Tour v366
TER
TERADYNE INC
$333.76 +3.54%
$333.00 (-0.23%)🌙
as of 07/20 07:09 PM
7/20 19:09

Option Volume

Detail
Current (07/20) 10,864
Calls: 4,136 (38%)
Puts: 6,728 (62%)
Prior (07/17) 8,766
Calls: 4,345 (50%)
Puts: 4,421 (50%)
Current vs Prior +23.93%
Calls: -4.81% (Calls)
Puts: +52.18% (Puts)
Prior 7-Day Total 44,491
Calls: 26,412 (59%)
Puts: 18,079 (41%)
Prior 7-Day Average 6,355
Calls: 3,773 (59%)
Puts: 2,582 (41%)
Current vs Prior 7-Day Avg +70.93%
Calls: +9.62%
Puts: +160.50%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $19.20M
Calls: $6.79M (35%)
Puts: $12.41M (65%)
Prior (07/17) $17.08M
Calls: $7.17M (42%)
Puts: $9.91M (58%)
Current vs Prior +12.38%
Calls: -5.32%
Puts: +25.19%
Prior 7-Day Total $102.73M
Calls: $52.90M (51%)
Puts: $49.83M (49%)
Prior 7-Day Average $14.68M
Calls: $7.56M (51%)
Puts: $7.12M (49%)
Current vs Prior 7-Day Avg +30.81%
Calls: -10.12%
Puts: +74.27%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 1.63
Prior (07/17) 1.02
Current vs Prior +59.87%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +112.86%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 27,055
Calls: 12,616 (47%)
Puts: 14,439 (53%)
Prior (07/17) 36,846
Calls: 17,094 (46%)
Puts: 19,752 (54%)
Current vs Prior -26.57%
Prior 7-Day Total 228,036
Calls: 107,383 (47%)
Puts: 120,653 (53%)
Prior 7-Day Average 32,576
Calls: 15,340 (47%)
Puts: 17,236 (53%)
Current vs Prior 7-Day Avg -16.95%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 11.04% | 20.97%27.74% | 35.83%
Prior 11.97% | 20.74%1.44% | 29.21%
Current vs Prior -7.79% | +1.14%+1831.66% | +22.69%
Prior 7-Day Avg 8.35% | 14.59%7.90% | 28.87%
Current vs 7-Day Avg +32.18% | +43.73%+251.41% | +24.13%
Prior 7-Day Eod 11.97% | 20.74%1.44% | 29.21%
Current vs 7-Day Eod -7.79% | +1.14%+1831.66% | +22.69%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Prior 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($12.41M). Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 60% - increased hedging/bearish positioning. Declining open interest (down 27%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 64 of results (avg 6.8%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Aug 2160.8063.40$62.104.2%10.67--
$292.50Aug 2166.9069.80$68.354.2%10.70--
$310.00Aug 2156.4059.10$57.754.7%10.65--
$320.00Aug 2151.2053.90$52.555.1%10.6163
$320.00Aug 2854.3057.30$55.805.4%50.613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 2466.8069.80$68.304.4%10.90--
$360.00Aug 2159.9062.60$61.254.4%50.52270
$390.00Aug 773.2076.50$74.854.4%90.66--
$380.00Aug 2173.0076.30$74.654.4%30.58--
$370.00Aug 2166.1069.10$67.604.4%60.5594

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.62, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Jul 2447.8052.50$50.159.4%20.84--
$290.00Jul 2446.0050.50$48.259.3%20.831
$297.50Jul 2439.6043.90$41.7510.3%20.79--
$300.00Jul 2437.9042.00$39.9510.3%20.796
$297.50Jul 3152.5056.80$54.657.9%350.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 2466.8069.80$68.304.4%10.90--
$390.00Jul 2457.4060.80$59.105.8%20.87--
$375.00Jul 2444.4047.70$46.057.2%10.81--
$370.00Jul 2440.2043.70$41.958.3%80.7822
$385.00Jul 3165.9069.00$67.454.6%10.6767

