Tour v526
TER
TERADYNE INC
$383.15 +0.92%
$383.78 (+0.16%)🌙
as of 08/20 07:10 PM
8/20 19:10

Option Volume

Detail
Current (08/20) 5,516
Calls: 2,284 (41%)
Puts: 3,232 (59%)
Prior (08/19) 8,231
Calls: 6,148 (75%)
Puts: 2,083 (25%)
Current vs Prior -32.99%
Calls: -62.85% (Calls)
Puts: +55.16% (Puts)
Prior 7-Day Total 70,226
Calls: 36,497 (52%)
Puts: 33,729 (48%)
Prior 7-Day Average 10,032
Calls: 5,213 (52%)
Puts: 4,818 (48%)
Current vs Prior 7-Day Avg -45.02%
Calls: -56.19%
Puts: -32.92%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $5.99M
Calls: $2.22M (37%)
Puts: $3.77M (63%)
Prior (08/19) $10.47M
Calls: $6.73M (64%)
Puts: $3.74M (36%)
Current vs Prior -42.78%
Calls: -67.04%
Puts: +0.94%
Prior 7-Day Total $94.97M
Calls: $55.68M (59%)
Puts: $39.29M (41%)
Prior 7-Day Average $13.57M
Calls: $7.95M (59%)
Puts: $5.61M (41%)
Current vs Prior 7-Day Avg -55.84%
Calls: -72.10%
Puts: -32.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.42
Prior (08/19) 0.34
Current vs Prior +317.66%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +38.89%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 33,111
Calls: 16,172 (49%)
Puts: 16,939 (51%)
Prior (08/19) 41,981
Calls: 20,084 (48%)
Puts: 21,897 (52%)
Current vs Prior -21.13%
Prior 7-Day Total 305,133
Calls: 138,462 (45%)
Puts: 166,671 (55%)
Prior 7-Day Average 43,590
Calls: 19,780 (45%)
Puts: 23,810 (55%)
Current vs Prior 7-Day Avg -24.04%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.76% | 8.68%3.76% | 17.50%
Prior 5.52% | 9.97%5.52% | 17.45%
Current vs Prior -31.89% | -12.96%-31.89% | +0.28%
Prior 7-Day Avg 5.79% | 10.16%7.78% | 19.04%
Current vs 7-Day Avg -35.12% | -14.58%-51.67% | -8.08%
Prior 7-Day Eod 5.52% | 9.97%5.52% | 17.45%
Current vs 7-Day Eod -31.89% | -12.96%-31.89% | +0.28%
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 63% put dollar volume ($3.77M). Bearish P/C ratio of 1.42 indicates protective positioning. P/C ratio rising 318% - increased hedging/bearish positioning. Declining open interest (down 21%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 8.8%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1876.1082.80$79.458.4%20.86--
$310.00Aug 2170.4077.20$73.809.2%10.93379
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. 53 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2150.4057.20$53.8012.6%180.9894
$350.00Aug 2130.2037.60$33.9021.8%40.97276
$337.50Aug 2142.6049.50$46.0515.0%10.95--
$310.00Aug 2170.4077.20$73.809.2%10.93379
$360.00Aug 2120.0027.60$23.8031.9%80.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 2153.2060.50$56.8512.8%241.00--
$450.00Aug 2163.2070.50$66.8510.9%261.00--
$420.00Aug 2133.2040.10$36.6518.8%60.95114
$425.00Aug 2138.2045.20$41.7016.8%10.94--
$422.50Aug 2135.7043.00$39.3518.6%50.931

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 3.7K, top 762)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Aug 281.506.60$4.05125.9%5160.1714
$420.00Sep 1110.9016.70$13.8042.0%880.3411
$400.00Aug 211.002.00$1.5066.7%740.17684
$380.00Aug 215.1011.70$8.4078.6%570.58317
$370.00Aug 2112.4018.70$15.5540.5%450.81178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Aug 2111.7017.00$14.3536.9%7620.72956
$375.00Aug 288.4015.90$12.1561.7%5340.3928
$325.00Aug 280.152.90$1.53179.7%5110.0721
$345.00Aug 210.000.60$0.30200.0%930.0333
$375.00Sep 1118.3026.20$22.2535.5%750.425

