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Teradyne Inc TER

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-20T06:03:06.535Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:58:39.894025176Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:03:05.792575+00:00

Share price$335.45
1D-1.6%
AH$333$337$341$345$3495:30 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$5.00$26.39$47.78$69.18$90.57$238.43$297.44$356.44$415.45$474.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TER spot · $335.45TER PRICE$7.31$9.83$12.92$16.03$19.03$22.57$26.72$30.88$35.25$41.20$47.53$54.48$62.86$9.25$12.63$15.98$19.84$24.14$28.37$34.72$39.04$45.41$53.79$59.91$73.87$84.40
PutsExpensive1.18×
CallsExpensive1.22×
SkewBullish-2.94 pp
Implied moveBearish±$61.44
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ412.9673.8%25.3%286.5675.6%17.3%
25Δ399.2174.8%21.9%296.7076.9%15.3%
30Δ388.8577.7%19.8%307.1375.9%13.2%
35Δ377.4278.6%17.3%316.7275.9%11.5%
40Δ365.4877.3%14.6%326.1175.8%10.0%
45Δ355.2077.5%12.6%335.3374.6%8.5%
50Δ345.5278.6%11.0%345.1176.8%7.5%
55Δ335.6878.3%9.3%353.9674.1%6.1%
60Δ326.0677.6%7.7%363.7973.9%5.1%
65Δ316.2179.4%6.5%375.0775.1%4.2%
70Δ305.9580.3%5.4%384.4872.4%3.2%
75Δ295.2680.7%4.3%400.6776.1%2.6%
80Δ283.5281.3%3.3%413.8574.5%1.8%

20Δ

Calls
Pseudo strike
412.96
IV
73.8%
B/E move
25.3%
Puts
Pseudo strike
286.56
IV
75.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
399.21
IV
74.8%
B/E move
21.9%
Puts
Pseudo strike
296.70
IV
76.9%
B/E move
15.3%

30Δ

Calls
Pseudo strike
388.85
IV
77.7%
B/E move
19.8%
Puts
Pseudo strike
307.13
IV
75.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
377.42
IV
78.6%
B/E move
17.3%
Puts
Pseudo strike
316.72
IV
75.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
365.48
IV
77.3%
B/E move
14.6%
Puts
Pseudo strike
326.11
IV
75.8%
B/E move
10.0%

45Δ

Calls
Pseudo strike
355.20
IV
77.5%
B/E move
12.6%
Puts
Pseudo strike
335.33
IV
74.6%
B/E move
8.5%

50Δ

Calls
Pseudo strike
345.52
IV
78.6%
B/E move
11.0%
Puts
Pseudo strike
345.11
IV
76.8%
B/E move
7.5%

55Δ

Calls
Pseudo strike
335.68
IV
78.3%
B/E move
9.3%
Puts
Pseudo strike
353.96
IV
74.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
326.06
IV
77.6%
B/E move
7.7%
Puts
Pseudo strike
363.79
IV
73.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
316.21
IV
79.4%
B/E move
6.5%
Puts
Pseudo strike
375.07
IV
75.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
305.95
IV
80.3%
B/E move
5.4%
Puts
Pseudo strike
384.48
IV
72.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
295.26
IV
80.7%
B/E move
4.3%
Puts
Pseudo strike
400.67
IV
76.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
283.52
IV
81.3%
B/E move
3.3%
Puts
Pseudo strike
413.85
IV
74.5%
B/E move
1.8%

Options history

TER76.4076.4876.562026-10-19T19:49:55.284000+00:00: 76.48%Oct 19Oct 19
Table
ObservationIVSkewImplied move
76.48%2.19 pp18.32%