Tour v536
TER
TERADYNE INC
$212.74 -15.24%
$209.99 (-1.29%)🌙
as of 11/05 06:56 PM
◀ 11/5 18:56 ▶

Option Volume

Detail
ℹ
Current (11/05) 25,819
Calls: 8,333 (32%)
Puts: 17,486 (68%)
Prior (11/04) 6,332
Calls: 3,052 (48%)
Puts: 3,280 (52%)
Current vs Prior +307.75%
Calls: +173.03% (Calls)
Puts: +433.11% (Puts)
Prior 7-Day Total 113,370
Calls: 42,869 (38%)
Puts: 70,501 (62%)
Prior 7-Day Average 16,195
Calls: 6,124 (38%)
Puts: 10,071 (62%)
Current vs Prior 7-Day Avg +59.42%
Calls: +36.07%
Puts: +73.62%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $50.76M
Calls: $5.29M (10%)
Puts: $45.47M (90%)
Prior (11/04) $9.54M
Calls: $2.29M (24%)
Puts: $7.25M (76%)
Current vs Prior +431.97%
Calls: +131.04%
Puts: +527.01%
Prior 7-Day Total $146.77M
Calls: $48.65M (33%)
Puts: $98.12M (67%)
Prior 7-Day Average $20.97M
Calls: $6.95M (33%)
Puts: $14.02M (67%)
Current vs Prior 7-Day Avg +142.11%
Calls: -23.86%
Puts: +224.40%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 2.10
Prior (11/04) 1.07
Current vs Prior +95.25%
Prior 7-Day Average 1.78
Current vs Prior 7-Day Avg +17.97%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 60,708
Calls: 18,543 (31%)
Puts: 42,165 (69%)
Prior (11/04) 63,900
Calls: 20,193 (32%)
Puts: 43,707 (68%)
Current vs Prior -5.00%
Prior 7-Day Total 519,791
Calls: 172,838 (33%)
Puts: 346,953 (67%)
Prior 7-Day Average 74,255
Calls: 24,691 (33%)
Puts: 49,564 (67%)
Current vs Prior 7-Day Avg -18.24%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.89% | 13.37%18.64% | 24.63%
Prior 6.69% | 10.78%14.90% | 21.89%
Current vs Prior +2.88% | +24.09%+25.08% | +12.50%
Prior 7-Day Avg 7.68% | 10.92%14.81% | 21.35%
Current vs 7-Day Avg -10.30% | +22.42%+25.86% | +15.36%
Prior 7-Day Eod 6.69% | 10.78%14.90% | 21.89%
Current vs 7-Day Eod +2.88% | +24.09%+25.08% | +12.50%
Sentiment BEARISHBEARISH

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 31.12% | 39.55%
Calls: 25.29% | 41.13%
Puts: 36.95% | 37.97%
Current vs 7-Day Avg -11.09% | +34.36%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($45.47M) vs calls ($5.29M). Massive premium surge with dollar volume up 432% vs prior. Dollar volume significantly above 7-day average (142% higher). Unusually high activity with volume up 308% vs prior - elevated interest.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 8.0%, best 6.2%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1845.4048.30$46.856.2%200.69153
$240.00Dec 1838.2041.00$39.607.1%1600.62264
$252.50Nov 638.4041.60$40.008.0%41.0064
$250.00Nov 2740.8044.70$42.759.1%130.7952
$250.00Nov 2039.7043.70$41.709.6%220.80743

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. 64 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 613.2018.60$15.9034.0%60.82--
$190.00Nov 1326.2031.50$28.8518.4%650.82--
$195.00Nov 2727.0030.50$28.7512.2%30.73--
$200.00Nov 1319.1024.60$21.8525.2%10.70--
$195.00Dec 428.3032.20$30.2512.9%30.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Nov 615.1021.20$18.1533.6%81.0043
$240.00Nov 624.2030.20$27.2022.1%231.0077
$245.00Nov 628.8035.00$31.9019.4%231.0057
$247.50Nov 631.3037.90$34.6019.1%41.0018
$250.00Nov 635.5040.10$37.8012.2%371.0057

