Tour v526
TER
TERADYNE INC
$372.06 +4.21%
$371.60 (-0.12%)🌙
as of 09/08 07:01 PM
9/8 19:01

Option Volume

Detail
Current (09/08) 5,321
Calls: 2,669 (50%)
Puts: 2,652 (50%)
Prior (09/04) 8,547
Calls: 6,350 (74%)
Puts: 2,197 (26%)
Current vs Prior -37.74%
Calls: -57.97% (Calls)
Puts: +20.71% (Puts)
Prior 7-Day Total 37,532
Calls: 23,278 (62%)
Puts: 14,254 (38%)
Prior 7-Day Average 5,361
Calls: 3,325 (62%)
Puts: 2,036 (38%)
Current vs Prior 7-Day Avg -0.76%
Calls: -19.74%
Puts: +30.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $7.94M
Calls: $4.86M (61%)
Puts: $3.07M (39%)
Prior (09/04) $9.94M
Calls: $7.88M (79%)
Puts: $2.07M (21%)
Current vs Prior -20.20%
Calls: -38.27%
Puts: +48.64%
Prior 7-Day Total $50.53M
Calls: $29.54M (58%)
Puts: $20.98M (42%)
Prior 7-Day Average $7.22M
Calls: $4.22M (58%)
Puts: $3.00M (42%)
Current vs Prior 7-Day Avg +9.95%
Calls: +15.22%
Puts: +2.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.99
Prior (09/04) 0.35
Current vs Prior +187.19%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +29.34%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/08) 29,523
Calls: 12,735 (43%)
Puts: 16,788 (57%)
Prior (09/04) 29,308
Calls: 13,288 (45%)
Puts: 16,020 (55%)
Current vs Prior +0.73%
Prior 7-Day Total 204,215
Calls: 80,299 (39%)
Puts: 123,916 (61%)
Prior 7-Day Average 29,173
Calls: 11,471 (39%)
Puts: 17,702 (61%)
Current vs Prior 7-Day Avg +1.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.72% | 9.35%9.35% | 19.03%
Prior 6.99% | 9.94%9.94% | 18.42%
Current vs Prior -18.08% | -5.93%-5.93% | +3.33%
Prior 7-Day Avg 5.44% | 8.63%11.22% | 19.17%
Current vs 7-Day Avg +5.32% | +8.33%-16.62% | -0.71%
Prior 7-Day Eod 6.99% | 9.94%9.94% | 18.42%
Current vs 7-Day Eod -18.08% | -5.93%-5.93% | +3.33%
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

Moderately bullish flow with 61% call dollar volume ($4.86M). P/C ratio rising 187% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.8%, best 8.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 1655.3060.20$57.758.5%10.75--
$320.00Oct 1661.5067.20$64.358.9%60.79144
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Oct 968.7075.20$71.959.0%10.751

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. 72 found (avg delta 0.66, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1861.0067.90$64.4510.7%30.9421
$340.00Sep 1131.5037.80$34.6518.2%60.8836
$330.00Sep 1842.3050.00$46.1516.7%20.8629
$350.00Sep 1121.6029.60$25.6031.2%50.8363
$347.50Sep 1124.0031.20$27.6026.1%50.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 1125.9033.10$29.5024.4%20.86--
$395.00Sep 1122.2029.00$25.6026.6%20.82--
$420.00Sep 2550.2057.90$54.0514.2%20.80--
$435.00Oct 968.7075.20$71.959.0%10.751
$400.00Sep 1831.9038.70$35.3019.3%10.73--

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 3.3K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 111.702.90$2.3052.2%2290.17259
$405.00Sep 183.309.90$6.60100.0%1690.264
$370.00Oct 223.7032.00$27.8529.8%1280.559
$410.00Sep 182.606.00$4.3079.1%700.2067
$372.50Sep 117.0014.80$10.9071.6%640.549
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 180.501.10$0.8075.0%2260.04490
$350.00Oct 211.7018.10$14.9043.0%1610.339
$320.00Sep 181.702.25$1.9827.8%1150.09366
$385.00Sep 2524.5031.80$28.1525.9%1110.56--
$320.00Oct 1610.0013.00$11.5026.1%1070.21382

