Tour v528
TER
TERADYNE INC
$371.47 +5.19%
9/18 19:06

Option Volume

Detail
Current (09/18) 7,085
Calls: 4,796 (68%)
Puts: 2,289 (32%)
Prior (09/15) 4,226
Calls: 2,153 (51%)
Puts: 2,073 (49%)
Current vs Prior +67.65%
Calls: +122.76% (Calls)
Puts: +10.42% (Puts)
Prior 7-Day Total 36,589
Calls: 21,881 (60%)
Puts: 14,708 (40%)
Prior 7-Day Average 5,227
Calls: 3,125 (60%)
Puts: 2,101 (40%)
Current vs Prior 7-Day Avg +35.55%
Calls: +53.43%
Puts: +8.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $12.51M
Calls: $10.59M (85%)
Puts: $1.92M (15%)
Prior (09/15) $9.89M
Calls: $5.68M (57%)
Puts: $4.22M (43%)
Current vs Prior +26.46%
Calls: +86.57%
Puts: -54.46%
Prior 7-Day Total $67.03M
Calls: $37.08M (55%)
Puts: $29.94M (45%)
Prior 7-Day Average $9.58M
Calls: $5.30M (55%)
Puts: $4.28M (45%)
Current vs Prior 7-Day Avg +30.66%
Calls: +99.91%
Puts: -55.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.48
Prior (09/15) 0.96
Current vs Prior -50.43%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -44.14%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 29,633
Calls: 11,788 (40%)
Puts: 17,845 (60%)
Prior (09/15) 29,435
Calls: 11,564 (39%)
Puts: 17,871 (61%)
Current vs Prior +0.67%
Prior 7-Day Total 204,379
Calls: 78,969 (39%)
Puts: 125,410 (61%)
Prior 7-Day Average 29,197
Calls: 11,281 (39%)
Puts: 17,915 (61%)
Current vs Prior 7-Day Avg +1.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.56% | 6.99%1.56% | 15.16%
Prior 5.71% | 8.88%5.71% | 16.31%
Current vs Prior +22.38% | +8.86%-72.65% | -7.10%
Prior 7-Day Avg 5.36% | 8.93%8.50% | 17.82%
Current vs 7-Day Avg +30.45% | +8.21%-81.62% | -14.97%
Prior 7-Day Eod 5.71% | 8.88%5.71% | 16.31%
Current vs 7-Day Eod +22.38% | +8.86%-72.65% | -7.10%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Prior 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 23.90% | 14.97%
Calls: 22.61% | 14.65%
Puts: 25.19% | 15.29%
Current vs 7-Day Avg +110.87% | +135.87%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($10.59M) vs puts ($1.92M). Above-average activity with volume up 68% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (4,796 calls vs 2,289 puts). P/C ratio dropping 50% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
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 8 of results (avg 8.6%, best 7.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 1671.5077.10$74.307.5%50.88--
$330.00Oct 1648.6052.70$50.658.1%20.78--
$300.00Oct 3077.0083.80$80.408.5%200.84--
$307.50Sep 1859.9065.20$62.558.5%10.94--
$300.00Sep 1867.4073.40$70.408.5%11.00--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 1618.4020.00$19.208.3%130.40510
$437.50Sep 1863.7070.10$66.909.6%10.89--

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. 70 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1867.4073.40$70.408.5%11.00--
$330.00Sep 1837.4042.40$39.9012.5%61.0031
$355.00Sep 1812.6017.70$15.1533.7%161.00374
$357.50Sep 189.9015.60$12.7544.7%191.0030
$310.00Sep 2557.9063.60$60.759.4%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$382.50Sep 189.1015.10$12.1049.6%10.94--
$430.00Sep 1856.6062.60$59.6010.1%10.935
$380.00Sep 187.6012.60$10.1049.5%210.91101
$437.50Sep 1863.7070.10$66.909.6%10.89--
$427.50Sep 1854.2060.10$57.1510.3%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 5.2K, top 859)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 1827.5032.70$30.1017.3%8590.91914
$342.50Sep 1824.9030.60$27.7520.5%8170.91--
$372.50Sep 257.0014.10$10.5567.3%3270.47829
$440.00Oct 234.4012.10$8.2593.3%2050.215
$370.00Sep 180.054.30$2.17195.9%1760.57158
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Oct 166.3011.90$9.1061.5%1710.23369
$297.50Sep 250.001.30$0.65200.0%650.04--
$300.00Oct 20.352.05$1.20141.7%590.05378
$310.00Oct 163.608.80$6.2083.9%470.15275
$350.00Oct 1612.4017.90$15.1536.3%420.34406