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 23.7%, max 60.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Aug 21Sep 1897.6%71.5%36.5%60379
$395.00Aug 21Oct 297.8%74.7%30.9%1943
$390.00Aug 21Sep 1888.7%74.2%19.4%161.6K
$400.00Aug 21Sep 1887.0%73.0%19.2%78684
$370.00Aug 21Sep 481.7%73.4%11.2%46178
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Aug 21Aug 28114.6%71.6%60.0%7215
$380.00Aug 21Oct 297.6%69.8%39.9%34361
$395.00Aug 21Sep 1197.8%72.9%34.3%763960
$375.00Aug 21Oct 285.5%70.3%21.6%15176
$390.00Aug 21Sep 1888.7%74.2%19.4%6348

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 0.90, avg 3.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$410.00Sep 11$36.80$33.20$36.8078%0.90$376.80
$375.00$450.00Sep 25$26.00$49.00$26.0058%1.88$401.00
$410.00$440.00Oct 2$8.85$21.15$8.8544%2.39$418.85
$430.00$440.00Sep 18$1.00$9.00$1.0031%9.00$431.00
$340.00$360.00Sep 18$13.05$6.95$13.0576%0.53$353.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$402.50$400.00Aug 28$0.50$2.00$0.5065%4.00$402.00
$380.00$375.00Aug 28$1.05$3.95$1.0544%3.76$378.95
$385.00$380.00Aug 21$1.55$3.45$1.5554%2.23$383.45
$345.00$340.00Oct 2$0.70$4.30$0.7029%6.14$344.30
$315.00$310.00Sep 25$0.25$4.75$0.2516%19.00$314.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 0.41, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$445.00Sep 4$6.12$6.12$18.8870%0.32$426.12
$440.00$450.00Sep 18$3.60$3.60$6.4071%0.56$443.60
$440.00$450.00Aug 28$1.65$1.65$8.3586%0.20$441.65
$395.00$397.50Aug 21$1.35$1.35$1.1572%1.17$396.35
$415.00$420.00Aug 28$1.78$1.78$3.2275%0.55$416.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$375.00$315.00Sep 11$17.40$17.40$42.6058%0.41$357.60
$350.00$310.00Sep 4$6.70$6.70$33.3076%0.20$343.30
$345.00$320.00Sep 25$7.20$7.20$17.8072%0.40$337.80
$380.00$370.00Sep 18$6.15$6.15$3.8555%1.60$373.85
$370.00$345.00Oct 2$10.15$10.15$14.8560%0.68$359.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $10.09, cheapest $7.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Aug 28$9.9097.6%67.6%
$390.00Aug 21Aug 28$10.4088.7%75.8%
$385.00Aug 21Aug 28$10.4079.1%71.4%
$375.00Sep 4Sep 25$11.6572.8%70.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Aug 28$7.3097.6%67.6%
$390.00Aug 21Sep 4$14.8588.7%71.1%
$385.00Aug 21Aug 28$9.3079.1%71.4%
$387.50Aug 21Aug 28$9.9577.6%72.3%
$382.50Aug 28Sep 4$7.1068.2%72.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 3.33% of stock, avg 9.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$385.00Aug 21$5.30$7.45$12.75$372.25$397.753.33%
$387.50Aug 21$4.15$8.80$12.95$374.55$400.453.38%
$380.00Aug 21$8.40$5.90$14.30$365.70$394.303.73%
$390.00Aug 21$4.05$10.95$15.00$375.00$405.003.91%
$370.00Aug 21$15.55$1.65$17.20$352.80$387.204.49%
$395.00Aug 21$3.18$14.35$17.53$377.47$412.534.58%
$400.00Aug 21$1.50$18.10$19.60$380.40$419.605.12%
$402.50Aug 21$1.23$20.25$21.48$381.02$423.985.61%
$405.00Aug 21$0.80$22.60$23.40$381.60$428.406.11%
$360.00Aug 21$23.80$0.93$24.73$335.27$384.736.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.72% of stock, avg 7.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$397.50$360.00Aug 21$1.83$0.93$2.76$357.24$400.26
