Tour v527
TER
TERADYNE INC
$379.72 +2.57%
$378.35 (-0.36%)🌙
as of 09/11 07:04 PM
9/11 19:04

Option Volume

Detail
Current (09/11) 6,943
Calls: 5,143 (74%)
Puts: 1,800 (26%)
Prior (09/10) 4,098
Calls: 2,352 (57%)
Puts: 1,746 (43%)
Current vs Prior +69.42%
Calls: +118.66% (Calls)
Puts: +3.09% (Puts)
Prior 7-Day Total 38,007
Calls: 21,987 (58%)
Puts: 16,020 (42%)
Prior 7-Day Average 5,429
Calls: 3,141 (58%)
Puts: 2,288 (42%)
Current vs Prior 7-Day Avg +27.87%
Calls: +63.74%
Puts: -21.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $6.55M
Calls: $5.12M (78%)
Puts: $1.44M (22%)
Prior (09/10) $4.72M
Calls: $2.30M (49%)
Puts: $2.42M (51%)
Current vs Prior +38.79%
Calls: +122.13%
Puts: -40.64%
Prior 7-Day Total $67.81M
Calls: $34.11M (50%)
Puts: $33.70M (50%)
Prior 7-Day Average $9.69M
Calls: $4.87M (50%)
Puts: $4.81M (50%)
Current vs Prior 7-Day Avg -32.34%
Calls: +5.05%
Puts: -70.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.35
Prior (09/10) 0.74
Current vs Prior -52.85%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -61.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 30,865
Calls: 11,066 (36%)
Puts: 19,799 (64%)
Prior (09/10) 23,070
Calls: 7,856 (34%)
Puts: 15,214 (66%)
Current vs Prior +33.79%
Prior 7-Day Total 208,553
Calls: 80,720 (39%)
Puts: 127,833 (61%)
Prior 7-Day Average 29,793
Calls: 11,531 (39%)
Puts: 18,261 (61%)
Current vs Prior 7-Day Avg +3.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.47% | 6.86%6.86% | 16.91%
Prior 3.63% | 8.28%8.28% | 17.61%
Current vs Prior +88.82% | +21.35%-17.14% | -4.01%
Prior 7-Day Avg 5.00% | 8.62%9.83% | 18.39%
Current vs 7-Day Avg +37.17% | +16.54%-30.19% | -8.05%
Prior 7-Day Eod 3.63% | 8.28%8.28% | 17.61%
Current vs 7-Day Eod +88.82% | +21.35%-17.14% | -4.01%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 78% of dollar volume in calls ($5.12M) vs puts ($1.44M). Above-average activity with volume up 69% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (5,143 calls vs 1,800 puts). P/C ratio dropping 53% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Oct 257.4063.40$60.409.9%10.87101
PUTS (0)
No puts meet the criteria

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. 63 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1146.1053.30$49.7014.5%41.00--
$350.00Sep 1127.0032.30$29.6517.9%80.9560
$375.00Sep 113.708.20$5.9575.6%8220.94862
$330.00Sep 1848.1054.80$51.4513.0%20.9429
$347.50Sep 1128.6035.80$32.2022.4%50.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Sep 116.7014.40$10.5573.0%30.906
$400.00Sep 1116.7023.90$20.3035.5%10.90--
$385.00Sep 112.709.20$5.95109.2%70.858
$382.50Sep 110.257.00$3.63186.0%270.841
$405.00Sep 1121.7029.40$25.5530.1%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 210 active (total vol 5.7K, top 822)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Sep 113.708.20$5.9575.6%8220.94862
$365.00Sep 1111.1018.30$14.7049.0%8030.80821
$405.00Sep 181.705.20$3.45101.4%8030.21171
$395.00Sep 183.807.20$5.5061.8%7990.3116
$430.00Sep 180.701.75$1.2385.4%2120.08107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 180.150.55$0.35114.3%900.03425
$350.00Sep 182.103.00$2.5535.3%550.15174
$330.00Sep 180.450.85$0.6561.5%540.05717
$340.00Oct 168.2012.70$10.4543.1%420.24279
$355.00Sep 110.004.30$2.15200.0%380.1540

