Tour v526
TER
TERADYNE INC
$341.62 +1.84%
$340.96 (-0.19%)🌙
as of 09/02 07:02 PM
9/2 19:02

Option Volume

Detail
Current (09/02) 5,960
Calls: 4,612 (77%)
Puts: 1,348 (23%)
Prior (09/01) 6,627
Calls: 2,790 (42%)
Puts: 3,837 (58%)
Current vs Prior -10.06%
Calls: +65.30% (Calls)
Puts: -64.87% (Puts)
Prior 7-Day Total 32,520
Calls: 16,404 (50%)
Puts: 16,116 (50%)
Prior 7-Day Average 4,645
Calls: 2,343 (50%)
Puts: 2,302 (50%)
Current vs Prior 7-Day Avg +28.29%
Calls: +96.81%
Puts: -41.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $6.71M
Calls: $3.31M (49%)
Puts: $3.41M (51%)
Prior (09/01) $10.52M
Calls: $4.51M (43%)
Puts: $6.00M (57%)
Current vs Prior -36.18%
Calls: -26.74%
Puts: -43.27%
Prior 7-Day Total $43.43M
Calls: $21.55M (50%)
Puts: $21.88M (50%)
Prior 7-Day Average $6.20M
Calls: $3.08M (50%)
Puts: $3.13M (50%)
Current vs Prior 7-Day Avg +8.22%
Calls: +7.46%
Puts: +8.97%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/02) 0.29
Prior (09/01) 1.38
Current vs Prior -78.75%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -72.73%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 27,216
Calls: 10,891 (40%)
Puts: 16,325 (60%)
Prior (09/01) 37,258
Calls: 13,490 (36%)
Puts: 23,768 (64%)
Current vs Prior -26.95%
Prior 7-Day Total 202,201
Calls: 85,650 (42%)
Puts: 116,551 (58%)
Prior 7-Day Average 28,885
Calls: 12,235 (42%)
Puts: 16,650 (58%)
Current vs Prior 7-Day Avg -5.78%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.80% | 8.09%10.71% | 18.88%
Prior 5.29% | 8.66%11.16% | 18.29%
Current vs Prior -9.27% | -6.54%-4.03% | +3.24%
Prior 7-Day Avg 5.96% | 9.33%11.04% | 19.83%
Current vs 7-Day Avg -19.39% | -13.24%-2.94% | -4.77%
Prior 7-Day Eod 5.29% | 8.66%11.16% | 18.29%
Current vs 7-Day Eod -9.27% | -6.54%-4.03% | +3.24%
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 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Extreme bullish P/C ratio of 0.29 - heavy call buying (4,612 calls vs 1,348 puts). P/C ratio dropping 79% - sentiment shifting bullish. Declining open interest (down 27%) indicates positions being closed.

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

No options available for this category

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. 57 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1138.8046.50$42.6518.1%120.93--
$320.00Sep 418.3025.90$22.1034.4%20.89--
$280.00Oct 261.6070.40$66.0013.3%50.88--
$300.00Sep 1841.3049.80$45.5518.7%30.8415
$295.00Sep 2548.4055.40$51.9013.5%50.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Sep 434.7043.00$38.8521.4%20.9611
$375.00Sep 429.8038.20$34.0024.7%30.95--
$400.00Sep 1154.9063.30$59.1014.2%10.94--
$400.00Sep 1856.8065.00$60.9013.5%270.8460
$357.50Sep 414.4022.10$18.2542.2%20.8260

