Tour v536
TER
TERADYNE INC
$218.22 +2.57%
$219.00 (+0.36%)🌙
as of 11/06 06:55 PM
◀ 11/6 18:55

Option Volume

Detail
ℹ
Current (11/06) 9,248
Calls: 5,218 (56%)
Puts: 4,030 (44%)
Prior (11/05) 25,819
Calls: 8,333 (32%)
Puts: 17,486 (68%)
Current vs Prior -64.18%
Calls: -37.38% (Calls)
Puts: -76.95% (Puts)
Prior 7-Day Total 126,304
Calls: 45,783 (36%)
Puts: 80,521 (64%)
Prior 7-Day Average 18,043
Calls: 6,540 (36%)
Puts: 11,503 (64%)
Current vs Prior 7-Day Avg -48.75%
Calls: -20.22%
Puts: -64.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $15.13M
Calls: $3.47M (23%)
Puts: $11.66M (77%)
Prior (11/05) $50.76M
Calls: $5.29M (10%)
Puts: $45.47M (90%)
Current vs Prior -70.19%
Calls: -34.38%
Puts: -74.35%
Prior 7-Day Total $184.09M
Calls: $46.23M (25%)
Puts: $137.86M (75%)
Prior 7-Day Average $26.30M
Calls: $6.60M (25%)
Puts: $19.69M (75%)
Current vs Prior 7-Day Avg -42.45%
Calls: -47.42%
Puts: -40.78%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.77
Prior (11/05) 2.10
Current vs Prior -63.19%
Prior 7-Day Average 1.88
Current vs Prior 7-Day Avg -58.96%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 62,373
Calls: 21,923 (35%)
Puts: 40,450 (65%)
Prior (11/05) 60,708
Calls: 18,543 (31%)
Puts: 42,165 (69%)
Current vs Prior +2.74%
Prior 7-Day Total 483,432
Calls: 154,170 (32%)
Puts: 329,262 (68%)
Prior 7-Day Average 69,061
Calls: 22,024 (32%)
Puts: 47,037 (68%)
Current vs Prior 7-Day Avg -9.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.05% | 11.62%16.82% | 23.78%
Prior 6.89% | 13.37%18.64% | 24.63%
Current vs Prior +68.69% | +25.76%-9.76% | -3.44%
Prior 7-Day Avg 7.12% | 11.01%15.12% | 21.68%
Current vs 7-Day Avg +63.24% | +52.79%+11.24% | +9.70%
Prior 7-Day Eod 6.89% | 13.37%18.64% | 24.63%
Current vs 7-Day Eod +68.69% | +25.76%-9.76% | -3.44%
Sentiment BEARISHBULLISH

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 34.13% | 45.52%
Calls: 27.07% | 46.85%
Puts: 41.18% | 44.18%
Current vs 7-Day Avg -18.92% | +16.75%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($11.66M) vs calls ($3.47M). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 64% vs prior. P/C ratio dropping 63% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 7.6%, best 7.6%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1841.6044.90$43.257.6%110.65158

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. 68 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 64.409.20$6.8070.6%120.935
$205.00Nov 69.4014.80$12.1044.6%80.84--
$200.00Nov 614.3021.10$17.7038.4%60.84--
$200.00Nov 1319.9025.00$22.4522.7%70.78--
$190.00Nov 2031.1036.00$33.5514.6%20.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Nov 65.3010.60$7.9566.7%51.0030
$252.50Nov 632.8038.10$35.4515.0%11.003
$240.00Nov 620.3025.60$22.9523.1%160.9275
$242.50Nov 622.8028.10$25.4520.8%150.9217
$260.00Nov 1339.8046.70$43.2516.0%20.8917

