Tour v294
TER
TERADYNE INC
$379.52 +2.83%
$378.01 (-0.40%)🌙
as of 07/06 07:03 PM
7/6 19:03

Option Volume

Detail
Current (07/06) 4,813
Calls: 2,427 (50%)
Puts: 2,386 (50%)
Prior (07/02) 14,077
Calls: 8,116 (58%)
Puts: 5,961 (42%)
Current vs Prior -65.81%
Calls: -70.10% (Calls)
Puts: -59.97% (Puts)
Prior 7-Day Total 61,507
Calls: 37,361 (61%)
Puts: 24,146 (39%)
Prior 7-Day Average 10,251
Calls: 5,337 (61%)
Puts: 3,449 (39%)
Current vs Prior 7-Day Avg -53.05%
Calls: -54.53%
Puts: -30.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $14.53M
Calls: $8.74M (60%)
Puts: $5.79M (40%)
Prior (07/02) $40.05M
Calls: $16.01M (40%)
Puts: $24.04M (60%)
Current vs Prior -63.73%
Calls: -45.43%
Puts: -75.92%
Prior 7-Day Total $153.46M
Calls: $101.11M (66%)
Puts: $52.35M (34%)
Prior 7-Day Average $25.58M
Calls: $14.44M (66%)
Puts: $7.48M (34%)
Current vs Prior 7-Day Avg -43.20%
Calls: -39.51%
Puts: -22.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.98
Prior (07/02) 0.73
Current vs Prior +33.85%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +26.17%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 34,480
Calls: 21,959 (64%)
Puts: 12,521 (36%)
Prior (07/02) 41,832
Calls: 23,534 (56%)
Puts: 18,298 (44%)
Current vs Prior -17.58%
Prior 7-Day Total 198,397
Calls: 115,960 (58%)
Puts: 82,437 (42%)
Prior 7-Day Average 33,066
Calls: 19,326 (58%)
Puts: 13,739 (42%)
Current vs Prior 7-Day Avg +4.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 9.72% | 15.01%15.01% | 30.99%
Prior 11.46% | 16.77%-- | --
Current vs Prior -15.16% | -10.53%-- | --
Prior 7-Day Avg 7.20% | 12.67%-- | --
Current vs 7-Day Avg +34.95% | +18.40%-- | --
Prior 7-Day Eod 11.46% | 16.77%-- | --
Current vs 7-Day Eod -15.16% | -10.53%-- | --
Sentiment BULLISH--

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 25.20% | 15.80%
Calls: 25.54% | 17.82%
Puts: 24.86% | 13.78%
Current vs 7-Day Avg +1.96% | +3.07%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($8.74M). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 66% vs prior. P/C ratio rising 34% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 67 of results (avg 7.0%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 778.3081.00$79.653.4%20.73--
$310.00Aug 788.1091.80$89.954.1%10.77--
$320.00Jul 1765.0067.90$66.454.4%30.84--
$390.00Aug 1448.2050.80$49.505.3%10.54--
$400.00Aug 1443.9046.60$45.256.0%10.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Jul 2464.7067.30$66.003.9%10.67--
$430.00Jul 3174.5077.50$76.003.9%10.61--
$420.00Jul 3168.0070.80$69.404.0%20.58--
$445.00Jul 1770.8073.80$72.304.1%20.793
$415.00Jul 3164.6067.40$66.004.2%130.5613

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. 62 found (avg delta 0.61, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1765.0067.90$66.454.4%30.84--
$340.00Jul 1042.9046.10$44.507.2%20.83--
$310.00Aug 788.1091.80$89.954.1%10.77--
$325.00Aug 778.3081.00$79.653.4%20.73--
$350.00Jul 1742.9045.80$44.356.5%10.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Jul 1065.5068.60$67.054.6%10.88--
$430.00Jul 1051.1054.90$53.007.2%30.87--
$425.00Jul 1047.0050.60$48.807.4%10.83--
$445.00Jul 1770.8073.80$72.304.1%20.793
$415.00Jul 1039.1042.40$40.758.1%10.78--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 2.8K, top 329)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 175.407.60$6.5033.8%1640.19185
$395.00Jul 1718.8021.90$20.3515.2%930.448
$410.00Jul 104.708.50$6.6057.6%850.277
$420.00Jul 102.905.80$4.3566.7%830.2010
$400.00Jul 1716.8020.00$18.4017.4%660.42292
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 102.203.30$2.7540.0%3290.12560
$350.00Jul 105.908.50$7.2036.1%1400.2479
$320.00Jul 175.307.60$6.4535.7%1280.16491
$330.00Jul 177.8010.10$8.9525.7%1260.20294
$410.00Jul 1035.5038.50$37.008.1%830.7341

