Tour v527
TER
TERADYNE INC
$370.19 -3.52%
$369.86 (-0.09%)🌙
as of 09/10 07:07 PM
9/10 19:07

Option Volume

Detail
Current (09/10) 4,098
Calls: 2,352 (57%)
Puts: 1,746 (43%)
Prior (09/09) 4,715
Calls: 1,691 (36%)
Puts: 3,024 (64%)
Current vs Prior -13.09%
Calls: +39.09% (Calls)
Puts: -42.26% (Puts)
Prior 7-Day Total 37,500
Calls: 21,475 (57%)
Puts: 16,025 (43%)
Prior 7-Day Average 5,357
Calls: 3,067 (57%)
Puts: 2,289 (43%)
Current vs Prior 7-Day Avg -23.50%
Calls: -23.33%
Puts: -23.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $4.72M
Calls: $2.30M (49%)
Puts: $2.42M (51%)
Prior (09/09) $20.84M
Calls: $6.66M (32%)
Puts: $14.18M (68%)
Current vs Prior -77.34%
Calls: -65.41%
Puts: -82.94%
Prior 7-Day Total $69.81M
Calls: $35.96M (52%)
Puts: $33.85M (48%)
Prior 7-Day Average $9.97M
Calls: $5.14M (52%)
Puts: $4.84M (48%)
Current vs Prior 7-Day Avg -52.65%
Calls: -55.14%
Puts: -50.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10) 0.74
Prior (09/09) 1.79
Current vs Prior -58.49%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -20.62%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/10) 23,070
Calls: 7,856 (34%)
Puts: 15,214 (66%)
Prior (09/09) 31,339
Calls: 13,664 (44%)
Puts: 17,675 (56%)
Current vs Prior -26.39%
Prior 7-Day Total 213,971
Calls: 85,313 (40%)
Puts: 128,658 (60%)
Prior 7-Day Average 30,567
Calls: 12,187 (40%)
Puts: 18,379 (60%)
Current vs Prior 7-Day Avg -24.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.63% | 8.28%8.28% | 17.61%
Prior 5.16% | 8.70%8.70% | 18.07%
Current vs Prior -29.59% | -4.89%-4.89% | -2.56%
Prior 7-Day Avg 5.41% | 8.64%10.18% | 18.57%
Current vs 7-Day Avg -32.83% | -4.15%-18.67% | -5.16%
Prior 7-Day Eod 5.16% | 8.70%8.70% | 18.07%
Current vs 7-Day Eod -29.59% | -4.89%-4.89% | -2.56%
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

Light premium activity with dollar volume down 77% vs prior. P/C ratio dropping 58% - sentiment shifting bullish. Put-heavy open interest (15,214 puts vs 7,856 calls) suggests hedging or bearish positioning. Declining open interest (down 26%) 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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 9.3%, best 8.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Oct 1625.0027.30$26.158.8%90.50282
$310.00Sep 2560.9067.00$63.959.5%20.92--
$400.00Oct 1618.4020.30$19.359.8%120.40193
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 924.8027.10$25.958.9%20.46--
$400.00Sep 2536.8040.40$38.609.3%20.70--

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. 37 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 1124.2030.00$27.1021.4%10.97--
$340.00Sep 1127.9034.90$31.4022.3%10.9532
$310.00Sep 2560.9067.00$63.959.5%20.92--
$350.00Sep 1119.0024.30$21.6524.5%10.91--
$330.00Oct 245.2053.20$49.2016.3%10.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 1125.7032.70$29.2024.0%11.00--
$390.00Sep 1116.1023.30$19.7036.5%10.90--
$387.50Sep 1113.9021.30$17.6042.0%180.89--
$395.00Sep 1120.8026.10$23.4522.6%10.85--
$385.00Sep 1111.8019.20$15.5047.7%10.76--

