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Teradyne, Inc. Common Stock TER

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-06T22:19:50.155Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:15:08.86604896Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-02T05:47:39.287009+00:00

NewsAlpha Vantage · collected 2026-11-06T06:34:42.176252+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T06:34:03.928488+00:00

Share price$219.30
1D-3.6%
AH$211$217$223$229$2355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTER
Sold putSold callAH

Teradyne, Inc. Common Stock options

Live interpolated TER call and put midpoint premiums by absolute delta.Teradyne, Inc. Common Stock$1.71$12.00$22.29$32.58$42.87$170.57$201.41$232.25$263.10$293.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TER spot · $219.30TER PRICE$2.82$4.17$4.55$5.94$6.76$8.60$10.58$11.15$13.86$15.92$17.61$19.66$22.29$3.99$5.16$6.93$8.44$10.35$13.12$14.71$17.40$19.92$23.05$27.24$39.90
Puts——
CallsCheap0.92×
Skew——
Implied moveBearish±$25.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ244.9287.9%13.0%195.86107.6%12.5%
25Δ242.7198.0%12.6%201.19104.7%10.6%
30Δ234.7083.3%9.1%204.95110.3%9.7%
35Δ231.8788.7%8.4%209.53108.1%8.3%
40Δ227.4883.3%6.8%213.69109.0%7.3%
45Δ224.6089.6%6.3%217.86115.3%6.6%
50Δ221.4094.7%5.8%222.01110.0%5.5%
55Δ217.7685.2%4.4%226.38111.1%4.7%
60Δ214.2492.3%4.0%230.69109.4%3.9%
65Δ210.6292.1%3.3%235.32109.2%3.2%
70Δ207.3388.7%2.6%240.77111.2%2.6%
75Δ203.9686.1%2.0%
80Δ200.2084.7%1.5%255.63119.2%1.6%

20Δ

Calls
Pseudo strike
244.92
IV
87.9%
B/E move
13.0%
Puts
Pseudo strike
195.86
IV
107.6%
B/E move
12.5%

25Δ

Calls
Pseudo strike
242.71
IV
98.0%
B/E move
12.6%
Puts
Pseudo strike
201.19
IV
104.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
234.70
IV
83.3%
B/E move
9.1%
Puts
Pseudo strike
204.95
IV
110.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
231.87
IV
88.7%
B/E move
8.4%
Puts
Pseudo strike
209.53
IV
108.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
227.48
IV
83.3%
B/E move
6.8%
Puts
Pseudo strike
213.69
IV
109.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
224.60
IV
89.6%
B/E move
6.3%
Puts
Pseudo strike
217.86
IV
115.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
221.40
IV
94.7%
B/E move
5.8%
Puts
Pseudo strike
222.01
IV
110.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
217.76
IV
85.2%
B/E move
4.4%
Puts
Pseudo strike
226.38
IV
111.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
214.24
IV
92.3%
B/E move
4.0%
Puts
Pseudo strike
230.69
IV
109.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
210.62
IV
92.1%
B/E move
3.3%
Puts
Pseudo strike
235.32
IV
109.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
207.33
IV
88.7%
B/E move
2.6%
Puts
Pseudo strike
240.77
IV
111.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
203.96
IV
86.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
200.20
IV
84.7%
B/E move
1.5%
Puts
Pseudo strike
255.63
IV
119.2%
B/E move
1.6%

Options history

IV · four-Friday blend79.85%
Daily close
TER57.8%80.3%102.8%2026-08-10: 79.78%2026-08-11: 76.50%2026-08-12: 77.66%2026-08-13: 74.73%2026-08-14: 68.18%2026-08-17: 73.08%2026-08-18: 75.97%2026-08-19: 77.34%2026-08-20: 73.61%2026-08-21: 70.22%2026-08-24: 73.37%2026-08-25: 72.17%2026-08-26: 70.50%2026-08-27: 67.79%2026-08-28: 61.46%2026-08-31: 63.81%2026-09-01: 63.66%2026-09-02: 64.14%2026-09-03: 63.99%2026-09-04: 61.65%2026-09-08: 69.68%2026-09-09: 72.34%2026-09-10: 69.30%2026-09-11: 62.10%2026-09-14: 67.73%2026-09-15: 66.09%2026-09-16: 66.63%2026-09-17: 62.69%2026-09-18: 60.93%2026-09-21: 66.90%2026-09-22: 64.68%2026-09-23: 68.23%2026-09-24: 63.06%2026-09-25: 61.80%2026-09-28: 68.41%2026-09-29: 65.59%2026-09-30: 67.80%2026-10-01: 66.01%2026-10-02: 66.37%2026-10-05: 65.88%2026-10-06: 65.61%2026-10-07: 65.20%2026-10-08: 72.61%2026-10-09: 69.16%2026-10-12: 74.71%2026-10-13: 75.31%2026-10-14: 81.23%2026-10-15: 84.22%2026-10-16: 82.23%2026-10-19: 85.29%2026-10-20: 88.29%2026-10-21: 90.23%2026-10-22: 95.14%2026-10-23: 93.30%2026-10-26: 99.18%2026-10-27: 99.67%2026-10-28: 75.48%2026-10-29: 70.19%2026-10-30: 71.06%2026-11-03: 79.85%Aug 10Sep 21Nov 3
60 observations2026-08-10 — 2026-11-03
Table
DateIV (%)
79.78%
76.50%
77.66%
74.73%
68.18%
73.08%
75.97%
77.34%
73.61%
70.22%
73.37%
72.17%
70.50%
67.79%
61.46%
63.81%
63.66%
64.14%
63.99%
61.65%
69.68%
72.34%
69.30%
62.10%
67.73%
66.09%
66.63%
62.69%
60.93%
66.90%
64.68%
68.23%
63.06%
61.80%
68.41%
65.59%
67.80%
66.01%
66.37%
65.88%
65.61%
65.20%
72.61%
69.16%
74.71%
75.31%
81.23%
84.22%
82.23%
85.29%
88.29%
90.23%
95.14%
93.30%
99.18%
99.67%
75.48%
70.19%
71.06%
79.85%

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