Tour v509
TER
TERADYNE INC
$443.14 +5.81%
$443.00 (-0.03%)🌙
as of 08/17 07:08 PM
8/17 19:08

Option Volume

Detail
Current (08/17) 11,999
Calls: 6,212 (52%)
Puts: 5,787 (48%)
Prior (08/14) 5,330
Calls: 2,050 (38%)
Puts: 3,280 (62%)
Current vs Prior +125.12%
Calls: +203.02% (Calls)
Puts: +76.43% (Puts)
Prior 7-Day Total 67,786
Calls: 32,329 (48%)
Puts: 35,457 (52%)
Prior 7-Day Average 9,683
Calls: 4,618 (48%)
Puts: 5,065 (52%)
Current vs Prior 7-Day Avg +23.91%
Calls: +34.50%
Puts: +14.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $20.91M
Calls: $14.40M (69%)
Puts: $6.51M (31%)
Prior (08/14) $8.91M
Calls: $5.52M (62%)
Puts: $3.39M (38%)
Current vs Prior +134.66%
Calls: +160.78%
Puts: +92.08%
Prior 7-Day Total $91.00M
Calls: $49.07M (54%)
Puts: $41.93M (46%)
Prior 7-Day Average $13.00M
Calls: $7.01M (54%)
Puts: $5.99M (46%)
Current vs Prior 7-Day Avg +60.88%
Calls: +105.48%
Puts: +8.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.93
Prior (08/14) 1.60
Current vs Prior -41.78%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg -36.82%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/17) 50,397
Calls: 24,040 (48%)
Puts: 26,357 (52%)
Prior (08/14) 45,067
Calls: 18,254 (41%)
Puts: 26,813 (59%)
Current vs Prior +11.83%
Prior 7-Day Total 277,514
Calls: 123,320 (44%)
Puts: 154,194 (56%)
Prior 7-Day Average 39,644
Calls: 17,617 (44%)
Puts: 22,027 (56%)
Current vs Prior 7-Day Avg +27.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 6.80% | 10.92%6.80% | 18.24%
Prior 7.41% | 11.03%7.41% | 18.68%
Current vs Prior -8.23% | -0.99%-8.23% | -2.35%
Prior 7-Day Avg 6.18% | 10.71%10.68% | 21.32%
Current vs 7-Day Avg +10.02% | +2.01%-36.28% | -14.43%
Prior 7-Day Eod 7.41% | 11.03%7.41% | 18.68%
Current vs 7-Day Eod -8.23% | -0.99%-8.23% | -2.35%
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 bullish flow with 69% call dollar volume ($14.40M). Massive premium surge with dollar volume up 135% vs prior. Dollar volume significantly above 7-day average (61% higher). Unusually high activity with volume up 125% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 8.1%, best 7.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 1888.2094.80$91.507.2%150.8572
$375.00Aug 2868.8074.00$71.407.3%100.92--
$370.00Aug 2170.0075.40$72.707.4%1040.97210
$370.00Sep 2583.2089.80$86.507.6%10.815
$400.00Sep 1860.4065.30$62.857.8%220.72218
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. 79 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$372.50Aug 2167.5075.00$71.2510.5%90.9811
$375.00Aug 2165.0071.90$68.4510.1%60.9839
$360.00Aug 2180.0086.70$83.358.0%40.98--
$370.00Aug 2170.0075.40$72.707.4%1040.97210
$385.00Aug 2155.5062.20$58.8511.4%30.9530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2858.8065.70$62.2511.1%30.813
$480.00Aug 2842.2049.10$45.6515.1%120.72--
$460.00Aug 2121.1026.60$23.8523.1%120.6720
$450.00Aug 2115.3021.30$18.3032.8%20.56--
$445.00Aug 2111.8017.90$14.8541.1%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 241 active (total vol 9.4K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 213.806.80$5.3056.6%1.4K0.251.4K
$480.00Aug 211.406.90$4.15132.5%1.4K0.20102
$450.00Aug 2110.7012.70$11.7017.1%2170.45219
$422.50Sep 437.3043.30$40.3014.9%1670.65--
$420.00Aug 2125.7030.80$28.2518.1%1470.791.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Aug 211.557.10$4.33128.2%1.3K0.208
$395.00Aug 210.052.50$1.27192.9%1.2K0.071.4K
$385.00Aug 210.401.25$0.83102.4%2370.0512
$402.50Sep 48.4016.00$12.2062.3%2220.25--
$420.00Sep 1825.0027.90$26.4511.0%910.36117

