Tour v504
TER
TERADYNE INC
$379.56 +3.96%
$380.88 (+0.35%)🌙
as of 08/11 07:14 PM
8/11 19:14

Option Volume

Detail
Current (08/11) 10,231
Calls: 4,380 (43%)
Puts: 5,851 (57%)
Prior (08/10) 6,726
Calls: 2,034 (30%)
Puts: 4,692 (70%)
Current vs Prior +52.11%
Calls: +115.34% (Calls)
Puts: +24.70% (Puts)
Prior 7-Day Total 73,539
Calls: 38,621 (53%)
Puts: 34,918 (47%)
Prior 7-Day Average 10,505
Calls: 5,517 (53%)
Puts: 4,988 (47%)
Current vs Prior 7-Day Avg -2.61%
Calls: -20.61%
Puts: +17.29%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $11.42M
Calls: $3.43M (30%)
Puts: $7.99M (70%)
Prior (08/10) $8.26M
Calls: $3.00M (36%)
Puts: $5.26M (64%)
Current vs Prior +38.20%
Calls: +14.28%
Puts: +51.86%
Prior 7-Day Total $124.77M
Calls: $69.62M (56%)
Puts: $55.15M (44%)
Prior 7-Day Average $17.82M
Calls: $9.95M (56%)
Puts: $7.88M (44%)
Current vs Prior 7-Day Avg -35.95%
Calls: -65.51%
Puts: +1.36%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/11) 1.34
Prior (08/10) 2.31
Current vs Prior -42.09%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg +0.96%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 31,960
Calls: 14,104 (44%)
Puts: 17,856 (56%)
Prior (08/10) 37,564
Calls: 16,557 (44%)
Puts: 21,007 (56%)
Current vs Prior -14.92%
Prior 7-Day Total 267,150
Calls: 121,854 (46%)
Puts: 145,296 (54%)
Prior 7-Day Average 38,164
Calls: 17,407 (46%)
Puts: 20,756 (54%)
Current vs Prior 7-Day Avg -16.26%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 6.18% | 9.92%9.92% | 20.72%
Prior 7.30% | 11.04%11.04% | 21.38%
Current vs Prior -15.36% | -10.13%-10.13% | -3.07%
Prior 7-Day Avg 8.25% | 13.09%15.55% | 25.55%
Current vs 7-Day Avg -25.13% | -24.24%-36.23% | -18.91%
Prior 7-Day Eod 7.30% | 11.04%11.04% | 21.38%
Current vs 7-Day Eod -15.36% | -10.13%-10.13% | -3.07%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Prior 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 19.48% | 11.58%
Calls: 18.51% | 11.54%
Puts: 20.46% | 11.62%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($7.99M). Above-average activity with volume up 52% vs prior. Bearish P/C ratio of 1.34 indicates protective positioning. P/C ratio dropping 42% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 29 of results (avg 7.6%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1878.3081.80$80.054.4%10.8215
$320.00Aug 2159.9062.80$61.354.7%10.9157
$320.00Aug 1458.0061.30$59.655.5%10.969
$350.00Sep 1851.2054.80$53.006.8%20.6748
$360.00Sep 1845.5048.70$47.106.8%30.6375
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Sep 2565.7069.50$67.605.6%20.61--
$410.00Sep 445.8048.60$47.205.9%1800.62--
$415.00Sep 2559.0062.90$60.956.4%20.58--
$430.00Sep 460.0064.10$62.056.6%20.71--
$420.00Sep 452.5056.40$54.457.2%60.67--

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. 59 found (avg delta 0.65, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 1458.0061.30$59.655.5%10.969
$320.00Aug 2159.9062.80$61.354.7%10.9157
$347.50Aug 1431.7035.50$33.6011.3%40.87--
$310.00Sep 1878.3081.80$80.054.4%10.8215
$340.00Aug 2142.5046.00$44.257.9%10.8293
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2143.5047.40$45.458.6%10.7835
$400.00Aug 1423.0026.80$24.9015.3%10.74--
$397.50Aug 1421.0024.90$22.9517.0%20.721
$410.00Aug 2136.0039.50$37.759.3%10.7235
$430.00Sep 460.0064.10$62.056.6%20.71--

