Tour v533
TER
TERADYNE INC
$261.01 -4.87%
$263.40 (+0.92%)🌙
as of 11/02 06:53 PM
◀ 11/2 18:53 ▶

Option Volume

Detail
ℹ
Current (11/02) 10,378
Calls: 3,578 (34%)
Puts: 6,800 (66%)
Prior (10/30) 40,552
Calls: 7,361 (18%)
Puts: 33,191 (82%)
Current vs Prior -74.41%
Calls: -51.39% (Calls)
Puts: -79.51% (Puts)
Prior 7-Day Total 111,948
Calls: 35,633 (32%)
Puts: 76,315 (68%)
Prior 7-Day Average 15,992
Calls: 5,090 (32%)
Puts: 10,902 (68%)
Current vs Prior 7-Day Avg -35.11%
Calls: -29.71%
Puts: -37.63%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $26.19M
Calls: $5.76M (22%)
Puts: $20.43M (78%)
Prior (10/30) $55.46M
Calls: $12.38M (22%)
Puts: $43.07M (78%)
Current vs Prior -52.77%
Calls: -53.51%
Puts: -52.56%
Prior 7-Day Total $175.83M
Calls: $51.62M (29%)
Puts: $124.21M (71%)
Prior 7-Day Average $25.12M
Calls: $7.37M (29%)
Puts: $17.74M (71%)
Current vs Prior 7-Day Avg +4.26%
Calls: -21.92%
Puts: +15.15%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.90
Prior (10/30) 4.51
Current vs Prior -57.85%
Prior 7-Day Average 2.31
Current vs Prior 7-Day Avg -17.61%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 66,636
Calls: 18,448 (28%)
Puts: 48,188 (72%)
Prior (10/30) 69,426
Calls: 19,624 (28%)
Puts: 49,802 (72%)
Current vs Prior -4.02%
Prior 7-Day Total 511,113
Calls: 178,853 (35%)
Puts: 332,260 (65%)
Prior 7-Day Average 73,016
Calls: 25,550 (35%)
Puts: 47,465 (65%)
Current vs Prior 7-Day Avg -8.74%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.33% | 11.90%15.48% | 22.09%
Prior 9.37% | 11.37%15.03% | 21.32%
Current vs Prior -11.04% | +4.61%+2.95% | +3.59%
Prior 7-Day Avg 8.57% | 12.02%16.17% | 22.13%
Current vs 7-Day Avg -2.78% | -1.00%-4.25% | -0.19%
Prior 7-Day Eod 9.37% | 11.37%15.03% | 21.32%
Current vs 7-Day Eod -11.04% | +4.61%+2.95% | +3.59%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 38.97% | 39.80%
Calls: 31.47% | 44.00%
Puts: 46.46% | 35.60%
Prior 38.97% | 39.80%
Calls: 31.47% | 44.00%
Puts: 46.46% | 35.60%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 33.47% | 30.08%
Calls: 29.14% | 30.95%
Puts: 37.79% | 29.22%
Current vs 7-Day Avg +16.44% | +32.31%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($20.43M) vs calls ($5.76M). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 74% vs prior. Extreme bearish P/C ratio of 1.90 - 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 9.2%, best 7.8%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Nov 2034.4037.20$35.807.8%230.69356
$280.00Nov 2027.3030.00$28.659.4%70.63642
$310.00Nov 648.0052.80$50.409.5%2620.96307
$300.00Nov 2743.6048.00$45.809.6%110.73--
$250.00Nov 2011.6012.80$12.209.8%330.37726

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. 60 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 2049.7056.80$53.2513.3%10.92--
$230.00Nov 1330.9038.00$34.4520.6%10.82--
$230.00Nov 2735.1040.70$37.9014.8%30.773
$235.00Nov 2732.9039.00$35.9517.0%10.74--
$240.00Nov 2729.5034.10$31.8014.5%10.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 648.0052.80$50.409.5%2620.96307
$305.00Nov 643.5049.00$46.2511.9%30.94--
$300.00Nov 637.4043.00$40.2013.9%1170.91213
$295.00Nov 633.5038.30$35.9013.4%10.902.0K
$310.00Nov 1348.2055.00$51.6013.2%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 4.0K, top 412)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 65.707.00$6.3520.5%3270.38963
$295.00Nov 275.9011.90$8.9067.4%2720.3020
$290.00Nov 60.953.00$1.98103.5%1740.15508
$280.00Dec 1114.4019.30$16.8529.1%750.43--
$300.00Nov 60.001.75$0.88198.9%620.0834
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 614.3017.80$16.0521.8%4120.62573
$310.00Nov 2049.4054.90$52.1510.5%3280.821.6K
$310.00Nov 648.0052.80$50.409.5%2620.96307
$235.00Nov 278.3010.70$9.5025.3%1810.275
$290.00Nov 2734.2040.30$37.2516.4%1590.69140

