Tour v418
TER
TERADYNE INC
$331.79 -5.18%
7/27 14:05

Option Volume

Detail
Current (07/27 2:05pm) 5,051
Calls: 2,134 (42%)
Puts: 2,917 (58%)
Prior (04/29) 21,354
Calls: 13,034 (61%)
Puts: 8,320 (39%)
Current vs Prior -76.35%
Calls: -83.63% (Calls)
Puts: -64.94% (Puts)
Prior 7-Day Total 37,916
Calls: 21,860 (58%)
Puts: 16,056 (42%)
Prior 7-Day Average 12,638
Calls: 3,122 (58%)
Puts: 2,293 (42%)
Current vs Prior 7-Day Avg -60.04%
Calls: -31.67%
Puts: +27.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 2:05pm) $13.05M
Calls: $6.91M (53%)
Puts: $6.14M (47%)
Prior (04/29) $37.74M
Calls: $17.87M (47%)
Puts: $19.87M (53%)
Current vs Prior -65.42%
Calls: -61.35%
Puts: -69.08%
Prior 7-Day Total $78.75M
Calls: $46.40M (59%)
Puts: $32.35M (41%)
Prior 7-Day Average $26.25M
Calls: $6.63M (59%)
Puts: $4.62M (41%)
Current vs Prior 7-Day Avg -50.28%
Calls: +4.19%
Puts: +32.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 2:05pm) 1.37
Prior (04/29) 0.64
Current vs Prior +114.14%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +68.12%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 2:05pm) 72,165
Calls: 34,816 (48%)
Puts: 37,349 (52%)
Prior (04/29) 76,140
Calls: 45,195 (59%)
Puts: 30,945 (41%)
Current vs Prior -5.22%
Prior 7-Day Total 203,247
Calls: 123,899 (61%)
Puts: 79,348 (39%)
Prior 7-Day Average 67,749
Calls: 41,299 (61%)
Puts: 26,449 (39%)
Current vs Prior 7-Day Avg +6.52%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 16.70% | 19.64%24.52% | 32.88%
Prior 12.40% | 14.59%-- | --
Current vs Prior +34.65% | +34.55%-- | --
Prior 7-Day Avg 11.06% | 13.68%-- | --
Current vs 7-Day Avg +50.95% | +43.53%-- | --
Prior 7-Day Eod 12.40% | 14.59%-- | --
Current vs 7-Day Eod +34.65% | +34.55%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 11.55% | 11.20%
Calls: 10.87% | 11.37%
Puts: 12.23% | 11.04%
Prior 12.70% | 10.30%
Calls: 11.11% | 12.50%
Puts: 14.29% | 8.11%
Current vs Prior -9.06% | +8.74%
Prior 7-Day Avg 11.46% | 10.34%
Calls: 10.14% | 11.45%
Puts: 12.79% | 9.23%
Current vs 7-Day Avg +0.79% | +8.32%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 76% vs prior. Bearish P/C ratio of 1.37 indicates protective positioning. P/C ratio rising 114% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 79 of results (avg 7.1%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2168.4071.20$69.804.0%50.75300
$290.00Aug 2161.9064.50$63.204.1%10.7232
$270.00Aug 2174.5078.20$76.354.8%--0.7943
$270.00Jul 3165.8069.40$67.605.3%90.856
$280.00Aug 1464.7068.50$66.605.7%--0.7611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 2165.0067.80$66.404.2%--0.6073
$390.00Aug 2878.8082.30$80.554.3%10.631
$395.00Aug 773.1076.40$74.754.4%10.743
$390.00Aug 2175.7079.30$77.504.6%--0.6682
$375.00Aug 2868.4071.70$70.054.7%10.591

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. 69 found (avg delta 0.62, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3165.8069.40$67.605.3%90.856
$280.00Jul 3157.6062.00$59.807.4%30.817
$270.00Aug 2174.5078.20$76.354.8%--0.7943
$280.00Aug 761.2064.90$63.055.9%--0.78202
$280.00Aug 1464.7068.50$66.605.7%--0.7611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Jul 3164.8068.90$66.856.1%--0.7818
$385.00Jul 3160.7065.00$62.856.8%--0.7565
$395.00Aug 773.1076.40$74.754.4%10.743
$380.00Jul 3157.0061.00$59.006.8%70.72342
$377.50Jul 3155.0059.00$57.007.0%--0.7130