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 9.0%, max 26.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$452.50Jul 10Jul 17129.4%102.5%26.1%422
$360.00Jul 10Jul 17118.6%105.0%13.0%594
$370.00Jul 10Jul 24114.2%104.2%9.6%928
$365.00Jul 10Jul 17113.8%104.6%8.8%67
$440.00Jul 10Aug 7120.4%111.0%8.4%36117
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 10Aug 7140.2%113.3%23.8%2615
$445.00Jul 10Jul 17122.5%104.0%17.8%33
$305.00Jul 10Aug 7131.4%112.9%16.4%84174
$335.00Jul 10Aug 14124.3%108.9%14.2%10--
$380.00Jul 10Jul 24114.4%102.2%12.0%1328

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 13.71, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$402.50Jul 10$0.30$2.20$0.307.33$400.30
$440.00$445.00Jul 17$0.60$4.40$0.607.33$440.60
$450.00$452.50Jul 17$0.35$2.15$0.356.14$450.35
$425.00$430.00Jul 17$0.80$4.20$0.805.25$425.80
$445.00$447.50Jul 10$0.43$2.07$0.434.81$445.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$317.50$312.50Jul 10$0.34$4.66$0.3413.71$317.16
$307.50$305.00Jul 10$0.35$2.15$0.356.14$307.15
$337.50$335.00Jul 10$0.35$2.15$0.356.14$337.15
$345.00$342.50Jul 10$0.35$2.15$0.356.14$344.65
$335.00$332.50Jul 10$0.37$2.13$0.375.76$334.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 14.79, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$360.00Jul 10$15.35$15.35$4.653.30$355.35
$320.00$350.00Jul 17$22.10$22.10$7.902.80$342.10
$362.50$365.00Jul 10$1.75$1.75$0.752.33$364.25
$310.00$325.00Aug 7$10.30$10.30$4.702.19$320.30
$365.00$367.50Jul 10$1.60$1.60$0.901.78$366.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$445.00$430.00Jul 10$14.05$14.05$0.9514.79$430.95
$430.00$425.00Jul 10$4.20$4.20$0.805.25$425.80
$445.00$430.00Jul 17$12.10$12.10$2.904.17$432.90
$425.00$415.00Jul 10$8.05$8.05$1.954.13$416.95
$400.00$395.00Jul 10$3.85$3.85$1.153.35$396.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $9.70, cheapest $3.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Jul 10Jul 17$3.73129.4%102.5%
$455.00Jul 10Jul 17$4.52109.5%101.3%
$445.00Jul 10Jul 17$4.97122.5%104.0%
$450.00Jul 10Jul 17$5.20108.7%102.5%
$440.00Jul 10Jul 17$5.25120.4%102.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 10Jul 17$3.07140.2%110.9%
$320.00Jul 10Jul 17$4.60122.4%108.3%
$445.00Jul 10Jul 17$5.25122.5%104.0%
$330.00Jul 10Jul 17$6.20117.9%109.2%
$305.00Jul 10Jul 24$7.17131.4%109.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 9.26% of stock, avg 15.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$382.50Jul 10$16.00$19.15$35.15$347.35$417.659.26%
$377.50Jul 10$18.70$16.75$35.45$342.05$412.959.34%
$385.00Jul 10$14.65$21.00$35.65$349.35$420.659.39%
$380.00Jul 10$17.55$18.20$35.75$344.25$415.759.42%
$387.50Jul 10$13.80$22.05$35.85$351.65$423.359.45%
$375.00Jul 10$20.15$15.90$36.05$338.95$411.059.50%
$390.00Jul 10$12.80$23.35$36.15$353.85$426.159.53%
$370.00Jul 10$23.20$13.45$36.65$333.35$406.659.66%
$392.50Jul 10$12.05$25.00$37.05$355.45$429.559.76%
$395.00Jul 10$10.80$26.40$37.20$357.80$432.209.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 6.15% of stock, avg 13.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$392.50$365.00Jul 10$12.05$11.30$23.35$341.65$415.85