Most actively traded options today. High liquidity = easy entry/exit. 205 active (total vol 8.7K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Aug 141.002.70$1.8591.9%1.3K0.1321
$440.00Aug 140.000.90$0.45200.0%1.1K0.041.2K
$430.00Aug 286.2010.20$8.2048.8%4470.2413
$425.00Sep 411.7015.40$13.5527.3%2010.311
$400.00Aug 143.005.90$4.4565.2%770.26122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 141.705.30$3.50102.9%1.3K0.201.2K
$365.00Aug 144.006.60$5.3049.1%1.2K0.29420
$360.00Sep 1824.8028.50$26.6513.9%4490.37257
$372.50Aug 2113.7016.60$15.1519.1%4160.4227
$395.00Aug 2126.0028.80$27.4010.2%2060.612

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 12.7%, max 22.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 14Sep 1887.7%74.3%18.0%1475
$377.50Aug 14Aug 2185.5%72.7%17.5%635
$375.00Aug 14Sep 1184.5%73.2%15.4%2131
$372.50Aug 14Aug 2185.1%74.1%14.9%1917
$370.00Aug 14Sep 2585.1%74.2%14.7%2050
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 14Sep 2591.7%74.9%22.4%1.3K1.2K
$360.00Aug 14Sep 2587.7%74.7%17.4%12122
$370.00Aug 14Sep 1885.1%73.7%15.5%1373
$372.50Aug 14Aug 2185.1%74.1%14.9%42338
$380.00Aug 14Sep 2583.3%73.9%12.6%9219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 1.78, avg 3.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$430.00Sep 25$18.00$32.00$18.0055%1.78$398.00
$360.00$400.00Sep 4$18.70$21.30$18.7064%1.14$378.70
$390.00$400.00Sep 18$3.55$6.45$3.5550%1.82$393.55
$400.00$415.00Sep 11$4.80$10.20$4.8044%2.12$404.80
$415.00$440.00Sep 11$6.55$18.45$6.5538%2.82$421.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$362.50$360.00Aug 14$0.10$2.40$0.1025%24.00$362.40
$320.00$315.00Aug 28$0.30$4.70$0.3014%15.67$319.70
$380.00$377.50Aug 14$0.85$1.65$0.8549%1.94$379.15
$357.50$355.00Aug 14$0.18$2.32$0.1821%12.89$357.32
$335.00$330.00Sep 4$0.80$4.20$0.8023%5.25$334.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 0.53, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$390.00$392.50Aug 14$1.40$1.40$1.1063%1.27$391.40
$402.50$405.00Aug 14$0.95$0.95$1.5578%0.61$403.45
$400.00$402.50Aug 14$1.00$1.00$1.5074%0.67$401.00
$415.00$420.00Aug 14$0.80$0.80$4.2087%0.19$415.80
$407.50$410.00Aug 14$0.62$0.62$1.8883%0.33$408.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$315.00Sep 25$10.40$10.40$19.6069%0.53$334.60
$345.00$325.00Sep 11$6.45$6.45$13.5571%0.48$338.55
$340.00$330.00Sep 18$3.85$3.85$6.1572%0.63$336.15
$355.00$345.00Sep 25$4.20$4.20$5.8065%0.72$350.80
$350.00$340.00Sep 18$3.90$3.90$6.1067%0.64$346.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $8.61, cheapest $7.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Aug 14Aug 21$7.0585.5%72.7%
$375.00Aug 14Aug 21$7.4584.5%73.3%
$372.50Aug 14Aug 21$7.0085.1%74.1%
$390.00Aug 14Aug 21$6.6084.2%73.7%
$370.00Aug 14Aug 21$7.1585.1%74.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$370.00Aug 14Sep 18$24.0085.1%73.7%
$372.50Aug 14Aug 21$6.9585.1%74.1%
$390.00Aug 14Aug 21$6.3084.2%73.7%
$380.00Aug 14Aug 28$12.9583.3%75.5%
$387.50Aug 14Aug 21$6.5080.7%73.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 5.88% of stock, avg 10.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Aug 14$13.10$9.20$22.30$352.70$397.305.88%
$380.00Aug 14$11.10$11.35$22.45$357.55$402.455.91%
$377.50Aug 14$12.10$10.50$22.60$354.90$400.105.95%
$382.50Aug 14$9.75$13.15$22.90$359.60$405.406.03%
$372.50Aug 14$15.00$8.20$23.20$349.30$395.706.11%
$370.00Aug 14$16.10$7.20$23.30$346.70$393.306.14%
$387.50Aug 14$7.55$16.20$23.75$363.75$411.256.26%