$397.50$370.00Aug 21$1.83$1.65$3.48$366.52$400.98
$397.50$365.00Aug 21$1.83$2.35$4.18$360.82$401.68
$395.00$360.00Aug 21$3.18$0.93$4.11$355.89$399.11
$395.00$370.00Aug 21$3.18$1.65$4.83$365.17$399.83
$397.50$375.00Aug 21$1.83$3.15$4.98$370.02$402.48
$395.00$365.00Aug 21$3.18$2.35$5.53$359.47$400.53
$395.00$375.00Aug 21$3.18$3.15$6.33$368.67$401.33
$390.00$360.00Aug 21$4.05$0.93$4.98$355.02$394.98
$390.00$370.00Aug 21$4.05$1.65$5.70$364.30$395.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 3.81, avg credit $2.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345415/420Aug 28$3.96$1.0457%3.81$341.04$418.96
340/345420/425Aug 28$3.53$1.4762%2.40$341.47$423.53
340/350440/450Sep 18$7.40$2.6042%2.85$342.60$447.40
340/345410/415Aug 28$3.95$1.0552%3.76$341.05$413.95
320/330440/450Sep 18$6.15$3.8551%1.60$323.85$446.15
350/360440/450Sep 18$7.25$2.7537%2.64$352.75$447.25
358/360395/398Aug 21$1.90$0.6062%3.17$358.10$396.90
315/320450/455Sep 25$3.20$1.8054%1.78$316.80$453.20
345/350450/455Sep 25$3.80$1.2042%3.17$346.20$453.80
358/360408/410Aug 21$1.45$1.0577%1.38$358.55$408.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 8.76, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$360.00$380.00Sep 18$2.05$17.9521%8.76
$390.00$400.00$410.00Sep 18$0.40$9.6010%24.00
$397.50$400.00$402.50Aug 21$0.06$2.446%40.67
$410.00$415.00$420.00Sep 4$0.15$4.856%32.33
$430.00$435.00$440.00Aug 21$0.06$4.942%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$395.00$400.00Aug 21$0.35$4.6519%13.29
$350.00$360.00$370.00Sep 18$0.60$9.4010%15.67
$400.00$402.50$405.00Aug 21$0.20$2.307%11.50
$350.00$355.00$360.00Sep 25$0.30$4.704%15.67
$375.00$380.00$385.00Oct 2$0.30$4.704%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-8.55, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$370.001:2Aug 21-$7.30$2.70
$420.00$440.001:2Sep 11-$4.00$16.00
$410.00$440.001:2Oct 2-$9.95$20.05
$395.00$397.501:2Aug 21-$0.48$2.02
$430.00$435.001:2Aug 21-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$405.001:2Aug 21-$8.55$6.45
$345.00$320.001:2Sep 25-$2.00$23.00
$380.00$375.001:2Aug 21-$0.40$4.60
$375.00$370.001:2Aug 21-$0.15$4.85
$345.00$340.001:2Aug 28-$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 6.32%, avg 2.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Oct 2$24.200.447.0%6.32%13.32%1--
$395.00Oct 2$29.800.503.1%7.78%10.87%1--
$440.00Oct 2$15.700.3414.8%4.10%18.94%12
$455.00Oct 2$11.800.2818.8%3.08%21.83%1--
$390.00Sep 18$26.400.501.8%6.89%8.68%489
$400.00Sep 18$21.500.454.4%5.61%10.01%4--
$450.00Sep 25$9.600.2817.4%2.51%19.95%14
$410.00Sep 18$17.300.407.0%4.52%11.52%4100
$455.00Sep 25$8.600.2618.8%2.24%21.00%1--
$420.00Sep 18$14.200.359.6%3.71%13.32%4--

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 2,284
Total Puts 3,232
Put/Call Ratio 1.42
Net Difference -948

Prior's Put/Call Breakdown

Total Calls 6,148
Total Puts 2,083
Put/Call Ratio 0.34
Net Difference 4,065

Prior 7-Day Put/Call Summary

Total Calls 36,497
Total Puts 33,729
Average Put/Call Ratio 1.02
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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