Tour v492
TER
TERADYNE INC
$384.89 -1.16%
$387.80 (+0.76%)🌙
as of 08/06 07:16 PM
8/6 19:16

Option Volume

Detail
Current (08/06) 6,046
Calls: 1,673 (28%)
Puts: 4,373 (72%)
Prior (08/05) 7,385
Calls: 3,167 (43%)
Puts: 4,218 (57%)
Current vs Prior -18.13%
Calls: -47.17% (Calls)
Puts: +3.67% (Puts)
Prior 7-Day Total 88,689
Calls: 44,345 (50%)
Puts: 44,344 (50%)
Prior 7-Day Average 12,669
Calls: 6,335 (50%)
Puts: 6,334 (50%)
Current vs Prior 7-Day Avg -52.28%
Calls: -73.59%
Puts: -30.97%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $12.45M
Calls: $4.78M (38%)
Puts: $7.67M (62%)
Prior (08/05) $11.83M
Calls: $3.92M (33%)
Puts: $7.91M (67%)
Current vs Prior +5.23%
Calls: +21.78%
Puts: -2.98%
Prior 7-Day Total $163.21M
Calls: $87.71M (54%)
Puts: $75.50M (46%)
Prior 7-Day Average $23.32M
Calls: $12.53M (54%)
Puts: $10.79M (46%)
Current vs Prior 7-Day Avg -46.60%
Calls: -61.88%
Puts: -28.86%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 2.61
Prior (08/05) 1.33
Current vs Prior +96.26%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +134.43%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 35,092
Calls: 16,780 (48%)
Puts: 18,312 (52%)
Prior (08/05) 31,265
Calls: 11,653 (37%)
Puts: 19,612 (63%)
Current vs Prior +12.24%
Prior 7-Day Total 356,910
Calls: 167,891 (47%)
Puts: 189,019 (53%)
Prior 7-Day Average 50,987
Calls: 23,984 (47%)
Puts: 27,002 (53%)
Current vs Prior 7-Day Avg -31.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.64% | 11.29%14.71% | 25.12%
Prior 6.47% | 12.35%16.13% | 25.93%
Current vs Prior -28.34% | -8.61%-8.82% | -3.09%
Prior 7-Day Avg 9.52% | 14.66%19.25% | 28.66%
Current vs 7-Day Avg -51.28% | -23.01%-23.59% | -12.35%
Prior 7-Day Eod 6.47% | 12.35%16.13% | 25.93%
Current vs 7-Day Eod -28.34% | -8.61%-8.82% | -3.09%
Sentiment BULLISHBULLISH

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 18.97% | 11.80%
Calls: 18.31% | 11.62%
Puts: 19.64% | 11.98%
Current vs 7-Day Avg +2.67% | -1.89%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($7.67M). Extreme bearish P/C ratio of 2.61 - heavy put buying. P/C ratio rising 96% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 25 of results (avg 7.2%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2177.0081.00$79.005.1%10.89381
$315.00Aug 767.7071.50$69.605.5%250.9411
$320.00Aug 762.8066.50$64.655.7%20.98--
$330.00Aug 2160.5064.30$62.406.1%10.83--
$350.00Sep 1862.6066.80$64.706.5%30.6851
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Aug 1420.4021.50$20.955.3%1.3K0.47963
$447.50Aug 761.2064.90$63.055.9%11.00--
$430.00Aug 2860.0063.70$61.856.0%40.65--
$445.00Aug 1461.7065.70$63.706.3%10.84--
$420.00Aug 2853.0056.50$54.756.4%1350.612

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. 49 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 762.8066.50$64.655.7%20.98--
$350.00Aug 733.3037.20$35.2511.1%20.9540
$340.00Aug 743.0046.70$44.858.2%10.95--
$315.00Aug 767.7071.50$69.605.5%250.9411
$355.00Aug 728.5032.60$30.5513.4%210.9230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$447.50Aug 761.2064.90$63.055.9%11.00--
$445.00Aug 1461.7065.70$63.706.3%10.84--
$412.50Aug 1435.5039.60$37.5510.9%30.67--
$395.00Aug 712.8016.50$14.6525.3%10.66496
$410.00Aug 1434.0037.90$35.9510.8%30.65--

