Tour v528
TER
TERADYNE INC
$401.30 +0.73%
$402.07 (+0.19%)🌅
as of 09/29 04:08 AM
◀ 9/28 04:08 ▶

Option Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) 3,302
Calls: 1,891 (57%)
Puts: 1,411 (43%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 36,401
Calls: 22,650 (62%)
Puts: 13,751 (38%)
Prior 7-Day Average 5,200
Calls: 3,235 (62%)
Puts: 1,964 (38%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) $4.53M
Calls: $3.20M (71%)
Puts: $1.33M (29%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $54.31M
Calls: $38.01M (70%)
Puts: $16.30M (30%)
Prior 7-Day Average $7.76M
Calls: $5.43M (70%)
Puts: $2.33M (30%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.00
Prior (09/25) 0.75
Current vs Prior +34.02%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +32.67%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 22,256
Calls: 9,557 (43%)
Puts: 12,699 (57%)
Prior (09/25) 25,953
Calls: 11,671 (45%)
Puts: 14,282 (55%)
Current vs Prior -14.24%
Prior 7-Day Total 200,762
Calls: 77,348 (39%)
Puts: 123,414 (61%)
Prior 7-Day Average 28,680
Calls: 11,049 (39%)
Puts: 17,630 (61%)
Current vs Prior 7-Day Avg -22.40%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 6.29% | 9.44%11.72% | 23.45%
Prior 7.07% | 9.73%12.41% | 23.63%
Current vs Prior -10.95% | -2.91%-5.55% | -0.78%
Prior 7-Day Avg 5.68% | 9.06%8.74% | 19.75%
Current vs 7-Day Avg +10.68% | +4.19%+34.08% | +18.71%
Prior 7-Day Eod 7.07% | 9.73%12.41% | 23.63%
Current vs 7-Day Eod -10.95% | -2.91%-5.55% | -0.78%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Prior 50.39% | 35.31%
Calls: 47.24% | 33.33%
Puts: 53.54% | 37.29%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.56% | 28.53%
Calls: 39.03% | 27.10%
Puts: 44.09% | 29.96%
Current vs 7-Day Avg +21.25% | +23.76%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. P/C ratio rising 34% - increased hedging/bearish positioning.

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

No options available for this category

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. 14 found (avg delta 0.62, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 229.9036.30$33.1019.3%--0.84138
$375.00Oct 225.7031.20$28.4519.3%--0.8314
$385.00Oct 219.7025.10$22.4024.1%--0.7082
$385.00Oct 923.2030.30$26.7526.5%--0.6513
$380.00Oct 2335.2040.60$37.9014.2%--0.6511
PUTS (0)
No puts meet the criteria

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

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 13.8%, max 20.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$405.00Oct 2Oct 2379.9%66.4%20.4%--63
$410.00Oct 2Oct 2383.4%69.4%20.1%--871
$420.00Oct 2Oct 2382.3%68.6%20.1%--111
$400.00Oct 2Oct 2375.4%65.1%15.8%--909
$385.00Oct 2Oct 978.6%69.6%12.9%--95
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$400.00Oct 2Oct 1675.4%62.6%20.4%--300

