Tour v422
TER
TERADYNE INC
$334.77 -4.33%
$335.00 (+0.07%)🌙
as of 07/27 06:02 PM
7/27 18:02

Option Volume

Detail
Current (07/27) 6,262
Calls: 2,632 (42%)
Puts: 3,630 (58%)
Prior (07/24) 4,313
Calls: 3,190 (74%)
Puts: 1,123 (26%)
Current vs Prior +45.19%
Calls: -17.49% (Calls)
Puts: +223.24% (Puts)
Prior 7-Day Total 47,658
Calls: 23,608 (50%)
Puts: 24,050 (50%)
Prior 7-Day Average 6,808
Calls: 3,372 (50%)
Puts: 3,435 (50%)
Current vs Prior 7-Day Avg -8.02%
Calls: -21.96%
Puts: +5.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $15.91M
Calls: $8.51M (53%)
Puts: $7.40M (47%)
Prior (07/24) $9.11M
Calls: $6.04M (66%)
Puts: $3.07M (34%)
Current vs Prior +74.58%
Calls: +40.78%
Puts: +141.16%
Prior 7-Day Total $98.41M
Calls: $46.35M (47%)
Puts: $52.06M (53%)
Prior 7-Day Average $14.06M
Calls: $6.62M (47%)
Puts: $7.44M (53%)
Current vs Prior 7-Day Avg +13.16%
Calls: +28.51%
Puts: -0.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.38
Prior (07/24) 0.35
Current vs Prior +291.77%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +31.05%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 72,165
Calls: 34,816 (48%)
Puts: 37,349 (52%)
Prior (07/24) 19,441
Calls: 8,335 (43%)
Puts: 11,106 (57%)
Current vs Prior +271.20%
Prior 7-Day Total 199,466
Calls: 90,282 (45%)
Puts: 109,184 (55%)
Prior 7-Day Average 28,495
Calls: 12,897 (45%)
Puts: 15,597 (55%)
Current vs Prior 7-Day Avg +153.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 16.32% | 19.40%24.26% | 32.56%
Prior 16.53% | 19.58%24.61% | 32.06%
Current vs Prior -1.26% | -0.89%-1.42% | +1.54%
Prior 7-Day Avg 9.50% | 18.57%19.77% | 32.44%
Current vs 7-Day Avg +71.80% | +4.47%+22.67% | +0.38%
Prior 7-Day Eod 16.53% | 19.58%24.61% | 32.06%
Current vs 7-Day Eod -1.26% | -0.89%-1.42% | +1.54%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.55% | 11.20%
Calls: 10.87% | 11.37%
Puts: 12.23% | 11.04%
Prior 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Current vs Prior -55.04% | -31.25%
Prior 7-Day Avg 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Current vs 7-Day Avg -55.04% | -31.25%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 75% vs prior. Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 292% - increased hedging/bearish positioning. Rising open interest (up 271%) 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 BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 82 of results (avg 7.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2176.9080.50$78.704.6%--0.8143
$280.00Aug 763.9067.00$65.454.7%--0.80202
$290.00Aug 2163.6066.70$65.154.8%10.7432
$280.00Aug 2169.6073.10$71.354.9%50.77300
$270.00Jul 3168.0071.90$69.955.6%90.876
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2883.8087.40$85.604.2%10.65--
$390.00Aug 2876.5079.90$78.204.3%10.621
$390.00Aug 2173.2076.60$74.904.5%--0.6482
$400.00Aug 2180.6084.40$82.504.6%40.6766
$380.00Aug 2166.0069.30$67.654.9%10.60234

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. 73 found (avg delta 0.62, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3168.0071.90$69.955.6%90.876
$280.00Jul 3160.0063.70$61.856.0%30.827
$270.00Aug 2176.9080.50$78.704.6%--0.8143
$280.00Aug 763.9067.00$65.454.7%--0.80202
$280.00Aug 1466.6070.80$68.706.1%--0.7811
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 3170.0074.70$72.356.5%--0.80796
$390.00Jul 3161.6066.40$64.007.5%--0.7518
$385.00Jul 3157.7062.50$60.108.0%--0.7365
$395.00Aug 769.6073.90$71.756.0%10.723
$380.00Jul 3154.0058.70$56.358.3%70.70342

