Tour v536
TER
TERADYNE INC
$250.99 -6.82%
$250.20 (-0.31%)🌙
as of 11/04 06:58 PM
◀ 11/4 18:58 ▶

Option Volume

Detail
ℹ
Current (11/04) 6,332
Calls: 3,052 (48%)
Puts: 3,280 (52%)
Prior (11/03) 13,618
Calls: 11,680 (86%)
Puts: 1,938 (14%)
Current vs Prior -53.50%
Calls: -73.87% (Calls)
Puts: +69.25% (Puts)
Prior 7-Day Total 112,063
Calls: 42,897 (38%)
Puts: 69,166 (62%)
Prior 7-Day Average 16,009
Calls: 6,128 (38%)
Puts: 9,880 (62%)
Current vs Prior 7-Day Avg -60.45%
Calls: -50.20%
Puts: -66.80%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $9.54M
Calls: $2.29M (24%)
Puts: $7.25M (76%)
Prior (11/03) $10.74M
Calls: $7.03M (65%)
Puts: $3.71M (35%)
Current vs Prior -11.15%
Calls: -67.44%
Puts: +95.72%
Prior 7-Day Total $148.66M
Calls: $53.33M (36%)
Puts: $95.32M (64%)
Prior 7-Day Average $21.24M
Calls: $7.62M (36%)
Puts: $13.62M (64%)
Current vs Prior 7-Day Avg -55.07%
Calls: -69.94%
Puts: -46.74%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.07
Prior (11/03) 0.17
Current vs Prior +547.71%
Prior 7-Day Average 1.72
Current vs Prior 7-Day Avg -37.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 63,900
Calls: 20,193 (32%)
Puts: 43,707 (68%)
Prior (11/03) 55,494
Calls: 16,960 (31%)
Puts: 38,534 (69%)
Current vs Prior +15.15%
Prior 7-Day Total 549,947
Calls: 187,817 (34%)
Puts: 362,130 (66%)
Prior 7-Day Average 78,563
Calls: 26,831 (34%)
Puts: 51,732 (66%)
Current vs Prior 7-Day Avg -18.66%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.69% | 10.78%14.90% | 21.89%
Prior 7.83% | 11.29%14.96% | 21.38%
Current vs Prior -14.55% | -4.51%-0.41% | +2.38%
Prior 7-Day Avg 8.38% | 11.21%15.10% | 21.52%
Current vs 7-Day Avg -20.11% | -3.87%-1.30% | +1.74%
Prior 7-Day Eod 7.83% | 11.29%14.96% | 21.38%
Current vs 7-Day Eod -14.55% | -4.51%-0.41% | +2.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 27.67% | 53.14%
Calls: 21.20% | 50.64%
Puts: 34.15% | 55.63%
Prior 27.67% | 53.14%
Calls: 21.20% | 50.64%
Puts: 34.15% | 55.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.59% | 33.27%
Calls: 23.17% | 34.94%
Puts: 34.01% | 31.59%
Current vs 7-Day Avg -3.22% | +59.73%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($7.25M) vs calls ($2.29M). Below-average activity with volume down 54% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio rising 548% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 7 of results (avg 8.0%, best 6.3%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Dec 1855.5059.10$57.306.3%130.73--
$300.00Dec 1153.7057.50$55.606.8%200.77--
$270.00Dec 1834.0036.70$35.357.6%300.57160
$290.00Nov 2743.0046.70$44.858.2%10.77295
$285.00Nov 2037.8041.20$39.508.6%10.75126

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. 67 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Nov 617.9023.70$20.8027.9%1000.88102
$210.00Nov 2040.4045.70$43.0512.3%10.85--
$230.00Nov 2727.0032.70$29.8519.1%80.706
$235.00Dec 425.5032.20$28.8523.2%10.652
$240.00Dec 1827.4033.40$30.4019.7%10.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Nov 647.5053.40$50.4511.7%210.97153
$295.00Nov 642.3048.50$45.4013.7%60.962.0K
$285.00Nov 632.5039.00$35.7518.2%40.9541
$287.50Nov 634.9040.80$37.8515.6%20.94--
$292.50Nov 639.7045.70$42.7014.1%20.937

