Tour v366
TEVA
TEVA PHARMACEUTICAL ADR
$31.00 -3.22%
$31.03 (+0.10%)🌙
as of 07/20 07:09 PM
7/20 19:09

Option Volume

Detail
Current (07/20) 5,893
Calls: 5,207 (88%)
Puts: 686 (12%)
Prior (07/17) 2,965
Calls: 1,978 (67%)
Puts: 987 (33%)
Current vs Prior +98.75%
Calls: +163.25% (Calls)
Puts: -30.50% (Puts)
Prior 7-Day Total 24,674
Calls: 17,761 (72%)
Puts: 6,913 (28%)
Prior 7-Day Average 3,524
Calls: 2,537 (72%)
Puts: 987 (28%)
Current vs Prior 7-Day Avg +67.18%
Calls: +105.22%
Puts: -30.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $565.7K
Calls: $480.8K (85%)
Puts: $85.0K (15%)
Prior (07/17) $296.1K
Calls: $160.6K (54%)
Puts: $135.5K (46%)
Current vs Prior +91.07%
Calls: +199.30%
Puts: -37.28%
Prior 7-Day Total $3.16M
Calls: $1.91M (60%)
Puts: $1.25M (40%)
Prior 7-Day Average $451.0K
Calls: $272.4K (60%)
Puts: $178.6K (40%)
Current vs Prior 7-Day Avg +25.44%
Calls: +76.52%
Puts: -52.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.13
Prior (07/17) 0.50
Current vs Prior -73.60%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -82.24%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 217,590
Calls: 198,207 (91%)
Puts: 19,383 (9%)
Prior (07/17) 129,522
Calls: 120,465 (93%)
Puts: 9,057 (7%)
Current vs Prior +67.99%
Prior 7-Day Total 835,900
Calls: 722,762 (86%)
Puts: 113,138 (14%)
Prior 7-Day Average 119,414
Calls: 103,251 (86%)
Puts: 16,162 (14%)
Current vs Prior 7-Day Avg +82.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.39% | 9.03%11.35% | 13.74%
Prior 5.09% | 10.40%2.09% | 13.30%
Current vs Prior -33.44% | -13.12%+442.82% | +3.32%
Prior 7-Day Avg 4.11% | 6.52%3.98% | 13.98%
Current vs 7-Day Avg -17.52% | +38.61%+185.56% | -1.73%
Prior 7-Day Eod 5.09% | 10.40%2.09% | 13.30%
Current vs 7-Day Eod -33.44% | -13.12%+442.82% | +3.32%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Prior 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($480.8K) vs puts ($85.0K). Elevated premium activity with dollar volume up 91% vs prior. Above-average activity with volume up 99% vs prior. Extreme bullish P/C ratio of 0.13 - heavy call buying (5,207 calls vs 686 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 8.2%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 213.503.80$3.658.2%20.73--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.86, cheapest $0.86)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Jul 240.810.91$0.8611.6%10.65--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 244.055.80$4.9335.5%40.96--
$27.00Jul 242.904.90$3.9051.3%30.96--
$25.00Jul 245.856.75$6.3014.3%270.9425
$28.00Jul 242.453.95$3.2046.9%10.94--
$25.50Jul 314.357.60$5.9854.3%10.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 242.303.15$2.7231.2%10.98--
$33.50Jul 241.862.62$2.2433.9%110.98--
$35.50Jul 242.855.70$4.2866.6%10.94--
$36.50Jul 243.906.40$5.1548.5%10.93--
$37.00Jul 244.357.20$5.7849.3%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 4.4K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 210.841.10$0.9726.8%2.6K0.361.8K
$34.50Jul 240.000.04$0.02200.0%3500.03355
$34.00Jul 240.000.05$0.03166.7%1670.04--
$35.00Aug 140.350.55$0.4544.4%1510.2012
$36.00Aug 210.050.54$0.30163.3%1050.151.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 240.310.67$0.4973.5%980.4853
$30.50Jul 240.270.46$0.3751.4%660.3513
$28.50Jul 240.000.27$0.14192.9%400.122
$32.00Jul 241.081.38$1.2324.4%250.7663
$29.50Jul 310.600.88$0.7437.8%220.31--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 28.3%, max 68.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 24Aug 2184.7%50.4%68.0%6110.4K
$37.00Jul 31Aug 2177.0%47.9%60.8%5578
$36.00Jul 31Aug 2172.2%45.0%60.2%1061.0K
$30.00Jul 31Aug 2163.9%47.5%34.5%5--
$31.00Aug 7Aug 2853.7%44.8%19.7%14--
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Jul 31Aug 2167.4%49.2%37.1%22352
$29.00Jul 24Aug 769.2%60.8%14.0%48
$34.00Jul 24Aug 2149.3%46.2%6.7%3--
$30.00Jul 24Aug 2147.7%47.5%0.4%822

