Tour v477
TER
TERADYNE INC
$367.69 +0.60%
$364.05 (-0.99%)🌙
as of 07/31 07:12 PM
7/31 19:12

Option Volume

Detail
Current (07/31) 18,317
Calls: 11,919 (65%)
Puts: 6,398 (35%)
Prior (07/30) 11,330
Calls: 4,132 (36%)
Puts: 7,198 (64%)
Current vs Prior +61.67%
Calls: +188.46% (Calls)
Puts: -11.11% (Puts)
Prior 7-Day Total 60,286
Calls: 27,799 (46%)
Puts: 32,487 (54%)
Prior 7-Day Average 8,612
Calls: 3,971 (46%)
Puts: 4,641 (54%)
Current vs Prior 7-Day Avg +112.68%
Calls: +200.13%
Puts: +37.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $28.43M
Calls: $18.62M (65%)
Puts: $9.81M (35%)
Prior (07/30) $24.15M
Calls: $13.52M (56%)
Puts: $10.63M (44%)
Current vs Prior +17.71%
Calls: +37.69%
Puts: -7.71%
Prior 7-Day Total $126.39M
Calls: $65.50M (52%)
Puts: $60.89M (48%)
Prior 7-Day Average $18.06M
Calls: $9.36M (52%)
Puts: $8.70M (48%)
Current vs Prior 7-Day Avg +57.48%
Calls: +99.01%
Puts: +12.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.54
Prior (07/30) 1.74
Current vs Prior -69.19%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -54.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 41,287
Calls: 19,009 (46%)
Puts: 22,278 (54%)
Prior (07/30) 46,503
Calls: 22,298 (48%)
Puts: 24,205 (52%)
Current vs Prior -11.22%
Prior 7-Day Total 344,990
Calls: 163,477 (47%)
Puts: 181,513 (53%)
Prior 7-Day Average 49,284
Calls: 23,353 (47%)
Puts: 25,930 (53%)
Current vs Prior 7-Day Avg -16.23%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.41% | 11.80%19.45% | 28.98%
Prior 5.72% | 12.78%19.62% | 28.84%
Current vs Prior +106.41% | +26.43%-0.88% | +0.49%
Prior 7-Day Avg 10.79% | 17.44%23.64% | 31.91%
Current vs 7-Day Avg +9.35% | -7.35%-17.73% | -9.18%
Prior 7-Day Eod 5.72% | 12.78%19.62% | 28.84%
Current vs 7-Day Eod +106.41% | +26.43%-0.88% | +0.49%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Prior 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.50% | 13.77%
Calls: 21.11% | 15.00%
Puts: 19.89% | 12.53%
Current vs 7-Day Avg -4.98% | -15.89%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($18.62M). Dollar volume significantly above 7-day average (57% higher). Above-average activity with volume up 62% vs prior. Volume explosion - 113% above 7-day average (18,317 vs avg 8,612).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 49 of results (avg 7.8%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2168.6072.30$70.455.3%10.80--
$320.00Aug 2161.6065.00$63.305.4%10.7658
$305.00Jul 3161.0064.60$62.805.7%20.926
$330.00Aug 2155.1058.50$56.806.0%230.72--
$320.00Aug 2865.4069.50$67.456.1%20.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2166.2070.00$68.105.6%10.66--
$410.00Aug 2159.0062.50$60.755.8%20.63--
$420.00Aug 2870.0074.40$72.206.1%20.63--
$400.00Aug 2152.2055.90$54.056.8%10.59--
$390.00Aug 2145.9049.20$47.556.9%10.5581

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. 95 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 3146.0049.00$47.506.3%81.0035
$310.00Jul 3156.0059.60$57.806.2%10.998
$357.50Jul 318.5012.30$10.4036.5%50.9927
$355.00Jul 3111.0014.10$12.5524.7%320.9549
$305.00Jul 3161.0064.60$62.805.7%20.926
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Jul 3120.0024.00$22.0018.2%11.00--
$395.00Jul 3125.4029.00$27.2013.2%11.009
$400.00Jul 3130.4034.00$32.2011.2%241.00--
$410.00Jul 3140.4044.00$42.208.5%11.00--
$415.00Jul 3145.3049.00$47.157.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 276 active (total vol 15.6K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 3116.0019.70$17.8520.7%1.6K0.861.6K
$360.00Aug 723.6027.50$25.5515.3%1.5K0.5936
$420.00Aug 2115.9019.00$17.4517.8%9560.34329
$385.00Jul 310.003.00$1.50200.0%7900.18793
$397.50Jul 310.004.30$2.15200.0%7320.16723
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 713.5016.50$15.0020.0%1.3K0.3710
$357.50Jul 310.000.10$0.05200.0%7960.02672
$362.50Aug 716.7019.60$18.1516.0%6920.431
$350.00Aug 710.9015.00$12.9531.7%5080.3450
$300.00Jul 310.000.20$0.10200.0%1550.01621