Most actively traded options today. High liquidity = easy entry/exit. 175 active (total vol 3.7K, top 502)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Nov 60.000.85$0.43197.7%5020.05486
$277.50Nov 60.001.35$0.68198.5%3830.081.3K
$290.00Nov 60.000.45$0.23195.7%3170.03379
$230.00Nov 617.9023.70$20.8027.9%1000.88102
$270.00Nov 60.901.85$1.3868.8%640.15519
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Nov 68.7015.30$12.0055.0%2720.6520
$240.00Dec 1816.0022.20$19.1032.5%1670.38107
$260.00Nov 2019.9022.90$21.4014.0%1400.563.6K
$230.00Nov 276.9012.20$9.5555.5%420.2970
$290.00Dec 1847.0052.80$49.9011.6%400.69--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 37.1%, max 58.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Nov 6Dec 18100.3%69.6%44.1%841.0K
$262.50Nov 6Nov 13112.7%82.8%36.1%1521
$265.00Nov 6Dec 1198.3%72.3%35.9%3013
$260.00Nov 6Dec 1887.7%69.7%25.8%5423
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Nov 6Dec 11110.9%70.1%58.3%4352
$250.00Nov 6Dec 18104.3%69.4%50.2%27207
$235.00Nov 6Dec 11107.8%72.2%49.2%9327
$270.00Nov 6Dec 18100.3%69.6%44.1%50622
$240.00Nov 6Dec 18100.6%71.0%41.8%172183