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 2.2K, top 430)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2117.0019.90$18.4515.7%960.33559
$335.00Jul 3125.0028.10$26.5511.7%530.546
$382.50Aug 713.0016.50$14.7523.7%500.33--
$400.00Jul 315.407.40$6.4031.2%370.20148
$380.00Jul 319.3013.00$11.1533.2%330.29440
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 3128.2031.00$29.609.5%4300.4951
$350.00Jul 3133.8037.20$35.509.6%2530.55153
$300.00Jul 3110.5014.00$12.2528.6%1020.26624
$330.00Jul 3122.5025.70$24.1013.3%530.4364
$322.50Jul 3119.0022.50$20.7516.9%460.393

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 63.6%, max 80.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 31Aug 28193.1%109.0%77.2%547
$300.00Jul 31Aug 21198.7%114.0%74.3%763
$370.00Jul 31Aug 28191.3%109.8%74.2%2871
$355.00Jul 31Aug 28192.5%111.0%73.5%525
$280.00Jul 31Aug 21202.0%117.0%72.6%8307
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Jul 31Aug 28200.1%110.8%80.5%1298
$275.00Jul 31Aug 28201.7%112.1%80.0%39370
$325.00Jul 31Aug 28196.3%109.8%78.8%436
$285.00Jul 31Aug 28199.4%112.3%77.6%1032
$320.00Jul 31Aug 28194.7%109.7%77.4%1599