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 4.8K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 142.854.80$3.8350.9%3070.16995
$380.00Aug 2834.5038.20$36.3510.2%2170.5715
$357.50Aug 1435.1039.00$37.0510.5%570.7310
$395.00Aug 72.756.80$4.7884.7%410.3452
$400.00Aug 71.555.50$3.53111.9%350.27178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Aug 1420.4021.50$20.955.3%1.3K0.47963
$375.00Aug 1415.0017.50$16.2515.4%1.3K0.404
$420.00Aug 2853.0056.50$54.756.4%1350.612
$347.50Aug 70.002.05$1.02201.0%1320.0818
$350.00Aug 70.200.80$0.50120.0%1030.05736

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 48.0%, max 175.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Aug 7Sep 18162.5%88.2%84.2%4138
$340.00Aug 7Aug 21157.6%87.5%80.1%2--
$450.00Aug 7Sep 18154.9%88.0%76.0%24213
$425.00Aug 7Sep 11150.9%88.7%70.0%8120
$420.00Aug 7Sep 18138.3%88.0%57.1%25179
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Aug 7Sep 18242.7%88.0%175.8%380
$325.00Aug 7Sep 4239.1%89.7%166.7%1483
$335.00Aug 7Aug 28213.9%90.1%137.4%744
$332.50Aug 7Aug 14209.3%94.0%122.6%317
$320.00Aug 7Sep 18175.9%86.8%102.7%63828