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 1.6K, top 429)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 319.2010.80$10.0016.0%320.27440
$375.00Jul 319.5013.30$11.4033.3%240.3034
$370.00Jul 3110.8014.90$12.8531.9%220.3366
$385.00Jul 317.4010.60$9.0035.6%220.25739
$392.50Aug 710.0013.00$11.5026.1%210.271
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 3130.1033.50$31.8010.7%4290.5151
$350.00Jul 3135.8039.50$37.659.8%2190.57153
$300.00Jul 3112.7014.20$13.4511.2%960.28624
$330.00Jul 3124.9027.90$26.4011.4%530.4564
$322.50Jul 3121.3024.50$22.9014.0%460.413

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 63.8%, max 82.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 31Aug 28193.2%111.0%74.1%16298
$370.00Jul 31Aug 28190.5%110.4%72.6%2571
$270.00Jul 31Aug 21204.7%118.8%72.3%949
$280.00Jul 31Aug 21203.4%118.5%71.7%8307
$360.00Jul 31Aug 28190.2%110.8%71.6%1860
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Jul 31Aug 28207.9%113.7%82.9%10370
$285.00Jul 31Aug 28205.2%113.6%80.6%832
$305.00Jul 31Aug 28202.2%112.6%79.5%26145
$320.00Jul 31Aug 28197.5%111.3%77.5%1399
$325.00Jul 31Aug 28196.0%110.9%76.8%436

