Tour v526
TER
TERADYNE INC
$372.06 +2.47%
$370.00 (-0.55%)🌙
as of 08/27 07:06 PM
8/27 19:06

Option Volume

Detail
Current (08/27) 5,265
Calls: 4,102 (78%)
Puts: 1,163 (22%)
Prior (08/26) 2,218
Calls: 907 (41%)
Puts: 1,311 (59%)
Current vs Prior +137.38%
Calls: +352.26% (Calls)
Puts: -11.29% (Puts)
Prior 7-Day Total 47,174
Calls: 24,759 (52%)
Puts: 22,415 (48%)
Prior 7-Day Average 6,739
Calls: 3,537 (52%)
Puts: 3,202 (48%)
Current vs Prior 7-Day Avg -21.87%
Calls: +15.97%
Puts: -63.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $4.53M
Calls: $3.05M (67%)
Puts: $1.48M (33%)
Prior (08/26) $3.95M
Calls: $1.55M (39%)
Puts: $2.40M (61%)
Current vs Prior +14.87%
Calls: +96.70%
Puts: -38.06%
Prior 7-Day Total $70.22M
Calls: $40.15M (57%)
Puts: $30.07M (43%)
Prior 7-Day Average $10.03M
Calls: $5.74M (57%)
Puts: $4.30M (43%)
Current vs Prior 7-Day Avg -54.81%
Calls: -46.85%
Puts: -65.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.28
Prior (08/26) 1.45
Current vs Prior -80.38%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -72.78%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 22,810
Calls: 9,548 (42%)
Puts: 13,262 (58%)
Prior (08/26) 20,743
Calls: 8,434 (41%)
Puts: 12,309 (59%)
Current vs Prior +9.96%
Prior 7-Day Total 260,322
Calls: 121,602 (47%)
Puts: 138,720 (53%)
Prior 7-Day Average 37,188
Calls: 17,371 (47%)
Puts: 19,817 (53%)
Current vs Prior 7-Day Avg -38.66%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.83% | 8.26%13.30% | 21.18%
Prior 4.92% | 9.02%14.28% | 21.51%
Current vs Prior -22.09% | -8.37%-6.83% | -1.53%
Prior 7-Day Avg 5.82% | 10.02%7.42% | 18.78%
Current vs 7-Day Avg -34.24% | -17.51%+79.20% | +12.76%
Prior 7-Day Eod 4.92% | 9.02%14.28% | 21.51%
Current vs 7-Day Eod -22.09% | -8.37%-6.83% | -1.53%
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 67% call dollar volume ($3.05M). Unusually high activity with volume up 137% vs prior - elevated interest. Extreme bullish P/C ratio of 0.28 - heavy call buying (4,102 calls vs 1,163 puts). P/C ratio dropping 80% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.6%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 2862.7068.30$65.508.5%21.00--
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. 41 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 2862.7068.30$65.508.5%21.00--
$355.00Aug 2814.4019.40$16.9029.6%30.946
$347.50Aug 2821.3026.80$24.0522.9%20.902
$357.50Aug 2812.2017.60$14.9036.2%10.8113
$360.00Aug 2810.1015.00$12.5539.0%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Aug 2836.4042.40$39.4015.2%450.98--
$420.00Aug 2846.0052.20$49.1012.6%440.97--
$415.00Aug 2841.4047.20$44.3013.1%10.97--
$400.00Aug 2826.7032.00$29.3518.1%10.95--
$405.00Aug 2831.5037.40$34.4517.1%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 4.7K, top 820)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$392.50Aug 280.001.55$0.78198.7%8200.10815
$405.00Aug 280.000.65$0.33197.0%8190.04891
$390.00Sep 43.8010.10$6.9590.6%8150.3128
$377.50Sep 47.3013.50$10.4059.6%8070.43--
$400.00Aug 280.050.50$0.28160.7%680.04144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 280.000.05$0.03166.7%2010.00--
$410.00Aug 2836.4042.40$39.4015.2%450.98--
$420.00Aug 2846.0052.20$49.1012.6%440.97--
$330.00Sep 42.003.40$2.7051.9%310.1367
$380.00Oct 232.7039.00$35.8517.6%250.50--

