Tour v394
TER
TERADYNE INC
$373.75 +1.16%
$373.85 (+0.03%)🌙
as of 07/23 07:11 PM
7/23 19:11

Option Volume

Detail
Current (07/23) 3,762
Calls: 1,367 (36%)
Puts: 2,395 (64%)
Prior (07/22) 3,815
Calls: 2,190 (57%)
Puts: 1,625 (43%)
Current vs Prior -1.39%
Calls: -37.58% (Calls)
Puts: +47.38% (Puts)
Prior 7-Day Total 48,271
Calls: 23,783 (49%)
Puts: 24,488 (51%)
Prior 7-Day Average 6,895
Calls: 3,397 (49%)
Puts: 3,498 (51%)
Current vs Prior 7-Day Avg -45.45%
Calls: -59.77%
Puts: -31.54%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $10.12M
Calls: $3.93M (39%)
Puts: $6.20M (61%)
Prior (07/22) $9.25M
Calls: $5.39M (58%)
Puts: $3.86M (42%)
Current vs Prior +9.47%
Calls: -27.09%
Puts: +60.47%
Prior 7-Day Total $99.69M
Calls: $46.57M (47%)
Puts: $53.11M (53%)
Prior 7-Day Average $14.24M
Calls: $6.65M (47%)
Puts: $7.59M (53%)
Current vs Prior 7-Day Avg -28.91%
Calls: -40.98%
Puts: -18.33%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 1.75
Prior (07/22) 0.74
Current vs Prior +136.12%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +73.86%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 27,465
Calls: 13,164 (48%)
Puts: 14,301 (52%)
Prior (07/22) 21,916
Calls: 9,163 (42%)
Puts: 12,753 (58%)
Current vs Prior +25.32%
Prior 7-Day Total 212,379
Calls: 95,600 (45%)
Puts: 116,779 (55%)
Prior 7-Day Average 30,339
Calls: 13,657 (45%)
Puts: 16,682 (55%)
Current vs Prior 7-Day Avg -9.48%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.26% | 17.93%25.71% | 33.48%
Prior 7.66% | 19.08%26.55% | 33.83%
Current vs Prior -31.36% | -6.06%-3.16% | -1.03%
Prior 7-Day Avg 8.61% | 17.02%14.81% | 31.10%
Current vs 7-Day Avg -38.95% | +5.35%+73.64% | +7.65%
Prior 7-Day Eod 7.66% | 19.08%26.55% | 33.83%
Current vs 7-Day Eod -31.36% | -6.06%-3.16% | -1.03%
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 bearish flow with 61% put dollar volume ($6.20M). Extreme bearish P/C ratio of 1.75 - heavy put buying. P/C ratio rising 136% - increased hedging/bearish positioning. Rising open interest (up 25%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 40 of results (avg 7.5%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2147.6050.30$48.955.5%50.57153
$340.00Aug 2163.0066.70$64.855.7%10.6788
$350.00Aug 2157.6061.00$59.305.7%20.64248
$390.00Aug 2138.7041.10$39.906.0%30.51--
$375.00Aug 2144.8047.60$46.206.1%10.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2148.6050.40$49.503.6%220.46215
$390.00Aug 2154.1057.20$55.655.6%10.4981
$445.00Jul 2469.3073.40$71.355.7%10.927
$400.00Aug 2159.8063.40$61.605.8%40.5266
$370.00Aug 2142.9045.70$44.306.3%10.43--

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. 48 found (avg delta 0.67, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Jul 2447.4050.80$49.106.9%10.92--
$340.00Jul 2433.3036.70$35.009.7%10.91--
$342.50Jul 2430.5033.90$32.2010.6%70.87--
$345.00Jul 2428.3032.00$30.1512.3%10.85--
$350.00Jul 2424.0027.10$25.5512.1%130.84143
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Jul 2454.4058.50$56.457.3%20.95--
$445.00Jul 2469.3073.40$71.355.7%10.927
$415.00Jul 2439.7043.40$41.558.9%10.907
$410.00Jul 2435.1038.60$36.859.5%10.903
$405.00Jul 2430.8034.20$32.5010.5%10.887

