Earnings volatility research
TER · Teradyne, Inc.
Next verified earnings in 12 days · Oct 27, 2026 · After close (AMC).
- Observed earnings moves:
- 12 History through Oct 15, 2026
- Mean absolute actual move:
- 10.3% 12 observed events · not a forecast
- Actual exceeded priced move:
- 40.0% 4 of 10 paired observations
- Options evidence coverage:
- Unavailable No stored options snapshot
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for TER yet
Coverage and research availability are separate datasets.
A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.
Past events · reconstructed
Historical reconstruction for TER
Observed outcomes from 12 earnings events (Oct 26, 2023 – Jul 28, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Oct 26, 2023; gaps indicate missing quotes.
Updated Oct 15, 2026
Loading graph — the exact table is available below.
Exact data table
TER · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 3.1736% | 9.4415% | Signed actual -3.1736% · Reconstructed · 19 IV checkpoints | Updated Oct 15, 2026 | |
| 7.6489% | 8.3907% | Signed actual -7.6489% · Reconstructed · 24 IV checkpoints | Updated Oct 15, 2026 | |
| 8.153% | 8.9634% | Signed actual 8.153% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 13.3761% | 9.8509% | Signed actual -13.3761% · Reconstructed · 23 IV checkpoints | Updated Oct 15, 2026 | |
| 11.0183% | 12.4043% | Signed actual -11.0183% · Reconstructed · 26 IV checkpoints | Updated Oct 15, 2026 | |
| 5.7108% | 11.1931% | Signed actual -5.7108% · Reconstructed · 22 IV checkpoints | Updated Oct 15, 2026 | |
| 2.5251% | Unavailable | Signed actual -2.5251% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 18.8846% | 11.3013% | Signed actual 18.8846% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 20.4737% | 13.8305% | Signed actual 20.4737% · Reconstructed · 26 IV checkpoints | Updated Oct 15, 2026 | |
| 13.4052% | Unavailable | Signed actual 13.4052% · Reconstructed · 24 IV checkpoints | Updated Oct 15, 2026 | |
| 19.4144% | 13.0473% | Signed actual -19.4144% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 0.3867% | 15.9064% | Signed actual -0.3867% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | Not available | Not available | Not available | |||||||||
| Iron Condor | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||||||||||||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
| Strategy | Events | Average | Median | Worst observed | Best observed | Did not pass filters / Unknown eligibility |
|---|---|---|---|---|---|---|
| Calendar | 1 | $82.40 | $82.40 | $82.40 | $82.40 | 0 / 0 |
| Iron Condor | 6 | -$335.41 | -$384.58 | -$582.70 | -$47.70 | 0 / 0 |
10 unavailable tests at T−14
- TER_2023-10-26 · Calendar · missing exact leg quotes or unbounded capital
- TER_2023-10-26 · Iron Condor · missing exact leg quotes or unbounded capital
- TER_2023-10-26 · Bear Call Spread · missing exact leg quotes or unbounded capital
- TER_2024-04-24 · Calendar · missing exact leg quotes or unbounded capital
- TER_2024-07-24 · Calendar · missing exact leg quotes or unbounded capital
- TER_2025-01-29 · Calendar · missing exact leg quotes or unbounded capital
- TER_2025-04-28 · Bull Put Spread · missing exact leg quotes or unbounded capital
- TER_2025-10-28 · Calendar · missing exact leg quotes or unbounded capital
- TER_2026-02-02 · Checkpoint quotes · no exact underlying session at checkpoint
- TER_2026-07-28 · Calendar · missing exact leg quotes or unbounded capital
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Iron Condor
Passed entry filters- Modeled entry credit
- $312.5000
- Payoff max loss
- -$1,187.50
- Payoff max profit
- $312.50
- Modeled exit P&L
- -$520.20-60.1% on stored risk basis $865.00
Exit rule: Scheduled before earnings / expiration. Exit reason: scheduled exit.
Price basis: Quote midpoint with adverse spread slippage.
Entry Jul 14, 2026 → Exit Jul 27, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
Event / reference markers
- Entry spot: $353.23
- Expiry breakeven $306.875: $306.875
- Expiry breakeven $443.125: $443.125
- sell put strike $310.00: $310.00
- buy put strike $295.00: $295.00
- sell call strike $440.00: $440.00
- buy call strike $450.00: $450.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,187.50 | Update time unavailable | ||
| -$1,016.18 | Update time unavailable | ||
| -$662.95 | Update time unavailable | ||
| -$309.72 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $43.51 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Entry spot reference | Update time unavailable | |
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $312.50 | Update time unavailable | ||
| $158.75 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$194.48 | Update time unavailable | ||
| -$547.71 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable | ||
| -$687.50 | Update time unavailable |
Exact contracts and modeled fills · dollars per share. Entry and exit fills are shown to four decimals so the modeled net entry can be checked against each leg.
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | TER260731P00310000 | $310.00 put · 2026-07-31 | $16.2000 | $16.4000 |
| BUY × 1 | TER260731P00295000 | $295.00 put · 2026-07-31 | $12.7500 | $9.9500 |
| SELL × 1 | TER260731C00440000 | $440.00 call · 2026-07-31 | $9.4500 | $3.7000 |
| BUY × 1 | TER260731C00450000 | $450.00 call · 2026-07-31 | $9.7750 | $1.8750 |
Breakevens: $306.88 / $443.13. Short legs may carry assignment risk; expiry payoff excludes early exercise.
2810 unavailable observations / tests · Record hist_TER_f531f68c3e94e69d · Historical methodology
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