Tour v526
TER
TERADYNE INC
$375.74 -1.93%
$375.00 (-0.20%)🌙
as of 08/21 07:11 PM
8/21 19:11

Option Volume

Detail
Current (08/21) 7,796
Calls: 3,548 (46%)
Puts: 4,248 (54%)
Prior (08/20) 5,516
Calls: 2,284 (41%)
Puts: 3,232 (59%)
Current vs Prior +41.33%
Calls: +55.34% (Calls)
Puts: +31.44% (Puts)
Prior 7-Day Total 65,511
Calls: 34,401 (53%)
Puts: 31,110 (47%)
Prior 7-Day Average 9,358
Calls: 4,914 (53%)
Puts: 4,444 (47%)
Current vs Prior 7-Day Avg -16.70%
Calls: -27.80%
Puts: -4.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/21) $8.15M
Calls: $3.88M (48%)
Puts: $4.27M (52%)
Prior (08/20) $5.99M
Calls: $2.22M (37%)
Puts: $3.77M (63%)
Current vs Prior +35.94%
Calls: +74.67%
Puts: +13.16%
Prior 7-Day Total $89.55M
Calls: $54.47M (61%)
Puts: $35.08M (39%)
Prior 7-Day Average $12.79M
Calls: $7.78M (61%)
Puts: $5.01M (39%)
Current vs Prior 7-Day Avg -36.33%
Calls: -50.19%
Puts: -14.80%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/21) 1.20
Prior (08/20) 1.42
Current vs Prior -15.39%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +16.22%
Sentiment BEARISH

Open Interest

Detail
Current (08/21) 42,667
Calls: 20,613 (48%)
Puts: 22,054 (52%)
Prior (08/20) 33,111
Calls: 16,172 (49%)
Puts: 16,939 (51%)
Current vs Prior +28.86%
Prior 7-Day Total 306,284
Calls: 140,530 (46%)
Puts: 165,754 (54%)
Prior 7-Day Average 43,754
Calls: 20,075 (46%)
Puts: 23,679 (54%)
Current vs Prior 7-Day Avg -2.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.13% | 7.92%1.13% | 16.69%
Prior 3.76% | 8.68%3.76% | 17.50%
Current vs Prior +110.67% | +29.11%-69.90% | -4.64%
Prior 7-Day Avg 5.45% | 9.98%6.90% | 18.58%
Current vs 7-Day Avg +45.37% | +12.24%-83.60% | -10.17%
Prior 7-Day Eod 3.76% | 8.68%3.76% | 17.50%
Current vs 7-Day Eod +110.67% | +29.11%-69.90% | -4.64%
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
+
Add Card

🤖 AI Insights

Slightly bearish P/C ratio of 1.20. Rising open interest (up 29%) indicates new positions being established.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Sep 471.1078.40$74.759.8%20.94--
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. 88 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2122.5029.70$26.1027.6%241.00276
$367.50Aug 216.0011.50$8.7562.9%291.003
$320.00Aug 2852.9060.80$56.8513.9%20.955
$320.00Aug 2151.9059.80$55.8514.1%60.94--
$302.50Sep 471.1078.40$74.759.8%20.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Aug 2150.1058.10$54.1014.8%10.993
$420.00Aug 2141.0048.10$44.5515.9%1030.99113
$410.00Aug 2131.1038.10$34.6020.2%120.9951
$400.00Aug 2120.9028.10$24.5029.4%120.9995
$390.00Aug 2111.0018.10$14.5548.8%660.98298

Most actively traded options today. High liquidity = easy entry/exit. 253 active (total vol 5.3K, top 545)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Aug 280.701.85$1.2790.6%5110.08518
$425.00Aug 281.054.60$2.83125.4%2870.1420
$407.50Aug 281.358.30$4.83143.9%1620.233
$392.50Aug 210.004.30$2.15200.0%1040.206
$400.00Aug 282.106.10$4.1097.6%890.2458
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Aug 2810.1015.10$12.6039.7%5450.47530
$325.00Aug 280.301.55$0.93134.4%5180.06520
$355.00Aug 282.606.30$4.4583.1%3140.2349
$320.00Aug 280.251.40$0.83138.6%2850.0540
$420.00Aug 2141.0048.10$44.5515.9%1030.99113

