Tour v381
TER
TERADYNE INC
$374.04 +12.07%
$372.31 (-0.46%)🌙
as of 07/21 07:07 PM
7/21 19:07

Option Volume

Detail
Current (07/21) 8,727
Calls: 3,982 (46%)
Puts: 4,745 (54%)
Prior (07/20) 10,864
Calls: 4,136 (38%)
Puts: 6,728 (62%)
Current vs Prior -19.67%
Calls: -3.72% (Calls)
Puts: -29.47% (Puts)
Prior 7-Day Total 47,344
Calls: 24,613 (52%)
Puts: 22,731 (48%)
Prior 7-Day Average 6,763
Calls: 3,516 (52%)
Puts: 3,247 (48%)
Current vs Prior 7-Day Avg +29.03%
Calls: +13.25%
Puts: +46.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $15.47M
Calls: $9.49M (61%)
Puts: $5.98M (39%)
Prior (07/20) $19.20M
Calls: $6.79M (35%)
Puts: $12.41M (65%)
Current vs Prior -19.39%
Calls: +39.72%
Puts: -51.76%
Prior 7-Day Total $100.28M
Calls: $43.76M (44%)
Puts: $56.52M (56%)
Prior 7-Day Average $14.33M
Calls: $6.25M (44%)
Puts: $8.07M (56%)
Current vs Prior 7-Day Avg +8.02%
Calls: +51.82%
Puts: -25.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.19
Prior (07/20) 1.63
Current vs Prior -26.75%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +25.88%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 35,670
Calls: 16,066 (45%)
Puts: 19,604 (55%)
Prior (07/20) 27,055
Calls: 12,616 (47%)
Puts: 14,439 (53%)
Current vs Prior +31.84%
Prior 7-Day Total 217,181
Calls: 96,614 (44%)
Puts: 120,567 (56%)
Prior 7-Day Average 31,025
Calls: 13,802 (44%)
Puts: 17,223 (56%)
Current vs Prior 7-Day Avg +14.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.84% | 19.54%27.15% | 34.64%
Prior 11.04% | 20.97%27.74% | 35.83%
Current vs Prior -19.97% | -6.82%-2.14% | -3.35%
Prior 7-Day Avg 9.22% | 15.83%10.10% | 29.60%
Current vs 7-Day Avg -4.20% | +23.43%+168.69% | +17.01%
Prior 7-Day Eod 11.04% | 20.97%27.74% | 35.83%
Current vs 7-Day Eod -19.97% | -6.82%-2.14% | -3.35%
Sentiment BULLISHBULLISH

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 bullish flow with 61% call dollar volume ($9.49M). Slightly bearish P/C ratio of 1.19. P/C ratio dropping 27% - sentiment shifting bullish. Rising open interest (up 32%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 108 of results (avg 6.6%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2172.5075.20$73.853.7%90.71--
$350.00Aug 1456.8059.20$58.004.1%70.655
$300.00Jul 3182.5086.00$84.254.2%10.848
$350.00Aug 2865.0067.80$66.404.2%60.65--
$320.00Jul 2455.6058.00$56.804.2%10.925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2189.0092.20$90.603.5%50.6256
$430.00Aug 2182.0085.10$83.553.7%20.60--
$420.00Aug 2175.0078.20$76.604.2%20.57--
$375.00Aug 1444.2046.60$45.405.3%10.44--
$360.00Aug 1436.5038.50$37.505.3%20.392

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. 96 found (avg delta 0.66, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 2473.6076.90$75.254.4%20.96--
$310.00Jul 2464.4067.30$65.854.4%10.94--
$320.00Jul 2455.6058.00$56.804.2%10.925
$315.00Jul 2459.4062.60$61.005.2%20.926
$322.50Jul 2452.8055.70$54.255.3%20.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 2438.3042.70$40.5010.9%10.79--
$407.50Jul 2436.3040.40$38.3510.7%10.78--
$405.00Jul 2434.5037.50$36.008.3%10.75--
$402.50Jul 2432.5036.40$34.4511.3%20.73--
$400.00Jul 2430.6034.70$32.6512.6%110.7128