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 171 found (best R:R 15.67, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$392.50$395.00Jul 31$0.15$2.35$0.1515.67$392.65
$395.00$397.50Jul 31$0.30$2.20$0.307.33$395.30
$375.00$377.50Jul 31$0.35$2.15$0.356.14$375.35
$382.50$385.00Aug 7$0.50$2.00$0.504.00$383.00
$392.50$400.00Aug 7$1.60$5.90$1.603.69$394.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$275.00$272.50Jul 31$0.35$2.15$0.356.14$274.65
$285.00$282.50Jul 31$0.45$2.05$0.454.56$284.55
$305.00$302.50Jul 31$0.45$2.05$0.454.56$304.55
$280.00$277.50Jul 31$0.50$2.00$0.504.00$279.50
$282.50$280.00Jul 31$0.50$2.00$0.504.00$282.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 5.06, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Jul 31$8.10$8.10$1.904.26$278.10
$297.50$300.00Jul 31$1.90$1.90$0.603.17$299.40
$280.00$297.50Jul 31$12.95$12.95$4.552.85$292.95
$270.00$280.00Aug 21$7.35$7.35$2.652.77$277.35
$280.00$295.00Aug 7$10.75$10.75$4.252.53$290.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$390.00Jul 31$8.35$8.35$1.655.06$391.65
$375.00$372.50Jul 31$2.00$2.00$0.504.00$373.00
$380.00$377.50Jul 31$2.00$2.00$0.504.00$378.00
$390.00$385.00Jul 31$3.90$3.90$1.103.55$386.10
$395.00$380.00Aug 7$11.40$11.40$3.603.17$383.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $5.70, cheapest $3.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Aug 14Aug 21$3.45122.2%114.8%
$280.00Jul 31Aug 7$3.60202.0%144.7%
$390.00Jul 31Aug 7$3.80192.3%134.6%
$392.50Jul 31Aug 7$4.10188.8%134.6%
$382.50Jul 31Aug 7$4.20191.0%134.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 31Aug 7$3.60193.3%143.9%
$280.00Jul 31Aug 7$3.60202.0%144.7%
$275.00Jul 31Aug 7$3.70201.7%146.8%
$285.00Jul 31Aug 7$3.95199.4%143.8%
$290.00Jul 31Aug 7$4.00200.2%143.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 15.86% of stock, avg 21.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$330.00Jul 31$29.00$24.10$53.10$276.90$383.1015.86%
$335.00Jul 31$26.55$26.70$53.25$281.75$388.2515.91%
$337.50Jul 31$25.35$28.10$53.45$284.05$390.9515.97%
$332.50Jul 31$27.95$25.65$53.60$278.90$386.1016.01%
$325.00Jul 31$31.55$22.15$53.70$271.30$378.7016.04%
$327.50Jul 31$30.40$23.30$53.70$273.80$381.2016.04%
$340.00Jul 31$24.45$29.60$54.05$285.95$394.0516.15%
$345.00Jul 31$22.00$32.25$54.25$290.75$399.2516.21%
$350.00Jul 31$20.10$35.50$55.60$294.40$405.6016.61%
$352.50Jul 31$19.05$37.00$56.05$296.45$408.5516.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 12.40% of stock, avg 17.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$357.50$330.00Jul 31$17.40$24.10$41.50$288.50$399.00
$355.00$330.00Jul 31$18.45$24.10$42.55$287.45$397.55
$357.50$332.50Jul 31$17.40$25.65$43.05$289.45$400.55
$352.50$330.00Jul 31$19.05$24.10$43.15$286.85$395.65
$355.00$332.50Jul 31$18.45$25.65$44.10$288.40$399.10
$357.50$335.00Jul 31$17.40$26.70$44.10$290.90$401.60
$350.00$330.00Jul 31$20.10$24.10$44.20$285.80$394.20
$352.50$332.50Jul 31$19.05$25.65$44.70$287.80$397.20
$355.00$335.00Jul 31$18.45$26.70$45.15$289.85$400.15
$370.00$325.00Aug 7$18.55$26.60$45.15$279.85$415.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 346 found (best R:R 32.33, avg credit $5.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
345/350380/385Aug 14$4.85$0.1532.33$345.15$384.85
270/272335/338Jul 31$2.40$0.1024.00$270.10$337.40
278/280298/300Jul 31$2.40$0.1024.00$277.60$299.90
280/282298/300Jul 31$2.40$0.1024.00$280.10$299.90
270/272325/328Jul 31$2.35$0.1515.67$270.15$327.35
282/285298/300Jul 31$2.35$0.1515.67$282.65$299.85
270/275295/300Aug 7$4.70$0.3015.67$270.30$299.70
300/305325/330Aug 7$4.70$0.3015.67$300.30$329.70
340/345355/360Aug 28$4.70$0.3015.67$340.30$359.70
340/345355/360Aug 14$4.65$0.3513.29$340.35$359.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$377.50$380.00$382.50Aug 7$0.05$2.4549.00
$300.00$310.00$320.00Aug 21$0.25$9.7539.00
$362.50$365.00$367.50Jul 31$0.10$2.4024.00
$382.50$385.00$387.50Jul 31$0.10$2.4024.00
$350.00$355.00$360.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jul 31$0.05$4.9599.00
$305.00$310.00$315.00Aug 7$0.05$4.9599.00
$370.00$375.00$380.00Aug 7$0.05$4.9599.00
$350.00$355.00$360.00Aug 21$0.10$4.9049.00
$370.00$375.00$380.00Aug 21$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-18.90, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$320.001:2Aug 14-$18.90$21.10
$375.00$400.001:2Aug 28-$14.45$10.55
$300.00$325.001:2Jul 31-$16.10$8.90
$360.00$380.001:2Aug 14-$13.50$6.50
$300.00$325.001:2Aug 7-$21.95$3.05
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$380.00$350.001:2Aug 14-$25.20$4.80
$280.00$270.001:2Aug 14-$8.55$1.45
$315.00$300.001:2Aug 14-$13.65$1.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 12.61%, avg 5.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Aug 28$42.200.560.1%12.61%12.67%11
$340.00Aug 21$36.200.541.6%10.81%12.38%386
$350.00Aug 28$35.700.514.5%10.66%15.21%220
$355.00Aug 28$33.800.496.0%10.10%16.14%21
$350.00Aug 21$32.100.504.5%9.59%14.14%16249
$360.00Aug 28$31.800.487.5%9.50%17.04%216
$335.00Aug 7$30.600.550.1%9.14%9.21%--27
$355.00Aug 21$30.300.486.0%9.05%15.09%10--
$350.00Aug 14$28.500.494.5%8.51%13.06%1411
$360.00Aug 21$28.200.477.5%8.42%15.96%--129

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 2,632
Total Puts 3,630
Put/Call Ratio 1.38
Net Difference -998

Prior's Put/Call Breakdown

Total Calls 3,190
Total Puts 1,123
Put/Call Ratio 0.35
Net Difference 2,067

Prior 7-Day Put/Call Summary

Total Calls 23,608
Total Puts 24,050
Average Put/Call Ratio 1.05
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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