TER Gamma Exposure, IV Rank & Implied Volatility
Teradyne Inc. (TER) options data — GEX, IV rank, options chain & Greeks
TER options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 38.6 (the value shown here is illustrative) would mean implied volatility is in roughly the 38.6th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live TER IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real TER IV history on the live platform →
Comprehensive options market data for Teradyne Inc.
TER Options at a Glance
What's Covered in This Guide
1 About Teradyne Inc. (TER)
Teradyne provides automatic test equipment for semiconductors, wireless, and industrial automation markets, including collaborative robots through its Universal Robots division.
Company Profile
Key Dates
Teradyne Inc. operates in the Technology sector.
2 TER Options Market Overview
TER options provide good liquidity for options traders.
Liquidity Assessment: Good
TER options are available for trading across multiple expirations.
3 TER Implied Volatility & IV Rank
TER implied volatility reflects semiconductor cyclicality and supply chain dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short TER options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
TER IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
TER Gamma Exposure (GEX)
Gamma Exposure analysis for TER reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: TER tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common TER Options Strategies
These are strategies commonly used by traders on TER options, based on typical market characteristics. This is not investment advice.
Popular for TER shareholders seeking additional income.
Defined-risk directional exposure on TER.
Range-bound strategy for TER between events.
Key Considerations for TER Options
- TER options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: TER Options
What is TER's typical implied volatility?
TER implied volatility typically ranges from 22% - 50%.
Does TER have weekly options?
TER offers weekly options.
What is TER's options trading profile?
TER (Teradyne Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does TER implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on TER?
Popular strategies on TER options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is TER's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TER's intraday price action. TER tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live TER GEX levels and the gamma-flip point on ApexVol.
What is TER's IV rank?
TER's IV rank shows where TER's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. TER implied volatility typically ranges from 22% - 50%. Check TER's live IV rank and percentile on ApexVol's IV analytics.
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