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 32.2%, max 62.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Aug 28Sep 2596.3%66.9%43.9%51256
$382.50Aug 28Sep 1896.0%67.4%42.5%713
$365.00Aug 28Oct 289.4%65.3%36.9%1671
$370.00Aug 28Sep 1891.2%69.1%31.9%847
$375.00Aug 28Sep 1880.5%65.9%22.1%1943
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$357.50Aug 28Sep 18101.9%62.9%62.0%420
$360.00Aug 28Oct 293.9%65.3%43.8%1534
$380.00Aug 28Oct 296.3%68.6%40.3%3329
$362.50Aug 28Sep 1887.0%63.5%36.9%621
$365.00Aug 28Oct 289.4%65.3%36.9%814

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 1.95, avg 3.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$365.00$430.00Oct 2$22.05$42.95$22.0557%1.95$387.05
$410.00$420.00Sep 18$0.85$9.15$0.8528%10.76$410.85
$365.00$370.00Sep 18$1.40$3.60$1.4056%2.57$366.40
$340.00$365.00Sep 18$15.50$9.50$15.5074%0.61$355.50
$365.00$380.00Sep 25$6.75$8.25$6.7556%1.22$371.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$325.00Sep 11$1.07$13.93$1.0723%13.02$338.93
$357.50$352.50Aug 28$0.35$4.65$0.3525%13.29$357.15
$360.00$357.50Sep 4$0.20$2.30$0.2037%11.50$359.80
$325.00$320.00Sep 18$0.25$4.75$0.2519%19.00$324.75
$320.00$315.00Sep 25$0.25$4.75$0.2518%19.00$319.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 0.55, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$422.50$425.00Aug 28$2.00$2.00$0.5089%4.00$424.50
$400.00$415.00Sep 11$4.80$4.80$10.2070%0.47$404.80
$382.50$385.00Aug 28$1.60$1.60$0.9076%1.78$384.10
$407.50$410.00Aug 28$1.08$1.08$1.4291%0.76$408.58
$430.00$435.00Aug 28$0.83$0.83$4.1794%0.20$430.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$360.00$315.00Oct 2$16.00$16.00$29.0060%0.55$344.00
$340.00$305.00Oct 9$9.85$9.85$25.1569%0.39$330.15
$325.00$305.00Sep 11$3.93$3.93$16.0783%0.24$321.07
$355.00$330.00Sep 25$9.25$9.25$15.7562%0.59$345.75
$327.50$325.00Aug 28$2.00$2.00$0.5089%4.00$325.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $9.83, cheapest $6.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Aug 28Sep 4$8.4589.4%60.4%
$370.00Aug 28Sep 4$8.7091.2%71.4%
$377.50Aug 28Sep 4$7.3583.5%63.9%
$375.00Aug 28Sep 11$13.3780.5%65.9%
$372.50Aug 28Sep 4$8.1278.6%64.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Aug 28Sep 4$6.3289.4%60.4%
$370.00Aug 28Sep 11$12.9091.2%67.0%
$362.50Aug 28Sep 18$16.0287.0%63.5%
$367.50Aug 28Sep 4$8.4372.5%63.9%
$355.00Sep 4Sep 18$8.6566.0%65.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 3.10% of stock, avg 8.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$367.50Aug 28$7.05$4.47$11.52$355.98$379.023.10%
$370.00Aug 28$6.60$6.05$12.65$357.35$382.653.40%
$365.00Aug 28$8.75$4.63$13.38$351.62$378.383.60%
$362.50Aug 28$11.10$3.53$14.63$347.87$377.133.93%
$380.00Aug 28$3.15$12.10$15.25$364.75$395.254.10%
$360.00Aug 28$12.55$3.18$15.73$344.27$375.734.23%
$385.00Aug 28$0.90$15.50$16.40$368.60$401.404.41%
$357.50Aug 28$14.90$2.95$17.85$339.65$375.354.80%
$387.50Aug 28$1.05$17.75$18.80$368.70$406.305.05%
$390.00Aug 28$1.35$19.40$20.75$369.25$410.755.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.46% of stock, avg 6.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$382.50$357.50Aug 28$2.50$2.95$5.45$352.05$387.95