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 499.9%, max 1168.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 21Sep 4655.8%68.6%856.1%3119
$385.00Aug 21Sep 25353.4%70.5%401.1%1028
$380.00Aug 21Sep 18314.5%71.1%342.3%49337
$382.50Aug 21Aug 28292.7%68.4%327.7%415
$370.00Aug 21Oct 2252.5%67.8%272.3%44165
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$402.50Aug 21Sep 4923.4%72.8%1168.3%11221
$352.50Aug 21Sep 4853.5%69.3%1132.3%911
$355.00Aug 21Sep 11788.7%69.3%1037.4%1864
$397.50Aug 21Sep 4816.2%71.8%1036.7%1448
$360.00Aug 21Sep 25655.8%69.5%843.9%64397

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 0.52, avg 3.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$365.00Sep 11$23.10$11.90$23.1081%0.52$353.10
$370.00$395.00Oct 2$11.20$13.80$11.2058%1.23$381.20
$340.00$350.00Sep 4$6.20$3.80$6.2079%0.61$346.20
$410.00$425.00Oct 2$4.15$10.85$4.1541%2.61$414.15
$390.00$395.00Sep 25$1.00$4.00$1.0048%4.00$391.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Sep 4$0.15$4.85$0.1522%32.33$339.85
$350.00$340.00Sep 4$1.40$8.60$1.4027%6.14$348.60
$385.00$382.50Aug 28$0.60$1.90$0.6058%3.17$384.40
$392.50$385.00Sep 4$3.60$3.90$3.6061%1.08$388.90
$370.00$365.00Sep 4$1.35$3.65$1.3544%2.70$368.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 0.21, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$425.00$430.00Aug 21$2.12$2.12$2.8888%0.74$427.12
$407.50$410.00Aug 21$2.12$2.12$0.3885%5.58$409.62
$397.50$400.00Aug 28$2.38$2.38$0.1270%19.83$399.88
$407.50$410.00Aug 28$2.15$2.15$0.3577%6.14$409.65
$392.50$395.00Aug 21$1.90$1.90$0.6080%3.17$394.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$305.00Sep 4$5.15$5.15$24.8580%0.21$329.85
$330.00$310.00Oct 2$6.00$6.00$14.0075%0.43$324.00
$352.50$350.00Aug 21$2.12$2.12$0.3884%5.58$350.38
$350.00$340.00Sep 18$4.55$4.55$5.4568%0.83$345.45
$310.00$305.00Sep 25$2.20$2.20$2.8084%0.79$307.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $10.81, cheapest $12.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Aug 21Aug 28$12.50183.3%67.7%
$375.00Aug 21Aug 28$13.15106.1%64.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Aug 21Aug 28$12.35183.3%67.7%
$372.50Aug 21Aug 28$10.85169.7%66.9%
$375.00Aug 21Aug 28$11.12106.1%64.6%
$392.50Aug 28Sep 4$4.9061.2%70.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 0.71% of stock, avg 8.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Aug 21$1.20$1.48$2.68$372.32$377.680.71%
$377.50Aug 21$1.00$3.05$4.05$373.45$381.551.08%
$372.50Aug 21$3.68$1.00$4.68$367.82$377.181.25%
$380.00Aug 21$1.55$4.68$6.23$373.77$386.231.66%
$370.00Aug 21$5.88$1.08$6.96$363.04$376.961.85%
$382.50Aug 21$0.80$6.85$7.65$374.85$390.152.04%
$367.50Aug 21$8.75$0.28$9.03$358.47$376.532.40%
$385.00Aug 21$0.83$9.55$10.38$374.62$395.382.76%
$387.50Aug 21$0.08$12.30$12.38$375.12$399.883.29%
$390.00Aug 21$0.05$14.55$14.60$375.40$404.603.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.49% of stock, avg 8.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$382.50$365.00Aug 21$0.80$1.05$1.85$363.15$384.35