Most actively traded options today. High liquidity = easy entry/exit. 173 active (total vol 3.4K, top 447)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 212.5015.50$14.0021.4%4470.3631
$425.00Sep 252.057.90$4.97117.7%4450.192
$405.00Sep 110.100.40$0.25120.0%3230.0452
$400.00Sep 110.250.35$0.3033.3%2410.05409
$385.00Sep 110.605.60$3.10161.3%730.2652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$347.50Sep 110.003.60$1.80200.0%2990.144
$320.00Sep 250.954.10$2.53124.5%1120.1191
$312.50Sep 251.452.50$1.9853.0%1090.08--
$300.00Sep 180.100.55$0.33136.4%680.02434
$340.00Sep 183.404.80$4.1034.1%610.19337

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 40.8%, max 89.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$395.00Sep 11Oct 2127.5%67.5%89.0%529
$392.50Sep 11Sep 18116.6%62.6%86.3%543
$377.50Sep 11Sep 18103.0%60.6%69.9%5519
$360.00Sep 11Oct 1687.2%64.1%36.0%532
$372.50Sep 11Sep 1878.5%64.7%21.3%5151
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Sep 11Sep 18112.9%64.1%76.1%554
$360.00Sep 11Oct 1687.2%64.1%36.0%15635
$370.00Sep 11Oct 2380.1%66.4%20.6%1933
$365.00Sep 11Oct 2376.3%65.4%16.7%9136