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 828.9%, max 1376.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$410.00Sep 11Oct 23965.6%66.1%1360.5%453
$405.00Sep 11Oct 2862.3%63.5%1258.1%5343
$360.00Sep 11Oct 16775.1%59.8%1196.7%1032
$402.50Sep 11Sep 18808.8%63.4%1176.6%319
$367.50Sep 11Sep 18576.1%52.2%1003.8%1010
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Sep 11Oct 2902.2%61.1%1376.3%4042
$357.50Sep 11Sep 18839.2%62.2%1250.2%1214
$365.00Sep 11Sep 18643.9%49.0%1213.1%42170
$360.00Sep 11Oct 16775.1%59.8%1196.7%24631
$370.00Sep 11Oct 16406.5%62.3%552.0%9547

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 3.17, avg 4.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$400.00Oct 16$2.40$7.60$2.4048%3.17$392.40
$385.00$410.00Oct 23$9.45$15.55$9.4552%1.65$394.45
$380.00$385.00Oct 2$1.15$3.85$1.1552%3.35$381.15
$380.00$382.50Sep 25$0.15$2.35$0.1551%15.67$380.15
$400.00$420.00Oct 9$5.85$14.15$5.8542%2.42$405.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Oct 16$0.80$9.20$0.8024%11.50$339.20
$370.00$360.00Oct 2$3.00$7.00$3.0040%2.33$367.00
$400.00$385.00Sep 18$9.60$5.40$9.6075%0.56$390.40
$382.50$380.00Sep 11$1.18$1.32$1.1884%1.12$381.32
$390.00$380.00Oct 16$4.45$5.55$4.4552%1.25$385.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 1.04, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$435.00$440.00Sep 18$1.70$1.70$3.3088%0.52$436.70
$395.00$400.00Sep 25$3.10$3.10$1.9061%1.63$398.10
$387.50$390.00Sep 11$1.80$1.80$0.7072%2.57$389.30
$385.00$387.50Sep 18$2.35$2.35$0.1555%15.67$387.35
$402.50$405.00Sep 18$1.68$1.68$0.8273%2.05$404.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$340.00Oct 16$5.10$5.10$4.9069%1.04$344.90
$337.50$335.00Sep 11$2.12$2.12$0.3889%5.58$335.38
$370.00$360.00Oct 16$5.80$5.80$4.2058%1.38$364.20
$357.50$355.00Sep 18$2.17$2.17$0.3377%6.58$355.33
$330.00$325.00Oct 9$2.35$2.35$2.6581%0.89$327.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $10.05, cheapest $10.00)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Sep 11Sep 18$10.10217.7%60.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Sep 11Sep 18$10.00217.7%60.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 1.02% of stock, avg 7.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$382.50Sep 11$0.25$3.63$3.88$378.62$386.381.02%
$380.00Sep 11$2.30$2.45$4.75$375.25$384.751.25%
$375.00Sep 11$5.95$0.13$6.08$368.92$381.081.60%
$385.00Sep 11$0.40$5.95$6.35$378.65$391.351.67%
$372.50Sep 11$7.25$1.38$8.63$363.87$381.132.27%
$390.00Sep 11$0.35$10.55$10.90$379.10$400.902.87%
$370.00Sep 11$9.95$1.30$11.25$358.75$381.252.96%
$367.50Sep 11$11.75$2.15$13.90$353.60$381.403.66%
$365.00Sep 11$14.70$2.15$16.85$348.15$381.854.44%
$362.50Sep 11$17.20$2.15$19.35$343.15$381.855.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.91% of stock, avg 6.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$370.00Sep 11$2.15$1.30$3.45$366.55$398.45
$402.50$370.00Sep 11$2.15$1.30$3.45$366.55$405.95
