Tour v509
TER
TERADYNE INC
$418.79 +2.01%
$418.30 (-0.12%)🌙
as of 08/14 07:07 PM
8/14 19:07

Option Volume

Detail
Current (08/14) 5,330
Calls: 2,050 (38%)
Puts: 3,280 (62%)
Prior (08/13) 14,786
Calls: 8,156 (55%)
Puts: 6,630 (45%)
Current vs Prior -63.95%
Calls: -74.87% (Calls)
Puts: -50.53% (Puts)
Prior 7-Day Total 69,841
Calls: 33,446 (48%)
Puts: 36,395 (52%)
Prior 7-Day Average 9,977
Calls: 4,778 (48%)
Puts: 5,199 (52%)
Current vs Prior 7-Day Avg -46.58%
Calls: -57.10%
Puts: -36.91%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/14) $8.91M
Calls: $5.52M (62%)
Puts: $3.39M (38%)
Prior (08/13) $14.84M
Calls: $9.04M (61%)
Puts: $5.81M (39%)
Current vs Prior -39.95%
Calls: -38.88%
Puts: -41.61%
Prior 7-Day Total $93.92M
Calls: $47.47M (51%)
Puts: $46.45M (49%)
Prior 7-Day Average $13.42M
Calls: $6.78M (51%)
Puts: $6.64M (49%)
Current vs Prior 7-Day Avg -33.57%
Calls: -18.55%
Puts: -48.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 1.60
Prior (08/13) 0.81
Current vs Prior +96.83%
Prior 7-Day Average 1.44
Current vs Prior 7-Day Avg +11.40%
Sentiment BEARISH

Open Interest

Detail
Current (08/14) 45,067
Calls: 18,254 (41%)
Puts: 26,813 (59%)
Prior (08/13) 45,919
Calls: 22,977 (50%)
Puts: 22,942 (50%)
Current vs Prior -1.86%
Prior 7-Day Total 263,712
Calls: 116,719 (44%)
Puts: 146,993 (56%)
Prior 7-Day Average 37,673
Calls: 16,674 (44%)
Puts: 20,999 (56%)
Current vs Prior 7-Day Avg +19.63%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.21% | 7.41%7.41% | 18.68%
Prior 3.57% | 8.79%8.79% | 19.83%
Current vs Prior +107.76% | +25.45%-15.69% | -5.77%
Prior 7-Day Avg 6.05% | 10.90%11.92% | 22.35%
Current vs 7-Day Avg +22.56% | +1.25%-37.82% | -16.42%
Prior 7-Day Eod 3.57% | 8.79%8.79% | 19.83%
Current vs 7-Day Eod +107.76% | +25.45%-15.69% | -5.77%
Sentiment BEARISHBULLISH

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 bullish flow with 62% call dollar volume ($5.52M). Below-average activity with volume down 64% vs prior. Extreme bearish P/C ratio of 1.60 - heavy put buying. P/C ratio rising 97% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 5 of results (avg 8.0%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1875.8080.90$78.356.5%10.8348
$345.00Sep 474.6080.80$77.708.0%10.881
$355.00Sep 2574.5080.80$77.658.1%10.78--
$350.00Aug 1465.9071.50$68.708.2%21.00--
$360.00Sep 1164.6070.90$67.759.3%80.80--
PUTS (0)
No puts meet the criteria

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. 60 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 1465.9071.50$68.708.2%21.00--
$365.00Aug 1449.7056.20$52.9512.3%21.00--
$370.00Aug 1444.4050.90$47.6513.6%51.0047
$377.50Aug 1437.2043.20$40.2014.9%21.00--
$390.00Aug 1425.8030.50$28.1516.7%30.9342
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Aug 149.4015.50$12.4549.0%40.779
$420.00Aug 140.806.40$3.60155.6%70.7534

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 2.8K, top 542)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 210.306.30$3.30181.8%2040.17112
$412.50Aug 143.308.30$5.8086.2%870.7144
$450.00Aug 212.255.60$3.9385.2%830.21233
$400.00Aug 1415.2020.70$17.9530.6%820.83137
$410.00Aug 145.8010.90$8.3561.1%750.7698
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 210.150.90$0.53141.5%5420.03396
$365.00Aug 210.003.30$1.65200.0%570.0890
$360.00Sep 117.0013.60$10.3064.1%560.20--
$350.00Aug 210.002.25$1.13199.1%480.05642
$400.00Aug 215.308.60$6.9547.5%470.2971