Most actively traded options today. High liquidity = easy entry/exit. 154 active (total vol 1.9K, top 931)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 241.002.00$1.5066.7%1050.14141
$387.50Jul 241.705.40$3.55104.2%370.2715
$385.00Jul 242.505.60$4.0576.5%260.3172
$370.00Jul 249.2012.60$10.9031.2%210.57118
$400.00Aug 2134.9037.40$36.156.9%200.47515
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 714.8018.00$16.4019.5%9310.2411
$300.00Jul 316.009.80$7.9048.1%550.15637
$357.50Jul 242.004.60$3.3078.8%430.2355
$300.00Jul 240.000.75$0.38197.4%340.02177
$375.00Jul 3131.9035.10$33.509.6%300.46--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 34.8%, max 128.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Jul 24Aug 21199.8%109.3%82.7%426
$425.00Jul 24Aug 14159.7%114.9%39.0%3--
$360.00Jul 31Aug 21151.6%111.7%35.6%10164
$435.00Jul 24Aug 7169.4%125.1%35.4%314
$420.00Jul 24Aug 21145.9%111.1%31.4%18320
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$307.50Jul 24Aug 21256.8%112.2%128.8%29
$300.00Jul 24Sep 4225.1%109.5%105.6%35177
$315.00Jul 24Aug 21225.8%114.1%97.9%3881
$325.00Jul 24Aug 21196.5%113.5%73.1%8--
$320.00Jul 24Aug 14198.9%122.2%62.8%1616