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 11.9K, top 5.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Nov 136.1011.80$8.9563.7%9430.40--
$232.50Nov 134.0010.00$7.0085.7%9430.34--
$250.00Nov 60.051.00$0.53179.2%5580.0619
$255.00Nov 60.000.80$0.40200.0%3120.0513
$250.00Dec 117.6011.90$9.7544.1%2620.32--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Dec 1823.8028.30$26.0517.3%5.7K0.506.1K
$235.00Nov 619.1025.50$22.3028.7%3080.91330
$185.00Nov 60.054.60$2.32196.1%3020.14--
$210.00Dec 1819.6023.60$21.6018.5%1740.43372
$240.00Dec 1838.2041.00$39.607.1%1600.62264

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 95.4%, max 133.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Nov 6Dec 18164.4%83.2%97.6%2465
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Nov 6Dec 11200.9%86.0%133.7%1457
$220.00Nov 6Dec 18173.2%84.4%105.2%5.7K6.1K
$200.00Nov 6Dec 18163.0%79.7%104.6%65297
$215.00Nov 6Dec 4146.9%86.3%70.1%3614
$210.00Nov 6Dec 18130.1%80.9%60.9%193381

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 1.72, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$230.00Dec 4$7.35$12.65$7.3558%1.72$217.35
$195.00$220.00Nov 27$13.25$11.75$13.2573%0.89$208.25
$195.00$210.00Dec 4$7.95$7.05$7.9570%0.89$202.95
$230.00$240.00Dec 18$2.85$7.15$2.8546%2.51$232.85
$230.00$250.00Nov 27$4.90$15.10$4.9042%3.08$234.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$200.00Nov 13$0.80$4.20$0.8037%5.25$204.20
$245.00$240.00Nov 27$2.80$2.20$2.8072%0.79$242.20
$242.50$240.00Nov 13$1.30$1.20$1.3082%0.92$241.20
$212.50$210.00Nov 13$0.40$2.10$0.4047%5.25$212.10
$217.50$215.00Nov 13$0.60$1.90$0.6054%3.17$216.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 0.63, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Nov 6$2.37$2.37$2.6368%0.90$227.37
$237.50$240.00Nov 6$1.22$1.22$1.2880%0.95$238.72
$237.50$240.00Nov 13$1.45$1.45$1.0569%1.38$238.95
$245.00$247.50Nov 6$0.85$0.85$1.6586%0.52$245.85
$227.50$230.00Nov 13$1.25$1.25$1.2560%1.00$228.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$180.00Nov 6$1.94$1.94$3.0686%0.63$183.06
$210.00$200.00Dec 18$5.30$5.30$4.7057%1.13$204.70
$190.00$180.00Dec 4$3.35$3.35$6.6572%0.50$186.65
$190.00$185.00Dec 18$2.35$2.35$2.6571%0.89$187.65
$210.00$200.00Nov 20$4.70$4.70$5.3057%0.89$205.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $7.15, cheapest $6.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$6.40173.2%107.6%
$210.00Nov 6Nov 13$8.40130.1%108.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$6.25173.2%107.6%
$215.00Nov 6Nov 13$7.15146.9%108.3%
$210.00Nov 6Nov 13$7.55130.1%108.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 5.50% of stock, avg 14.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Nov 6$7.70$4.00$11.70$198.30$221.705.50%
$215.00Nov 6$5.55$6.95$12.50$202.50$227.505.88%
$220.00Nov 6$4.65$10.00$14.65$205.35$234.656.89%
$200.00Nov 6$15.90$1.95$17.85$182.15$217.858.39%
$225.00Nov 6$4.15$14.55$18.70$206.30$243.708.79%
$230.00Nov 6$1.78$18.15$19.93$210.07$249.939.37%
$220.00Nov 13$11.05$16.25$27.30$192.70$247.3012.83%
$210.00Nov 13$16.10$11.55$27.65$182.35$237.6513.00%
$227.50Nov 13$8.95$20.90$29.85$197.65$257.3514.03%