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 522.1%, max 1059.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Aug 14Sep 18725.5%71.7%912.0%30650
$400.00Aug 14Sep 18657.5%70.2%836.8%98355
$402.50Aug 14Aug 28597.9%70.3%750.6%1410
$405.00Aug 14Sep 4536.9%68.5%683.3%5156
$427.50Aug 14Aug 21453.8%62.6%624.6%611
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$395.00Aug 14Aug 28773.5%66.7%1059.1%4108
$397.50Aug 14Aug 21715.9%74.8%857.4%812
$400.00Aug 14Sep 18657.5%70.2%836.8%3468
$405.00Aug 14Aug 28536.9%68.8%680.8%337
$407.50Aug 14Aug 21468.8%73.8%534.9%2510

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 0.68, avg 3.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$415.00Sep 25$35.80$24.20$35.8078%0.68$390.80
$375.00$410.00Sep 11$20.70$14.30$20.7074%0.69$395.70
$430.00$480.00Sep 25$16.35$33.65$16.3550%2.06$446.35
$470.00$480.00Sep 18$1.20$8.80$1.2032%7.33$471.20
$480.00$490.00Sep 18$1.30$8.70$1.3030%6.69$481.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$365.00Sep 4$0.15$4.85$0.1522%32.33$369.85
$390.00$380.00Sep 18$2.25$7.75$2.2534%3.44$387.75
$350.00$340.00Sep 18$0.70$9.30$0.7017%13.29$349.30
$417.50$415.00Aug 21$0.50$2.00$0.5047%4.00$417.00
$405.00$402.50Aug 21$0.25$2.25$0.2535%9.00$404.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 1.08, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$470.00Aug 21$2.00$2.00$8.0083%0.25$462.00
$430.00$435.00Aug 14$1.65$1.65$3.3577%0.49$431.65
$420.00$422.50Aug 21$2.05$2.05$0.4550%4.56$422.05
$460.00$465.00Aug 28$1.75$1.75$3.2574%0.54$461.75
$450.00$455.00Aug 21$1.33$1.33$3.6779%0.36$451.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$360.00Sep 18$5.20$5.20$4.8074%1.08$364.80
$400.00$390.00Sep 18$6.05$6.05$3.9562%1.53$393.95
$375.00$370.00Aug 14$2.10$2.10$2.9089%0.72$372.90
$370.00$350.00Aug 28$3.88$3.88$16.1282%0.24$366.12
$360.00$350.00Sep 18$3.55$3.55$6.4579%0.55$356.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $12.22, cheapest $12.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$415.00Aug 14Aug 21$13.10272.7%72.0%
$417.50Aug 14Aug 21$14.0291.1%68.7%
$422.50Aug 21Aug 28$7.3561.9%68.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$415.00Aug 14Aug 21$12.45272.7%72.0%
$417.50Aug 14Aug 21$14.2091.1%68.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 0.59% of stock, avg 7.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$417.50Aug 14$1.48$1.00$2.48$415.02$419.980.59%
$420.00Aug 14$0.55$3.60$4.15$415.85$424.150.99%
$415.00Aug 14$3.95$2.25$6.20$408.80$421.201.48%
$412.50Aug 14$5.80$2.25$8.05$404.45$420.551.92%
$410.00Aug 14$8.35$2.15$10.50$399.50$420.502.51%
$407.50Aug 14$10.15$2.10$12.25$395.25$419.752.93%
$430.00Aug 14$2.15$12.45$14.60$415.40$444.603.49%
$405.00Aug 14$13.60$2.15$15.75$389.25$420.753.76%
$402.50Aug 14$15.45$2.15$17.60$384.90$420.104.20%
$400.00Aug 14$17.95$2.15$20.10$379.90$420.104.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.37% of stock, avg 6.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$417.50Aug 14$0.55$1.00$1.55$415.95$421.55
$420.00$410.00Aug 14$0.55$2.15$2.70$407.30$422.70
