TER · Expected Move

Teradyne, Inc. Common Stock

The expected move for TER is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

TER straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current TER Expected Move
30-Day Straddle
$58.30
7-Day Straddle
$41.90
30-Day ATM IV
82.5%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to TER's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TER Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $58.30 $41.90 82.5% 38%
20261021 $60.35 $44.80 76.6% 28%
20261020 $60.85 $45.80 79.0% 32%
20261019 $59.40 $20.05 76.7% 28%
20261016 $56.75 $25.70 78.2% 31%
20261015 $61.05 $27.35 78.3% 31%
20261014 $65.75 $29.20 80.1% 34%
20261013 $67.20 $31.90 76.9% 28%
20261012 $67.95 $21.50 76.5% 28%
20261009 $68.50 $27.55 74.9% 25%
20261008 $69.35 $31.85 76.8% 28%
20261007 $70.35 $30.15 75.5% 26%
20261006 $75.25 $33.35 75.7% 26%
20261005 $79.85 $22.25 76.7% 28%
20261002 $78.20 $28.60 78.7% 32%
20261001 $71.60 $31.05 77.0% 29%
20260930 $70.90 $32.00 77.8% 30%
20260929 $72.25 $34.70 76.2% 27%
20260928 $72.10 $24.25 74.2% 24%
20260925 $57.35 $26.65 68.6% 14%
20260924 $57.75 $27.35 67.5% 12%
20260923 $57.60 $32.45 64.7% 7%
20260922 $61.05 $33.80 65.8% 9%
20260921 $60.75 $23.00 66.9% 11%
20260918 $50.65 $24.65 62.4% 4%
20260917 $48.90 $26.70 61.6% 2%
20260916 $47.95 $27.50 61.7% 2%
20260915 $48.85 $28.25 63.0% 4%
20260914 $49.40 $20.55 64.1% 6%
20260911 $52.50 $24.85 62.9% 4%
20260910 $54.70 $28.65 66.0% 10%
20260909 $58.20 $32.70 66.4% 10%
20260908 $58.30 $33.65 67.9% 13%
20260904 $49.25 $23.65 62.5% 4%
20260903 $45.75 $23.65 60.5% 0%
20260902 $48.40 $26.65 61.6% 2%
20260901 $48.10 $26.80 61.9% 3%
20260831 $48.90 $21.30 60.4% 0%
20260828 $48.80 $23.35 63.0% 0%
20260827 $55.45 $28.15 65.8% 1%
20260826 $55.70 $32.15 67.2% 3%
20260825 $59.15 $34.70 69.7% 8%
20260824 $59.50 $23.15 70.0% 8%
20260821 $58.20 $26.95 69.1% 7%
20260820 $62.25 $31.05 71.9% 12%
20260819 $60.80 $35.80 70.4% 9%
20260818 $69.00 $41.00 72.2% 13%
20260817 $75.40 $28.30 72.2% 13%
20260814 $64.35 $30.05 70.0% 8%
20260813 $67.20 $35.00 73.5% 15%
20260812 $68.00 $38.30 74.6% 17%
20260811 $65.45 $36.55 74.8% 17%
20260810 $67.05 $26.15 77.4% 22%
20260807 — — 81.9% 31%
20260806 $79.30 $45.60 91.4% 49%
20260805 $83.00 $47.55 93.5% 53%
20260804 $89.60 $54.55 96.0% 58%
20260803 $81.15 $34.30 94.9% 55%
20260731 $80.80 $42.15 98.9% 63%
20260730 $79.85 $45.55 97.6% 61%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.