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Teradyne Inc TER

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T20:02:45.659Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:35.763860437Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:02.355775+00:00

Share price$343.56
1D-1.0%
AH$332$336$340$344$3485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTER
Sold putSold callAH

Teradyne Inc options

Live interpolated TER call and put midpoint premiums by absolute delta.Teradyne Inc$1.48$6.52$11.57$16.62$21.66$320.24$331.25$342.25$353.26$364.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $343.56OPTION PRICELive TER spot · $343.56TER PRICE$2.02$2.43$3.57$3.43$4.55$5.27$5.90$6.68$7.63$9.53$10.41$13.73$14.28$2.47$3.13$3.73$4.63$5.64$6.64$7.65$8.76$10.34$12.40$13.80$15.08$20.21
PutsExpensive1.10×
CallsFair1.00×
SkewBearish+16.33 pp
Implied moveBearish±$13.54
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ360.12103.3%5.4%326.88117.7%5.6%
25Δ355.5493.0%4.2%330.67113.4%4.7%
30Δ354.59107.5%4.2%334.24105.9%3.8%
35Δ349.6182.1%2.8%336.86105.7%3.3%
40Δ348.0690.3%2.6%339.31106.2%2.9%
45Δ346.0488.9%2.3%341.74105.1%2.5%
50Δ343.9684.4%1.8%344.08102.9%2.1%
55Δ342.0782.0%1.5%346.37101.0%1.7%
60Δ340.2381.0%1.3%348.84102.6%1.5%
65Δ337.8887.9%1.1%351.62106.4%1.3%
70Δ336.1783.7%0.9%353.94103.0%1.0%
75Δ332.5296.4%0.8%356.1197.6%0.7%
80Δ331.1886.6%0.6%361.62112.0%0.6%

20Δ

Calls
Pseudo strike
360.12
IV
103.3%
B/E move
5.4%
Puts
Pseudo strike
326.88
IV
117.7%
B/E move
5.6%

25Δ

Calls
Pseudo strike
355.54
IV
93.0%
B/E move
4.2%
Puts
Pseudo strike
330.67
IV
113.4%
B/E move
4.7%

30Δ

Calls
Pseudo strike
354.59
IV
107.5%
B/E move
4.2%
Puts
Pseudo strike
334.24
IV
105.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
349.61
IV
82.1%
B/E move
2.8%
Puts
Pseudo strike
336.86
IV
105.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
348.06
IV
90.3%
B/E move
2.6%
Puts
Pseudo strike
339.31
IV
106.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
346.04
IV
88.9%
B/E move
2.3%
Puts
Pseudo strike
341.74
IV
105.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
343.96
IV
84.4%
B/E move
1.8%
Puts
Pseudo strike
344.08
IV
102.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
342.07
IV
82.0%
B/E move
1.5%
Puts
Pseudo strike
346.37
IV
101.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
340.23
IV
81.0%
B/E move
1.3%
Puts
Pseudo strike
348.84
IV
102.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
337.88
IV
87.9%
B/E move
1.1%
Puts
Pseudo strike
351.62
IV
106.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
336.17
IV
83.7%
B/E move
0.9%
Puts
Pseudo strike
353.94
IV
103.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
332.52
IV
96.4%
B/E move
0.8%
Puts
Pseudo strike
356.11
IV
97.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
331.18
IV
86.6%
B/E move
0.6%
Puts
Pseudo strike
361.62
IV
112.0%
B/E move
0.6%