Tour v527
TER
TERADYNE INC
$383.69 +3.13%
$382.47 (-0.32%)🌙
as of 09/09 07:04 PM
9/9 19:04

Option Volume

Detail
Current (09/09) 4,715
Calls: 1,691 (36%)
Puts: 3,024 (64%)
Prior (09/08) 5,321
Calls: 2,669 (50%)
Puts: 2,652 (50%)
Current vs Prior -11.39%
Calls: -36.64% (Calls)
Puts: +14.03% (Puts)
Prior 7-Day Total 37,588
Calls: 21,845 (58%)
Puts: 15,743 (42%)
Prior 7-Day Average 5,369
Calls: 3,120 (58%)
Puts: 2,249 (42%)
Current vs Prior 7-Day Avg -12.19%
Calls: -45.81%
Puts: +34.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09) $20.84M
Calls: $6.66M (32%)
Puts: $14.18M (68%)
Prior (09/08) $7.94M
Calls: $4.86M (61%)
Puts: $3.07M (39%)
Current vs Prior +162.57%
Calls: +37.03%
Puts: +361.15%
Prior 7-Day Total $53.93M
Calls: $31.35M (58%)
Puts: $22.57M (42%)
Prior 7-Day Average $7.70M
Calls: $4.48M (58%)
Puts: $3.22M (42%)
Current vs Prior 7-Day Avg +170.48%
Calls: +48.75%
Puts: +339.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/09) 1.79
Prior (09/08) 0.99
Current vs Prior +79.98%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +105.63%
Sentiment BEARISH

Open Interest

Detail
Current (09/09) 31,339
Calls: 13,664 (44%)
Puts: 17,675 (56%)
Prior (09/08) 29,523
Calls: 12,735 (43%)
Puts: 16,788 (57%)
Current vs Prior +6.15%
Prior 7-Day Total 210,928
Calls: 83,486 (40%)
Puts: 127,442 (60%)
Prior 7-Day Average 30,132
Calls: 11,926 (40%)
Puts: 18,206 (60%)
Current vs Prior 7-Day Avg +4.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 5.16% | 8.70%8.70% | 18.07%
Prior 5.72% | 9.35%9.35% | 19.03%
Current vs Prior -9.86% | -6.93%-6.93% | -5.02%
Prior 7-Day Avg 5.71% | 8.79%10.65% | 18.86%
Current vs 7-Day Avg -9.57% | -0.96%-18.29% | -4.16%
Prior 7-Day Eod 5.72% | 9.35%9.35% | 19.03%
Current vs 7-Day Eod -9.86% | -6.93%-6.93% | -5.02%
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 bearish flow with 68% put dollar volume ($14.18M). Massive premium surge with dollar volume up 163% vs prior. Dollar volume significantly above 7-day average (170% higher). Extreme bearish P/C ratio of 1.79 - heavy put buying.

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 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 4 of results (avg 9.4%, best 9.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 1669.9076.70$73.309.3%50.83141
$400.00Oct 1625.0027.50$26.259.5%330.47188
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 1847.6052.30$49.959.4%10.87--
$425.00Oct 952.7058.00$55.359.6%10.661

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. 56 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1149.9057.60$53.7514.3%11.00--
$340.00Sep 1139.9047.90$43.9018.2%20.9534
$345.00Sep 1135.1042.80$38.9519.8%50.928
$355.00Sep 1127.2033.60$30.4021.1%10.92269
$340.00Sep 1842.4050.30$46.3517.0%110.8862
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 1847.6052.30$49.959.4%10.87--
$425.00Oct 952.7058.00$55.359.6%10.661
$420.00Oct 2354.5061.20$57.8511.6%10.60--
$410.00Oct 1643.9051.50$47.7015.9%20.5816
$400.00Oct 1636.4043.40$39.9017.5%150.53291