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 637.0%, max 1924.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Jul 31Aug 71622.7%103.4%1468.7%214
$317.50Jul 31Aug 71629.2%108.7%1398.4%4--
$427.50Jul 31Aug 71496.0%100.7%1386.2%2010
$420.00Jul 31Aug 281364.0%98.8%1280.7%746
$325.00Jul 31Aug 71442.5%107.3%1243.8%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Jul 31Sep 111941.9%95.9%1924.3%12174
$312.50Jul 31Aug 211753.9%101.0%1636.6%38
$315.00Jul 31Sep 41691.5%97.6%1632.3%13--
$295.00Jul 31Sep 41468.0%99.6%1373.3%4297
$322.50Jul 31Aug 141504.7%104.4%1341.1%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 175 found (best R:R 24.00, avg 2.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$367.50$370.00Jul 31$0.20$2.30$0.2011.50$367.70
$405.00$407.50Aug 7$0.20$2.30$0.2011.50$405.20
$437.50$440.00Aug 7$0.33$2.17$0.336.58$437.83
$390.00$395.00Jul 31$0.67$4.33$0.676.46$390.67
$370.00$372.50Jul 31$0.40$2.10$0.405.25$370.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$312.50$310.00Aug 7$0.10$2.40$0.1024.00$312.40
$320.00$315.00Aug 7$0.25$4.75$0.2519.00$319.75
$370.00$367.50Jul 31$0.40$2.10$0.405.25$369.60
$310.00$307.50Aug 21$0.40$2.10$0.405.25$309.60
$305.00$300.00Aug 14$0.90$4.10$0.904.56$304.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 206 found (best R:R 24.00, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$337.50Jul 31$2.40$2.40$0.1024.00$337.40
$320.00$325.00Jul 31$4.70$4.70$0.3015.67$324.70
$327.50$330.00Jul 31$2.35$2.35$0.1515.67$329.85
$315.00$317.50Jul 31$2.30$2.30$0.2011.50$317.30
$355.00$357.50Jul 31$2.15$2.15$0.356.14$357.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$372.50$370.00Jul 31$2.40$2.40$0.1024.00$370.10
$390.00$385.00Jul 31$4.80$4.80$0.2024.00$385.20
$375.00$372.50Jul 31$2.15$2.15$0.356.14$372.85
$322.50$320.00Jul 31$2.12$2.12$0.385.58$320.38
$360.00$357.50Jul 31$2.10$2.10$0.405.25$357.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 76 found (avg debit $10.12, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$435.00Jul 31Aug 7$1.251622.7%103.4%
$427.50Jul 31Aug 7$1.801496.0%100.7%
$430.00Jul 31Aug 7$2.201299.8%97.4%
$440.00Jul 31Aug 7$2.39841.4%98.6%
$420.00Jul 31Aug 7$2.751364.0%99.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$312.50Jul 31Aug 7$1.501753.9%110.2%
$295.00Jul 31Aug 7$2.101468.0%121.7%
$315.00Jul 31Aug 7$2.231691.5%113.1%
$300.00Jul 31Aug 7$2.751192.6%120.4%
$322.50Jul 31Aug 7$2.951504.7%107.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 1.31% of stock, avg 12.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$367.50Jul 31$2.55$2.25$4.80$362.70$372.301.31%
$365.00Jul 31$3.45$1.43$4.88$360.12$369.881.33%
$370.00Jul 31$2.35$2.65$5.00$365.00$375.001.36%
$362.50Jul 31$5.50$1.40$6.90$355.60$369.401.88%
$372.50Jul 31$1.95$5.05$7.00$365.50$379.501.90%
$375.00Jul 31$1.85$7.20$9.05$365.95$384.052.46%
$360.00Jul 31$7.55$2.15$9.70$350.30$369.702.64%
$357.50Jul 31$10.40$0.05$10.45$347.05$367.952.84%
$377.50Jul 31$1.85$9.70$11.55$365.95$389.053.14%
$355.00Jul 31$12.55$0.25$12.80$342.20$367.803.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 0.87% of stock, avg 11.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$362.50Jul 31$1.80$1.40$3.20$359.30$383.20
