Tour v290
TER
TERADYNE INC
$369.09 -13.63%
$373.01 (+1.06%)🌙
as of 07/02 07:04 PM
7/2 19:04

Option Volume

Detail
Current (07/02) 14,077
Calls: 8,116 (58%)
Puts: 5,961 (42%)
Prior (07/01) 9,614
Calls: 5,981 (62%)
Puts: 3,633 (38%)
Current vs Prior +46.42%
Calls: +35.70% (Calls)
Puts: +64.08% (Puts)
Prior 7-Day Total 54,308
Calls: 32,471 (60%)
Puts: 21,837 (40%)
Prior 7-Day Average 7,758
Calls: 4,638 (60%)
Puts: 3,119 (40%)
Current vs Prior 7-Day Avg +81.44%
Calls: +74.96%
Puts: +91.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $40.05M
Calls: $16.01M (40%)
Puts: $24.04M (60%)
Prior (07/01) $20.07M
Calls: $10.99M (55%)
Puts: $9.08M (45%)
Current vs Prior +99.56%
Calls: +45.65%
Puts: +164.85%
Prior 7-Day Total $134.99M
Calls: $98.51M (73%)
Puts: $36.48M (27%)
Prior 7-Day Average $19.28M
Calls: $14.07M (73%)
Puts: $5.21M (27%)
Current vs Prior 7-Day Avg +107.70%
Calls: +13.77%
Puts: +361.34%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/02) 0.73
Prior (07/01) 0.61
Current vs Prior +20.92%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -16.86%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/02) 41,832
Calls: 23,534 (56%)
Puts: 18,298 (44%)
Prior (07/01) 32,406
Calls: 19,241 (59%)
Puts: 13,165 (41%)
Current vs Prior +29.09%
Prior 7-Day Total 204,039
Calls: 129,030 (59%)
Puts: 90,794 (41%)
Prior 7-Day Average 29,148
Calls: 18,432 (59%)
Puts: 12,970 (41%)
Current vs Prior 7-Day Avg +43.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.13% | 11.46%16.77% | 31.66%
Prior 4.27% | 11.27%-- | --
Current vs Prior +168.36% | +48.85%-- | --
Prior 7-Day Avg 6.62% | 11.70%-- | --
Current vs 7-Day Avg +73.02% | +43.37%-- | --
Prior 7-Day Eod 4.27% | 11.27%-- | --
Current vs 7-Day Eod +168.36% | +48.85%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Prior 25.69% | 16.29%
Calls: 27.59% | 19.47%
Puts: 23.79% | 13.10%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.74% | 15.37%
Calls: 24.51% | 16.35%
Puts: 24.65% | 14.08%
Current vs 7-Day Avg +3.84% | +6.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($24.04M). Elevated premium activity with dollar volume up 100% vs prior. Dollar volume significantly above 7-day average (108% higher). Volume explosion - 81% above 7-day average (14,077 vs avg 7,758).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 118 of results (avg 6.9%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 787.3090.70$89.003.8%160.77--
$300.00Jul 1773.3077.00$75.154.9%10.8691
$300.00Jul 1069.3073.10$71.205.3%40.90--
$330.00Jul 3164.6068.30$66.455.6%10.69--
$310.00Jul 1765.7069.50$67.605.6%110.8240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1777.3080.40$78.853.9%20.78365
$430.00Jul 3182.3086.00$84.154.4%60.63--
$420.00Aug 1482.3086.00$84.154.4%10.57--
$432.50Jul 1771.0074.20$72.604.4%10.763
$435.00Jul 1773.0076.30$74.654.4%100.779

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. 132 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 266.9070.90$68.905.8%51.00--
$350.00Jul 216.9020.80$18.8520.7%20.92--
$320.00Jul 247.0050.90$48.958.0%40.92--
$367.50Jul 20.103.10$1.60187.5%130.90--
$300.00Jul 1069.3073.10$71.205.3%40.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$427.50Jul 256.6060.50$58.556.7%310.9933
$435.00Jul 264.1067.80$65.955.6%70.9619
$430.00Jul 259.1063.00$61.056.4%640.95114
$422.50Jul 251.6055.50$53.557.3%250.9570
$400.00Jul 229.2033.10$31.1512.5%410.9456

