This is from a difference in food. If you don’t give your chickens grass and other natural foods and just give them grain their yolks will be pale yellow instead of the deep orange color.
It's a variety of things really, but the biggest one is diet. There are a bunch of chicken feeds that include a source high in carotenoids in order to change the color of the yolk.
I miss having chickens and ducks. Not only is the color different, the flavor is richer, and the yolk consistency is thicker and more sticky. The egg shells aren't paper thin and don't shatter into the bowl...
I like city life, but miss being able to have fresh eggs from my own animals.
The food itself isn’t necessarily red, but there are certain nutrients that will make the yolk redder. Factory farms can adjust their feed to tailor the yolk color for different markets. pasture raised eggs will very in color seasonally and regionally with what food is available to them.
Kenji did a blind taste testing once with eggs of different colored yolks. The yolk color is based on the feed of the chicken, but from his testing, people didn't notice a taste difference but did prefer the more orange colored yolk when they could see the egg.
In my experience the yolk color can vary a lot both in store and farm eggs. However, I think there's often a difference in the white's consistency. The store bought are usually more runny.