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Teradyne Inc TER

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-15T20:33:41.410Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:39.417548919Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:40.629525+00:00

Share price$344.80
1D-0.6%
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$1.23$7.70$14.17$20.64$27.11$319.43$330.94$342.45$353.97$365.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $344.80OPTION PRICELive TER spot · $344.80TER PRICE$1.93$2.35$3.43$3.54$4.07$5.03$5.47$6.09$6.80$7.62$9.37$11.22$13.06$2.61$3.23$3.93$4.95$6.04$7.12$8.27$9.70$11.87$13.67$15.19$20.51$25.24
PutsExpensive1.22×
CallsCheap0.90×
SkewBearish+35.42 pp
Implied moveBearish±$13.74
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ360.5299.0%5.1%327.16124.4%5.9%
25Δ356.4890.1%4.1%331.52116.5%4.8%
30Δ355.39103.0%4.1%335.07110.8%4.0%
35Δ351.2585.6%2.9%337.68112.6%3.5%
40Δ348.7279.8%2.3%340.28113.4%3.1%
45Δ347.1384.4%2.1%342.89112.1%2.6%
50Δ345.1477.9%1.7%345.41110.5%2.2%
55Δ343.4574.4%1.4%347.97111.0%1.9%
60Δ341.8371.6%1.1%350.90116.8%1.7%
65Δ340.2569.7%0.9%353.69116.6%1.4%
70Δ338.0874.4%0.8%356.27112.4%1.1%
75Δ335.7476.7%0.6%361.96130.5%1.0%
80Δ333.3977.7%0.5%367.41137.4%0.8%

20Δ

Calls
Pseudo strike
360.52
IV
99.0%
B/E move
5.1%
Puts
Pseudo strike
327.16
IV
124.4%
B/E move
5.9%

25Δ

Calls
Pseudo strike
356.48
IV
90.1%
B/E move
4.1%
Puts
Pseudo strike
331.52
IV
116.5%
B/E move
4.8%

30Δ

Calls
Pseudo strike
355.39
IV
103.0%
B/E move
4.1%
Puts
Pseudo strike
335.07
IV
110.8%
B/E move
4.0%

35Δ

Calls
Pseudo strike
351.25
IV
85.6%
B/E move
2.9%
Puts
Pseudo strike
337.68
IV
112.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
348.72
IV
79.8%
B/E move
2.3%
Puts
Pseudo strike
340.28
IV
113.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
347.13
IV
84.4%
B/E move
2.1%
Puts
Pseudo strike
342.89
IV
112.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
345.14
IV
77.9%
B/E move
1.7%
Puts
Pseudo strike
345.41
IV
110.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
343.45
IV
74.4%
B/E move
1.4%
Puts
Pseudo strike
347.97
IV
111.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
341.83
IV
71.6%
B/E move
1.1%
Puts
Pseudo strike
350.90
IV
116.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
340.25
IV
69.7%
B/E move
0.9%
Puts
Pseudo strike
353.69
IV
116.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
338.08
IV
74.4%
B/E move
0.8%
Puts
Pseudo strike
356.27
IV
112.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
335.74
IV
76.7%
B/E move
0.6%
Puts
Pseudo strike
361.96
IV
130.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
333.39
IV
77.7%
B/E move
0.5%
Puts
Pseudo strike
367.41
IV
137.4%
B/E move
0.8%