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 2.0K, top 152)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 169.0014.50$11.7546.8%1020.26220
$400.00Sep 188.0010.70$9.3528.9%570.36252
$400.00Sep 110.304.00$2.15172.1%560.20409
$377.50Sep 118.2015.80$12.0063.3%530.6128
$430.00Sep 180.604.00$2.30147.8%390.13107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 167.0010.40$8.7039.1%1520.17404
$365.00Sep 111.653.50$2.5871.7%1070.20133
$320.00Sep 250.206.20$3.20187.5%810.1026
$330.00Sep 181.101.65$1.3839.9%700.07717
$350.00Oct 1613.8017.40$15.6023.1%690.29256

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 23.3%, max 39.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$372.50Sep 11Sep 1892.8%66.7%39.1%617
$377.50Sep 11Sep 1886.8%64.0%35.8%5579
$385.00Sep 11Oct 2392.7%69.9%32.6%2144
$380.00Sep 11Oct 1681.3%64.1%26.9%33317
$365.00Sep 11Oct 281.7%64.6%26.5%17841
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Sep 11Oct 1681.3%64.1%26.9%27107
$365.00Sep 11Oct 281.7%64.6%26.5%116148
$375.00Sep 11Oct 981.7%64.8%26.0%485
$370.00Sep 11Oct 1676.6%63.2%21.3%7412

