Tour v456
TER
TERADYNE INC
$319.41 -0.39%
$317.01 (-0.75%)🌙
as of 07/29 06:08 PM
7/29 18:08

Option Volume

Detail
Current (07/29) 16,801
Calls: 7,480 (45%)
Puts: 9,321 (55%)
Prior (07/28) 14,003
Calls: 6,808 (49%)
Puts: 7,195 (51%)
Current vs Prior +19.98%
Calls: +9.87% (Calls)
Puts: +29.55% (Puts)
Prior 7-Day Total 51,746
Calls: 24,305 (47%)
Puts: 27,441 (53%)
Prior 7-Day Average 7,392
Calls: 3,472 (47%)
Puts: 3,920 (53%)
Current vs Prior 7-Day Avg +127.28%
Calls: +115.43%
Puts: +137.77%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $34.74M
Calls: $15.74M (45%)
Puts: $19.00M (55%)
Prior (07/28) $23.11M
Calls: $12.37M (54%)
Puts: $10.73M (46%)
Current vs Prior +50.33%
Calls: +27.19%
Puts: +77.01%
Prior 7-Day Total $102.17M
Calls: $52.52M (51%)
Puts: $49.65M (49%)
Prior 7-Day Average $14.60M
Calls: $7.50M (51%)
Puts: $7.09M (49%)
Current vs Prior 7-Day Avg +137.99%
Calls: +109.76%
Puts: +167.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 1.25
Prior (07/28) 1.06
Current vs Prior +17.91%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +7.68%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 82,489
Calls: 39,729 (48%)
Puts: 42,760 (52%)
Prior (07/28) 75,011
Calls: 35,972 (48%)
Puts: 39,039 (52%)
Current vs Prior +9.97%
Prior 7-Day Total 278,723
Calls: 130,132 (47%)
Puts: 148,591 (53%)
Prior 7-Day Average 39,817
Calls: 18,590 (47%)
Puts: 21,227 (53%)
Current vs Prior 7-Day Avg +107.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.83% | 14.68%21.12% | 30.07%
Prior 15.23% | 18.60%23.59% | 32.50%
Current vs Prior -42.05% | -21.07%-10.49% | -7.46%
Prior 7-Day Avg 11.56% | 19.30%25.66% | 33.56%
Current vs 7-Day Avg -23.59% | -23.92%-17.70% | -10.39%
Prior 7-Day Eod 15.23% | 18.60%23.59% | 32.50%
Current vs 7-Day Eod -42.05% | -21.07%-10.49% | -7.46%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Prior 15.93% | 13.14%
Calls: 17.12% | 12.12%
Puts: 14.74% | 14.16%
Current vs Prior +22.28% | -11.87%
Prior 7-Day Avg 22.28% | 15.11%
Calls: 23.71% | 17.26%
Puts: 20.85% | 12.96%
Current vs 7-Day Avg -12.55% | -23.38%
Liquidity Expensive
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🤖 AI Insights

Elevated premium activity with dollar volume up 50% vs prior. Dollar volume significantly above 7-day average (138% higher). Volume explosion - 127% above 7-day average (16,801 vs avg 7,392). Bearish P/C ratio of 1.25 indicates protective positioning.

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 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 79 of results (avg 7.7%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 2165.1068.20$66.654.7%20.80--
$260.00Aug 2168.3071.90$70.105.1%10.8246
$260.00Jul 3158.3062.10$60.206.3%10.963
$270.00Aug 2161.1065.10$63.106.3%--0.7843
$260.00Aug 1465.2069.50$67.356.4%20.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2171.0074.30$72.654.5%40.70228
$360.00Aug 2156.2059.10$57.655.0%110.63247
$370.00Aug 2163.1066.40$64.755.1%20.67102
$375.00Sep 472.7076.90$74.805.6%10.632
$375.00Aug 2166.6070.60$68.605.8%--0.6873

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. 116 found (avg delta 0.67, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Jul 3160.5064.50$62.506.4%10.97--
$260.00Jul 3158.3062.10$60.206.3%10.963
$265.00Jul 3153.5057.50$55.507.2%10.951
$267.50Jul 3151.2054.90$53.057.0%10.92--
$270.00Jul 3148.9052.60$50.757.3%20.9211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 3159.4063.00$61.205.9%30.90337
$377.50Jul 3157.0060.80$58.906.5%300.8930
$375.00Jul 3154.8058.40$56.606.4%30.8940
$372.50Jul 3152.2056.10$54.157.2%20.8810
$370.00Jul 3149.6053.80$51.708.1%--0.8552