Most actively traded options today. High liquidity = easy entry/exit. 305 active (total vol 6.7K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Jul 103.106.00$4.5563.7%1.0K0.17182
$350.00Jul 1738.1041.50$39.808.5%1750.64136
$425.00Jul 20.004.20$2.10200.0%1310.1135
$370.00Jul 20.001.90$0.95200.0%870.333
$400.00Jul 107.0010.30$8.6538.2%790.299
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$387.50Jul 216.7020.20$18.4519.0%3760.81101
$375.00Jul 1731.3034.00$32.658.3%2300.4951
$400.00Jul 3162.1065.50$63.805.3%2190.541.0K
$380.00Jul 29.2012.70$10.9532.0%2150.79757
$370.00Jul 20.254.90$2.58180.2%1500.7232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 66 strikes (avg 713.8%, max 1720.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$432.50Jul 2Jul 171644.0%98.0%1577.6%1814
$440.00Jul 2Jul 311766.0%109.0%1520.2%19152
$320.00Jul 2Jul 171504.0%101.0%1389.1%8358
$425.00Jul 2Aug 71507.0%108.0%1295.4%13235
$420.00Jul 2Jul 311420.0%109.0%1202.8%119
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Jul 2Jul 241766.0%97.0%1720.6%413
$432.50Jul 2Jul 171644.0%98.0%1577.6%23
$437.50Jul 2Jul 101469.0%96.0%1430.2%16--
$425.00Jul 2Aug 71507.0%108.0%1295.4%2538
$420.00Jul 2Aug 141420.0%105.0%1252.4%3692

