Tour v526
TER
TERADYNE INC
$349.83 -1.45%
$349.70 (-0.04%)🌙
as of 08/31 07:06 PM
8/31 19:06

Option Volume

Detail
Current (08/31) 3,591
Calls: 1,840 (51%)
Puts: 1,751 (49%)
Prior (08/28) 4,803
Calls: 2,061 (43%)
Puts: 2,742 (57%)
Current vs Prior -25.23%
Calls: -10.72% (Calls)
Puts: -36.14% (Puts)
Prior 7-Day Total 36,049
Calls: 20,206 (56%)
Puts: 15,843 (44%)
Prior 7-Day Average 5,149
Calls: 2,886 (56%)
Puts: 2,263 (44%)
Current vs Prior 7-Day Avg -30.27%
Calls: -36.26%
Puts: -22.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $6.72M
Calls: $4.16M (62%)
Puts: $2.56M (38%)
Prior (08/28) $4.95M
Calls: $2.05M (41%)
Puts: $2.90M (59%)
Current vs Prior +35.64%
Calls: +102.39%
Puts: -11.62%
Prior 7-Day Total $42.65M
Calls: $21.83M (51%)
Puts: $20.82M (49%)
Prior 7-Day Average $6.09M
Calls: $3.12M (51%)
Puts: $2.97M (49%)
Current vs Prior 7-Day Avg +10.31%
Calls: +33.31%
Puts: -13.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.95
Prior (08/28) 1.33
Current vs Prior -28.47%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -3.89%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/31) 28,488
Calls: 12,449 (44%)
Puts: 16,039 (56%)
Prior (08/28) 28,296
Calls: 11,837 (42%)
Puts: 16,459 (58%)
Current vs Prior +0.68%
Prior 7-Day Total 211,547
Calls: 95,967 (45%)
Puts: 115,580 (55%)
Prior 7-Day Average 30,221
Calls: 13,709 (45%)
Puts: 16,511 (55%)
Current vs Prior 7-Day Avg -5.73%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 6.49% | 8.40%10.75% | 18.89%
Prior 7.24% | 9.76%12.02% | 20.09%
Current vs Prior -10.38% | -13.90%-10.55% | -5.93%
Prior 7-Day Avg 5.60% | 9.56%9.23% | 19.51%
Current vs 7-Day Avg +15.92% | -12.05%+16.40% | -3.14%
Prior 7-Day Eod 7.24% | 9.76%12.02% | 20.09%
Current vs 7-Day Eod -10.38% | -13.90%-10.55% | -5.93%
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 62% call dollar volume ($4.16M). P/C ratio dropping 28% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 8.9%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 448.1052.50$50.308.7%10.96--
$415.00Sep 462.0067.80$64.908.9%11.00--
$405.00Sep 2558.6064.20$61.409.1%30.80--

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. 54 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 418.6026.30$22.4534.3%30.80--
$320.00Sep 1833.2040.80$37.0020.5%20.7554
$335.00Sep 416.1020.80$18.4525.5%30.73--
$340.00Sep 414.1017.80$15.9523.2%10.706
$342.50Sep 412.7015.30$14.0018.6%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Sep 462.0067.80$64.908.9%11.00--
$400.00Sep 448.1052.50$50.308.7%10.96--
$397.50Sep 445.7051.20$48.4511.4%10.95--
$390.00Sep 438.7044.60$41.6514.2%10.93--
$385.00Sep 434.1039.50$36.8014.7%40.92--

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 1.9K, top 214)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Sep 44.607.00$5.8041.4%460.368
$370.00Sep 187.7015.10$11.4064.9%440.3785
$377.50Sep 185.0013.00$9.0088.9%400.312
$390.00Sep 40.001.80$0.90200.0%360.08831
$400.00Sep 40.250.55$0.4075.0%300.0462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Sep 42.956.20$4.5871.0%2140.2775
$347.50Sep 45.6011.60$8.6069.8%920.446
$320.00Sep 40.901.95$1.4373.4%800.1148
$345.00Sep 45.008.40$6.7050.7%720.4039
$350.00Sep 49.0011.70$10.3526.1%650.4879

