Tour v381
TEVA
TEVA PHARMACEUTICAL ADR
$31.35 +1.13%
$31.31 (-0.13%)🌙
as of 07/21 07:07 PM
7/21 19:07

Option Volume

Detail
Current (07/21) 4,029
Calls: 2,479 (62%)
Puts: 1,550 (38%)
Prior (07/20) 5,893
Calls: 5,207 (88%)
Puts: 686 (12%)
Current vs Prior -31.63%
Calls: -52.39% (Calls)
Puts: +125.95% (Puts)
Prior 7-Day Total 24,049
Calls: 18,028 (75%)
Puts: 6,021 (25%)
Prior 7-Day Average 3,435
Calls: 2,575 (75%)
Puts: 860 (25%)
Current vs Prior 7-Day Avg +17.27%
Calls: -3.74%
Puts: +80.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $676.5K
Calls: $429.7K (64%)
Puts: $246.8K (36%)
Prior (07/20) $565.7K
Calls: $480.8K (85%)
Puts: $85.0K (15%)
Current vs Prior +19.58%
Calls: -10.62%
Puts: +190.53%
Prior 7-Day Total $2.59M
Calls: $1.47M (56%)
Puts: $1.13M (44%)
Prior 7-Day Average $370.7K
Calls: $209.3K (56%)
Puts: $161.4K (44%)
Current vs Prior 7-Day Avg +82.50%
Calls: +105.30%
Puts: +52.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.63
Prior (07/20) 0.13
Current vs Prior +374.59%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -12.52%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 113,077
Calls: 108,804 (96%)
Puts: 4,273 (4%)
Prior (07/20) 217,590
Calls: 198,207 (91%)
Puts: 19,383 (9%)
Current vs Prior -48.03%
Prior 7-Day Total 972,673
Calls: 851,985 (88%)
Puts: 120,688 (12%)
Prior 7-Day Average 138,953
Calls: 121,712 (88%)
Puts: 17,241 (12%)
Current vs Prior 7-Day Avg -18.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.05% | 9.41%12.54% | 15.85%
Prior 3.39% | 9.03%11.35% | 13.74%
Current vs Prior +19.60% | +4.18%+10.40% | +15.36%
Prior 7-Day Avg 4.09% | 7.01%4.80% | 13.88%
Current vs 7-Day Avg -1.05% | +34.19%+160.93% | +14.25%
Prior 7-Day Eod 3.39% | 9.03%11.35% | 13.74%
Current vs 7-Day Eod +19.60% | +4.18%+10.40% | +15.36%
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 64% call dollar volume ($429.7K). Dollar volume significantly above 7-day average (83% higher). Bullish P/C ratio of 0.63. P/C ratio rising 375% - increased hedging/bearish positioning.

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 2 of results (avg 9.2%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 212.502.73$2.628.8%10.65--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 211.481.63$1.569.6%70.4436

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.56)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 210.810.97$0.8918.0%180.32714
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Jul 240.510.61$0.5617.9%200.54--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.75, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 241.392.69$2.0463.7%40.94--
$26.00Jul 244.405.70$5.0525.7%10.934
$26.00Aug 214.756.15$5.4525.7%100.9310
$28.00Jul 242.504.60$3.5559.2%40.90--
$30.00Jul 241.161.90$1.5348.4%10.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 242.283.05$2.6728.8%50.94188
$35.50Jul 242.854.50$3.6844.8%10.94--
$36.00Jul 243.405.00$4.2038.1%10.94--
$37.00Jul 244.406.00$5.2030.8%10.91--
$37.50Jul 244.906.85$5.8833.2%20.87--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 1.1K, top 302)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Jul 240.971.18$1.0819.4%3020.791
$33.00Jul 240.010.12$0.07157.1%1020.11--
$33.00Aug 70.710.98$0.8531.8%770.356
$33.50Jul 240.010.09$0.05160.0%390.0852
$31.50Jul 240.380.48$0.4323.3%360.4656
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Jul 240.010.15$0.08175.0%1560.1038
$30.00Jul 240.030.15$0.09133.3%220.1424
$31.50Jul 311.241.54$1.3921.6%220.49--
$31.50Jul 240.510.61$0.5617.9%200.54--
$30.50Jul 240.030.24$0.14150.0%130.2159

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 65.2%, max 212.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Jul 24Aug 21148.4%47.5%212.5%1114
$35.00Jul 24Aug 21130.6%48.8%167.4%3510.7K
$31.00Jul 31Aug 2866.1%45.0%46.8%4--
$34.50Jul 24Aug 2159.5%48.6%22.6%11355
$34.00Jul 24Aug 2153.7%50.4%6.6%241.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 24Aug 21130.6%48.8%167.4%7157
$27.00Jul 31Aug 2179.4%51.5%54.4%262
$28.00Jul 31Aug 2171.4%50.7%40.7%7369
$29.00Jul 31Aug 2168.3%48.7%40.1%639
$29.50Jul 24Aug 2155.7%48.4%15.1%15938