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 15.8%, max 46.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Sep 11Oct 293.9%64.0%46.7%24837
$355.00Sep 11Oct 2389.5%68.2%31.1%3270
$370.00Sep 11Oct 1681.4%66.9%21.7%34291
$350.00Sep 11Oct 1680.7%68.2%18.3%1363
$360.00Sep 11Oct 1678.5%67.1%17.0%11187
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Sep 11Sep 2593.9%68.4%37.3%43108
$370.00Sep 11Oct 1681.4%66.9%21.7%211
$350.00Sep 11Oct 1680.7%68.2%18.3%18308
$360.00Sep 11Oct 1678.5%67.1%17.0%109563
$362.50Sep 11Sep 1880.5%70.2%14.7%310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 0.57, avg 3.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$345.00Oct 23$15.95$9.05$15.9578%0.57$335.95
$400.00$425.00Oct 9$6.45$18.55$6.4540%2.88$406.45
$380.00$400.00Oct 23$7.90$12.10$7.9052%1.53$387.90
$380.00$400.00Oct 9$7.25$12.75$7.2550%1.76$387.25
$345.00$350.00Sep 25$2.15$2.85$2.1573%1.33$347.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$377.50Sep 11$0.70$1.80$0.7059%2.57$379.30
$372.50$370.00Sep 11$0.40$2.10$0.4047%5.25$372.10
$360.00$355.00Oct 2$1.25$3.75$1.2539%3.00$358.75
$347.50$345.00Sep 18$0.10$2.40$0.1025%24.00$347.40
$330.00$320.00Sep 25$0.95$9.05$0.9517%9.53$329.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 116 found (best R:R 0.80, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$405.00$410.00Sep 18$2.30$2.30$2.7074%0.85$407.30
$410.00$420.00Sep 25$3.40$3.40$6.6071%0.52$413.40
$382.50$385.00Sep 18$2.05$2.05$0.4556%4.56$384.55
$372.50$375.00Sep 11$2.10$2.10$0.4046%5.25$374.60
$382.50$385.00Sep 11$1.70$1.70$0.8060%2.13$384.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$340.00Oct 9$13.35$13.35$16.6555%0.80$356.65
$345.00$320.00Oct 23$9.05$9.05$15.9567%0.57$335.95
$320.00$315.00Oct 2$3.20$3.20$1.8082%1.78$316.80
$350.00$340.00Oct 16$5.35$5.35$4.6565%1.15$344.65
$360.00$352.50Sep 18$4.55$4.55$2.9564%1.54$355.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $6.87, cheapest $4.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Sep 11Sep 18$6.5093.9%69.1%
$382.50Sep 11Sep 18$6.0083.7%71.8%
$362.50Sep 11Sep 18$7.0080.5%70.2%
$385.00Sep 11Sep 18$5.6577.1%67.2%
$367.50Sep 11Sep 18$6.6076.4%67.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Sep 11Sep 18$4.6093.9%69.1%
$362.50Sep 11Sep 18$6.3580.5%70.2%
$370.00Sep 11Sep 18$7.4081.4%73.2%
$372.50Sep 11Sep 18$6.9575.4%67.8%
$380.00Sep 11Sep 18$6.7575.6%71.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.25% of stock, avg 10.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Sep 11$8.80$10.75$19.55$355.45$394.555.25%
$372.50Sep 11$10.90$9.40$20.30$352.20$392.805.46%
$370.00Sep 11$11.90$9.00$20.90$349.10$390.905.62%
$367.50Sep 11$13.70$7.25$20.95$346.55$388.455.63%
$377.50Sep 11$7.80$13.15$20.95$356.55$398.455.63%
$380.00Sep 11$7.40$13.85$21.25$358.75$401.255.71%
$362.50Sep 11$15.45$5.85$21.30$341.20$383.805.72%
$357.50Sep 11$18.85$3.25$22.10$335.40$379.605.94%
$360.00Sep 11$18.05$4.80$22.85$337.15$382.856.14%
$365.00Sep 11$14.65$8.45$23.10$341.90$388.106.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 3.13% of stock, avg 8.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$385.00$362.50Sep 11$5.80$5.85$11.65$350.85$396.65