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 12.5%, max 26.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Sep 4Oct 973.5%62.4%17.9%2433
$365.00Sep 4Oct 264.3%60.4%6.5%1418
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Sep 4Sep 2574.5%58.8%26.6%21787
$330.00Sep 4Oct 272.4%60.1%20.4%9123
$350.00Sep 4Sep 2573.0%61.8%18.2%7179
$325.00Sep 4Sep 1172.9%62.0%17.6%2358
$347.50Sep 4Sep 1869.4%59.6%16.3%9411

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 1.38, avg 3.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$375.00Oct 9$14.70$20.30$14.7060%1.38$354.70
$320.00$342.50Sep 18$13.35$9.15$13.3575%0.69$333.35
$380.00$390.00Sep 18$0.85$9.15$0.8527%10.76$380.85
$370.00$390.00Oct 2$5.35$14.65$5.3541%2.74$375.35
$400.00$410.00Oct 9$1.35$8.65$1.3528%6.41$401.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Sep 25$0.20$4.80$0.2036%24.00$334.80
$377.50$375.00Sep 11$0.90$1.60$0.9072%1.78$376.60
$355.00$352.50Sep 18$0.30$2.20$0.3052%7.33$354.70
$320.00$315.00Sep 25$0.30$4.70$0.3026%15.67$319.70
$392.50$390.00Sep 4$1.45$1.05$1.4588%0.72$391.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 0.71, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$377.50$380.00Sep 11$2.30$2.30$0.2071%11.50$379.80
$370.00$375.00Sep 18$3.25$3.25$1.7563%1.86$373.25
$367.50$370.00Sep 4$2.10$2.10$0.4072%5.25$369.60
$377.50$380.00Sep 18$2.10$2.10$0.4069%5.25$379.60
$395.00$400.00Sep 25$2.20$2.20$2.8075%0.79$397.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$310.00Sep 18$4.15$4.15$5.8575%0.71$315.85
$310.00$300.00Sep 25$3.35$3.35$6.6579%0.50$306.65
$330.00$320.00Sep 25$4.65$4.65$5.3566%0.87$325.35
$295.00$285.00Oct 2$2.85$2.85$7.1584%0.40$292.15
$315.00$290.00Oct 9$5.95$5.95$19.0574%0.31$309.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $5.35, cheapest $3.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Sep 4Sep 11$3.5073.0%56.7%
$362.50Sep 4Sep 11$4.5067.8%60.0%
$360.00Sep 4Sep 11$4.8567.1%60.5%
$355.00Sep 4Sep 11$5.1068.0%61.4%
$357.50Sep 4Sep 11$4.8765.5%59.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Sep 4Sep 11$3.0073.0%56.7%
$355.00Sep 4Sep 11$4.3068.0%61.4%
$360.00Sep 4Sep 11$4.8067.1%60.5%
$357.50Sep 4Sep 11$4.7065.5%59.4%
$347.50Sep 4Sep 11$5.2569.4%63.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 5.47% of stock, avg 9.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$352.50Sep 4$7.45$11.70$19.15$333.35$371.655.47%
$345.00Sep 4$12.65$6.70$19.35$325.65$364.355.53%
$342.50Sep 4$14.00$5.53$19.53$322.97$362.035.58%
$340.00Sep 4$15.95$4.20$20.15$319.85$360.155.76%
$357.50Sep 4$6.48$14.00$20.48$337.02$377.985.85%
$355.00Sep 4$7.80$13.00$20.80$334.20$375.805.95%
$350.00Sep 4$10.95$10.35$21.30$328.70$371.306.09%
$360.00Sep 4$5.80$16.00$21.80$338.20$381.806.23%
$335.00Sep 4$18.45$4.58$23.03$311.97$358.036.58%
$365.00Sep 4$3.95$19.45$23.40$341.60$388.406.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.66% of stock, avg 7.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$362.50$340.00Sep 4$5.10$4.20$9.30$330.70$371.80
