Tour v528
TER
TERADYNE INC
$381.54 +2.71%
$382.00 (+0.12%)🌙
as of 09/21 07:06 PM
9/21 19:06

Option Volume

Detail
Current (09/21) 4,972
Calls: 1,836 (37%)
Puts: 3,136 (63%)
Prior (09/18) 7,085
Calls: 4,796 (68%)
Puts: 2,289 (32%)
Current vs Prior -29.82%
Calls: -61.72% (Calls)
Puts: +37.00% (Puts)
Prior 7-Day Total 40,935
Calls: 25,154 (61%)
Puts: 15,781 (39%)
Prior 7-Day Average 5,847
Calls: 3,593 (61%)
Puts: 2,254 (39%)
Current vs Prior 7-Day Avg -14.98%
Calls: -48.91%
Puts: +39.10%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $8.37M
Calls: $4.91M (59%)
Puts: $3.46M (41%)
Prior (09/18) $12.51M
Calls: $10.59M (85%)
Puts: $1.92M (15%)
Current vs Prior -33.08%
Calls: -53.66%
Puts: +80.42%
Prior 7-Day Total $72.40M
Calls: $43.09M (60%)
Puts: $29.31M (40%)
Prior 7-Day Average $10.34M
Calls: $6.16M (60%)
Puts: $4.19M (40%)
Current vs Prior 7-Day Avg -19.05%
Calls: -20.27%
Puts: -17.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 1.71
Prior (09/18) 0.48
Current vs Prior +257.88%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +111.24%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 27,473
Calls: 11,645 (42%)
Puts: 15,828 (58%)
Prior (09/18) 29,633
Calls: 11,788 (40%)
Puts: 17,845 (60%)
Current vs Prior -7.29%
Prior 7-Day Total 203,173
Calls: 81,961 (40%)
Puts: 121,212 (60%)
Prior 7-Day Average 29,024
Calls: 11,708 (40%)
Puts: 17,316 (60%)
Current vs Prior 7-Day Avg -5.35%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 6.29% | 9.09%13.89% | 24.34%
Prior 6.99% | 9.66%1.56% | 15.16%
Current vs Prior -9.96% | -5.89%+789.66% | +60.57%
Prior 7-Day Avg 5.87% | 9.27%7.20% | 17.36%
Current vs 7-Day Avg +7.24% | -1.86%+92.89% | +40.19%
Prior 7-Day Eod 6.99% | 9.66%1.56% | 15.16%
Current vs 7-Day Eod -9.96% | -5.89%+789.66% | +60.57%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Prior 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.31% | 18.36%
Calls: 26.72% | 17.77%
Puts: 29.91% | 18.95%
Current vs 7-Day Avg +77.98% | +92.32%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.71 - heavy put buying. P/C ratio rising 258% - 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.8%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 972.0078.30$75.158.4%10.91--
$330.00Oct 1657.6063.00$60.309.0%40.8252
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1670.1076.70$73.409.0%10.80--

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. 58 found (avg delta 0.67, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Sep 2555.1061.00$58.0510.2%20.974
$340.00Sep 2539.8046.60$43.2015.7%20.95--
$345.00Sep 2534.9042.20$38.5518.9%30.9340
$347.50Sep 2533.4039.90$36.6517.7%10.91--
$310.00Oct 972.0078.30$75.158.4%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1670.1076.70$73.409.0%10.80--
$410.00Oct 233.3038.30$35.8014.0%10.71--
$420.00Oct 1645.8052.80$49.3014.2%50.68--
$400.00Oct 224.1031.20$27.6525.7%30.632
$400.00Oct 928.3035.20$31.7521.7%10.592

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 3.4K, top 292)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1616.9021.80$19.3525.3%1690.43230
$400.00Sep 253.408.00$5.7080.7%1630.3046
$370.00Sep 2515.5021.70$18.6033.3%750.6945
$390.00Sep 255.2012.00$8.6079.1%650.42126
$380.00Sep 2510.2015.20$12.7039.4%570.5585
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1610.1012.60$11.3522.0%2920.27440
$325.00Oct 20.552.70$1.63131.9%2070.08214
$360.00Oct 1611.0016.10$13.5537.6%2030.32507
$330.00Oct 20.004.70$2.35200.0%2010.10225
$352.50Oct 169.2014.90$12.0547.3%1570.28--