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 4.0K, top 332)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Nov 130.003.70$1.85200.0%3280.134
$220.00Nov 60.002.60$1.30200.0%2120.5013
$237.50Nov 60.001.70$0.85200.0%1760.1230
$250.00Nov 276.007.30$6.6519.5%1170.276
$260.00Nov 130.352.25$1.30146.2%1090.1023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 136.1011.50$8.8061.4%3320.381
$185.00Nov 131.103.40$2.25102.2%3240.1365
$260.00Dec 1848.4053.90$51.1510.8%1170.72292
$190.00Dec 189.1012.40$10.7530.7%1140.2659
$215.00Nov 60.002.30$1.15200.0%1000.2514

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 891.5%, max 1958.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Nov 6Dec 181610.9%78.2%1958.6%14571
$235.00Nov 6Dec 41072.0%79.7%1245.5%1413
$230.00Nov 6Dec 18862.5%81.4%960.1%4686
$232.50Nov 6Nov 13969.9%99.3%876.3%3944
$225.00Nov 6Dec 11318.4%82.7%285.1%3228
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Nov 6Dec 181382.2%75.2%1737.0%108282
$245.00Nov 6Nov 271442.4%80.2%1699.3%13136
$247.50Nov 6Nov 131527.8%97.8%1462.5%713
$235.00Nov 6Nov 271072.0%83.6%1181.6%27489
$205.00Nov 6Dec 11996.6%81.2%1127.5%623