Most actively traded options today. High liquidity = easy entry/exit. 240 active (total vol 3.8K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 242.906.10$4.5071.1%1970.2137
$400.00Jul 245.509.10$7.3049.3%1270.3095
$370.00Jul 2417.5019.90$18.7012.8%820.5763
$400.00Aug 2138.0039.90$38.954.9%750.49509
$380.00Jul 2412.5016.50$14.5027.6%670.48213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 240.802.25$1.5394.8%1.1K0.0746
$310.00Aug 2119.0022.40$20.7016.4%840.23398
$325.00Jul 241.004.30$2.65124.5%700.1162
$345.00Jul 244.007.40$5.7059.6%470.2227
$320.00Jul 241.052.50$1.7881.5%410.0866

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 13.3%, max 32.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 24Aug 28131.4%111.2%18.1%16145
$440.00Jul 24Aug 21132.8%113.2%17.3%4192
$340.00Jul 24Aug 21134.0%114.8%16.8%1942
$330.00Jul 24Aug 21134.0%115.8%15.8%11--
$365.00Jul 24Aug 28124.9%109.9%13.6%44309
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$307.50Jul 24Aug 21154.7%116.4%32.9%616
$300.00Jul 24Aug 21154.0%118.0%30.5%631.4K
$310.00Jul 24Aug 28148.0%113.8%30.0%1.1K46
$317.50Jul 24Aug 21150.1%116.3%29.1%6--
$305.00Jul 24Aug 7168.6%136.0%24.0%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 184 found (best R:R 24.00, avg 2.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$427.50$430.00Jul 24$0.10$2.40$0.1024.00$427.60
$377.50$380.00Jul 24$0.20$2.30$0.2011.50$377.70
$407.50$410.00Jul 24$0.20$2.30$0.2011.50$407.70
$390.00$392.50Jul 24$0.30$2.20$0.307.33$390.30
$440.00$445.00Jul 31$0.75$4.25$0.755.67$440.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$347.50$345.00Jul 24$0.15$2.35$0.1515.67$347.35
$327.50$325.00Jul 31$0.15$2.35$0.1515.67$327.35
$340.00$337.50Jul 31$0.20$2.30$0.2011.50$339.80
$302.50$300.00Jul 24$0.23$2.27$0.239.87$302.27
$325.00$322.50Jul 24$0.23$2.27$0.239.87$324.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 216 found (best R:R 32.33, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$315.00Jul 24$4.85$4.85$0.1532.33$314.85
$300.00$310.00Jul 24$9.40$9.40$0.6015.67$309.40
$335.00$340.00Jul 24$4.70$4.70$0.3015.67$339.70
$325.00$327.50Jul 24$2.25$2.25$0.259.00$327.25
$337.50$340.00Jul 31$2.25$2.25$0.259.00$339.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$407.50$405.00Jul 24$2.35$2.35$0.1515.67$405.15
$410.00$407.50Jul 24$2.15$2.15$0.356.14$407.85
$400.00$395.00Jul 24$4.25$4.25$0.755.67$395.75
$392.50$390.00Jul 24$1.85$1.85$0.652.85$390.65
$402.50$400.00Jul 24$1.80$1.80$0.702.57$400.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 63 found (avg debit $16.73, cheapest $7.78)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Jul 31$9.00154.0%153.6%
$440.00Jul 24Jul 31$12.12132.8%143.0%
$320.00Jul 24Jul 31$12.15133.4%154.2%
$330.00Jul 24Jul 31$13.90134.0%151.2%
$327.50Jul 24Jul 31$14.05142.8%152.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Jul 31$7.78154.0%153.6%
$305.00Jul 24Jul 31$8.50168.6%156.9%
$307.50Jul 24Jul 31$9.40154.7%156.0%
$310.00Jul 24Jul 31$9.97148.0%155.1%
$315.00Jul 24Jul 31$10.60150.8%154.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 8.53% of stock, avg 18.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Jul 24$15.95$15.95$31.90$343.10$406.908.53%
$377.50Jul 24$14.70$17.70$32.40$345.10$409.908.66%
$372.50Jul 24$17.10$15.40$32.50$340.00$405.008.69%
$370.00Jul 24$18.70$13.90$32.60$337.40$402.608.72%
$367.50Jul 24$20.00$12.65$32.65$334.85$400.158.73%
