TERADYNE, INC (TER) Options Risk Score

Run a full TER options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on TERADYNE, INC (TER) right now?

Over a 4-week expiry window, TERADYNE, INC (TER) scores 97 out of 100 for options catalyst risk (HIGH). The contributing signals are an upcoming earnings report, 13 recent news items, 10 active legal filings and 1 recent SEC event within the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on TER here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.

TER shows an IV Rank of 36, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 67%. Read IV Rank alongside the catalyst score: it says how expensive TER options are, while the score says whether that price is justified by a scheduled event.

The 2026-10-21 earnings report sits inside a standard monthly expiry for TER, so implied volatility should stay bid into the date and drop sharply once it passes; the stock has moved up 5.4% recently.

TERADYNE, INC (TER) current implied volatility and IV Rank

TERADYNE, INC (TER) currently has an IV Rank of 36 with implied volatility around 67%, alongside a TickerRisk options-risk score of 97/100. Options on TER are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.

Unsure how to act on this? What IV Rank is worth selling at →

TERADYNE, INC (TER) next earnings date — 2026-10-21

TERADYNE, INC (TER) reports earnings on 2026-10-21 — about 45 days away, which falls inside a typical options expiry window. TER's IV Rank is currently 36. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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