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 9.00, avg 2.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$36.00Jul 31$0.10$0.90$0.109.00$35.10
$33.00$35.50Aug 7$0.41$2.09$0.415.10$33.41
$34.00$35.00Aug 14$0.17$0.83$0.174.88$34.17
$33.00$33.50Jul 31$0.11$0.39$0.113.55$33.11
$32.50$33.00Jul 31$0.14$0.36$0.142.57$32.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.50$26.50Jul 31$0.14$0.86$0.146.14$27.36
$28.00$27.00Aug 21$0.18$0.82$0.184.56$27.82
$29.00$28.00Jul 31$0.21$0.79$0.213.76$28.79
$30.00$29.50Jul 24$0.11$0.39$0.113.55$29.89
$31.00$30.50Jul 24$0.12$0.38$0.123.17$30.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 14.63, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$30.50Jul 24$2.34$2.34$0.1614.63$30.34
$26.50$30.00Jul 31$3.00$3.00$0.506.00$29.50
$27.00$28.00Jul 24$0.70$0.70$0.302.33$27.70
$34.00$34.50Jul 31$0.34$0.34$0.162.13$34.34
$30.00$31.00Aug 21$0.61$0.61$0.391.56$30.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$36.50$35.50Jul 24$0.87$0.87$0.136.69$35.63
$34.00$33.50Jul 31$0.38$0.38$0.123.17$33.62
$33.50$33.00Jul 24$0.36$0.36$0.142.57$33.14
$34.00$32.00Aug 21$1.39$1.39$0.612.28$32.61
$31.50$31.00Jul 24$0.33$0.33$0.171.94$31.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.55, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 31Aug 21$0.0677.0%47.9%
$36.00Jul 31Aug 21$0.0772.2%45.0%
$31.00Aug 7Aug 14$0.1253.7%48.8%
$35.00Jul 24Jul 31$0.2184.7%70.6%
$34.50Jul 24Jul 31$0.3153.5%65.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Jul 31Aug 21$0.2367.4%49.2%
$29.00Jul 24Jul 31$0.3969.2%64.8%
$29.50Jul 24Jul 31$0.6347.0%64.0%
$30.00Jul 24Jul 31$0.7147.7%63.9%
$32.00Jul 24Jul 31$0.7141.5%64.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 3.77% of stock, avg 9.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.50Jul 24$0.35$0.82$1.17$30.33$32.673.77%
$30.50Jul 24$0.86$0.37$1.23$29.27$31.733.97%
$32.00Jul 24$0.20$1.23$1.43$30.57$33.434.61%
$32.50Jul 24$0.11$1.42$1.53$30.97$34.034.94%
$33.00Jul 24$0.08$1.88$1.96$31.04$34.966.32%
$33.50Jul 24$0.03$2.24$2.27$31.23$35.777.32%
$34.00Jul 24$0.03$2.72$2.75$31.25$36.758.87%
$31.50Jul 31$1.14$1.65$2.79$28.71$34.299.00%
$30.00Jul 31$1.95$0.93$2.88$27.12$32.889.29%
$32.00Jul 31$0.94$1.94$2.88$29.12$34.889.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.61% of stock, avg 4.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$29.50Jul 24$0.08$0.11$0.19$29.31$33.19
$32.50$29.50Jul 24$0.11$0.11$0.22$29.28$32.72
$35.00$29.50Jul 24$0.12$0.11$0.23$29.27$35.23
$33.00$29.00Jul 24$0.08$0.20$0.28$28.72$33.28
$33.00$30.00Jul 24$0.08$0.22$0.30$29.70$33.30