$385.00$367.50Sep 11$5.80$7.25$13.05$354.45$398.05
$382.50$362.50Sep 11$7.50$5.85$13.35$349.15$395.85
$385.00$365.00Sep 11$5.80$8.45$14.25$350.75$399.25
$380.00$362.50Sep 11$7.40$5.85$13.25$349.25$393.25
$382.50$367.50Sep 11$7.50$7.25$14.75$352.75$397.25
$380.00$367.50Sep 11$7.40$7.25$14.65$352.85$394.65
$377.50$362.50Sep 11$7.80$5.85$13.65$348.85$391.15
$377.50$367.50Sep 11$7.80$7.25$15.05$352.45$392.55
$385.00$370.00Sep 11$5.80$9.00$14.80$355.20$399.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 11.50, avg credit $2.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
315/320425/430Oct 2$4.60$0.4056%11.50$315.40$429.60
315/320415/420Oct 2$4.70$0.3052%15.67$315.30$419.70
315/320410/415Oct 2$4.40$0.6050%7.33$315.60$414.40
315/320430/440Oct 2$5.75$4.2559%1.35$314.25$435.75
325/330405/410Sep 18$3.55$1.4560%2.45$326.45$408.55
315/320420/425Oct 2$3.80$1.2055%3.17$316.20$423.80
335/340405/410Sep 18$3.75$1.2553%3.00$336.25$408.75
330/335405/410Sep 18$3.37$1.6356%2.07$331.63$408.37
330/332388/390Sep 11$2.10$0.4059%5.25$330.40$389.60
345/348388/390Sep 11$2.32$0.1850%12.89$345.18$389.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Oct 16$0.10$9.9010%99.00
$380.00$390.00$400.00Oct 16$0.30$9.709%32.33
$420.00$430.00$440.00Oct 16$0.30$9.707%32.33
$395.00$400.00$405.00Oct 2$0.10$4.905%49.00
$400.00$405.00$410.00Oct 2$0.10$4.905%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Sep 18$0.12$9.885%82.33
$320.00$325.00$330.00Oct 9$0.10$4.905%49.00
$320.00$330.00$340.00Oct 16$0.40$9.608%24.00
$375.00$380.00$385.00Sep 25$0.20$4.807%24.00
$342.50$345.00$347.50Sep 11$0.24$2.268%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-2.05, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$425.001:2Oct 9-$5.90$19.10
$355.00$380.001:2Oct 9-$12.95$12.05
$430.00$440.001:2Sep 18-$0.21$9.79
$410.00$420.001:2Sep 25-$2.20$7.80
$425.00$430.001:2Sep 11-$0.22$4.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$380.001:2Oct 9-$2.05$42.95
$370.00$340.001:2Oct 9-$0.65$29.35
$395.00$382.501:2Sep 11-$6.40$6.10
$345.00$320.001:2Oct 23-$4.05$20.95
$350.00$335.001:2Sep 25-$1.50$13.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.91%, avg 2.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Oct 23$22.000.437.5%5.91%13.42%114
$380.00Oct 23$29.500.522.1%7.93%10.06%2--
$400.00Oct 16$19.400.427.5%5.21%12.72%13186
$390.00Oct 16$22.000.474.8%5.91%10.73%2334
$380.00Oct 16$26.000.512.1%6.99%9.12%9263
$420.00Oct 16$13.600.3412.9%3.66%16.54%874
$410.00Oct 16$15.300.3810.2%4.11%14.31%451
$430.00Oct 16$11.100.3015.6%2.98%18.56%2--
$380.00Oct 9$22.600.502.1%6.07%8.21%1--
$440.00Oct 16$8.900.2618.3%2.39%20.65%776

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 2,669
Total Puts 2,652
Put/Call Ratio 0.99
Net Difference 17

Prior's Put/Call Breakdown

Total Calls 6,350
Total Puts 2,197
Put/Call Ratio 0.35
Net Difference 4,153

Prior 7-Day Put/Call Summary

Total Calls 23,278
Total Puts 14,254
Average Put/Call Ratio 0.77
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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