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 5.7K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 3115.2018.60$16.9020.1%5180.3423
$350.00Jul 3125.1029.00$27.0514.4%4120.47579
$400.00Jul 241.552.75$2.1555.8%1180.1045
$390.00Jul 3112.5016.50$14.5027.6%600.31--
$350.00Jul 248.7012.50$10.6035.8%520.38141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2127.8030.90$29.3510.6%1.0K0.32345
$290.00Jul 243.506.50$5.0060.0%9410.17130
$275.00Jul 3110.4013.80$12.1028.1%4910.2019
$285.00Jul 242.705.50$4.1068.3%2050.1410
$297.50Aug 720.6023.30$21.9512.3%1100.30--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 13.6%, max 36.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 24Aug 28134.2%113.5%18.3%63
$400.00Jul 24Aug 28132.3%113.5%16.5%12566
$380.00Jul 24Aug 28128.0%112.9%13.4%34197
$335.00Jul 24Aug 28129.5%115.6%12.0%5--
$340.00Jul 24Aug 28127.6%114.7%11.3%1238
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Jul 24Aug 28158.8%116.2%36.7%30232
$270.00Jul 24Aug 21165.6%121.9%35.9%38226
$290.00Jul 24Aug 21151.8%119.3%27.2%946405
$285.00Jul 24Aug 21152.6%120.6%26.6%20610
$380.00Jul 31Aug 21144.9%116.0%24.9%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 160 found (best R:R 15.67, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$362.50$365.00Jul 24$0.15$2.35$0.1515.67$362.65
$390.00$392.50Jul 24$0.23$2.27$0.239.87$390.23
$397.50$400.00Jul 24$0.23$2.27$0.239.87$397.73
$370.00$375.00Jul 24$0.55$4.45$0.558.09$370.55
$395.00$397.50Jul 31$0.30$2.20$0.307.33$395.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$272.50$270.00Jul 31$0.25$2.25$0.259.00$272.25
$287.50$285.00Jul 24$0.28$2.22$0.287.93$287.22
$300.00$295.00Jul 24$0.65$4.35$0.656.69$299.35
$270.00$267.50Jul 24$0.37$2.13$0.375.76$269.63
$282.50$280.00Jul 24$0.47$2.03$0.474.32$282.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 11.50, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$297.50Jul 24$6.50$6.50$1.006.50$296.50
$287.50$290.00Jul 24$1.90$1.90$0.603.17$289.40
$300.00$315.00Jul 24$11.15$11.15$3.852.90$311.15
$297.50$300.00Jul 24$1.80$1.80$0.702.57$299.30
$322.50$325.00Jul 24$1.75$1.75$0.752.33$324.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Jul 24$9.20$9.20$0.8011.50$390.80
$355.00$352.50Jul 31$2.25$2.25$0.259.00$352.75
$390.00$375.00Jul 24$13.05$13.05$1.956.69$376.95
$375.00$370.00Jul 24$4.10$4.10$0.904.56$370.90
$385.00$380.00Jul 31$3.90$3.90$1.103.55$381.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $14.33, cheapest $5.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Jul 24Jul 31$10.10132.3%144.2%
$397.50Jul 24Jul 31$10.52132.5%145.0%
$395.00Jul 24Jul 31$10.87128.3%143.9%
$392.50Jul 24Jul 31$11.70124.6%145.3%
$390.00Jul 24Jul 31$11.97124.3%145.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Aug 7Aug 21$5.85133.3%117.2%
$380.00Jul 31Aug 14$7.55144.9%121.9%
$267.50Jul 24Jul 31$8.27164.2%164.1%
$270.00Jul 24Jul 31$8.45165.6%163.3%
$272.50Jul 24Jul 31$9.00155.0%160.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 10.68% of stock, avg 19.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$335.00Jul 24$17.15$18.50$35.65$299.35$370.6510.68%
$332.50Jul 24$18.35$17.80$36.15$296.35$368.6510.83%
$340.00Jul 24$14.70$21.45$36.15$303.85$376.1510.83%
$330.00Jul 24$19.80$16.45$36.25$293.75$366.2510.86%
$337.50Jul 24$16.05$20.25$36.30$301.20$373.8010.88%
$327.50Jul 24$21.25$15.30$36.55$290.95$364.0510.95%
$342.50Jul 24$13.95$22.80$36.75$305.75$379.2511.01%