Most actively traded options today. High liquidity = easy entry/exit. 283 active (total vol 8.8K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 313.305.30$4.3046.5%1.2K0.22732
$300.00Aug 1438.7041.50$40.107.0%5030.65--
$360.00Jul 311.303.70$2.5096.0%1820.15103
$370.00Aug 2114.6017.50$16.0518.1%1140.34148
$380.00Jul 310.203.20$1.70176.5%940.101.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 310.052.80$1.42193.7%8770.09331
$300.00Aug 712.0016.10$14.0529.2%4780.3370
$315.00Jul 319.3013.20$11.2534.7%4680.42102
$300.00Jul 314.007.10$5.5555.9%3580.26662
$320.00Aug 720.8024.70$22.7517.1%3470.46795

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 77 strikes (avg 48.4%, max 75.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Jul 31Aug 28177.5%101.0%75.7%9679
$380.00Jul 31Aug 28173.5%99.0%75.2%1011.1K
$382.50Jul 31Aug 14182.1%107.3%69.7%1224
$375.00Jul 31Aug 28169.7%100.6%68.7%42117
$270.00Jul 31Aug 21172.5%106.9%61.4%254
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$375.00Jul 31Sep 4169.7%98.6%72.1%442
$370.00Jul 31Aug 21177.5%103.5%71.4%2154
$270.00Jul 31Sep 4172.5%102.1%69.0%6587
$380.00Jul 31Aug 21173.5%103.2%68.1%7565
$275.00Jul 31Sep 4167.3%101.5%64.8%28486