$420.00$407.50Aug 14$0.55$2.10$2.65$404.85$422.65
$420.00$412.50Aug 14$0.55$2.25$2.80$409.70$422.80
$420.00$415.00Aug 14$0.55$2.25$2.80$412.20$422.80
$427.50$417.50Aug 14$2.15$1.00$3.15$414.35$430.65
$430.00$417.50Aug 14$2.15$1.00$3.15$414.35$433.15
$430.00$407.50Aug 14$2.15$2.10$4.25$403.25$434.25
$427.50$407.50Aug 14$2.15$2.10$4.25$403.25$431.75
$427.50$410.00Aug 14$2.15$2.15$4.30$405.70$431.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 3.00, avg credit $3.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
360/370490/500Sep 18$7.50$2.5046%3.00$362.50$497.50
370/375430/435Aug 14$3.75$1.2566%3.00$371.25$433.75
385/390460/465Aug 28$4.60$0.4045%11.50$385.40$464.60
385/390485/490Aug 28$3.90$1.1056%3.55$386.10$488.90
380/382430/435Aug 14$3.27$1.7364%1.89$379.23$433.27
385/390480/485Aug 28$3.48$1.5254%2.29$386.52$483.48
385/390465/470Aug 28$3.57$1.4349%2.50$386.43$468.57
350/360490/500Sep 18$5.85$4.1551%1.41$354.15$495.85
375/378450/455Aug 21$2.78$2.2262%1.25$374.72$452.78
360/370480/490Sep 18$6.50$3.5044%1.86$363.50$486.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 25.32, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$445.00$450.00$455.00Aug 21$0.19$4.8110%25.32
$390.00$395.00$400.00Aug 21$0.15$4.857%32.33
$455.00$460.00$465.00Sep 11$0.10$4.904%49.00
$440.00$445.00$450.00Sep 4$0.15$4.855%32.33
$390.00$400.00$410.00Sep 18$0.55$9.459%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$405.00$407.50$410.00Aug 14$0.10$2.405%24.00
$355.00$360.00$365.00Sep 4$0.30$4.705%15.67
$365.00$370.00$375.00Sep 11$0.35$4.654%13.29
$360.00$365.00$370.00Sep 11$0.35$4.654%13.29
$377.50$380.00$382.50Aug 21$0.29$2.211%7.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-6.05, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$415.001:2Sep 25-$6.05$53.95
$430.00$480.001:2Sep 25-$2.60$47.40
$375.00$410.001:2Sep 11-$15.50$19.50
$350.00$390.001:2Sep 18-$24.45$15.55
$345.00$380.001:2Sep 4-$23.50$11.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$395.00$390.001:2Aug 14-$0.05$4.95
$355.00$350.001:2Aug 14-$0.53$4.47
$355.00$352.501:2Aug 21-$0.53$1.97
$345.00$340.001:2Aug 21-$0.56$4.44
$365.00$362.501:2Aug 21-$0.89$1.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 7.64%, avg 2.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Sep 25$32.000.502.7%7.64%10.32%721
$420.00Sep 25$36.500.530.3%8.72%9.00%1--
$480.00Sep 25$15.700.3214.6%3.75%18.36%52
$480.00Sep 18$15.100.3014.6%3.61%18.22%27583
$430.00Sep 18$28.000.482.7%6.69%9.36%656
$440.00Sep 18$24.000.445.1%5.73%10.80%19180
$490.00Sep 18$12.900.2817.0%3.08%20.08%1228
$420.00Sep 18$32.000.530.3%7.64%7.93%15175
$450.00Sep 18$20.000.407.5%4.78%12.23%54138
$460.00Sep 18$17.000.369.8%4.06%13.90%346

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 2,050
Total Puts 3,280
Put/Call Ratio 1.60
Net Difference -1,230

Prior's Put/Call Breakdown

Total Calls 8,156
Total Puts 6,630
Put/Call Ratio 0.81
Net Difference 1,526

Prior 7-Day Put/Call Summary

Total Calls 33,446
Total Puts 36,395
Average Put/Call Ratio 1.44
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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