$392.50$372.50Sep 11$2.15$1.38$3.53$368.97$396.03
$392.50$370.00Sep 11$2.15$1.30$3.45$366.55$395.95
$395.00$372.50Sep 11$2.15$1.38$3.53$368.97$398.53
$387.50$372.50Sep 11$2.15$1.38$3.53$368.97$391.03
$402.50$372.50Sep 11$2.15$1.38$3.53$368.97$406.03
$387.50$370.00Sep 11$2.15$1.30$3.45$366.55$390.95
$392.50$367.50Sep 11$2.15$2.15$4.30$363.20$396.80
$395.00$365.00Sep 11$2.15$2.15$4.30$360.70$399.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 8.09, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330420/425Oct 9$4.45$0.5550%8.09$325.55$424.45
335/338395/400Sep 11$3.52$1.4868%2.38$333.98$398.52
350/355388/390Sep 11$3.70$1.3057%2.85$351.30$391.20
355/358410/415Sep 18$3.75$1.2555%3.00$353.75$413.75
340/350420/430Oct 16$7.95$2.0535%3.88$342.05$427.95
350/355395/400Sep 11$3.30$1.7063%1.94$351.70$398.30
332/335402/405Sep 18$2.23$0.2764%8.26$332.77$404.73
355/358415/420Sep 18$3.27$1.7360%1.89$354.23$418.27
330/335420/425Oct 9$3.95$1.0547%3.76$331.05$423.95
330/332402/405Sep 18$2.08$0.4267%4.95$330.42$404.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 74.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.05$9.959%199.00
$370.00$375.00$380.00Oct 2$0.05$4.957%99.00
$415.00$420.00$425.00Oct 2$0.05$4.955%99.00
$382.50$385.00$387.50Sep 18$0.10$2.408%24.00
$347.50$350.00$352.50Sep 11$0.10$2.407%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$367.50$375.00Sep 25$0.10$7.4013%74.00
$350.00$355.00$360.00Oct 2$0.15$4.857%32.33
$315.00$320.00$325.00Oct 2$0.06$4.943%82.33
$310.00$315.00$320.00Oct 23$0.10$4.904%49.00
$345.00$350.00$355.00Oct 2$0.25$4.756%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-7.00, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$360.001:2Oct 2-$7.00$28.00
$320.00$360.001:2Oct 16-$11.85$28.15
$425.00$450.001:2Oct 9-$2.45$22.55
$375.00$377.501:2Sep 11-$0.35$2.15
$430.00$450.001:2Oct 2-$2.50$17.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$390.001:2Sep 11-$0.80$9.20
$400.00$385.001:2Sep 18-$6.00$9.00
$390.00$385.001:2Sep 11-$1.35$3.65
$350.00$340.001:2Sep 25-$0.07$9.93
$345.00$330.001:2Oct 2-$1.55$13.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.03%, avg 2.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Oct 23$19.100.418.0%5.03%13.00%2--
$385.00Oct 23$28.500.531.4%7.51%8.90%15
$380.00Oct 23$30.700.550.1%8.08%8.16%12
$400.00Oct 16$20.000.435.3%5.27%10.61%7204
$420.00Oct 16$13.900.3410.6%3.66%14.27%3--
$390.00Oct 16$22.000.472.7%5.79%8.50%4309
$380.00Oct 16$26.600.530.1%7.01%7.08%6283
$410.00Oct 16$14.900.388.0%3.92%11.90%150
$400.00Oct 9$15.800.425.3%4.16%9.50%22
$430.00Oct 16$9.200.3013.2%2.42%15.66%350

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 5,143
Total Puts 1,800
Put/Call Ratio 0.35
Net Difference 3,343

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,987
Total Puts 16,020
Average Put/Call Ratio 0.91
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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