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 13.29, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$235.00$240.00Dec 4$0.35$4.65$0.3540%13.29$235.35
$200.00$215.00Nov 13$8.85$6.15$8.8578%0.69$208.85
$230.00$240.00Nov 20$2.25$7.75$2.2541%3.44$232.25
$220.00$230.00Dec 18$3.75$6.25$3.7553%1.67$223.75
$230.00$245.00Dec 11$4.65$10.35$4.6545%2.23$234.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$195.00Nov 20$0.30$4.70$0.3029%15.67$199.70
$245.00$240.00Nov 27$2.60$2.40$2.6070%0.92$242.40
$222.50$220.00Nov 13$0.70$1.80$0.7054%2.57$221.80
$220.00$210.00Nov 20$3.70$6.30$3.7048%1.70$216.30
$200.00$195.00Dec 4$1.10$3.90$1.1032%3.55$198.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 1.22, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$257.50$260.00Nov 13$1.48$1.48$1.0284%1.45$258.98
$222.50$225.00Nov 13$2.20$2.20$0.3054%7.33$224.70
$242.50$245.00Nov 13$1.52$1.52$0.9876%1.55$244.02
$240.00$245.00Nov 27$2.50$2.50$2.5065%1.00$242.50
$235.00$237.50Nov 6$1.30$1.30$1.2078%1.08$236.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Dec 18$5.50$5.50$4.5060%1.22$204.50
$197.50$195.00Nov 13$2.00$2.00$0.5075%4.00$195.50
$195.00$180.00Dec 11$4.65$4.65$10.3571%0.45$190.35
$202.50$200.00Nov 13$1.80$1.80$0.7071%2.57$200.70
$180.00$175.00Nov 20$1.72$1.72$3.2883%0.52$178.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $10.13, cheapest $9.45)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$9.45197.8%103.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Nov 6Nov 13$10.82197.8%103.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 2.05% of stock, avg 13.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Nov 6$3.33$1.15$4.48$210.52$219.482.05%
$220.00Nov 6$1.30$3.33$4.63$215.37$224.632.12%
$210.00Nov 6$6.80$0.23$7.03$202.97$217.033.22%
$225.00Nov 6$0.50$7.95$8.45$216.55$233.453.87%
$227.50Nov 6$2.15$10.45$12.60$214.90$240.105.77%
$205.00Nov 6$12.10$1.50$13.60$191.40$218.606.23%
$230.00Nov 6$2.15$13.15$15.30$214.70$245.307.01%
$200.00Nov 6$17.70$2.15$19.85$180.15$219.859.10%
$235.00Nov 6$2.15$17.95$20.10$214.90$255.109.21%
$240.00Nov 6$0.85$22.95$23.80$216.20$263.8010.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.33% of stock, avg 9.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$210.00Nov 6$0.50$0.23$0.73$209.27$225.73
$225.00$215.00Nov 6$0.50$1.15$1.65$213.35$226.65
$225.00$205.00Nov 6$0.50$1.50$2.00$203.00$227.00
$225.00$200.00Nov 6$0.50$2.15$2.65$197.35$227.65
$235.00$210.00Nov 6$2.15$0.23$2.38$207.62$237.38
$225.00$185.00Nov 6$0.50$2.15$2.65$182.35$227.65
$232.50$210.00Nov 6$2.15$0.23$2.38$207.62$234.88
$230.00$210.00Nov 6$2.15$0.23$2.38$207.62$232.38
$227.50$210.00Nov 6$2.15$0.23$2.38$207.62$229.88
$230.00$215.00Nov 6$2.15$1.15$3.30$211.70$233.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 74 found (best R:R 18.23, avg credit $2.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
190/192242/245Nov 13$2.37$0.1357%18.23$190.13$244.87
195/198245/248Nov 13$2.18$0.3257%6.81$195.32$247.18
190/192232/235Nov 13$2.32$0.1848%12.89$190.18$234.82
175/178242/245Nov 13$1.85$0.6567%2.85$175.65$244.35
195/198238/240Nov 13$2.25$0.2549%9.00$195.25$239.75
202/205242/245Nov 13$2.37$0.1344%18.23$202.63$244.87
178/180242/245Nov 13$1.77$0.7366%2.42$178.23$244.27
185/188242/245Nov 13$1.87$0.6361%2.97$185.63$244.37
195/198230/232Nov 13$2.35$0.1541%15.67$195.15$232.35
200/202245/248Nov 13$1.98$0.5252%3.81$200.52$246.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.20$9.8020%49.00
$215.00$220.00$225.00Nov 6$1.23$3.7758%3.07
$240.00$250.00$260.00Dec 18$0.25$9.7513%39.00
$220.00$230.00$240.00Dec 18$0.30$9.7013%32.33
$225.00$230.00$235.00Dec 4$0.20$4.809%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Nov 20$0.40$9.6015%24.00
$210.00$215.00$220.00Nov 6$1.26$3.7452%2.97
$215.00$220.00$225.00Nov 6$2.44$2.5675%1.05
$230.00$240.00$250.00Dec 18$0.40$9.6012%24.00
$230.00$235.00$240.00Nov 6$0.20$4.8016%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-4.75, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$215.001:2Nov 13-$4.75$10.25
$240.00$260.001:2Dec 4-$1.10$18.90
$205.00$210.001:2Nov 6-$1.50$3.50
$240.00$250.001:2Nov 20-$1.76$8.24
$195.00$210.001:2Nov 20-$10.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$230.001:2Dec 11-$11.55$13.45
$195.00$180.001:2Dec 11-$2.50$12.50
$200.00$185.001:2Nov 6-$2.15$12.85
$250.00$230.001:2Dec 4-$13.20$6.80
$177.50$175.001:2Nov 13-$0.87$1.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 6.28%, avg 3.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Dec 18$13.700.4010.0%6.28%16.26%321
$230.00Dec 18$15.400.465.4%7.06%12.46%2815
$220.00Dec 18$19.700.530.8%9.03%9.84%1511
$250.00Dec 18$9.800.3414.6%4.49%19.05%1214
$225.00Dec 11$16.100.493.1%7.38%10.48%1--
$225.00Dec 4$15.800.483.1%7.24%10.35%3--
$230.00Dec 11$13.600.455.4%6.23%11.63%5--
$230.00Dec 4$12.700.445.4%5.82%11.22%41
$245.00Dec 11$8.500.3512.3%3.90%16.17%31
$260.00Dec 18$6.200.2719.1%2.84%21.99%1121

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 5,218
Total Puts 4,030
Put/Call Ratio 0.77
Net Difference 1,188

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 45,783
Total Puts 80,521
Average Put/Call Ratio 1.88
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