$325.00Jul 24$22.55$14.35$36.90$288.10$361.9011.06%
$345.00Jul 24$12.75$24.45$37.20$307.80$382.2011.15%
$322.50Jul 24$24.30$13.20$37.50$285.00$360.0011.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 7.69% of stock, avg 16.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$347.50$325.00Jul 24$11.30$14.35$25.65$299.35$373.15
$347.50$327.50Jul 24$11.30$15.30$26.60$300.90$374.10
$345.00$325.00Jul 24$12.75$14.35$27.10$297.90$372.10
$347.50$330.00Jul 24$11.30$16.45$27.75$302.25$375.25
$345.00$327.50Jul 24$12.75$15.30$28.05$299.45$373.05
$342.50$325.00Jul 24$13.95$14.35$28.30$296.70$370.80
$340.00$325.00Jul 24$14.70$14.35$29.05$295.95$369.05
$347.50$332.50Jul 24$11.30$17.80$29.10$303.40$376.60
$345.00$330.00Jul 24$12.75$16.45$29.20$300.80$374.20
$342.50$327.50Jul 24$13.95$15.30$29.25$298.25$371.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 309 found (best R:R 24.00, avg credit $5.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/285300/305Jul 31$4.80$0.2024.00$280.20$304.80
280/282288/290Jul 24$2.37$0.1318.23$280.13$289.87
288/290322/325Jul 24$2.37$0.1318.23$287.63$324.87
272/275290/298Jul 24$7.05$0.4515.67$267.95$297.05
272/275298/300Jul 24$2.35$0.1515.67$272.65$299.85
282/285320/322Jul 24$2.35$0.1515.67$282.65$322.35
305/308322/325Jul 24$2.35$0.1515.67$305.15$324.85
302/305340/342Jul 31$2.35$0.1515.67$302.65$342.35
280/282290/298Jul 24$6.97$0.5313.15$275.53$296.97
272/275322/325Jul 24$2.30$0.2011.50$272.70$324.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$365.00$370.00$375.00Jul 31$0.05$4.9599.00
$340.00$345.00$350.00Aug 21$0.10$4.9049.00
$380.00$390.00$400.00Aug 28$0.25$9.7539.00
$380.00$390.00$400.00Aug 7$0.30$9.7032.33
$332.50$335.00$337.50Jul 24$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Aug 21$0.05$4.9599.00
$310.00$315.00$320.00Aug 21$0.15$4.8532.33
$310.00$312.50$315.00Jul 24$0.10$2.4024.00
$312.50$315.00$317.50Jul 24$0.10$2.4024.00
$320.00$322.50$325.00Jul 24$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-4.50, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$335.001:2Aug 7-$19.10$15.90
$370.00$375.001:2Jul 24-$3.65$1.35
$387.50$390.001:2Jul 24-$1.83$0.67
$397.50$400.001:2Jul 24-$1.92$0.58
$390.00$392.501:2Jul 24-$2.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$307.501:2Aug 7-$4.50$38.00
$325.00$300.001:2Aug 14-$15.05$9.95
$285.00$270.001:2Aug 14-$11.05$3.95
$285.00$282.501:2Jul 24-$1.80$0.70
$275.00$272.501:2Jul 24-$1.85$0.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 14.26%, avg 5.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Aug 28$47.600.570.4%14.26%14.63%1--
$340.00Aug 28$45.100.551.9%13.51%15.38%1--
$345.00Aug 28$43.100.543.4%12.91%16.28%2--
$340.00Aug 21$41.700.551.9%12.49%14.36%3291
$350.00Aug 28$41.300.524.9%12.37%17.24%1--
$345.00Aug 21$39.700.533.4%11.89%15.26%1--
$350.00Aug 21$37.700.514.9%11.30%16.16%16240
$335.00Aug 7$36.500.550.4%10.94%11.31%1324
$340.00Aug 7$34.100.531.9%10.22%12.09%5--
$360.00Aug 21$33.800.487.9%10.13%17.99%7127

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 4,136
Total Puts 6,728
Put/Call Ratio 1.63
Net Difference -2,592

Prior's Put/Call Breakdown

Total Calls 4,345
Total Puts 4,421
Put/Call Ratio 1.02
Net Difference -76

Prior 7-Day Put/Call Summary

Total Calls 26,412
Total Puts 18,079
Average Put/Call Ratio 0.76
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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