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 31.3%, max 47.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Nov 6Dec 496.6%69.7%38.5%178510
$270.00Nov 6Dec 1194.8%70.8%33.9%328963
$282.50Nov 6Nov 13101.0%78.0%29.5%8102
$280.00Nov 6Dec 1185.9%71.1%20.8%10811
$285.00Nov 6Nov 2785.3%72.9%17.0%2812
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Nov 6Dec 4103.3%70.2%47.1%3048
$235.00Nov 6Nov 27109.5%76.2%43.7%18623
$265.00Nov 6Dec 11103.1%72.8%41.8%1842
$260.00Nov 6Dec 1198.5%69.6%41.5%3622
$255.00Nov 6Dec 1199.2%71.2%39.3%818

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 0.64, avg 3.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$260.00Nov 13$18.30$11.70$18.3082%0.64$248.30
$230.00$235.00Nov 27$1.95$3.05$1.9577%1.56$231.95
$245.00$250.00Nov 27$2.20$2.80$2.2067%1.27$247.20
$250.00$280.00Nov 27$14.05$15.95$14.0562%1.14$264.05
$270.00$280.00Dec 11$3.60$6.40$3.6049%1.78$273.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$272.50$270.00Nov 6$0.15$2.35$0.1568%15.67$272.35
$255.00$252.50Nov 13$0.35$2.15$0.3540%6.14$254.65
$245.00$240.00Nov 27$0.95$4.05$0.9533%4.26$244.05
$265.00$260.00Nov 13$1.80$3.20$1.8051%1.78$263.20
$275.00$270.00Dec 4$2.15$2.85$2.1555%1.33$272.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 0.50, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$295.00Nov 20$2.85$2.85$2.1570%1.33$292.85
$270.00$272.50Nov 6$2.10$2.10$0.4062%5.25$272.10
$282.50$285.00Nov 6$1.62$1.62$0.8877%1.84$284.12
$285.00$290.00Nov 27$2.65$2.65$2.3565%1.13$287.65
$270.00$280.00Nov 13$4.70$4.70$5.3056%0.89$274.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$220.00Dec 4$6.65$6.65$13.3569%0.50$233.35
$260.00$255.00Dec 4$3.60$3.60$1.4055%2.57$256.40
$250.00$245.00Nov 27$3.20$3.20$1.8062%1.78$246.80
$250.00$247.50Nov 13$2.20$2.20$0.3065%7.33$247.80
$255.00$245.00Dec 11$4.85$4.85$5.1559%0.94$250.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $4.93, cheapest $9.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Nov 6Nov 27$9.40103.3%73.8%
$265.00Nov 6Nov 13$3.10103.1%76.2%
$270.00Nov 6Nov 13$4.6594.8%80.7%
$260.00Nov 6Nov 13$4.2098.5%87.2%
$267.50Nov 6Nov 13$6.9081.8%85.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Nov 6Nov 13$3.10103.1%76.2%
$270.00Nov 6Nov 20$6.0594.8%76.4%
$250.00Nov 6Nov 13$3.60103.3%85.9%
$275.00Nov 6Nov 13$3.55102.7%85.4%
$255.00Nov 6Nov 13$3.8599.2%84.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 6.78% of stock, avg 12.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Nov 6$7.90$9.80$17.70$244.80$280.206.78%
$257.50Nov 6$10.75$7.45$18.20$239.30$275.706.97%
$267.50Nov 6$5.90$12.85$18.75$248.75$286.257.18%
$252.50Nov 6$13.75$5.55$19.30$233.20$271.807.39%
$272.50Nov 6$4.25$16.20$20.45$252.05$292.957.83%
$260.00Nov 6$11.95$10.30$22.25$237.75$282.258.52%
$270.00Nov 6$6.35$16.05$22.40$247.60$292.408.58%
$265.00Nov 6$9.15$13.55$22.70$242.30$287.708.70%
$250.00Nov 6$17.05$6.40$23.45$226.55$273.458.98%
$275.00Nov 6$5.55$19.20$24.75$250.25$299.759.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 3.85% of stock, avg 8.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$295.00$220.00Nov 20$5.60$4.45$10.05$209.95$305.05