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 178 found (best R:R 34.71, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$372.50Jul 2$0.15$2.35$0.1515.67$370.15
$425.00$427.50Jul 17$0.20$2.30$0.2011.50$425.20
$392.50$395.00Jul 10$0.25$2.25$0.259.00$392.75
$415.00$417.50Jul 10$0.30$2.20$0.307.33$415.30
$420.00$422.50Jul 10$0.35$2.15$0.356.14$420.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$300.00Jul 2$1.40$48.60$1.4034.71$348.60
$302.50$300.00Jul 10$0.12$2.38$0.1219.83$302.38
$300.00$297.50Jul 10$0.13$2.37$0.1318.23$299.87
$355.00$350.00Jul 2$0.27$4.73$0.2717.52$354.73
$322.50$320.00Jul 10$0.25$2.25$0.259.00$322.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 237 found (best R:R 49.00, avg 2.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$362.50Jul 2$12.25$12.25$0.2549.00$362.25
$300.00$310.00Jul 10$9.10$9.10$0.9010.11$309.10
$310.00$330.00Jul 10$16.65$16.65$3.354.97$326.65
$425.00$427.50Jul 2$2.07$2.07$0.434.81$427.07
$310.00$320.00Jul 17$7.80$7.80$2.203.55$317.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$402.50$400.00Jul 2$2.40$2.40$0.1024.00$400.10
$375.00$372.50Jul 2$2.35$2.35$0.1515.67$372.65
$377.50$375.00Jul 2$2.35$2.35$0.1515.67$375.15
$435.00$432.50Jul 2$2.35$2.35$0.1515.67$432.65
$432.50$430.00Jul 10$2.35$2.35$0.1515.67$430.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 78 found (avg debit $9.57, cheapest $0.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Jul 2Jul 10$0.601766.0%95.0%
$432.50Jul 2Jul 10$1.631644.0%97.0%
$300.00Jul 2Jul 10$2.30984.0%114.0%
$425.00Jul 2Jul 10$2.301507.0%94.0%
$420.00Jul 2Jul 10$3.001420.0%94.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Jul 2Jul 10$2.551766.0%95.0%
$437.50Jul 2Jul 10$2.901469.0%96.0%
$300.00Jul 2Jul 10$3.00984.0%114.0%
$432.50Jul 2Jul 10$3.401644.0%97.0%
$430.00Jul 2Jul 10$3.601195.0%100.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.96% of stock, avg 15.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Jul 2$0.95$2.58$3.53$366.47$373.530.96%
$367.50Jul 2$1.60$2.25$3.85$363.65$371.351.04%
$372.50Jul 2$0.80$3.80$4.60$367.90$377.101.25%
$365.00Jul 2$4.13$1.90$6.03$358.97$371.031.63%
$375.00Jul 2$1.33$6.15$7.48$367.52$382.482.03%
$362.50Jul 2$6.60$1.60$8.20$354.30$370.702.22%
$377.50Jul 2$1.70$8.50$10.20$367.30$387.702.76%
$385.00Jul 2$2.10$16.25$18.35$366.65$403.354.97%
$350.00Jul 2$18.85$1.43$20.28$329.72$370.285.49%
$387.50Jul 2$2.10$18.45$20.55$366.95$408.055.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.60% of stock, avg 13.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$372.50$350.00Jul 2$0.80$1.43$2.23$347.77$374.73
$370.00$350.00Jul 2$0.95$1.43$2.38$347.62$372.38
$372.50$362.50Jul 2$0.80$1.60$2.40$360.10$374.90
$372.50$355.00Jul 2$0.80$1.70$2.50$352.50$375.00
$370.00$362.50Jul 2$0.95$1.60$2.55$359.95$372.55
$372.50$360.00Jul 2$0.80$1.75$2.55$357.45$375.05
$370.00$355.00Jul 2$0.95$1.70$2.65$352.35$372.65
$370.00$360.00Jul 2$0.95$1.75$2.70$357.30$372.70
$372.50$365.00Jul 2$0.80$1.90$2.70$362.30$375.20
$375.00$350.00Jul 2$1.33$1.43$2.76$347.24$377.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 344 found (best R:R 32.33, avg credit $5.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/355370/375Aug 7$4.85$0.1532.33$350.15$374.85
350/355385/390Aug 7$4.85$0.1532.33$350.15$389.85
355/360365/370Jul 17$4.80$0.2024.00$355.20$369.80
330/335360/365Jul 31$4.80$0.2024.00$330.20$364.80
365/370380/385Jul 17$4.75$0.2519.00$365.25$384.75
345/350360/365Jul 31$4.75$0.2519.00$345.25$364.75
322/325362/365Jul 10$2.35$0.1515.67$322.65$364.85
325/328362/365Jul 10$2.35$0.1515.67$325.15$364.85
345/350355/360Jul 17$4.70$0.3015.67$345.30$359.70
310/315360/365Jul 31$4.70$0.3015.67$310.30$364.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Jul 10$0.05$4.9599.00
$430.00$435.00$440.00Jul 31$0.10$4.9049.00
$380.00$390.00$400.00Jul 31$0.25$9.7539.00
$417.50$420.00$422.50Jul 10$0.10$2.4024.00
$395.00$400.00$405.00Jul 17$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 7$0.05$9.95199.00
$362.50$365.00$367.50Jul 2$0.05$2.4549.00
$400.00$402.50$405.00Jul 2$0.05$2.4549.00
$417.50$420.00$422.50Jul 2$0.05$2.4549.00
$427.50$430.00$432.50Jul 2$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-9.90, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$370.001:2Aug 7-$9.90$60.10
$365.00$430.001:2Aug 14-$7.75$57.25
$320.00$350.001:2Jul 17-$19.80$10.20
$400.00$420.001:2Jul 24-$12.05$7.95
$377.50$385.001:2Jul 2-$2.50$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Jul 17-$3.05$6.95
$420.00$380.001:2Aug 14-$33.45$6.55
$320.00$310.001:2Jul 17-$5.15$4.85
$355.00$350.001:2Jul 2-$1.16$3.84
$360.00$355.001:2Jul 2-$1.65$3.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 12.98%, avg 4.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Aug 7$47.900.560.2%12.98%13.22%21
$375.00Aug 7$45.800.551.6%12.41%14.01%1--
$385.00Aug 7$41.500.524.3%11.24%15.55%1--
$375.00Jul 31$41.300.541.6%11.19%12.79%2--
$390.00Aug 7$39.500.505.7%10.70%16.37%5--
$380.00Jul 31$39.300.523.0%10.65%13.60%210
$400.00Aug 7$35.800.478.4%9.70%18.07%1--
$390.00Jul 31$35.200.495.7%9.54%15.20%13
$370.00Jul 24$34.300.540.2%9.29%9.54%87
$400.00Jul 31$31.400.468.4%8.51%16.88%27

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 8,116
Total Puts 5,961
Put/Call Ratio 0.73
Net Difference 2,155

Prior's Put/Call Breakdown

Total Calls 5,981
Total Puts 3,633
Put/Call Ratio 0.61
Net Difference 2,348

Prior 7-Day Put/Call Summary

Total Calls 32,471
Total Puts 21,837
Average Put/Call Ratio 0.88
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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