$382.50$360.00Aug 28$2.50$3.18$5.68$354.32$388.18
$380.00$357.50Aug 28$3.15$2.95$6.10$351.40$386.10
$380.00$360.00Aug 28$3.15$3.18$6.33$353.67$386.33
$377.50$357.50Aug 28$3.05$2.95$6.00$351.50$383.50
$377.50$360.00Aug 28$3.05$3.18$6.23$353.77$383.73
$382.50$362.50Aug 28$2.50$3.53$6.03$356.47$388.53
$377.50$362.50Aug 28$3.05$3.53$6.58$355.92$384.08
$380.00$362.50Aug 28$3.15$3.53$6.68$355.82$386.68
$375.00$360.00Aug 28$3.68$3.18$6.86$353.14$381.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 1.30, avg credit $2.01)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/328430/435Aug 28$2.83$2.1783%1.30$324.67$432.83
315/318422/425Aug 28$2.32$0.1884%12.89$315.18$424.82
330/338422/425Aug 28$3.80$3.7075%1.03$333.70$426.30
310/312382/385Aug 28$2.25$0.2571%9.00$310.25$384.75
325/328395/400Aug 28$2.47$2.5380%0.98$325.03$397.47
310/312408/410Aug 28$1.73$0.7786%2.25$310.77$409.23
345/348408/410Aug 28$2.01$0.4975%4.10$345.49$409.51
350/352390/392Aug 28$2.19$0.3165%7.06$350.31$392.19
340/342382/385Aug 28$2.15$0.3564%6.14$340.35$384.65
360/362422/425Aug 28$2.35$0.1556%15.67$360.15$424.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 15.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$372.50$375.00$377.50Aug 28$0.22$2.2813%10.36
$382.50$385.00$387.50Sep 18$0.10$2.403%24.00
$425.00$427.50$430.00Aug 28$0.12$2.385%19.83
$370.00$375.00$380.00Sep 11$0.35$4.658%13.29
$385.00$387.50$390.00Aug 28$0.15$2.351%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$365.00$380.00$395.00Oct 2$0.90$14.1015%15.67
$305.00$310.00$315.00Oct 2$0.10$4.904%49.00
$357.50$360.00$362.50Aug 28$0.12$2.387%19.83
$350.00$352.50$355.00Sep 18$0.40$2.103%5.25
$360.00$380.00$400.00Sep 25$2.95$17.0522%5.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-3.50, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$365.001:2Sep 18-$10.50$14.50
$350.00$365.001:2Sep 4-$7.65$7.35
$385.00$405.001:2Sep 25-$6.75$13.25
$390.00$392.501:2Aug 28-$0.21$2.29
$415.00$420.001:2Aug 28-$0.17$4.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$385.001:2Sep 4-$3.50$21.50
$400.00$370.001:2Sep 18-$6.20$23.80
$355.00$330.001:2Sep 25-$0.95$24.05
$380.00$370.001:2Aug 28$0.00$10.00
$380.00$367.501:2Sep 4-$6.40$6.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.00%, avg 2.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$385.00Sep 25$18.600.453.5%5.00%8.48%17
$440.00Oct 2$7.800.2418.3%2.10%20.36%12
$380.00Sep 25$20.100.482.1%5.40%7.54%375
$430.00Oct 2$8.200.2715.6%2.20%17.78%124
$420.00Sep 25$8.800.2812.9%2.37%15.25%2--
$405.00Sep 25$11.000.348.8%2.96%11.81%13
$410.00Sep 25$9.600.3210.2%2.58%12.78%24
$400.00Sep 18$11.800.347.5%3.17%10.68%21226
$415.00Sep 25$8.700.2911.5%2.34%13.88%8--
$377.50Sep 18$18.100.481.5%4.86%6.33%11--

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 4,102
Total Puts 1,163
Put/Call Ratio 0.28
Net Difference 2,939

Prior's Put/Call Breakdown

Total Calls 907
Total Puts 1,311
Put/Call Ratio 1.45
Net Difference -404

Prior 7-Day Put/Call Summary

Total Calls 24,759
Total Puts 22,415
Average Put/Call Ratio 1.04
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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