$367.50Aug 14$17.60$6.20$23.80$343.70$391.306.27%
$365.00Aug 14$19.40$5.30$24.70$340.30$389.706.51%
$390.00Aug 14$7.10$17.65$24.75$365.25$414.756.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.40% of stock, avg 8.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$392.50$370.00Aug 14$5.70$7.20$12.90$357.10$405.40
$390.00$370.00Aug 14$7.10$7.20$14.30$355.70$404.30
$392.50$372.50Aug 14$5.70$8.20$13.90$358.60$406.40
$390.00$372.50Aug 14$7.10$8.20$15.30$357.20$405.30
$387.50$370.00Aug 14$7.55$7.20$14.75$355.25$402.25
$387.50$372.50Aug 14$7.55$8.20$15.75$356.75$403.25
$392.50$375.00Aug 14$5.70$9.20$14.90$360.10$407.40
$387.50$375.00Aug 14$7.55$9.20$16.75$358.25$404.25
$390.00$375.00Aug 14$7.10$9.20$16.30$358.70$406.30
$385.00$370.00Aug 14$8.85$7.20$16.05$353.95$401.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 144 found (best R:R 2.05, avg credit $2.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
342/345402/405Aug 14$1.68$0.8266%2.05$343.32$404.18
342/345400/402Aug 14$1.73$0.7762%2.25$343.27$401.73
325/328402/405Aug 14$1.37$1.1372%1.21$326.13$403.87
350/352402/405Aug 14$1.65$0.8561%1.94$350.85$404.15
325/328400/402Aug 14$1.42$1.0868%1.31$326.08$401.42
350/352400/402Aug 14$1.70$0.8057%2.13$350.80$401.70
332/335402/405Aug 14$1.30$1.2070%1.08$333.70$403.80
332/335400/402Aug 14$1.35$1.1566%1.17$333.65$401.35
335/338402/405Aug 14$1.25$1.2568%1.00$336.25$403.75
352/355402/405Aug 14$1.50$1.0058%1.50$353.50$404.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$420.00$430.00$440.00Sep 18$0.15$9.857%65.67
$430.00$440.00$450.00Sep 18$0.15$9.857%65.67
$400.00$405.00$410.00Aug 28$0.10$4.906%49.00
$435.00$440.00$445.00Sep 4$0.05$4.954%99.00
$420.00$425.00$430.00Aug 21$0.12$4.885%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Aug 21$0.30$9.7013%32.33
$360.00$380.00$400.00Sep 11$1.80$18.2019%10.11
$350.00$360.00$370.00Sep 18$0.30$9.709%32.33
$340.00$350.00$360.00Sep 18$0.35$9.658%27.57
$420.00$425.00$430.00Sep 4$0.10$4.905%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-7.55, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$347.501:2Aug 14-$7.55$19.95
$360.00$400.001:2Sep 4-$2.55$37.45
$380.00$430.001:2Sep 25-$4.50$45.50
$310.00$350.001:2Sep 18-$25.95$14.05
$400.00$425.001:2Sep 4-$5.85$19.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$315.001:2Sep 25-$2.45$27.55
$345.00$325.001:2Sep 11-$4.05$15.95
$327.50$325.001:2Aug 14-$0.01$2.49
$345.00$342.501:2Aug 14-$0.54$1.96
$387.50$372.501:2Aug 21-$7.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 5.43%, avg 2.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Sep 25$20.600.3713.3%5.43%18.72%5--
$380.00Sep 25$38.600.550.1%10.17%10.29%31
$400.00Sep 18$27.600.465.4%7.27%12.66%10214
$390.00Sep 18$31.100.502.8%8.19%10.94%371
$410.00Sep 18$23.500.428.0%6.19%14.21%1270
$420.00Sep 18$20.300.3810.7%5.35%16.00%2171
$380.00Sep 18$35.400.540.1%9.33%9.44%260
$430.00Sep 18$17.400.3413.3%4.58%17.87%244
$440.00Sep 18$14.900.3115.9%3.93%19.85%11141
$450.00Sep 18$12.600.2818.6%3.32%21.88%5197

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 4,380
Total Puts 5,851
Put/Call Ratio 1.34
Net Difference -1,471

Prior's Put/Call Breakdown

Total Calls 2,034
Total Puts 4,692
Put/Call Ratio 2.31
Net Difference -2,658

Prior 7-Day Put/Call Summary

Total Calls 38,621
Total Puts 34,918
Average Put/Call Ratio 1.32
Ratio Trend Falling

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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