$32.00$29.50Jul 24$0.20$0.11$0.31$29.19$32.31
$32.50$29.00Jul 24$0.11$0.20$0.31$28.69$32.81
$35.00$29.00Jul 24$0.12$0.20$0.32$28.68$35.32
$32.50$30.00Jul 24$0.11$0.22$0.33$29.67$32.83
$35.00$30.00Jul 24$0.12$0.22$0.34$29.66$35.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 5.06, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3435/36Aug 21$1.67$0.335.06$32.33$36.67
30/3134/34Jul 31$0.83$0.174.88$30.17$34.83
27/2830/31Aug 21$0.79$0.213.76$27.21$30.79
30/3132/33Aug 21$0.79$0.213.76$30.21$32.79
30/3032/32Jul 31$0.39$0.113.55$29.61$31.89
30/3032/32Jul 31$0.38$0.123.17$29.62$32.38
30/3133/34Aug 21$0.75$0.253.00$30.25$33.75
31/3232/33Jul 31$0.37$0.132.85$31.13$32.87
30/3135/36Aug 21$0.73$0.272.70$30.27$35.73
29/3032/32Jul 31$0.35$0.152.33$29.15$31.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Jul 31$0.06$0.9415.67
$33.00$33.50$34.00Jul 24$0.05$0.459.00
$30.00$31.00$32.00Aug 21$0.10$0.909.00
$31.50$32.00$32.50Jul 24$0.06$0.447.33
$32.00$32.50$33.00Jul 24$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$31.50$32.00Jul 31$0.06$0.447.33
$31.00$31.50$32.00Jul 24$0.08$0.425.25
$33.00$33.50$34.00Jul 24$0.12$0.383.17
$29.00$29.50$30.00Jul 24$0.20$0.301.50
$30.50$31.00$31.50Jul 24$0.21$0.291.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.33, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$31.501:2Jul 31-$0.33$1.17
$35.00$36.001:2Jul 31-$0.13$0.87
$36.00$37.001:2Jul 31-$0.15$0.85
$36.00$37.001:2Aug 21-$0.20$0.80
$34.00$35.001:2Aug 14-$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$32.001:2Aug 21-$0.87$1.13
$33.50$32.001:2Jul 31-$0.52$0.98
$27.50$26.501:2Jul 31-$0.17$0.83
$29.00$28.001:2Jul 31-$0.17$0.83
$28.00$27.001:2Aug 21-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 5.77%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Aug 28$1.790.530.0%5.77%5.77%2--
$31.00Aug 21$1.680.530.0%5.42%5.42%547
$31.00Aug 14$1.480.520.0%4.77%4.77%2--
$31.00Aug 7$1.400.530.0%4.52%4.52%12--
$32.00Aug 28$1.270.453.2%4.10%7.32%1--
$32.00Aug 21$1.160.443.2%3.74%6.97%2--
$31.50Jul 31$1.030.461.6%3.32%4.94%1--
$32.00Aug 7$0.920.423.2%2.97%6.19%3--
$33.00Aug 28$0.920.376.5%2.97%9.42%22
$33.00Aug 21$0.840.366.5%2.71%9.16%2.6K1.8K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 5,207
Total Puts 686
Put/Call Ratio 0.13
Net Difference 4,521

Prior's Put/Call Breakdown

Total Calls 1,978
Total Puts 987
Put/Call Ratio 0.50
Net Difference 991

Prior 7-Day Put/Call Summary

Total Calls 17,761
Total Puts 6,913
Average Put/Call Ratio 0.74
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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