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 10.0%, max 19.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$415.00Sep 25Oct 2379.5%67.8%17.3%815
$377.50Sep 25Oct 273.9%64.3%14.9%1813
$372.50Sep 25Oct 273.0%64.0%14.1%141.0K
$382.50Sep 25Oct 1671.7%63.1%13.5%1012
$385.00Sep 25Oct 1673.6%65.6%12.1%37842
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Sep 25Oct 975.8%63.6%19.0%2318
$365.00Sep 25Oct 1672.6%65.2%11.4%3113
$370.00Sep 25Oct 2373.7%66.2%11.3%3940
$375.00Sep 25Oct 2369.4%63.6%9.1%10376

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 0.63, avg 4.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$375.00Oct 23$21.45$13.55$21.4576%0.63$361.45
$367.50$375.00Oct 9$2.55$4.95$2.5564%1.94$370.05
$405.00$440.00Oct 30$11.00$24.00$11.0046%2.18$416.00
$425.00$440.00Oct 23$2.30$12.70$2.3032%5.52$427.30
$360.00$362.50Sep 25$0.10$2.40$0.1085%24.00$360.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$365.00Oct 16$0.70$4.30$0.7039%6.14$369.30
$360.00$355.00Oct 16$0.65$4.35$0.6532%6.69$359.35
$335.00$330.00Oct 16$0.15$4.85$0.1519%32.33$334.85
$340.00$335.00Oct 23$0.40$4.60$0.4024%11.50$339.60
$375.00$370.00Oct 23$1.30$3.70$1.3043%2.85$373.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 3.76, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$405.00$410.00Sep 25$2.18$2.18$2.8276%0.77$407.18
$420.00$425.00Oct 23$2.50$2.50$2.5065%1.00$422.50
$440.00$450.00Oct 2$1.61$1.61$8.3987%0.19$441.61
$395.00$400.00Oct 30$3.10$3.10$1.9050%1.63$398.10
$390.00$395.00Sep 25$2.50$2.50$2.5058%1.00$392.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$360.00Oct 16$3.95$3.95$1.0564%3.76$361.05
$350.00$330.00Oct 30$6.75$6.75$13.2569%0.51$343.25
$340.00$335.00Oct 16$2.60$2.60$2.4077%1.08$337.40
$335.00$330.00Oct 23$2.45$2.45$2.5577%0.96$332.55
$345.00$340.00Oct 23$2.60$2.60$2.4073%1.08$342.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $5.94, cheapest $4.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Sep 25Oct 2$5.7073.7%61.5%
$385.00Sep 25Oct 2$4.9073.6%62.9%
$380.00Sep 25Oct 2$4.8075.8%65.4%
$382.50Sep 25Oct 9$10.2071.7%61.7%
$400.00Sep 25Oct 2$5.1577.5%67.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Sep 25Oct 2$4.2573.7%61.5%
$380.00Sep 25Oct 2$5.3075.8%65.4%
$372.50Sep 25Oct 2$5.1073.0%64.0%
$375.00Sep 25Oct 2$5.4069.4%62.6%
$400.00Oct 2Oct 9$4.1067.9%65.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 6.08% of stock, avg 10.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$367.50Sep 25$18.85$4.35$23.20$344.30$390.706.08%
$375.00Sep 25$15.70$7.50$23.20$351.80$398.206.08%
$377.50Sep 25$14.10$9.25$23.35$354.15$400.856.12%
$380.00Sep 25$12.70$10.70$23.40$356.60$403.406.13%
$372.50Sep 25$16.65$7.05$23.70$348.80$396.206.21%
$370.00Sep 25$18.60$6.25$24.85$345.15$394.856.51%
$360.00Sep 25$24.10$1.85$25.95$334.05$385.956.80%
$362.50Sep 25$24.00$2.78$26.78$335.72$389.287.02%
$365.00Sep 25$23.00$4.55$27.55$337.45$392.557.22%
$357.50Sep 25$27.85$2.63$30.48$327.02$387.987.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 3.22% of stock, avg 7.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$397.50$370.00Sep 25$6.03$6.25$12.28$357.72$409.78
$395.00$370.00Sep 25$6.10$6.25$12.35$357.65$407.35
$395.00$372.50Sep 25$6.10$7.05$13.15$359.35$408.15
$397.50$372.50Sep 25$6.03$7.05$13.08$359.42$410.58
$395.00$375.00Sep 25$6.10$7.50$13.60$361.40$408.60
$397.50$375.00Sep 25$6.03$7.50$13.53$361.47$411.03
$430.00$350.00Oct 9$7.20$8.15$15.35$334.65$445.35
$425.00$350.00Oct 9$7.55$8.15$15.70$334.30$440.70
$390.00$370.00Sep 25$8.60$6.25$14.85$355.15$404.85
$395.00$377.50Sep 25$6.10$9.25$15.35$362.15$410.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 197 found (best R:R 3.76, avg credit $2.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
362/365405/410Sep 25$3.95$1.0551%3.76$361.05$408.95
335/340430/435Oct 16$4.00$1.0049%4.00$336.00$434.00
350/352405/410Sep 25$3.15$1.8562%1.70$349.35$408.15
350/352415/418Sep 25$1.87$0.6368%2.97$350.63$416.87
362/365412/415Sep 25$2.17$0.3355%6.58$362.83$414.67
320/325405/410Sep 25$2.38$2.6273%0.91$322.62$407.38
345/350405/410Sep 25$2.76$2.2466%1.23$347.24$407.76
350/352400/402Sep 25$2.17$0.3355%6.58$350.33$402.17
310/315405/410Sep 25$2.30$2.7074%0.85$312.70$407.30
335/340435/440Oct 9$2.98$2.0260%1.48$337.02$437.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.15$9.8510%65.67
$380.00$382.50$385.00Sep 25$0.10$2.407%24.00
$415.00$417.50$420.00Sep 25$0.13$2.378%18.23
$345.00$347.50$350.00Sep 25$0.10$2.404%24.00
$375.00$377.50$380.00Sep 25$0.20$2.307%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$352.50$355.00Oct 16$0.15$2.353%15.67
$320.00$325.00$330.00Oct 9$0.25$4.753%19.00
$315.00$320.00$325.00Sep 25$0.32$4.681%14.62
$310.00$320.00$330.00Oct 16$0.85$9.159%10.76
$320.00$325.00$330.00Oct 2$0.47$4.534%9.64