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 42.48, avg 3.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$425.00$435.00Jul 24$0.23$9.77$0.2342.48$425.23
$405.00$410.00Jul 24$0.23$4.77$0.2320.74$405.23
$422.50$425.00Jul 24$0.12$2.38$0.1219.83$422.62
$412.50$420.00Jul 24$0.42$7.08$0.4216.86$412.92
$390.00$392.50Jul 24$0.17$2.33$0.1713.71$390.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$312.50Jul 24$0.13$2.37$0.1318.23$314.87
$347.50$345.00Jul 24$0.18$2.32$0.1812.89$347.32
$327.50$325.00Jul 24$0.22$2.28$0.2210.36$327.28
$322.50$320.00Jul 24$0.25$2.25$0.259.00$322.25
$345.00$342.50Jul 24$0.35$2.15$0.356.14$344.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 149.00, avg 2.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$340.00Jul 24$14.10$14.10$0.9015.67$339.10
$345.00$350.00Jul 24$4.60$4.60$0.4011.50$349.60
$350.00$355.00Jul 24$4.20$4.20$0.805.25$354.20
$342.50$345.00Jul 24$2.05$2.05$0.454.56$344.55
$355.00$357.50Jul 24$1.85$1.85$0.652.85$356.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$445.00$430.00Jul 24$14.90$14.90$0.10149.00$430.10
$415.00$410.00Jul 24$4.70$4.70$0.3015.67$410.30
$405.00$400.00Jul 24$4.65$4.65$0.3513.29$400.35
$400.00$395.00Jul 24$4.35$4.35$0.656.69$395.65
$410.00$405.00Jul 24$4.35$4.35$0.656.69$405.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $19.68, cheapest $5.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Jul 31Aug 7$5.20145.8%125.4%
$360.00Jul 31Aug 14$10.10151.6%118.2%
$440.00Jul 24Jul 31$10.52199.8%147.1%
$425.00Jul 24Jul 31$14.12159.7%148.1%
$422.50Jul 24Jul 31$14.50159.3%147.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Jul 31$7.52225.1%163.7%
$305.00Jul 24Jul 31$8.17219.2%160.9%
$310.00Jul 24Jul 31$8.88237.6%161.3%
$320.00Jul 24Jul 31$11.40198.9%159.2%
$322.50Jul 24Jul 31$11.90201.8%159.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 4.98% of stock, avg 13.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Jul 24$10.90$7.70$18.60$351.40$388.604.98%
$367.50Jul 24$12.30$6.90$19.20$348.30$386.705.14%
$365.00Jul 24$14.05$5.85$19.90$345.10$384.905.32%
$385.00Jul 24$4.05$15.90$19.95$365.05$404.955.34%
$387.50Jul 24$3.55$17.80$21.35$366.15$408.855.71%
$390.00Jul 24$2.95$19.35$22.30$367.70$412.305.97%
$357.50Jul 24$19.50$3.30$22.80$334.70$380.306.10%
$355.00Jul 24$21.35$3.50$24.85$330.15$379.856.65%
$395.00Jul 24$2.58$23.50$26.08$368.92$421.086.98%
$350.00Jul 24$25.55$2.10$27.65$322.35$377.657.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 1.97% of stock, avg 12.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$357.50Jul 24$4.05$3.30$7.35$350.15$392.35
$382.50$357.50Jul 24$4.95$3.30$8.25$349.25$390.75
$385.00$360.00Jul 24$4.05$4.45$8.50$351.50$393.50
$382.50$360.00Jul 24$4.95$4.45$9.40$350.60$391.90
$380.00$357.50Jul 24$6.20$3.30$9.50$348.00$389.50
$385.00$365.00Jul 24$4.05$5.85$9.90$355.10$394.90
$377.50$357.50Jul 24$6.95$3.30$10.25$347.25$387.75
$380.00$360.00Jul 24$6.20$4.45$10.65$349.35$390.65
$382.50$365.00Jul 24$4.95$5.85$10.80$354.20$393.30
$385.00$367.50Jul 24$4.05$6.90$10.95$356.55$395.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 286 found (best R:R 114.38, avg credit $5.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
305/308325/340Jul 24$14.87$0.13114.38$292.63$339.87
345/350365/370Aug 21$4.90$0.1049.00$345.10$369.90
320/322345/350Jul 24$4.85$0.1532.33$317.65$349.85
325/330370/375Aug 21$4.85$0.1532.33$325.15$374.85
325/328345/350Jul 24$4.82$0.1826.78$322.68$349.82
320/322325/340Jul 24$14.35$0.6522.08$308.15$339.35
350/352355/358Jul 24$2.38$0.1219.83$350.12$357.38
325/330345/350Jul 31$4.75$0.2519.00$325.25$349.75
312/315325/340Jul 24$14.23$0.7718.48$300.77$339.23
312/315345/350Jul 24$4.73$0.2717.52$310.27$349.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 39.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Aug 21$0.25$9.7539.00
$360.00$370.00$380.00Aug 14$0.30$9.7032.33
$367.50$370.00$372.50Jul 24$0.10$2.4024.00
$370.00$372.50$375.00Jul 24$0.10$2.4024.00
$420.00$422.50$425.00Jul 31$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$395.00$400.00Jul 24$0.20$4.8024.00
$345.00$350.00$355.00Jul 31$0.25$4.7519.00
$322.50$325.00$327.50Jul 24$0.14$2.3616.86
$310.00$312.50$315.00Jul 24$0.15$2.3515.67
$395.00$400.00$405.00Jul 24$0.30$4.7015.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-3.85, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$410.001:2Aug 14-$16.75$13.25
$425.00$435.001:2Jul 24-$0.27$9.73
$412.50$420.001:2Jul 24-$0.26$7.24
$405.00$410.001:2Jul 24-$1.04$3.96
$435.00$440.001:2Jul 24-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$320.001:2Aug 14-$3.85$36.15
$365.00$335.001:2Aug 7-$8.80$21.20
$320.00$300.001:2Aug 14-$7.20$12.80
$320.00$305.001:2Aug 7-$8.30$6.70
$375.00$355.001:2Jul 31-$14.90$5.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 11.99%, avg 5.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Aug 21$44.800.560.3%11.99%12.32%1--
$380.00Aug 21$42.500.541.7%11.37%13.04%16453
$390.00Aug 28$42.300.524.3%11.32%15.67%1--
$385.00Aug 21$40.800.523.0%10.92%13.93%1--
$390.00Aug 21$38.700.514.3%10.35%14.70%3--
$380.00Aug 14$38.600.531.7%10.33%12.00%2--
$375.00Aug 7$36.600.550.3%9.79%10.13%1--
$400.00Aug 21$34.900.477.0%9.34%16.36%20515
$385.00Aug 7$32.200.513.0%8.62%11.63%1--
$410.00Aug 21$31.200.449.7%8.35%18.05%4307

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 1,367
Total Puts 2,395
Put/Call Ratio 1.75
Net Difference -1,028

Prior's Put/Call Breakdown

Total Calls 2,190
Total Puts 1,625
Put/Call Ratio 0.74
Net Difference 565

Prior 7-Day Put/Call Summary

Total Calls 23,783
Total Puts 24,488
Average Put/Call Ratio 1.01
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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