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 8.9%, max 17.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Aug 21Sep 2585.6%72.9%17.4%1.4K106
$425.00Aug 21Sep 1180.4%69.7%15.4%2765
$430.00Aug 21Sep 2580.6%70.8%13.9%641.2K
$435.00Aug 21Sep 2578.6%71.1%10.6%4832
$470.00Aug 21Sep 1879.4%72.7%9.2%1.5K1.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Aug 21Sep 2580.6%70.8%13.9%1643
$440.00Aug 21Sep 1876.7%71.2%7.6%2382
$410.00Aug 21Sep 1877.9%74.1%5.1%62116

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 171 found (best R:R 2.60, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$500.00Sep 25$5.55$14.45$5.5541%2.60$485.55
$400.00$410.00Aug 28$5.95$4.05$5.9578%0.68$405.95
$460.00$480.00Sep 25$7.10$12.90$7.1048%1.82$467.10
$470.00$475.00Sep 4$0.35$4.65$0.3539%13.29$470.35
$400.00$420.00Sep 11$12.50$7.50$12.5074%0.60$412.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$445.00$440.00Sep 4$1.00$4.00$1.0048%4.00$444.00
$370.00$365.00Sep 25$0.15$4.85$0.1519%32.33$369.85
$460.00$450.00Aug 21$5.55$4.45$5.5567%0.80$454.45
$380.00$375.00Sep 11$0.50$4.50$0.5018%9.00$379.50
$430.00$427.50Aug 21$0.55$1.95$0.5534%3.55$429.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 0.92, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$455.00Aug 21$3.75$3.75$1.2555%3.00$453.75
$480.00$490.00Aug 21$2.32$2.32$7.6880%0.30$482.32
$495.00$505.00Aug 28$2.57$2.57$7.4378%0.35$497.57
$475.00$485.00Sep 4$4.15$4.15$5.8562%0.71$479.15
$450.00$455.00Aug 28$2.95$2.95$2.0553%1.44$452.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$400.00Sep 18$4.80$4.80$5.2068%0.92$405.20
$420.00$400.00Sep 25$8.20$8.20$11.8063%0.69$411.80
$390.00$380.00Sep 18$3.85$3.85$6.1576%0.63$386.15
$422.50$420.00Aug 21$2.32$2.32$0.1873%12.89$420.18
$400.00$395.00Aug 28$2.25$2.25$2.7578%0.82$397.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $10.03, cheapest $7.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Aug 21Aug 28$7.9580.6%72.8%
$435.00Aug 21Aug 28$9.0578.6%73.2%
$445.00Aug 21Aug 28$7.7077.5%73.5%
$450.00Aug 21Aug 28$8.0079.9%75.9%
$440.00Aug 21Aug 28$9.7076.7%73.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Aug 21Aug 28$7.5080.6%72.8%
$450.00Aug 21Sep 18$23.0079.9%73.5%
$435.00Aug 21Aug 28$8.2578.6%73.2%
$445.00Aug 21Sep 4$13.6577.5%73.1%
$440.00Aug 21Sep 4$15.1576.7%75.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 6.24% of stock, avg 12.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$440.00Aug 21$15.30$12.35$27.65$412.35$467.656.24%
$445.00Aug 21$13.45$14.85$28.30$416.70$473.306.39%
$435.00Aug 21$18.10$10.45$28.55$406.45$463.556.44%
$450.00Aug 21$11.70$18.30$30.00$420.00$480.006.77%
$430.00Aug 21$21.70$8.80$30.50$399.50$460.506.88%
$460.00Aug 21$7.00$23.85$30.85$429.15$490.856.96%
$425.00Aug 21$24.40$7.05$31.45$393.55$456.457.10%
$420.00Aug 21$28.25$4.08$32.33$387.67$452.337.30%
$422.50Aug 21$26.00$6.40$32.40$390.10$454.907.31%
$417.50Aug 21$30.35$5.08$35.43$382.07$452.938.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.79% of stock, avg 8.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$470.00$425.00Aug 21$5.30$7.05$12.35$412.65$482.35