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-7.65, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$350.001:2Oct 9-$7.65$32.35
$340.00$375.001:2Oct 23-$12.70$22.30
$405.00$440.001:2Oct 30-$6.90$28.10
$410.00$425.001:2Oct 9-$2.85$12.15
$427.50$440.001:2Oct 2-$0.98$11.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$370.001:2Oct 16-$6.35$13.65
$400.00$380.001:2Oct 9-$8.45$11.55
$325.00$320.001:2Sep 25-$0.03$4.97
$350.00$345.001:2Sep 25-$0.37$4.63
$315.00$310.001:2Sep 25-$0.11$4.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 6.60%, avg 2.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$405.00Oct 30$25.200.466.2%6.60%12.75%2--
$395.00Oct 30$28.600.503.5%7.50%11.02%1--
$400.00Oct 30$25.300.474.8%6.63%11.47%10--
$440.00Oct 30$14.300.3315.3%3.75%19.07%55
$445.00Oct 30$13.100.3116.6%3.43%20.07%1--
$450.00Oct 30$12.100.3017.9%3.17%21.11%1--
$400.00Oct 23$20.900.454.8%5.48%10.32%26150
$390.00Oct 23$23.700.502.2%6.21%8.43%47
$395.00Oct 23$21.600.473.5%5.66%9.19%5--
$405.00Oct 23$18.000.426.2%4.72%10.87%5--

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 1,836
Total Puts 3,136
Put/Call Ratio 1.71
Net Difference -1,300

Prior's Put/Call Breakdown

Total Calls 4,796
Total Puts 2,289
Put/Call Ratio 0.48
Net Difference 2,507

Prior 7-Day Put/Call Summary

Total Calls 25,154
Total Puts 15,781
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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