$375.00$362.50Jul 31$1.85$1.40$3.25$359.25$378.25
$377.50$362.50Jul 31$1.85$1.40$3.25$359.25$380.75
$380.00$365.00Jul 31$1.80$1.43$3.23$361.77$383.23
$375.00$365.00Jul 31$1.85$1.43$3.28$361.72$378.28
$377.50$365.00Jul 31$1.85$1.43$3.28$361.72$380.78
$372.50$362.50Jul 31$1.95$1.40$3.35$359.15$375.85
$372.50$365.00Jul 31$1.95$1.43$3.38$361.62$375.88
$382.50$365.00Jul 31$2.15$1.43$3.58$361.42$386.08
$382.50$362.50Jul 31$2.15$1.40$3.55$358.95$386.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 313 found (best R:R 49.00, avg credit $5.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
315/320345/350Aug 28$4.90$0.1049.00$315.10$349.90
322/328345/350Aug 14$4.80$0.2024.00$322.70$349.80
305/310345/350Aug 7$4.72$0.2816.86$305.28$349.72
325/328338/340Aug 7$2.35$0.1515.67$325.15$339.85
338/340375/378Aug 14$2.35$0.1515.67$337.65$377.35
298/300338/340Aug 7$2.32$0.1812.89$297.68$339.82
322/325328/330Aug 7$2.30$0.2011.50$322.70$329.80
330/332338/340Aug 7$2.30$0.2011.50$330.20$339.80
300/305310/312Jul 31$4.55$0.4510.11$300.45$314.55
300/305312/315Jul 31$4.55$0.4510.11$300.45$317.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$347.50$350.00Jul 31$0.05$2.4549.00
$337.50$340.00$342.50Jul 31$0.10$2.4024.00
$342.50$345.00$347.50Jul 31$0.10$2.4024.00
$372.50$375.00$377.50Jul 31$0.10$2.4024.00
$410.00$415.00$420.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Aug 21$0.20$9.8049.00
$380.00$385.00$390.00Aug 21$0.15$4.8532.33
$320.00$322.50$325.00Aug 7$0.08$2.4230.25
$380.00$382.50$385.00Jul 31$0.10$2.4024.00
$302.50$305.00$307.50Aug 21$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. 55 found (best net $-9.00, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$420.001:2Jul 31-$4.05$5.95
$420.00$427.501:2Jul 31-$2.15$5.35
$400.00$420.001:2Aug 28-$15.20$4.80
$410.00$422.501:2Aug 14-$8.05$4.45
$427.50$430.001:2Jul 31-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$370.001:2Aug 28-$9.00$41.00
$350.00$315.001:2Sep 4-$5.25$29.75
$350.00$330.001:2Aug 28-$12.80$7.20
$320.00$310.001:2Aug 14-$5.00$5.00
$310.00$305.001:2Aug 7-$0.31$4.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 10.88%, avg 4.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$375.00Sep 4$40.000.542.0%10.88%12.87%17
$385.00Sep 4$36.100.504.7%9.82%14.53%211
$395.00Sep 11$34.500.487.4%9.38%16.81%1--
$380.00Aug 28$33.600.513.4%9.14%12.49%1--
$370.00Aug 21$33.000.540.6%8.97%9.60%27219
$400.00Sep 11$33.000.468.8%8.97%17.76%11
$372.50Aug 21$31.800.531.3%8.65%9.96%44
$375.00Aug 21$30.800.522.0%8.38%10.36%1529
$400.00Sep 4$30.000.458.8%8.16%16.95%33
$380.00Aug 21$28.700.503.4%7.81%11.15%105465

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 11,919
Total Puts 6,398
Put/Call Ratio 0.54
Net Difference 5,521

Prior's Put/Call Breakdown

Total Calls 4,132
Total Puts 7,198
Put/Call Ratio 1.74
Net Difference -3,066

Prior 7-Day Put/Call Summary

Total Calls 27,799
Total Puts 32,487
Average Put/Call Ratio 1.18
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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