$470.00$427.50Aug 21$5.30$8.25$13.55$413.95$483.55
$460.00$425.00Aug 21$7.00$7.05$14.05$410.95$474.05
$460.00$427.50Aug 21$7.00$8.25$15.25$412.25$475.25
$470.00$430.00Aug 21$5.30$8.80$14.10$415.90$484.10
$460.00$430.00Aug 21$7.00$8.80$15.80$414.20$475.80
$455.00$425.00Aug 21$7.95$7.05$15.00$410.00$470.00
$455.00$427.50Aug 21$7.95$8.25$16.20$411.30$471.20
$455.00$430.00Aug 21$7.95$8.80$16.75$413.25$471.75
$470.00$435.00Aug 21$5.30$10.45$15.75$419.25$485.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 219 found (best R:R 3.44, avg credit $2.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
400/410520/530Sep 18$7.75$2.2541%3.44$402.25$527.75
380/390520/530Sep 18$6.80$3.2049%2.12$383.20$526.80
395/400475/480Aug 28$3.90$1.1047%3.55$396.10$478.90
370/380520/530Sep 18$5.90$4.1053%1.44$374.10$525.90
360/365500/505Sep 25$3.75$1.2547%3.00$361.25$503.75
395/400480/485Aug 28$3.30$1.7050%1.94$396.70$483.30
395/400485/490Aug 28$3.10$1.9053%1.63$396.90$488.10
385/390490/495Sep 4$3.20$1.8051%1.78$386.80$493.20
395/400470/475Aug 28$3.45$1.5544%2.23$396.55$473.45
385/390475/480Aug 28$3.00$2.0053%1.50$387.00$478.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Sep 18$0.20$9.808%49.00
$440.00$445.00$450.00Aug 21$0.10$4.9011%49.00
$460.00$470.00$480.00Aug 21$0.55$9.4513%17.18
$455.00$460.00$465.00Aug 28$0.05$4.956%99.00
$420.00$430.00$440.00Sep 18$0.35$9.658%27.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$355.00$360.00$365.00Sep 4$0.07$4.934%70.43
$430.00$435.00$440.00Aug 21$0.25$4.7510%19.00
$400.00$402.50$405.00Sep 4$0.05$2.452%49.00
$415.00$420.00$425.00Sep 11$0.15$4.855%32.33
$375.00$377.50$380.00Aug 21$0.16$2.343%14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-0.03, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Aug 21-$0.03$9.97
$510.00$520.001:2Aug 21-$0.07$9.93
$495.00$505.001:2Aug 28-$2.01$7.99
$520.00$530.001:2Aug 21-$0.71$9.29
$510.00$520.001:2Aug 28-$1.61$8.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$377.50$375.001:2Aug 21-$0.03$2.47
$392.50$390.001:2Aug 21-$0.15$2.35
$380.00$377.501:2Aug 21-$0.14$2.36
$360.00$357.501:2Aug 21-$0.12$2.38
$370.00$367.501:2Aug 21-$0.23$2.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.46%, avg 3.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$480.00Sep 25$24.200.418.3%5.46%13.78%14
$460.00Sep 25$31.000.483.8%7.00%10.80%2--
$450.00Sep 25$35.200.521.6%7.94%9.49%13
$445.00Sep 25$37.500.540.4%8.46%8.88%2--
$500.00Sep 25$18.100.3512.8%4.08%16.92%2--
$460.00Sep 18$29.400.473.8%6.63%10.44%346
$505.00Sep 25$16.700.3314.0%3.77%17.73%2--
$510.00Sep 25$15.600.3215.1%3.52%18.61%1--
$480.00Sep 18$22.300.398.3%5.03%13.35%138601
$520.00Sep 25$14.000.2917.3%3.16%20.50%41

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 6,212
Total Puts 5,787
Put/Call Ratio 0.93
Net Difference 425

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,329
Total Puts 35,457
Average Put/Call Ratio 1.47
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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