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 4.9K, top 842)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Sep 40.001.80$0.90200.0%8420.07859
$345.00Sep 41.809.60$5.70136.8%8360.4218
$350.00Sep 40.405.20$2.80171.4%8210.2956
$377.50Sep 40.001.45$0.73198.6%8160.07828
$352.50Sep 40.004.50$2.25200.0%500.243
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 40.657.50$4.08167.9%2060.35297
$320.00Sep 40.002.65$1.33199.2%950.13113
$345.00Sep 45.6012.90$9.2578.9%510.5866
$347.50Sep 47.0014.60$10.8070.4%510.6254
$310.00Sep 254.1012.00$8.0598.1%400.24--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 20.1%, max 44.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Sep 4Oct 1692.8%64.3%44.4%2247
$365.00Sep 4Sep 2589.5%62.3%43.7%3117
$345.00Sep 4Oct 977.0%62.9%22.4%84218
$330.00Sep 4Oct 1672.8%60.9%19.5%447
$340.00Sep 4Oct 1670.2%61.6%13.9%22216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 4Oct 277.0%63.2%21.7%5366
$330.00Sep 4Oct 1672.8%60.9%19.5%22459
$357.50Sep 4Sep 1168.7%60.2%14.0%462
$340.00Sep 4Oct 1670.2%61.6%13.9%25222
$325.00Sep 4Sep 1868.4%61.5%11.2%1422