$390.00$365.00Jul 10$12.80$11.30$24.10$340.90$414.10
$387.50$365.00Jul 10$13.80$11.30$25.10$339.90$412.60
$392.50$370.00Jul 10$12.05$13.45$25.50$344.50$418.00
$385.00$365.00Jul 10$14.65$11.30$25.95$339.05$410.95
$390.00$370.00Jul 10$12.80$13.45$26.25$343.75$416.25
$387.50$370.00Jul 10$13.80$13.45$27.25$342.75$414.75
$382.50$365.00Jul 10$16.00$11.30$27.30$337.70$409.80
$392.50$375.00Jul 10$12.05$15.90$27.95$347.05$420.45
$385.00$370.00Jul 10$14.65$13.45$28.10$341.90$413.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 350 found (best R:R 24.00, avg credit $5.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345360/365Jul 17$4.80$0.2024.00$340.20$364.80
350/355390/395Jul 31$4.75$0.2519.00$350.25$394.75
350/355395/400Jul 31$4.75$0.2519.00$350.25$399.75
360/365375/380Jul 31$4.75$0.2519.00$360.25$379.75
360/365380/385Jul 31$4.75$0.2519.00$360.25$384.75
360/365385/390Jul 31$4.75$0.2519.00$360.25$389.75
360/365410/415Jul 31$4.75$0.2519.00$360.25$414.75
350/355380/385Jul 17$4.70$0.3015.67$350.30$384.70
370/375380/385Jul 17$4.70$0.3015.67$370.30$384.70
365/370390/395Jul 31$4.70$0.3015.67$365.30$394.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$390.00$400.00$410.00Jul 24$0.25$9.7539.00
$380.00$385.00$390.00Jul 17$0.15$4.8532.33
$385.00$390.00$395.00Jul 17$0.15$4.8532.33
$430.00$440.00$450.00Jul 24$0.30$9.7032.33
$390.00$395.00$400.00Jul 17$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Jul 17$0.05$9.95199.00
$390.00$395.00$400.00Jul 17$0.15$4.8532.33
$305.00$307.50$310.00Jul 10$0.10$2.4024.00
$360.00$365.00$370.00Jul 31$0.20$4.8024.00
$360.00$375.00$390.00Aug 7$0.65$14.3522.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-20.05, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$325.00$380.001:2Aug 7-$20.05$34.95
$405.00$435.001:2Aug 7-$19.70$10.30
$320.00$350.001:2Jul 17-$22.25$7.75
$340.00$360.001:2Jul 10-$13.80$6.20
$425.00$430.001:2Jul 10-$1.56$3.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$385.00$340.001:2Aug 14-$10.90$34.10
$350.00$320.001:2Aug 7-$11.05$18.95
$350.00$330.001:2Jul 24-$7.35$12.65
$320.00$310.001:2Jul 17-$3.45$6.55
$400.00$370.001:2Jul 31-$23.45$6.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 12.70%, avg 4.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 7$48.200.560.1%12.70%12.83%9--
$390.00Aug 14$48.200.542.8%12.70%15.46%1--
$385.00Aug 7$46.100.551.4%12.15%13.59%91
$390.00Aug 7$44.000.532.8%11.59%14.35%1--
$400.00Aug 14$43.900.515.4%11.57%16.96%1--
$380.00Jul 31$43.600.560.1%11.49%11.61%1--
$385.00Jul 31$41.300.541.4%10.88%12.33%1--
$400.00Aug 7$39.900.505.4%10.51%15.91%1--
$390.00Jul 31$39.000.522.8%10.28%13.04%8--
$405.00Aug 7$38.000.496.7%10.01%16.73%1--

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 2,427
Total Puts 2,386
Put/Call Ratio 0.98
Net Difference 41

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,361
Total Puts 24,146
Average Put/Call Ratio 0.78
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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