$385.00$365.00Aug 21$0.83$1.05$1.88$363.12$386.88
$377.50$372.50Aug 21$1.00$1.00$2.00$370.50$379.50
$382.50$370.00Aug 21$0.80$1.08$1.88$368.12$384.38
$382.50$372.50Aug 21$0.80$1.00$1.80$370.70$384.30
$385.00$370.00Aug 21$0.83$1.08$1.91$368.09$386.91
$385.00$372.50Aug 21$0.83$1.00$1.83$370.67$386.83
$377.50$370.00Aug 21$1.00$1.08$2.08$367.92$379.58
$377.50$365.00Aug 21$1.00$1.05$2.05$362.95$379.55
$380.00$372.50Aug 21$1.55$1.00$2.55$369.95$382.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 5.58, avg credit $3.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/352425/430Aug 21$4.24$0.7672%5.58$348.26$429.24
320/322425/430Aug 21$3.27$1.7378%1.89$319.23$428.27
355/360408/410Aug 28$4.40$0.6047%7.33$355.60$411.90
322/325408/410Aug 28$2.40$0.1071%24.00$322.60$409.90
355/360398/400Aug 28$4.63$0.3740%12.51$355.37$402.13
350/352415/420Aug 21$2.59$2.4178%1.07$349.91$417.59
322/325402/405Aug 28$2.27$0.2368%9.87$322.73$404.77
355/360402/405Aug 28$4.27$0.7344%5.85$355.73$406.77
350/352395/400Aug 21$2.34$2.6679%0.88$350.16$397.34
310/312395/398Aug 28$2.25$0.2561%9.00$310.25$397.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Sep 18$0.10$9.907%99.00
$380.00$382.50$385.00Aug 28$0.05$2.456%49.00
$385.00$387.50$390.00Aug 28$0.05$2.455%49.00
$417.50$420.00$422.50Aug 28$0.08$2.422%30.25
$420.00$422.50$425.00Aug 28$0.23$2.272%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Sep 18$0.25$9.759%39.00
$375.00$377.50$380.00Aug 21$0.06$2.4418%40.67
$335.00$350.00$365.00Oct 2$1.00$14.0013%14.00
$370.00$375.00$380.00Sep 11$0.15$4.857%32.33
$340.00$345.00$350.00Sep 25$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. 91 found (best net $-7.55, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$365.001:2Sep 11-$7.55$27.45
$307.50$340.001:2Sep 4-$15.70$16.80
$350.00$360.001:2Aug 21-$4.80$5.20
$320.00$340.001:2Aug 21-$15.85$4.15
$370.00$372.501:2Aug 21-$1.48$1.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$425.00$390.001:2Sep 11-$7.60$27.40
$330.00$310.001:2Oct 2-$3.10$16.90
$375.00$372.501:2Aug 21-$0.52$1.98
$380.00$377.501:2Aug 21-$1.42$1.08
$342.50$340.001:2Aug 28-$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 6.01%, avg 2.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Oct 2$22.600.456.5%6.01%12.47%1--
$395.00Oct 2$24.400.475.1%6.49%11.62%21
$410.00Oct 2$19.100.419.1%5.08%14.20%2--
$425.00Oct 2$15.500.3513.1%4.13%17.24%22
$430.00Oct 2$14.400.3314.4%3.83%18.27%22
$395.00Sep 25$21.600.465.1%5.75%10.87%24
$385.00Sep 25$25.500.512.5%6.79%9.25%7--
$410.00Sep 25$16.500.399.1%4.39%13.51%1--
$390.00Sep 25$22.700.483.8%6.04%9.84%154
$420.00Sep 25$13.700.3511.8%3.65%15.43%22

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,548
Total Puts 4,248
Put/Call Ratio 1.20
Net Difference -700

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,401
Total Puts 31,110
Average Put/Call Ratio 1.03
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All