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 1.03, avg 6.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$380.00$400.00Oct 23$9.85$10.15$9.8565%1.03$389.85
$435.00$450.00Oct 16$1.80$13.20$1.8029%7.33$436.80
$375.00$385.00Oct 2$6.05$3.95$6.0583%0.65$381.05
$420.00$430.00Oct 16$1.75$8.25$1.7538%4.71$421.75
$405.00$410.00Oct 23$0.85$4.15$0.8550%4.88$405.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$330.00Oct 9$0.17$9.83$0.178%57.82$339.83
$400.00$390.00Oct 2$3.90$6.10$3.9048%1.56$396.10
$340.00$335.00Oct 16$0.42$4.58$0.4212%10.90$339.58
$355.00$352.50Oct 2$0.15$2.35$0.156%15.67$354.85
$360.00$355.00Oct 2$0.34$4.66$0.348%13.71$359.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.51, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$415.00Oct 2$3.15$3.15$1.8559%1.70$413.15
$420.00$425.00Oct 2$2.30$2.30$2.7070%0.85$422.30
$430.00$435.00Oct 16$2.55$2.55$2.4566%1.04$432.55
$410.00$420.00Oct 16$5.05$5.05$4.9554%1.02$415.05
$450.00$455.00Oct 2$1.10$1.10$3.9088%0.28$451.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$340.00Oct 23$18.55$18.55$36.4556%0.51$376.45
$400.00$350.00Oct 16$17.05$17.05$32.9553%0.52$382.95
$385.00$382.50Oct 2$2.25$2.25$0.2570%9.00$382.75
$340.00$330.00Oct 30$2.85$2.85$7.1580%0.40$337.15
$380.00$375.00Oct 2$1.95$1.95$3.0576%0.64$378.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.20, cheapest $7.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Oct 2Oct 16$7.5582.3%62.3%
$410.00Oct 2Oct 9$4.1583.4%64.6%
$405.00Oct 2Oct 23$14.1579.9%66.4%
$400.00Oct 2Oct 9$6.5575.4%65.8%
$395.00Oct 2Oct 9$6.8071.6%67.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Oct 2Oct 16$10.0075.4%62.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 6.04% of stock, avg 8.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Oct 2$12.00$12.25$24.25$375.75$424.256.04%
$390.00Oct 2$18.70$8.35$27.05$362.95$417.056.74%
$385.00Oct 2$22.40$6.50$28.90$356.10$413.907.20%
$375.00Oct 2$28.45$2.90$31.35$343.65$406.357.81%
$370.00Oct 2$33.10$3.18$36.28$333.72$406.289.04%
$400.00Oct 16$22.70$22.25$44.95$355.05$444.9511.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 2.06% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$425.00$382.50Oct 2$4.00$4.25$8.25$374.25$433.25
$425.00$380.00Oct 2$4.00$4.85$8.85$371.15$433.85
$435.00$330.00Oct 9$6.50$1.53$8.03$321.97$443.03
$435.00$340.00Oct 9$6.50$1.70$8.20$331.80$443.20
$435.00$355.00Oct 9$6.50$3.05$9.55$345.45$444.55
$420.00$382.50Oct 2$6.30$4.25$10.55$371.95$430.55
$425.00$385.00Oct 2$4.00$6.50$10.50$374.50$435.50
$420.00$380.00Oct 2$6.30$4.85$11.15$368.85$431.15
$415.00$382.50Oct 2$6.55$4.25$10.80$371.70$425.80
$450.00$330.00Oct 16$7.75$2.45$10.20$319.80$460.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 10.11, avg credit $2.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
382/385420/425Oct 2$4.55$0.4540%10.11$380.45$424.55
375/380420/425Oct 2$4.25$0.7545%5.67$375.75$424.25
382/385450/455Oct 2$3.35$1.6558%2.03$381.65$453.35
375/380450/455Oct 2$3.05$1.9563%1.56$376.95$453.05
330/335430/435Oct 16$3.33$1.6756%1.99$331.67$433.33
382/385425/430Oct 2$3.55$1.4547%2.45$381.45$428.55
375/380425/430Oct 2$3.25$1.7552%1.86$376.75$428.25
340/345420/425Oct 2$2.61$2.3964%1.09$342.39$422.61
330/335420/425Oct 2$2.43$2.5768%0.95$332.57$422.43
360/362420/425Oct 2$2.78$2.2259%1.25$359.72$422.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 21.73, cheapest $0.22)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$420.00$425.00$430.00Oct 2$1.00$4.0013%4.00
$400.00$405.00$410.00Oct 23$1.90$3.105%1.63
$410.00$420.00$430.00Oct 16$3.30$6.7012%2.03
$410.00$415.00$420.00Oct 2$2.90$2.1011%0.72
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Oct 2$0.22$4.783%21.73
$370.00$375.00$380.00Oct 2$2.23$2.778%1.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-4.05, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$410.00$425.001:2Oct 9-$4.05$10.95
$450.00$455.001:2Oct 2-$0.05$4.95
$440.00$450.001:2Oct 2-$1.50$8.50
$420.00$425.001:2Oct 2-$1.70$3.30
$425.00$430.001:2Oct 2-$1.40$3.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$340.001:2Oct 9-$0.35$14.65
$370.00$362.501:2Oct 2-$0.32$7.18
$380.00$375.001:2Oct 2-$0.95$4.05
$345.00$340.001:2Oct 2-$0.26$4.74
$335.00$330.001:2Oct 2-$0.22$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.99%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$450.00Oct 30$16.000.3412.1%3.99%16.12%--10
$410.00Oct 23$22.700.482.2%5.66%7.82%--15
$425.00Oct 23$16.400.405.9%4.09%9.99%--31
$405.00Oct 23$23.200.500.9%5.78%6.70%--42
$420.00Oct 23$16.400.424.7%4.09%8.75%--25
$410.00Oct 16$17.600.462.2%4.39%6.55%--174
$430.00Oct 16$11.000.347.2%2.74%9.89%--294
$450.00Oct 16$6.900.2412.1%1.72%13.85%--342
$420.00Oct 16$11.200.394.7%2.79%7.45%--254
$470.00Oct 23$3.800.2117.1%0.95%18.07%--54

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 1,891
Total Puts 1,411
Put/Call Ratio 0.75
Net Difference 480

Prior 7-Day Put/Call Summary

Total Calls 22,650
Total Puts 13,751
Average Put/Call Ratio 0.75
Ratio Trend Rising

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