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 2.51, avg 3.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$260.00Nov 20$2.85$7.15$2.8552%2.51$252.85
$230.00$250.00Nov 27$10.80$9.20$10.8070%0.85$240.80
$272.50$280.00Nov 13$0.43$7.07$0.4327%16.44$272.93
$275.00$285.00Dec 4$1.75$8.25$1.7535%4.71$276.75
$235.00$260.00Dec 4$12.65$12.35$12.6565%0.98$247.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$272.50$270.00Nov 6$1.15$1.35$1.1589%1.17$271.35
$230.00$225.00Dec 4$0.50$4.50$0.5031%9.00$229.50
$247.50$245.00Nov 13$0.35$2.15$0.3545%6.14$247.15
$230.00$225.00Nov 27$0.70$4.30$0.7029%6.14$229.30
$265.00$262.50Nov 6$1.25$1.25$1.2578%1.00$263.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 7.33, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$297.50$300.00Nov 13$2.20$2.20$0.3084%7.33$299.70
$280.00$282.50Nov 13$1.90$1.90$0.6076%3.17$281.90
$252.50$255.00Nov 6$2.27$2.27$0.2353%9.87$254.77
$290.00$300.00Nov 20$2.45$2.45$7.5579%0.32$292.45
$262.50$265.00Nov 13$1.90$1.90$0.6063%3.17$264.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$230.00Dec 11$3.05$3.05$1.9564%1.56$231.95
$225.00$215.00Nov 13$2.67$2.67$7.3378%0.36$222.33
$230.00$220.00Dec 18$3.95$3.95$6.0568%0.65$226.05
$242.50$240.00Nov 6$1.68$1.68$0.8266%2.05$240.82
$240.00$235.00Dec 4$2.70$2.70$2.3061%1.17$237.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.57, cheapest $4.67)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Nov 6Nov 20$8.45104.3%79.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$242.50Nov 6Nov 13$4.67113.9%83.0%
$247.50Nov 6Nov 13$4.75109.5%79.8%
$245.00Nov 6Nov 13$5.40110.9%85.4%
$252.50Nov 6Nov 13$5.10108.5%84.4%
$250.00Nov 6Nov 13$5.50104.3%83.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 5.83% of stock, avg 12.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Nov 6$4.38$10.25$14.63$240.37$269.635.83%
$250.00Nov 6$7.55$7.45$15.00$235.00$265.005.98%
$245.00Nov 6$9.70$5.60$15.30$229.70$260.306.10%
$247.50Nov 6$9.25$6.60$15.85$231.65$263.356.31%
$252.50Nov 6$6.65$9.25$15.90$236.60$268.406.33%
$257.50Nov 6$4.13$12.00$16.13$241.37$273.636.43%
$260.00Nov 6$2.63$14.35$16.98$243.02$276.986.77%
$265.00Nov 6$2.10$16.90$19.00$246.00$284.007.57%
$262.50Nov 6$3.50$15.65$19.15$243.35$281.657.63%
$267.50Nov 6$1.58$19.75$21.33$246.17$288.838.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 2.30% of stock, avg 8.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$240.00Nov 6$2.63$3.15$5.78$234.22$265.78
$262.50$240.00Nov 6$3.50$3.15$6.65$233.35$269.15
$257.50$240.00Nov 6$4.13$3.15$7.28$232.72$264.78
$260.00$242.50Nov 6$2.63$4.83$7.46$235.04$267.46
$255.00$240.00Nov 6$4.38$3.15$7.53$232.47$262.53
$262.50$242.50Nov 6$3.50$4.83$8.33$234.17$270.83
$290.00$210.00Nov 20$4.55$3.85$8.40$201.60$298.40
$257.50$242.50Nov 6$4.13$4.83$8.96$233.54$266.46
$260.00$245.00Nov 6$2.63$5.60$8.23$236.77$268.23
$290.00$220.00Nov 20$4.55$4.95$9.50$210.50$299.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 2.85, avg credit $2.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
230/235298/300Nov 13$3.70$1.3054%2.85$231.30$301.20
215/225298/300Nov 13$4.87$5.1362%0.95$220.13$302.37
240/242270/272Nov 6$2.23$0.2751%8.26$240.27$272.23
240/242288/290Nov 6$1.93$0.5761%3.39$240.57$289.43
240/242282/285Nov 6$1.98$0.5258%3.81$240.52$284.48
240/242265/268Nov 6$2.20$0.3044%7.33$240.30$267.20
230/235280/282Nov 13$3.40$1.6046%2.13$231.60$283.40
240/242275/278Nov 6$1.80$0.7056%2.57$240.70$276.80
225/230298/300Nov 13$2.70$2.3059%1.17$227.30$300.20
240/242268/270Nov 6$1.88$0.6249%3.03$240.62$269.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 22.08, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Dec 18$0.25$9.7512%39.00
$270.00$280.00$290.00Dec 18$0.45$9.5512%21.22
$260.00$270.00$280.00Nov 20$0.85$9.1518%10.76
$280.00$290.00$300.00Nov 27$0.73$9.2711%12.70
$277.50$280.00$282.50Nov 6$0.21$2.290%10.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$280.00$295.00Dec 11$0.65$14.3518%22.08
$220.00$230.00$240.00Dec 18$0.10$9.9012%99.00
$280.00$290.00$300.00Dec 18$0.20$9.8010%49.00
$220.00$230.00$240.00Nov 20$0.70$9.3018%13.29
$230.00$240.00$250.00Dec 18$0.55$9.4513%17.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-1.35, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$260.001:2Dec 4-$3.55$21.45
$265.00$290.001:2Dec 11-$1.75$23.25
$230.00$250.001:2Nov 27-$8.25$11.75
$282.50$285.001:2Nov 6-$0.13$2.37
$270.00$272.501:2Nov 6-$0.28$2.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$260.001:2Dec 4-$1.35$33.65
$235.00$230.001:2Nov 6-$0.01$4.99
$230.00$220.001:2Nov 20-$1.90$8.10
$210.00$205.001:2Nov 6-$0.06$4.94
$225.00$210.001:2Dec 11-$3.20$11.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.90%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Dec 18$14.800.437.6%5.90%13.47%20513
$260.00Dec 18$17.400.493.6%6.93%10.52%33
$300.00Dec 18$7.100.2719.5%2.83%22.36%1161
$290.00Dec 18$8.500.3015.5%3.39%18.93%1425
$280.00Dec 18$9.400.3611.6%3.75%15.30%1328
$265.00Dec 11$13.400.445.6%5.34%10.92%2--
$260.00Dec 4$13.200.463.6%5.26%8.85%31
$290.00Dec 11$6.000.2915.5%2.39%17.93%48
$270.00Dec 4$9.800.387.6%3.90%11.48%2156
$265.00Nov 27$11.000.415.6%4.38%9.96%2--

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 3,052
Total Puts 3,280
Put/Call Ratio 1.07
Net Difference -228

Prior's Put/Call Breakdown

Total Calls 11,680
Total Puts 1,938
Put/Call Ratio 0.17
Net Difference 9,742

Prior 7-Day Put/Call Summary

Total Calls 42,897
Total Puts 69,166
Average Put/Call Ratio 1.72
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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