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 56.69, avg 3.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$442.50$450.00Aug 14$0.13$7.37$0.1356.69$442.63
$425.00$440.00Aug 7$0.67$14.33$0.6721.39$425.67
$440.00$450.00Aug 7$0.45$9.55$0.4521.22$440.45
$425.00$427.50Aug 14$0.25$2.25$0.259.00$425.25
$440.00$442.50Aug 14$0.25$2.25$0.259.00$440.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$322.50Aug 14$0.13$2.37$0.1318.23$324.87
$352.50$350.00Aug 14$0.20$2.30$0.2011.50$352.30
$345.00$340.00Aug 14$0.45$4.55$0.4510.11$344.55
$367.50$362.50Aug 7$0.47$4.53$0.479.64$367.03
$330.00$325.00Aug 14$0.57$4.43$0.577.77$329.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 99.00, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$340.00Aug 7$19.80$19.80$0.2099.00$339.80
$340.00$350.00Aug 7$9.60$9.60$0.4024.00$349.60
$350.00$355.00Aug 7$4.70$4.70$0.3015.67$354.70
$355.00$357.50Aug 7$2.35$2.35$0.1515.67$357.35
$357.50$360.00Aug 7$2.20$2.20$0.307.33$359.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$447.50$395.00Aug 7$48.40$48.40$4.1011.80$399.10
$387.50$385.00Aug 14$2.10$2.10$0.405.25$385.40
$445.00$412.50Aug 14$26.15$26.15$6.354.12$418.85
$430.00$420.00Aug 28$7.10$7.10$2.902.45$422.90
$410.00$405.00Aug 21$3.35$3.35$1.652.03$406.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $8.55, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Aug 7Aug 14$3.10162.5%85.6%
$450.00Aug 7Aug 14$3.17154.9%91.9%
$340.00Aug 7Aug 14$5.25157.6%96.3%
$425.00Aug 7Aug 14$5.65150.9%90.1%
$420.00Aug 7Aug 14$7.07138.3%91.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Aug 7Aug 14$1.25242.7%103.9%
$325.00Aug 7Aug 14$1.28239.1%95.5%
$332.50Aug 7Aug 14$2.32209.3%94.0%
$335.00Aug 7Aug 14$2.47213.9%94.8%
$320.00Aug 7Aug 14$2.85175.9%104.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 4.36% of stock, avg 12.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$382.50Aug 7$9.55$7.25$16.80$365.70$399.304.36%
$385.00Aug 7$8.55$8.30$16.85$368.15$401.854.38%
$380.00Aug 7$11.10$5.90$17.00$363.00$397.004.42%
$375.00Aug 7$14.15$4.50$18.65$356.35$393.654.85%
$395.00Aug 7$4.78$14.65$19.43$375.57$414.435.05%
$370.00Aug 7$17.90$3.00$20.90$349.10$390.905.43%
$367.50Aug 7$19.45$2.45$21.90$345.60$389.405.69%
$360.00Aug 7$26.00$1.10$27.10$332.90$387.107.04%
$357.50Aug 7$28.20$1.98$30.18$327.32$387.687.84%
$355.00Aug 7$30.55$0.85$31.40$323.60$386.408.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 2.23% of stock, avg 9.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$397.50$375.00Aug 7$4.10$4.50$8.60$366.40$406.10
$397.50$377.50Aug 7$4.10$5.00$9.10$368.40$406.60
$395.00$375.00Aug 7$4.78$4.50$9.28$365.72$404.28
$395.00$377.50Aug 7$4.78$5.00$9.78$367.72$404.78
$397.50$380.00Aug 7$4.10$5.90$10.00$370.00$407.50
$392.50$375.00Aug 7$5.60$4.50$10.10$364.90$402.60
$392.50$377.50Aug 7$5.60$5.00$10.60$366.90$403.10
$395.00$380.00Aug 7$4.78$5.90$10.68$369.32$405.68
$390.00$375.00Aug 7$6.50$4.50$11.00$364.00$401.00
$397.50$382.50Aug 7$4.10$7.25$11.35$371.15$408.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 273 found (best R:R 40.67, avg credit $6.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/358370/375Aug 7$4.88$0.1240.67$352.62$374.88
332/335360/365Aug 7$4.77$0.2320.74$330.23$364.77
315/320365/370Aug 14$4.72$0.2816.86$315.28$369.72
330/340350/360Sep 18$9.40$0.6015.67$330.60$359.40
335/340365/370Aug 14$4.68$0.3214.63$335.32$369.68
340/345370/375Aug 7$4.68$0.3214.62$340.32$374.68
360/362370/375Aug 7$4.63$0.3712.51$357.87$374.63
310/320330/340Aug 21$9.12$0.8810.36$310.88$339.12
345/350375/380Aug 14$4.55$0.4510.11$345.45$379.55
352/355365/370Aug 14$4.55$0.4510.11$350.45$369.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$440.00$450.00Sep 18$0.05$9.95199.00
$400.00$410.00$420.00Sep 18$0.10$9.9099.00
$430.00$440.00$450.00Aug 28$0.25$9.7539.00
$360.00$370.00$380.00Sep 18$0.25$9.7539.00
$380.00$390.00$400.00Aug 28$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$335.00$340.00Aug 28$0.05$4.9599.00
$335.00$340.00$345.00Aug 28$0.05$4.9599.00
$340.00$350.00$360.00Sep 11$0.30$9.7032.33
$320.00$330.00$340.00Sep 18$0.30$9.7032.33
$345.00$347.50$350.00Aug 7$0.09$2.4126.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-8.35, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$430.001:2Sep 4-$8.35$31.65
$400.00$430.001:2Aug 28-$8.35$21.65
$425.00$440.001:2Aug 7-$0.06$14.94
$420.00$440.001:2Aug 21-$6.20$13.80
$350.00$380.001:2Aug 28-$19.35$10.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$415.00$380.001:2Aug 28-$8.95$26.05
$445.00$412.501:2Aug 14-$11.40$21.10
$320.00$310.001:2Aug 7-$1.06$8.94
$395.00$385.001:2Aug 7-$1.95$8.05
$365.00$350.001:2Aug 21-$7.40$7.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 9.92%, avg 3.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Sep 18$38.200.513.9%9.92%13.85%25178
$390.00Sep 4$34.600.531.3%8.99%10.32%14--
$410.00Sep 18$34.500.486.5%8.96%15.49%172
$420.00Sep 18$30.700.459.1%7.98%17.10%2179
$390.00Aug 28$29.900.521.3%7.77%9.10%1--
$430.00Sep 18$27.600.4211.7%7.17%18.89%233
$420.00Sep 11$27.000.439.1%7.01%16.14%2--
$385.00Aug 21$26.000.540.0%6.76%6.78%127
$400.00Aug 28$25.700.483.9%6.68%10.60%20--
$425.00Sep 11$25.200.4110.4%6.55%16.97%1--

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 1,673
Total Puts 4,373
Put/Call Ratio 2.61
Net Difference -2,700

Prior's Put/Call Breakdown

Total Calls 3,167
Total Puts 4,218
Put/Call Ratio 1.33
Net Difference -1,051

Prior 7-Day Put/Call Summary

Total Calls 44,345
Total Puts 44,344
Average Put/Call Ratio 1.11
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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