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 0.63, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$370.00Oct 2$24.50$15.50$24.5079%0.63$354.50
$375.00$400.00Oct 23$9.40$15.60$9.4053%1.66$384.40
$380.00$390.00Oct 9$2.90$7.10$2.9049%2.45$382.90
$390.00$400.00Oct 16$2.55$7.45$2.5545%2.92$392.55
$350.00$360.00Sep 25$5.35$4.65$5.3572%0.87$355.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$310.00Oct 23$0.80$9.20$0.8021%11.50$319.20
$370.00$365.00Sep 18$1.10$3.90$1.1047%3.55$368.90
$335.00$330.00Sep 25$0.25$4.75$0.2519%19.00$334.75
$370.00$360.00Oct 2$3.85$6.15$3.8546%1.60$366.15
$362.50$360.00Sep 18$0.65$1.85$0.6539%2.85$361.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 0.82, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$397.50Sep 11$1.58$1.58$0.9282%1.72$396.58
$385.00$387.50Sep 11$1.77$1.77$0.7374%2.42$386.77
$425.00$430.00Sep 18$1.30$1.30$3.7087%0.35$426.30
$387.50$390.00Sep 18$1.65$1.65$0.8565%1.94$389.15
$392.50$400.00Sep 18$2.40$2.40$5.1071%0.47$394.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$320.00Oct 23$6.75$6.75$8.2571%0.82$328.25
$330.00$320.00Oct 9$4.15$4.15$5.8577%0.71$325.85
$330.00$325.00Oct 2$3.12$3.12$1.8879%1.66$326.88
$350.00$330.00Oct 9$7.40$7.40$12.6066%0.59$342.60
$360.00$340.00Oct 2$7.90$7.90$12.1061%0.65$352.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $7.61, cheapest $5.17)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Sep 11Sep 18$5.17103.0%60.6%
$370.00Sep 11Sep 18$8.1080.1%65.1%
$372.50Sep 11Sep 18$7.9578.5%64.7%
$375.00Sep 11Sep 18$9.7775.8%72.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Sep 11Sep 18$8.4780.1%65.1%
$372.50Sep 11Sep 18$9.1078.5%64.7%
$365.00Sep 11Sep 18$9.6576.3%71.2%
$380.00Oct 9Oct 16$2.6565.7%63.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 3.24% of stock, avg 9.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$372.50Sep 11$5.40$6.60$12.00$360.50$384.503.24%
$370.00Sep 11$6.85$5.23$12.08$357.92$382.083.26%
$375.00Sep 11$4.13$8.25$12.38$362.62$387.383.34%
$367.50Sep 11$8.45$4.45$12.90$354.60$380.403.48%
$360.00Sep 11$12.80$2.20$15.00$345.00$375.004.05%
$385.00Sep 11$3.10$15.50$18.60$366.40$403.605.02%
$387.50Sep 11$1.33$17.60$18.93$368.57$406.435.11%
$390.00Sep 11$1.27$19.70$20.97$369.03$410.975.66%
$350.00Sep 11$21.65$0.73$22.38$327.62$372.386.05%
$395.00Sep 11$2.23$23.45$25.68$369.32$420.686.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.13% of stock, avg 6.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$360.00Sep 11$2.00$2.20$4.20$355.80$384.20
$380.00$365.00Sep 11$2.00$2.95$4.95$360.05$384.95
$380.00$362.50Sep 11$2.00$3.20$5.20$357.30$385.20
$382.50$360.00Sep 11$3.20$2.20$5.40$354.60$387.90
$382.50$365.00Sep 11$3.20$2.95$6.15$358.85$388.65
$382.50$362.50Sep 11$3.20$3.20$6.40$356.10$388.90
$380.00$367.50Sep 11$2.00$4.45$6.45$361.05$386.45
$375.00$360.00Sep 11$4.13$2.20$6.33$353.67$381.33
$375.00$365.00Sep 11$4.13$2.95$7.08$357.92$382.08
$375.00$362.50Sep 11$4.13$3.20$7.33$355.17$382.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 101 found (best R:R 5.02, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330415/420Oct 2$4.17$0.8351%5.02$325.83$419.17
352/355398/400Sep 11$2.10$0.4072%5.25$352.90$399.60
330/332425/430Sep 18$2.75$2.2572%1.22$329.75$427.75
345/348398/400Sep 11$1.92$0.5878%3.31$345.58$399.42
345/348425/430Sep 11$2.39$2.6178%0.92$345.11$427.39
338/340395/398Sep 11$1.76$0.7477%2.38$338.24$396.76
352/355425/430Sep 11$2.57$2.4372%1.06$352.43$427.57
338/340385/388Sep 11$1.95$0.5568%3.55$338.05$386.95
330/332390/392Sep 18$2.25$0.2554%9.00$330.25$392.25
310/312388/390Sep 18$1.95$0.5560%3.55$310.55$389.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 21.22, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Sep 25$0.45$9.5517%21.22
$367.50$370.00$372.50Sep 11$0.15$2.3513%15.67
$370.00$372.50$375.00Sep 11$0.18$2.3214%12.89
$400.00$405.00$410.00Sep 11$0.08$4.921%61.50
$420.00$422.50$425.00Sep 18$0.25$2.250%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Oct 16$0.25$9.7511%39.00
$350.00$360.00$370.00Oct 16$0.30$9.7011%32.33
$335.00$337.50$340.00Sep 11$0.08$2.423%30.25
$370.00$372.50$375.00Sep 11$0.28$2.2215%7.93
$320.00$325.00$330.00Sep 18$0.27$4.734%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-0.20, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$370.001:2Oct 2-$0.20$39.80
$310.00$345.001:2Sep 25-$6.55$28.45
$390.00$420.001:2Oct 9-$0.10$29.90
$350.00$360.001:2Sep 11-$3.95$6.05
$400.00$420.001:2Sep 25-$1.56$18.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$372.501:2Sep 25-$2.30$25.20
$385.00$375.001:2Sep 11-$1.00$9.00
$360.00$340.001:2Oct 2-$2.20$17.80
$350.00$330.001:2Oct 9-$2.45$17.55
$347.50$335.001:2Sep 25-$2.15$10.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 5.86%, avg 2.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Oct 23$21.700.438.1%5.86%13.91%1--
$375.00Oct 23$30.700.531.3%8.29%9.59%32
$410.00Oct 23$18.100.3810.8%4.89%15.64%1--
$400.00Oct 16$18.400.408.1%4.97%13.02%12193
$380.00Oct 16$25.000.502.6%6.75%9.40%9282
$390.00Oct 16$20.600.455.3%5.56%10.92%1--
$390.00Oct 9$18.600.445.3%5.02%10.38%1--
$375.00Oct 9$24.700.521.3%6.67%7.97%5--
$380.00Oct 9$21.500.492.6%5.81%8.46%46
$395.00Oct 2$13.900.396.7%3.75%10.46%3--

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 2,352
Total Puts 1,746
Put/Call Ratio 0.74
Net Difference 606

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,475
Total Puts 16,025
Average Put/Call Ratio 0.94
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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