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 0.50, avg 5.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$345.00Oct 2$43.30$21.70$43.3088%0.50$323.30
$295.00$340.00Sep 25$29.60$15.40$29.6084%0.52$324.60
$390.00$400.00Sep 25$0.15$9.85$0.1522%65.67$390.15
$390.00$400.00Oct 16$1.55$8.45$1.5530%5.45$391.55
$350.00$360.00Oct 2$3.30$6.70$3.3048%2.03$353.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$352.50$350.00Sep 4$0.50$2.00$0.5076%4.00$352.00
$350.00$342.50Sep 18$2.65$4.85$2.6555%1.83$347.35
$340.00$335.00Sep 18$1.05$3.95$1.0546%3.76$338.95
$325.00$312.50Sep 11$1.37$11.13$1.3727%8.12$323.63
$340.00$337.50Sep 4$0.15$2.35$0.1547%15.67$339.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 1.35, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$385.00Sep 25$2.70$2.70$2.3073%1.17$382.70
$375.00$380.00Sep 18$2.48$2.48$2.5275%0.98$377.48
$347.50$350.00Sep 4$2.17$2.17$0.3362%6.58$349.67
$380.00$382.50Sep 11$1.42$1.42$1.0884%1.31$381.42
$372.50$375.00Sep 4$1.27$1.27$1.2387%1.03$373.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$320.00Oct 16$5.75$5.75$4.2560%1.35$324.25
$305.00$300.00Sep 25$3.00$3.00$2.0078%1.50$302.00
$310.00$300.00Oct 2$3.90$3.90$6.1073%0.64$306.10
$330.00$325.00Sep 11$3.05$3.05$1.9565%1.56$326.95
$290.00$280.00Oct 16$3.00$3.00$7.0080%0.43$287.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $7.38, cheapest $5.23)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$347.50Sep 4Sep 11$5.2379.3%62.0%
$345.00Sep 4Sep 11$5.7577.0%63.0%
$340.00Sep 4Sep 11$5.0070.2%59.7%
$342.50Sep 4Sep 11$6.5070.1%63.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Sep 4Sep 11$5.7077.0%63.0%
$340.00Sep 4Sep 18$9.5570.2%58.9%
$342.50Sep 4Sep 18$10.3070.1%63.2%
$335.00Sep 4Sep 18$10.9767.0%63.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 4.07% of stock, avg 9.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$342.50Sep 4$6.10$7.80$13.90$328.60$356.404.07%
$335.00Sep 4$10.75$4.08$14.83$320.17$349.834.34%
$345.00Sep 4$5.70$9.25$14.95$330.05$359.954.38%
$340.00Sep 4$8.60$6.55$15.15$324.85$355.154.43%
$337.50Sep 4$9.05$6.40$15.45$322.05$352.954.52%
$332.50Sep 4$12.15$3.60$15.75$316.75$348.254.61%
$347.50Sep 4$4.97$10.80$15.77$331.73$363.274.62%
$352.50Sep 4$2.25$13.65$15.90$336.60$368.404.65%
$350.00Sep 4$2.80$13.15$15.95$334.05$365.954.67%
$355.00Sep 4$1.50$15.85$17.35$337.65$372.355.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.52% of stock, avg 6.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$352.50$330.00Sep 4$2.25$2.95$5.20$324.80$357.70
$350.00$330.00Sep 4$2.80$2.95$5.75$324.25$355.75
$352.50$332.50Sep 4$2.25$3.60$5.85$326.65$358.35
$350.00$332.50Sep 4$2.80$3.60$6.40$326.10$356.40
$352.50$335.00Sep 4$2.25$4.08$6.33$328.67$358.83
$350.00$335.00Sep 4$2.80$4.08$6.88$328.12$356.88
$347.50$330.00Sep 4$4.97$2.95$7.92$322.08$355.42
$347.50$332.50Sep 4$4.97$3.60$8.57$323.93$356.07
$347.50$335.00Sep 4$4.97$4.08$9.05$325.95$356.55
$345.00$330.00Sep 4$5.70$2.95$8.65$321.35$353.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 11.50, avg credit $2.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320380/385Sep 25$4.60$0.4042%11.50$315.40$384.60
310/315380/385Sep 25$4.25$0.7546%5.67$310.75$384.25
320/325375/380Sep 18$4.28$0.7242%5.94$320.72$379.28
325/328372/375Sep 4$2.10$0.4065%5.25$325.40$374.60
300/305375/380Sep 25$3.75$1.2549%3.00$301.25$378.75
325/328368/370Sep 4$2.11$0.3963%5.41$325.39$369.61
312/315372/375Sep 4$1.79$0.7175%2.52$313.21$374.29
305/310360/365Sep 11$3.48$1.5253%2.29$306.52$363.48
312/315368/370Sep 4$1.80$0.7073%2.57$313.20$369.30
300/302372/375Sep 4$1.52$0.9883%1.55$300.98$374.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Oct 16$0.15$9.8510%65.67
$360.00$370.00$380.00Oct 16$0.45$9.559%21.22
$370.00$375.00$380.00Sep 11$0.25$4.755%19.00
$330.00$340.00$350.00Oct 16$0.70$9.3010%13.29
$350.00$360.00$370.00Oct 16$0.70$9.3010%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Oct 16$0.30$9.7010%32.33
$342.50$345.00$347.50Sep 4$0.10$2.409%24.00
$370.00$380.00$390.00Sep 18$0.45$9.558%21.22
$352.50$355.00$357.50Sep 11$0.10$2.406%24.00
$340.00$342.50$345.00Sep 4$0.20$2.3010%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-2.10, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$365.001:2Sep 25-$2.10$22.90
$310.00$330.001:2Sep 18-$10.05$9.95
$320.00$330.001:2Sep 4-$7.20$2.80
$360.00$370.001:2Sep 18-$2.35$7.65
$380.00$382.501:2Sep 11-$0.06$2.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$360.001:2Sep 4-$6.70$8.30
$345.00$330.001:2Sep 11-$1.15$13.85
$375.00$350.001:2Oct 2-$11.20$13.80
$330.00$310.001:2Oct 2-$3.65$16.35
$300.00$290.001:2Sep 18-$0.27$9.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.42%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$360.00Oct 16$18.500.455.4%5.42%10.80%3--
$350.00Oct 16$22.500.502.5%6.59%9.04%9139
$370.00Oct 16$15.000.408.3%4.39%12.70%9252
$380.00Oct 16$11.900.3511.2%3.48%14.72%2165
$390.00Oct 16$9.500.3014.2%2.78%16.94%9330
$345.00Oct 9$21.900.521.0%6.41%7.40%6--
$400.00Oct 16$7.900.2717.1%2.31%19.40%12148
$350.00Oct 2$18.900.482.5%5.53%7.99%2--
$360.00Oct 2$14.100.425.4%4.13%9.51%112
$345.00Oct 2$19.500.511.0%5.71%6.70%2--

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 4,612
Total Puts 1,348
Put/Call Ratio 0.29
Net Difference 3,264

Prior's Put/Call Breakdown

Total Calls 2,790
Total Puts 3,837
Put/Call Ratio 1.38
Net Difference -1,047

Prior 7-Day Put/Call Summary

Total Calls 16,404
Total Puts 16,116
Average Put/Call Ratio 1.07
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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