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 642.9%, max 1205.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$385.00Sep 18Oct 23676.4%67.2%906.9%1997
$362.50Sep 18Sep 25485.2%57.9%737.5%4429
$377.50Sep 18Oct 2479.6%60.6%691.8%45100
$365.00Sep 18Oct 23408.9%63.1%548.0%15153
$367.50Sep 18Sep 25322.6%53.1%507.7%14152
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Sep 18Oct 30906.9%69.5%1205.3%844
$350.00Sep 18Oct 16775.1%60.5%1181.5%51573
$352.50Sep 18Oct 2707.7%62.3%1036.2%2546
$360.00Sep 18Oct 23478.1%62.8%661.6%16483
$365.00Sep 18Oct 2408.9%58.5%599.2%642

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 0.52, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$355.00Oct 30$36.10$18.90$36.1084%0.52$336.10
$355.00$375.00Oct 30$9.60$10.40$9.6061%1.08$364.60
$380.00$385.00Oct 23$0.65$4.35$0.6548%6.69$380.65
$335.00$350.00Oct 9$9.70$5.30$9.7078%0.55$344.70
$380.00$400.00Oct 30$7.70$12.30$7.7050%1.60$387.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$355.00Oct 9$0.50$4.50$0.5040%9.00$359.50
$330.00$325.00Oct 30$0.15$4.85$0.1527%32.33$329.85
$320.00$310.00Oct 9$0.32$9.68$0.3215%30.25$319.68
$367.50$365.00Sep 18$0.10$2.40$0.1044%24.00$367.40
$365.00$362.50Sep 18$0.10$2.40$0.1036%24.00$364.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 0.45, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$415.00$420.00Sep 18$2.10$2.10$2.9088%0.72$417.10
$407.50$410.00Sep 18$2.07$2.07$0.4387%4.81$409.57
$377.50$380.00Sep 18$1.85$1.85$0.6573%2.85$379.35
$385.00$390.00Oct 23$3.50$3.50$1.5054%2.33$388.50
$385.00$387.50Sep 25$1.90$1.90$0.6067%3.17$386.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$325.00$305.00Oct 30$6.25$6.25$13.7574%0.45$318.75
$302.50$300.00Sep 25$2.25$2.25$0.2591%9.00$300.25
$302.50$300.00Sep 18$2.12$2.12$0.3892%5.58$300.38
$335.00$330.00Oct 30$3.30$3.30$1.7070%1.94$331.70
$355.00$345.00Oct 30$5.40$5.40$4.6061%1.17$349.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.78, cheapest $7.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Sep 18Sep 25$7.95404.8%63.4%
$367.50Sep 18Sep 25$10.07322.6%53.1%
$372.50Sep 18Sep 25$8.40320.0%60.3%
$370.00Sep 18Sep 25$9.68209.5%61.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Sep 18Sep 25$7.30408.9%59.3%
$370.00Sep 18Sep 25$9.30209.5%61.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 1.38% of stock, avg 8.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Sep 18$2.17$2.95$5.12$364.88$375.121.38%
$367.50Sep 18$3.58$3.00$6.58$360.92$374.081.77%
$365.00Sep 18$5.20$2.90$8.10$356.90$373.102.18%
$380.00Sep 18$0.30$10.10$10.40$369.60$390.402.80%
$362.50Sep 18$8.50$2.80$11.30$351.20$373.803.04%
$382.50Sep 18$0.20$12.10$12.30$370.20$394.803.31%
$360.00Sep 18$10.50$2.00$12.50$347.50$372.503.37%
$357.50Sep 18$12.75$0.48$13.23$344.27$370.733.56%
$355.00Sep 18$15.15$0.83$15.98$339.02$370.984.30%
$352.50Sep 18$17.90$2.15$20.05$332.45$372.555.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 1.12% of stock, avg 6.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$377.50$360.00Sep 18$2.15$2.00$4.15$355.85$381.65
$385.00$360.00Sep 18$2.15$2.00$4.15$355.85$389.15
