%4534.88%87.60%
9.98% to 22.52%96.98%94.57%
22.52% to 35.06%10.78%95.35%
35.06% to 47.60%53.88%99.22%
Greater than 47.60%10.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.28%14.16% 76.74%68.27%
±2σ -36.00%30.88% 93.80%95.45%
±3σ -52.72%47.60% 99.22%99.73%