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 10.76, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$420.00Oct 16$0.85$9.15$0.8542%10.76$410.85
$350.00$370.00Oct 16$10.95$9.05$10.9571%0.83$360.95
$430.00$440.00Oct 16$1.10$8.90$1.1033%8.09$431.10
$390.00$425.00Oct 9$11.90$23.10$11.9051%1.94$401.90
$385.00$400.00Oct 23$5.80$9.20$5.8054%1.59$390.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$320.00Oct 16$0.40$9.60$0.4020%24.00$329.60
$345.00$335.00Oct 2$0.95$9.05$0.9522%9.53$344.05
$375.00$370.00Oct 9$1.10$3.90$1.1041%3.55$373.90
$380.00$377.50Sep 11$0.50$2.00$0.5043%4.00$379.50
$370.00$365.00Sep 25$1.30$3.70$1.3037%2.85$368.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 5.25, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$415.00$420.00Sep 18$3.70$3.70$1.3073%2.85$418.70
$385.00$390.00Sep 11$4.65$4.65$0.3552%13.29$389.65
$405.00$410.00Sep 18$3.55$3.55$1.4566%2.45$408.55
$420.00$430.00Oct 16$5.00$5.00$5.0062%1.00$425.00
$410.00$415.00Oct 2$3.10$3.10$1.9062%1.63$413.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$345.00Oct 2$4.20$4.20$0.8073%5.25$345.80
$335.00$330.00Sep 18$2.37$2.37$2.6386%0.90$332.63
$335.00$330.00Sep 11$1.95$1.95$3.0590%0.64$333.05
$362.50$360.00Sep 11$2.20$2.20$0.3078%7.33$360.30
$372.50$370.00Sep 11$2.32$2.32$0.1868%12.89$370.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $7.72, cheapest $5.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$372.50Sep 11Sep 18$7.1592.8%66.7%
$377.50Sep 11Sep 18$7.6086.8%64.0%
$385.00Sep 11Sep 18$6.5092.7%70.2%
$380.00Sep 11Sep 18$9.5581.3%64.9%
$375.00Sep 11Sep 18$7.1081.7%67.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$372.50Sep 11Sep 18$5.2592.8%66.7%
$380.00Sep 11Sep 18$6.4081.3%64.9%
$375.00Sep 11Sep 25$11.3781.7%66.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 4.73% of stock, avg 11.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Sep 11$10.65$7.50$18.15$361.85$398.154.73%
$377.50Sep 11$12.00$7.00$19.00$358.50$396.504.95%
$375.00Sep 11$13.70$5.48$19.18$355.82$394.185.00%
$370.00Sep 11$16.30$3.38$19.68$350.32$389.685.13%
$372.50Sep 11$14.90$5.70$20.60$351.90$393.105.37%
$367.50Sep 11$18.20$4.00$22.20$345.30$389.705.79%
$365.00Sep 11$20.95$2.58$23.53$341.47$388.536.13%
$360.00Sep 11$25.35$1.43$26.78$333.22$386.786.98%
$355.00Sep 11$30.40$0.90$31.30$323.70$386.308.16%
$370.00Sep 18$23.45$8.90$32.35$337.65$402.358.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.70% of stock, avg 7.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$402.50$370.00Sep 11$3.13$3.38$6.51$363.49$409.01
$395.00$370.00Sep 11$3.98$3.38$7.36$362.64$402.36
$392.50$370.00Sep 11$3.90$3.38$7.28$362.72$399.78
$390.00$370.00Sep 11$4.75$3.38$8.13$361.87$398.13
$392.50$375.00Sep 11$3.90$5.48$9.38$365.62$401.88
$392.50$372.50Sep 11$3.90$5.70$9.60$362.90$402.10
$402.50$375.00Sep 11$3.13$5.48$8.61$366.39$411.11
$402.50$372.50Sep 11$3.13$5.70$8.83$363.67$411.33
$395.00$372.50Sep 11$3.98$5.70$9.68$362.82$404.68
$395.00$375.00Sep 11$3.98$5.48$9.46$365.54$404.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 6.35, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
320/325415/420Sep 18$4.32$0.6867%6.35$320.68$419.32
340/342415/420Sep 18$4.48$0.5259%8.62$338.02$419.48
350/352415/420Sep 18$4.70$0.3053%15.67$347.80$419.70
320/325405/410Sep 18$4.17$0.8360%5.02$320.83$409.17
345/350415/420Sep 18$4.20$0.8056%5.25$345.80$419.20
340/342405/410Sep 18$4.33$0.6752%6.46$338.17$409.33
330/335402/405Sep 11$3.58$1.4267%2.52$331.42$406.08
350/352405/410Sep 18$4.55$0.4546%10.11$347.95$409.55
342/345415/420Sep 18$3.87$1.1358%3.42$341.13$418.87
330/335395/400Sep 11$3.78$1.2260%3.10$331.22$398.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$372.50$375.00$377.50Sep 18$0.05$2.455%49.00
$377.50$380.00$382.50Sep 11$0.15$2.358%15.67
$370.00$375.00$380.00Sep 25$0.25$4.758%19.00
$420.00$430.00$440.00Sep 18$0.48$9.528%19.83
$370.00$372.50$375.00Sep 11$0.20$2.309%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Oct 16$0.30$9.7010%32.33
$370.00$380.00$390.00Oct 16$0.50$9.5010%19.00
$352.50$355.00$357.50Sep 11$0.06$2.443%40.67
$355.00$357.50$360.00Sep 11$0.17$2.334%13.71
$340.00$350.00$360.00Oct 16$0.85$9.1510%10.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-3.20, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$425.001:2Oct 9-$3.20$31.80
$385.00$390.001:2Sep 11-$0.10$4.90
$420.00$440.001:2Oct 2-$4.30$15.70
$395.00$400.001:2Sep 11-$0.32$4.68
$450.00$460.001:2Sep 18-$0.05$9.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$320.001:2Sep 18-$0.06$4.94
$335.00$325.001:2Sep 25-$1.15$8.85
$320.00$310.001:2Sep 18-$0.28$9.72
$372.50$370.001:2Sep 11-$1.06$1.44
$350.00$345.001:2Sep 11-$0.78$4.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 6.91%, avg 2.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Oct 23$26.500.484.2%6.91%11.16%1--
$420.00Oct 23$19.200.409.5%5.00%14.47%2--
$385.00Oct 23$32.100.540.3%8.37%8.71%5--
$400.00Oct 16$25.000.474.2%6.52%10.77%33188
$420.00Oct 16$18.000.399.5%4.69%14.15%579
$390.00Oct 16$26.800.511.6%6.98%8.63%35333
$410.00Oct 16$18.400.416.9%4.80%11.65%352
$430.00Oct 16$12.700.3312.1%3.31%15.38%1535
$440.00Oct 16$10.500.3014.7%2.74%17.41%279
$390.00Oct 9$23.900.511.6%6.23%7.87%23

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 1,691
Total Puts 3,024
Put/Call Ratio 1.79
Net Difference -1,333

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,845
Total Puts 15,743
Average Put/Call Ratio 0.87
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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