$385.00$352.50Sep 18$2.15$2.15$4.30$348.20$389.30
$375.00$360.00Sep 18$2.15$2.00$4.15$355.85$379.15
$402.50$352.50Sep 18$2.15$2.15$4.30$348.20$406.80
$402.50$360.00Sep 18$2.15$2.00$4.15$355.85$406.65
$377.50$352.50Sep 18$2.15$2.15$4.30$348.20$381.80
$372.50$360.00Sep 18$2.15$2.00$4.15$355.85$376.65
$375.00$352.50Sep 18$2.15$2.15$4.30$348.20$379.30
$375.00$362.50Sep 18$2.15$2.80$4.95$357.55$379.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 127 found (best R:R 5.41, avg credit $2.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
300/302415/420Sep 18$4.22$0.7880%5.41$298.28$419.22
315/320415/420Sep 18$4.07$0.9378%4.38$315.93$419.07
315/320408/410Sep 18$4.04$0.9677%4.21$315.96$411.54
335/338415/420Sep 18$4.07$0.9374%4.38$333.43$419.07
330/332415/420Sep 18$3.45$1.5576%2.23$329.05$418.45
300/302385/390Sep 18$3.42$1.5871%2.16$299.08$388.42
315/320378/380Sep 18$3.82$1.1863%3.24$316.18$381.32
358/360415/420Sep 18$3.62$1.3863%2.62$356.38$418.62
315/320385/390Sep 18$3.27$1.7369%1.89$316.73$388.27
335/338385/390Sep 18$3.27$1.7366%1.89$334.23$388.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 32.33, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$357.50$360.00$362.50Sep 18$0.25$2.2523%9.00
$380.00$390.00$400.00Oct 16$0.55$9.4511%17.18
$390.00$400.00$410.00Oct 16$0.50$9.5010%19.00
$355.00$357.50$360.00Sep 18$0.15$2.3513%15.67
$365.00$367.50$370.00Sep 18$0.21$2.2916%10.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Oct 16$0.30$9.7012%32.33
$370.00$375.00$380.00Sep 25$0.10$4.9014%49.00
$307.50$310.00$312.50Sep 25$0.10$2.401%24.00
$352.50$355.00$357.50Sep 25$0.29$2.216%7.62
$365.00$370.00$375.00Sep 25$0.55$4.4512%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-8.20, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$355.001:2Oct 30-$8.20$46.80
$400.00$420.001:2Oct 9-$1.76$18.24
$380.00$395.001:2Oct 2-$2.40$12.60
$420.00$440.001:2Oct 16-$3.01$16.99
$367.50$370.001:2Sep 18-$0.76$1.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$330.001:2Oct 23-$2.45$22.55
$380.00$365.001:2Oct 2-$5.70$9.30
$325.00$305.001:2Oct 30-$3.25$16.75
$330.00$320.001:2Oct 9-$1.15$8.85
$310.00$300.001:2Oct 9-$1.07$8.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 8.13%, avg 2.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Oct 30$30.200.502.3%8.13%10.43%13
$400.00Oct 30$22.400.427.7%6.03%13.71%18
$375.00Oct 30$31.400.520.9%8.45%9.40%1--
$385.00Oct 23$22.000.463.6%5.92%9.56%17
$375.00Oct 23$24.200.510.9%6.51%7.46%1--
$380.00Oct 23$21.600.482.3%5.81%8.11%1--
$400.00Oct 23$14.800.387.7%3.98%11.66%2148
$410.00Oct 23$12.200.3410.4%3.28%13.66%114
$390.00Oct 23$17.100.435.0%4.60%9.59%25
$420.00Oct 23$9.300.2913.1%2.50%15.57%238

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 4,796
Total Puts 2,289
Put/Call Ratio 0.48
Net Difference 2,507

Prior's Put/Call Breakdown

Total Calls 2,153
Total Puts 2,073
Put/Call Ratio 0.96
Net Difference 80

Prior 7-Day Put/Call Summary

Total Calls 21,881
Total Puts 14,708
Average Put/Call Ratio 0.85
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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