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 32.33, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$385.00$390.00Aug 7$0.15$4.85$0.1532.33$385.15
$395.00$397.50Jul 31$0.15$2.35$0.1515.67$395.15
$385.00$387.50Jul 31$0.25$2.25$0.259.00$385.25
$360.00$362.50Jul 31$0.30$2.20$0.307.33$360.30
$380.00$382.50Jul 31$0.30$2.20$0.307.33$380.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$267.50Jul 31$0.30$2.20$0.307.33$269.70
$275.00$272.50Jul 31$0.30$2.20$0.307.33$274.70
$300.00$295.00Jul 31$0.85$4.15$0.854.88$299.15
$297.50$295.00Aug 7$0.50$2.00$0.504.00$297.00
$275.00$270.00Aug 7$1.30$3.70$1.302.85$273.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 4.56, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Jul 31$7.80$7.80$2.203.55$277.80
$280.00$297.50Jul 31$13.10$13.10$4.402.98$293.10
$295.00$300.00Aug 7$3.65$3.65$1.352.70$298.65
$280.00$295.00Aug 7$10.00$10.00$5.002.00$290.00
$297.50$300.00Jul 31$1.65$1.65$0.851.94$299.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$372.50$370.00Jul 31$2.05$2.05$0.454.56$370.45
$380.00$377.50Jul 31$2.00$2.00$0.504.00$378.00
$390.00$385.00Jul 31$4.00$4.00$1.004.00$386.00
$395.00$380.00Aug 7$11.60$11.60$3.403.41$383.40
$385.00$380.00Jul 31$3.85$3.85$1.153.35$381.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $5.67, cheapest $3.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 31Aug 7$3.25203.4%146.0%
$392.50Jul 31Aug 7$3.60189.0%134.4%
$385.00Jul 31Aug 7$4.05186.5%134.3%
$370.00Jul 31Aug 7$4.10190.5%135.0%
$375.00Jul 31Aug 7$4.10187.9%134.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Jul 31Aug 7$3.10207.9%146.5%
$270.00Jul 31Aug 7$3.15204.7%146.6%
$285.00Jul 31Aug 7$3.50205.2%144.9%
$290.00Jul 31Aug 7$3.60205.0%144.3%
$280.00Jul 31Aug 7$3.65203.4%146.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 16.25% of stock, avg 21.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$327.50Jul 31$28.85$25.05$53.90$273.60$381.4016.25%
$330.00Jul 31$27.60$26.40$54.00$276.00$384.0016.28%
$335.00Jul 31$25.10$28.95$54.05$280.95$389.0516.29%
$325.00Jul 31$30.20$24.15$54.35$270.65$379.3516.38%
$332.50Jul 31$26.55$27.80$54.35$278.15$386.8516.38%
$337.50Jul 31$24.45$30.50$54.95$282.55$392.4516.56%
$340.00Jul 31$23.20$31.80$55.00$285.00$395.0016.58%
$345.00Jul 31$21.30$34.75$56.05$288.95$401.0516.89%
$350.00Jul 31$19.30$37.65$56.95$293.05$406.9517.16%
$352.50Jul 31$18.10$39.40$57.50$295.00$410.0017.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 11.06% of stock, avg 17.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$395.00$300.00Aug 14$14.70$22.00$36.70$263.30$431.70
$380.00$300.00Aug 14$18.70$22.00$40.70$259.30$420.70
$355.00$327.50Jul 31$17.05$25.05$42.10$285.40$397.10
$395.00$315.00Aug 14$14.70$28.40$43.10$271.90$438.10
$352.50$327.50Jul 31$18.10$25.05$43.15$284.35$395.65
$355.00$330.00Jul 31$17.05$26.40$43.45$286.55$398.45
$350.00$327.50Jul 31$19.30$25.05$44.35$283.15$394.35
$352.50$330.00Jul 31$18.10$26.40$44.50$285.50$397.00
$355.00$332.50Jul 31$17.05$27.80$44.85$287.65$399.85
$395.00$320.00Aug 14$14.70$30.20$44.90$275.10$439.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 285 found (best R:R 24.00, avg credit $5.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/272325/328Jul 31$2.40$0.1024.00$270.10$327.40
340/345370/375Aug 28$4.75$0.2519.00$340.25$374.75
345/350370/375Aug 28$4.75$0.2519.00$345.25$374.75
300/302335/338Jul 31$2.35$0.1515.67$300.15$337.35
325/330350/355Aug 14$4.70$0.3015.67$325.30$354.70
270/272328/330Jul 31$2.30$0.2011.50$270.20$329.80
270/272338/340Jul 31$2.30$0.2011.50$270.20$339.80
302/305332/335Jul 31$2.30$0.2011.50$302.70$334.80
290/292332/335Aug 7$2.30$0.2011.50$290.20$334.80
325/330355/360Aug 28$4.60$0.4011.50$325.40$359.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.10$9.9099.00
$375.00$377.50$380.00Aug 7$0.05$2.4549.00
$325.00$327.50$330.00Jul 31$0.10$2.4024.00
$350.00$352.50$355.00Jul 31$0.15$2.3515.67
$330.00$340.00$350.00Aug 21$0.65$9.3514.38
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jul 31$0.05$4.9599.00
$270.00$275.00$280.00Aug 7$0.05$4.9599.00
$320.00$325.00$330.00Aug 28$0.05$4.9599.00
$327.50$330.00$332.50Jul 31$0.05$2.4549.00
$380.00$385.00$390.00Jul 31$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-12.10, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$325.001:2Aug 14-$12.10$32.90
$300.00$330.001:2Aug 7-$15.70$14.30
$300.00$325.001:2Jul 31-$15.35$9.65
$360.00$380.001:2Aug 14-$12.55$7.45
$380.00$395.001:2Aug 14-$10.70$4.30
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Aug 14-$5.80$14.20
$305.00$285.001:2Aug 28-$13.85$6.15
$380.00$350.001:2Aug 14-$26.95$3.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 12.21%, avg 5.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$335.00Aug 28$40.500.551.0%12.21%13.17%11
$340.00Aug 21$34.600.522.5%10.43%12.90%386
$350.00Aug 28$34.100.505.5%10.28%15.77%220
$355.00Aug 28$32.300.487.0%9.74%16.73%21
$350.00Aug 21$31.200.495.5%9.40%14.89%14249
$360.00Aug 28$30.300.468.5%9.13%17.63%216
$332.50Aug 7$30.100.540.2%9.07%9.29%1--
$355.00Aug 21$28.600.477.0%8.62%15.62%10--
$335.00Aug 7$28.300.531.0%8.53%9.50%--27
$370.00Aug 28$27.000.4311.5%8.14%19.65%35

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 2,134
Total Puts 2,917
Put/Call Ratio 1.37
Net Difference -783

Prior's Put/Call Breakdown

Total Calls 13,034
Total Puts 8,320
Put/Call Ratio 0.64
Net Difference 4,714

Prior 7-Day Put/Call Summary

Total Calls 21,860
Total Puts 16,056
Average Put/Call Ratio 0.81
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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