$380.00Jul 24$14.50$18.85$33.35$346.65$413.358.92%
$365.00Jul 24$21.45$12.00$33.45$331.55$398.458.94%
$362.50Jul 24$23.15$10.40$33.55$328.95$396.058.97%
$360.00Jul 24$24.50$9.95$34.45$325.55$394.459.21%
$390.00Jul 24$9.80$25.35$35.15$354.85$425.159.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 6.08% of stock, avg 15.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$387.50$365.00Jul 24$10.75$12.00$22.75$342.25$410.25
$387.50$367.50Jul 24$10.75$12.65$23.40$344.10$410.90
$385.00$365.00Jul 24$12.20$12.00$24.20$340.80$409.20
$387.50$370.00Jul 24$10.75$13.90$24.65$345.35$412.15
$385.00$367.50Jul 24$12.20$12.65$24.85$342.65$409.85
$382.50$365.00Jul 24$13.35$12.00$25.35$339.65$407.85
$382.50$367.50Jul 24$13.35$12.65$26.00$341.50$408.50
$385.00$370.00Jul 24$12.20$13.90$26.10$343.90$411.10
$387.50$372.50Jul 24$10.75$15.40$26.15$346.35$413.65
$380.00$365.00Jul 24$14.50$12.00$26.50$338.50$406.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 266 found (best R:R 17.18, avg credit $6.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
320/330340/350Aug 21$9.45$0.5517.18$320.55$349.45
305/308345/348Jul 31$2.35$0.1515.67$305.15$347.35
308/310345/348Jul 31$2.35$0.1515.67$307.65$347.35
320/330350/360Aug 21$9.35$0.6514.38$320.65$359.35
335/340375/380Aug 21$4.65$0.3513.29$335.35$379.65
315/318332/335Jul 24$2.30$0.2011.50$315.20$334.80
360/365375/380Aug 7$4.60$0.4011.50$360.40$379.60
375/380400/405Aug 7$4.60$0.4011.50$375.40$404.60
360/375385/400Aug 14$13.75$1.2511.00$361.25$398.75
300/302332/335Jul 24$2.28$0.2210.36$300.22$334.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.10$9.9099.00
$340.00$345.00$350.00Jul 24$0.10$4.9049.00
$360.00$370.00$380.00Aug 14$0.25$9.7539.00
$330.00$340.00$350.00Aug 21$0.25$9.7539.00
$380.00$385.00$390.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$420.00$430.00$440.00Aug 21$0.10$9.9099.00
$340.00$350.00$360.00Aug 21$0.15$9.8565.67
$360.00$365.00$370.00Aug 21$0.10$4.9049.00
$355.00$365.00$375.00Aug 28$0.40$9.6024.00
$310.00$315.00$320.00Jul 31$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-11.80, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$435.001:2Jul 24-$0.51$4.49
$435.00$440.001:2Jul 24-$2.63$2.37
$425.00$427.501:2Jul 24-$1.45$1.05
$427.50$430.001:2Jul 24-$2.05$0.45
$417.50$420.001:2Jul 24-$2.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$330.001:2Aug 14-$11.80$18.20
$420.00$380.001:2Aug 21-$27.00$13.00
$335.00$310.001:2Aug 28-$14.20$10.80
$350.00$330.001:2Aug 7-$13.40$6.60
$315.00$310.001:2Jul 24-$0.91$4.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 14.04%, avg 5.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Aug 28$52.500.570.3%14.04%14.29%12--
$375.00Aug 21$48.900.570.3%13.07%13.33%132
$380.00Aug 21$46.600.551.6%12.46%14.05%33451
$380.00Aug 14$42.000.551.6%11.23%12.82%1--
$400.00Aug 28$42.000.506.9%11.23%18.17%325
$395.00Aug 21$40.300.515.6%10.77%16.38%1--
$385.00Aug 14$40.100.532.9%10.72%13.65%7--
$375.00Aug 7$39.700.550.3%10.61%10.87%51
$380.00Aug 7$38.100.541.6%10.19%11.78%48
$400.00Aug 21$38.000.496.9%10.16%17.10%75509

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 3,982
Total Puts 4,745
Put/Call Ratio 1.19
Net Difference -763

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,613
Total Puts 22,731
Average Put/Call Ratio 0.95
Ratio Trend Falling

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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