$200.00Nov 13$21.85$8.20$30.05$169.95$230.0514.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 1.73% of stock, avg 9.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$195.00Nov 6$2.45$1.23$3.68$191.32$238.68
$232.50$195.00Nov 6$2.45$1.23$3.68$191.32$236.18
$235.00$200.00Nov 6$2.45$1.95$4.40$195.60$239.40
$232.50$200.00Nov 6$2.45$1.95$4.40$195.60$236.90
$235.00$185.00Nov 6$2.45$2.32$4.77$180.23$239.77
$232.50$185.00Nov 6$2.45$2.32$4.77$180.23$237.27
$232.50$205.00Nov 6$2.45$2.85$5.30$199.70$237.80
$235.00$205.00Nov 6$2.45$2.85$5.30$199.70$240.30
$225.00$195.00Nov 6$4.15$1.23$5.38$189.62$230.38
$225.00$200.00Nov 6$4.15$1.95$6.10$193.90$231.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 6.25, avg credit $2.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/185225/230Nov 6$4.31$0.6953%6.25$180.69$229.31
180/185238/240Nov 6$3.16$1.8466%1.72$181.84$240.66
180/185245/248Nov 6$2.79$2.2172%1.26$182.21$247.79
180/185248/250Nov 6$2.16$2.8478%0.76$182.84$249.66
180/185240/242Nov 6$2.04$2.9673%0.69$182.96$242.04
190/195225/230Nov 6$2.90$2.1054%1.38$192.10$227.90
190/195238/240Nov 13$3.45$1.5543%2.23$191.55$240.95
195/200225/230Nov 6$3.09$1.9147%1.62$196.91$228.09
195/200238/240Nov 13$3.50$1.5037%2.33$196.50$241.00
200/205225/230Nov 6$3.27$1.7338%1.89$201.73$228.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 13$0.70$9.3023%13.29
$210.00$220.00$230.00Dec 18$0.30$9.7013%32.33
$220.00$230.00$240.00Nov 20$0.75$9.2517%12.33
$215.00$220.00$225.00Nov 6$0.40$4.6016%11.50
$230.00$240.00$250.00Nov 20$0.75$9.2514%12.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.35$9.6519%27.57
$210.00$215.00$220.00Nov 6$0.10$4.9027%49.00
$200.00$210.00$220.00Nov 20$0.55$9.4521%17.18
$200.00$205.00$210.00Nov 6$0.25$4.7522%19.00
$195.00$200.00$205.00Nov 6$0.18$4.8216%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-2.25, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$220.001:2Nov 27-$2.25$22.75
$230.00$250.001:2Nov 27-$1.75$18.25
$210.00$230.001:2Dec 4-$7.60$12.40
$245.00$255.001:2Nov 13-$0.85$9.15
$237.50$240.001:2Nov 6-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Dec 11-$4.45$15.55
$215.00$210.001:2Nov 6-$1.05$3.95
$195.00$190.001:2Nov 6-$0.17$4.83
$200.00$195.001:2Nov 6-$0.51$4.49
$205.00$200.001:2Nov 6-$1.05$3.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 6.11%, avg 3.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Dec 18$13.000.4112.8%6.11%18.92%21
$220.00Dec 18$19.200.533.4%9.03%12.44%74
$230.00Dec 18$15.100.468.1%7.10%15.21%123
$250.00Dec 18$9.200.3417.5%4.32%21.84%5--
$240.00Dec 11$10.200.3812.8%4.79%17.61%9--
$230.00Dec 4$12.300.448.1%5.78%13.89%11
$235.00Dec 4$10.900.4010.5%5.12%15.59%13
$245.00Dec 11$8.200.3615.2%3.85%19.02%1--
$250.00Dec 11$7.600.3217.5%3.57%21.09%262--
$240.00Dec 4$8.500.3612.8%4.00%16.81%131

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 8,333
Total Puts 17,486
Put/Call Ratio 2.10
Net Difference -9,153

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,869
Total Puts 70,501
Average Put/Call Ratio 1.78
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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