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 227 found (best R:R 24.00, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$372.50$375.00Jul 31$0.12$2.38$0.1219.83$372.62
$377.50$380.00Jul 31$0.20$2.30$0.2011.50$377.70
$350.00$352.50Jul 31$0.27$2.23$0.278.26$350.27
$365.00$367.50Jul 31$0.32$2.18$0.326.81$365.32
$365.00$370.00Aug 7$0.70$4.30$0.706.14$365.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$275.00$272.50Jul 31$0.10$2.40$0.1024.00$274.90
$287.50$285.00Jul 31$0.10$2.40$0.1024.00$287.40
$290.00$287.50Aug 7$0.15$2.35$0.1515.67$289.85
$275.00$272.50Aug 7$0.20$2.30$0.2011.50$274.80
$285.00$282.50Jul 31$0.22$2.28$0.2210.36$284.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 276 found (best R:R 15.67, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 31$4.70$4.70$0.3015.67$264.70
$277.50$280.00Jul 31$2.35$2.35$0.1515.67$279.85
$257.50$260.00Jul 31$2.30$2.30$0.2011.50$259.80
$267.50$270.00Jul 31$2.30$2.30$0.2011.50$269.80
$270.00$272.50Jul 31$2.30$2.30$0.2011.50$272.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$360.00Jul 31$4.70$4.70$0.3015.67$360.30
$352.50$350.00Jul 31$2.30$2.30$0.2011.50$350.20
$377.50$375.00Jul 31$2.30$2.30$0.2011.50$375.20
$380.00$377.50Jul 31$2.30$2.30$0.2011.50$377.70
$370.00$365.00Jul 31$4.45$4.45$0.558.09$365.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 77 found (avg debit $8.71, cheapest $2.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$382.50Jul 31Aug 7$2.85182.1%110.1%
$380.00Jul 31Aug 7$3.70173.5%112.8%
$377.50Jul 31Aug 7$3.85173.5%112.6%
$375.00Jul 31Aug 7$3.90169.7%110.6%
$370.00Jul 31Aug 7$3.92177.5%111.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Jul 31Aug 7$2.93176.9%119.0%
$260.00Jul 31Aug 7$3.30171.8%124.1%
$267.50Jul 31Aug 7$3.50181.3%121.1%
$380.00Jul 31Aug 7$3.75173.5%112.8%
$265.00Jul 31Aug 7$3.80166.2%122.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 8.41% of stock, avg 17.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$320.00Jul 31$13.30$13.55$26.85$293.15$346.858.41%
$315.00Jul 31$15.85$11.25$27.10$287.90$342.108.48%
$322.50Jul 31$12.35$14.90$27.25$295.25$349.758.53%
$325.00Jul 31$11.25$16.20$27.45$297.55$352.458.59%
$312.50Jul 31$17.40$10.20$27.60$284.90$340.108.64%
$310.00Jul 31$18.90$9.20$28.10$281.90$338.108.80%
$327.50Jul 31$10.30$17.85$28.15$299.35$355.658.81%
$307.50Jul 31$20.40$8.15$28.55$278.95$336.058.94%
$330.00Jul 31$9.55$19.40$28.95$301.05$358.959.06%
$332.50Jul 31$8.80$21.10$29.90$302.60$362.409.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 5.64% of stock, avg 14.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$332.50$310.00Jul 31$8.80$9.20$18.00$292.00$350.50
$330.00$310.00Jul 31$9.55$9.20$18.75$291.25$348.75
$332.50$312.50Jul 31$8.80$10.20$19.00$293.50$351.50
$327.50$310.00Jul 31$10.30$9.20$19.50$290.50$347.00
$330.00$312.50Jul 31$9.55$10.20$19.75$292.75$349.75
$332.50$315.00Jul 31$8.80$11.25$20.05$294.95$352.55
$325.00$310.00Jul 31$11.25$9.20$20.45$289.55$345.45
$327.50$312.50Jul 31$10.30$10.20$20.50$292.00$348.00
$330.00$315.00Jul 31$9.55$11.25$20.80$294.20$350.80
$332.50$317.50Jul 31$8.80$12.55$21.35$296.15$353.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 339 found (best R:R 49.00, avg credit $4.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/280290/295Aug 14$4.90$0.1049.00$275.10$294.90
270/275290/295Aug 14$4.85$0.1532.33$270.15$294.85
258/260272/278Jul 31$4.80$0.2024.00$255.20$277.30
292/295302/305Aug 21$2.40$0.1024.00$292.60$304.90
290/295330/335Sep 4$4.80$0.2024.00$290.20$334.80
325/330335/340Sep 4$4.80$0.2024.00$325.20$339.80
260/262272/278Jul 31$4.77$0.2320.74$257.73$277.27
258/260280/282Jul 31$2.35$0.1515.67$257.65$282.35
268/270292/295Aug 7$2.35$0.1515.67$267.65$294.85
275/278292/295Aug 7$2.35$0.1515.67$275.15$294.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.10$9.9099.00
$300.00$310.00$320.00Aug 28$0.10$9.9099.00
$330.00$332.50$335.00Aug 7$0.05$2.4549.00
$325.00$330.00$335.00Aug 14$0.10$4.9049.00
$355.00$357.50$360.00Jul 31$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$270.00$275.00Aug 21$0.05$4.9599.00
$265.00$270.00$275.00Aug 28$0.05$4.9599.00
$310.00$312.50$315.00Jul 31$0.05$2.4549.00
$335.00$337.50$340.00Aug 14$0.05$2.4549.00
$295.00$300.00$305.00Aug 14$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-21.75, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$330.001:2Sep 4-$21.75$8.25
$365.00$375.001:2Aug 14-$8.15$1.85
$370.00$372.501:2Jul 31-$1.31$1.19
$377.50$380.001:2Jul 31-$1.50$1.00
$372.50$375.001:2Jul 31-$1.83$0.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$257.501:2Jul 31-$0.13$2.37
$267.50$265.001:2Jul 31-$0.25$2.25
$262.50$260.001:2Jul 31-$0.46$2.04
$282.50$280.001:2Jul 31-$0.66$1.84
$265.00$262.501:2Jul 31-$1.10$1.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 88 found (best yield 10.96%, avg 4.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Aug 28$35.000.560.2%10.96%11.14%36
$330.00Sep 4$34.200.533.3%10.71%14.02%2--
$335.00Sep 4$32.300.514.9%10.11%14.99%2--
$320.00Aug 21$31.900.550.2%9.99%10.17%158
$322.50Aug 21$30.800.541.0%9.64%10.61%12
$330.00Aug 28$30.800.523.3%9.64%12.96%3--
$340.00Sep 4$30.700.496.5%9.61%16.06%3--
$325.00Aug 21$29.800.531.8%9.33%11.08%22
$335.00Aug 28$28.700.504.9%8.99%13.87%12
$327.50Aug 21$28.600.522.5%8.95%11.49%14

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 7,480
Total Puts 9,321
Put/Call Ratio 1.25
Net Difference -1,841

Prior's Put/Call Breakdown

Total Calls 6,808
Total Puts 7,195
Put/Call Ratio 1.06
Net Difference -387

Prior 7-Day Put/Call Summary

Total Calls 24,305
Total Puts 27,441
Average Put/Call Ratio 1.16
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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