$275.00$252.50Nov 6$5.55$5.55$11.10$241.40$286.10
$295.00$230.00Nov 20$5.60$5.85$11.45$218.55$306.45
$275.00$250.00Nov 6$5.55$6.40$11.95$238.05$286.95
$267.50$252.50Nov 6$5.90$5.55$11.45$241.05$278.95
$270.00$252.50Nov 6$6.35$5.55$11.90$240.60$281.90
$267.50$250.00Nov 6$5.90$6.40$12.30$237.70$279.80
$270.00$250.00Nov 6$6.35$6.40$12.75$237.25$282.75
$267.50$257.50Nov 6$5.90$7.45$13.35$244.15$280.85
$267.50$255.00Nov 6$5.90$8.00$13.90$241.10$281.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 1.92, avg credit $2.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
230/235282/285Nov 6$3.29$1.7160%1.92$231.71$285.79
245/248302/305Nov 6$2.22$0.2863%7.93$245.28$304.72
245/248308/310Nov 6$2.12$0.3865%5.58$245.38$309.62
248/250295/300Nov 13$4.03$0.9743%4.15$245.97$299.03
230/235292/295Nov 6$2.70$2.3069%1.17$232.30$295.20
245/248295/298Nov 6$1.89$0.6162%3.10$245.61$296.89
230/235308/310Nov 6$2.02$2.9878%0.68$232.98$309.52
248/250292/295Nov 6$2.11$0.3952%5.41$247.89$294.61
230/235302/305Nov 6$2.12$2.8875%0.74$232.88$304.62
230/235285/290Nov 27$3.95$1.0538%3.76$231.05$288.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 17.18, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$295.00$297.50$300.00Nov 6$0.10$2.402%24.00
$287.50$290.00$292.50Nov 6$0.14$2.361%16.86
$275.00$277.50$280.00Nov 6$0.28$2.2210%7.93
$297.50$300.00$302.50Nov 6$0.14$2.360%16.86
$287.50$290.00$292.50Nov 13$0.30$2.205%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Nov 27$0.55$9.4516%17.18
$280.00$290.00$300.00Nov 13$0.75$9.2515%12.33
$260.00$265.00$270.00Dec 4$0.15$4.857%32.33
$290.00$295.00$300.00Nov 20$0.25$4.758%19.00
$285.00$290.00$295.00Nov 20$0.25$4.757%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. 47 found (best net $-3.45, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Dec 4-$3.45$16.55
$280.00$300.001:2Dec 11-$3.75$16.25
$270.00$280.001:2Nov 13-$1.60$8.40
$282.50$285.001:2Nov 6-$0.31$2.19
$302.50$305.001:2Nov 6-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$270.001:2Dec 11-$11.85$13.15
$235.00$220.001:2Nov 13-$0.10$14.90
$220.00$210.001:2Nov 20-$0.71$9.29
$225.00$220.001:2Nov 6-$0.01$4.99
$220.00$210.001:2Nov 27-$1.35$8.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.52%, avg 2.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Dec 11$14.400.437.3%5.52%12.79%75--
$265.00Dec 11$20.400.521.5%7.82%9.34%1--
$270.00Dec 4$17.000.483.4%6.51%9.96%1717
$270.00Dec 11$16.900.493.4%6.47%9.92%1--
$310.00Dec 11$6.900.2718.8%2.64%21.41%1--
$290.00Dec 4$9.600.3411.1%3.68%14.78%42
$295.00Dec 4$8.400.3113.0%3.22%16.24%1--
$300.00Dec 11$6.400.3114.9%2.45%17.39%1--
$280.00Nov 27$10.700.397.3%4.10%11.38%5--
$305.00Dec 11$5.600.2816.9%2.15%19.00%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,578
Total Puts 6,800
Put/Call Ratio 1.90
Net Difference -3,222

Prior's Put/Call Breakdown

Total Calls 7,361
Total Puts 33,191
Put/Call Ratio 4.51
Net Difference -25,830

Prior 7-Day Put/Call Summary

Total Calls 35,633
Total Puts 76,315
Average Put/Call Ratio 2.31
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All