$360.00$340.00Sep 4$5.80$4.20$10.00$330.00$370.00
$362.50$342.50Sep 4$5.10$5.53$10.63$331.87$373.13
$360.00$342.50Sep 4$5.80$5.53$11.33$331.17$371.33
$357.50$340.00Sep 4$6.48$4.20$10.68$329.32$368.18
$357.50$342.50Sep 4$6.48$5.53$12.01$330.49$369.51
$362.50$345.00Sep 4$5.10$6.70$11.80$333.20$374.30
$360.00$345.00Sep 4$5.80$6.70$12.50$332.50$372.50
$357.50$345.00Sep 4$6.48$6.70$13.18$331.82$370.68
$355.00$340.00Sep 4$7.80$4.20$12.00$328.00$367.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 98 found (best R:R 1.78, avg credit $2.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/320400/410Sep 18$6.40$3.6055%1.78$313.60$406.40
310/315395/400Sep 25$4.25$0.7551%5.67$310.75$399.25
308/310372/375Sep 11$2.35$0.1558%15.67$307.65$374.85
320/325372/375Sep 4$3.20$1.8061%1.78$321.80$375.70
312/315372/375Sep 11$2.38$0.1254%19.83$312.62$374.88
315/318362/365Sep 4$2.35$0.1555%15.67$315.15$364.85
328/330368/370Sep 4$2.25$0.2552%9.00$327.75$369.75
308/310370/372Sep 11$2.19$0.3154%7.06$307.81$372.19
320/330395/400Sep 25$6.85$3.1542%2.17$323.15$401.85
322/325370/372Sep 11$2.39$0.1145%21.73$322.61$372.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$365.00$370.00Oct 2$0.05$4.956%99.00
$360.00$362.50$365.00Sep 11$0.20$2.305%11.50
$390.00$395.00$400.00Sep 11$0.42$4.584%10.90
$397.50$400.00$402.50Sep 4$0.38$2.121%5.58
$357.50$360.00$362.50Sep 18$0.50$2.004%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Sep 18$0.60$9.4013%15.67
$335.00$340.00$345.00Sep 18$0.15$4.858%32.33
$330.00$335.00$340.00Sep 18$0.20$4.808%24.00
$325.00$327.50$330.00Sep 11$0.29$2.215%7.62
$330.00$332.50$335.00Sep 4$0.37$2.137%5.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-7.70, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$375.001:2Oct 9-$3.55$31.45
$320.00$342.501:2Sep 18-$10.30$12.20
$370.00$390.001:2Oct 2-$6.10$13.90
$400.00$410.001:2Sep 18-$1.00$9.00
$367.50$370.001:2Sep 4-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$405.00$377.501:2Sep 11-$7.70$19.80
$315.00$290.001:2Oct 9-$0.60$24.40
$377.50$365.001:2Sep 4-$9.50$3.00
$310.00$300.001:2Sep 25-$0.65$9.35
$295.00$285.001:2Oct 2-$0.60$9.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 4.06%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Oct 9$14.200.388.6%4.06%12.68%2--
$375.00Oct 9$14.600.407.2%4.17%11.37%2--
$415.00Oct 9$7.700.2418.6%2.20%20.83%1--
$395.00Oct 9$9.300.3112.9%2.66%15.57%12--
$350.00Oct 2$23.100.540.1%6.60%6.65%1--
$365.00Oct 2$15.000.444.3%4.29%8.62%33
$360.00Oct 2$16.800.472.9%4.80%7.71%2--
$410.00Oct 9$6.400.2517.2%1.83%19.03%1--
$370.00Oct 2$13.100.415.8%3.74%9.51%34
$400.00Oct 9$7.100.2814.3%2.03%16.37%2--

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 1,840
Total Puts 1,751
Put/Call Ratio 0.95
Net Difference 89

Prior's Put/Call Breakdown

Total Calls 2,061
Total Puts 2,742
Put/Call Ratio 1.33
Net Difference -681

Prior 7-Day Put/Call Summary

Total Calls 20,206
Total Puts 15,843
Average Put/Call Ratio 0.99
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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