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 6.69, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$37.00Aug 21$0.13$0.87$0.136.69$36.13
$34.00$35.00Jul 31$0.18$0.82$0.184.56$34.18
$32.00$32.50Jul 24$0.11$0.39$0.113.55$32.11
$33.00$33.50Jul 31$0.11$0.39$0.113.55$33.11
$33.50$34.00Jul 31$0.12$0.38$0.123.17$33.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$27.00Aug 21$0.19$0.81$0.194.26$27.81
$29.00$28.00Aug 21$0.22$0.78$0.223.55$28.78
$30.00$29.00Jul 31$0.25$0.75$0.253.00$29.75
$29.50$29.00Aug 21$0.15$0.35$0.152.33$29.35
$35.00$34.00Jul 24$0.31$0.69$0.312.23$34.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 8.09, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$28.00Jul 24$1.50$1.50$0.503.00$27.50
$26.00$30.00Aug 21$2.83$2.83$1.172.42$28.83
$30.50$31.50Jul 24$0.65$0.65$0.351.86$31.15
$31.00$32.00Aug 21$0.54$0.54$0.461.17$31.54
$29.00$30.00Jul 24$0.51$0.51$0.491.04$29.51
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$32.00Jul 24$1.78$1.78$0.228.09$32.22
$34.00$32.00Jul 31$1.49$1.49$0.512.92$32.51
$32.00$31.50Jul 24$0.33$0.33$0.171.94$31.67
$32.00$31.50Jul 31$0.32$0.32$0.181.78$31.68
$34.00$33.00Aug 21$0.63$0.63$0.371.70$33.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.72, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Jul 24Aug 21$0.40148.4%47.5%
$34.00Jul 24Jul 31$0.4753.7%66.9%
$33.50Jul 24Jul 31$0.5751.4%67.2%
$31.00Jul 31Aug 21$0.5766.1%48.4%
$33.00Jul 24Jul 31$0.6645.4%65.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 31Aug 21$0.1279.4%51.5%
$28.00Jul 31Aug 21$0.2471.4%50.7%
$29.00Jul 31Aug 21$0.2968.3%48.7%
$34.00Jul 24Jul 31$0.5353.7%66.9%
$30.00Jul 24Jul 31$0.6446.0%64.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 3.16% of stock, avg 9.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.50Jul 24$0.43$0.56$0.99$30.51$32.493.16%
$32.00Jul 24$0.25$0.89$1.14$30.86$33.143.64%
$30.50Jul 24$1.08$0.14$1.22$29.28$31.723.89%
$30.00Jul 24$1.53$0.09$1.62$28.38$31.625.17%
$34.00Jul 24$0.03$2.67$2.70$31.30$36.708.61%
$31.50Jul 31$1.32$1.39$2.71$28.79$34.218.64%
$31.00Jul 31$1.56$1.17$2.73$28.27$33.738.71%
$35.00Jul 24$0.36$2.98$3.34$31.66$38.3410.65%
$32.00Aug 21$1.59$2.07$3.66$28.34$35.6611.67%
$31.00Aug 21$2.13$1.56$3.69$27.31$34.6911.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.48% of stock, avg 4.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$29.50Jul 24$0.07$0.08$0.15$29.35$33.15
$33.00$30.00Jul 24$0.07$0.09$0.16$29.84$33.16
$33.00$30.50Jul 24$0.07$0.14$0.21$30.29$33.21
$32.50$29.50Jul 24$0.14$0.08$0.22$29.28$32.72
$32.50$30.00Jul 24$0.14$0.09$0.23$29.77$32.73
$32.50$30.50Jul 24$0.14$0.14$0.28$30.22$32.78
$32.00$29.50Jul 24$0.25$0.08$0.33$29.17$32.33
$32.00$30.00Jul 24$0.25$0.09$0.34$29.66$32.34
$32.00$30.50Jul 24$0.25$0.14$0.39$30.11$32.39
$33.00$31.00Jul 24$0.07$0.34$0.41$30.59$33.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 4.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3033/34Aug 21$0.40$0.104.00$29.60$33.40
30/3035/36Aug 21$0.40$0.104.00$29.60$35.40
33/3435/36Aug 21$0.80$0.204.00$33.20$35.80
30/3132/33Aug 21$0.39$0.113.55$30.61$32.89
30/3134/34Aug 21$0.39$0.113.55$30.61$34.39
32/3334/34Aug 21$0.78$0.223.55$32.22$34.78
30/3031/32Aug 21$0.77$0.233.35$29.23$31.77
32/3335/36Aug 21$0.77$0.233.35$32.23$35.77
30/3132/32Jul 24$0.38$0.123.17$30.62$31.88
28/2931/32Aug 21$0.76$0.243.17$28.24$31.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 10.11, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 28$0.10$0.909.00
$31.50$32.00$32.50Jul 24$0.07$0.436.14
$34.00$34.50$35.00Aug 21$0.08$0.425.25
$35.00$35.50$36.00Aug 21$0.18$0.321.78
$34.00$34.50$35.00Jul 24$0.33$0.170.52
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 21$0.09$0.9110.11
$29.00$29.50$30.00Aug 21$0.08$0.425.25
$29.00$30.00$31.00Jul 31$0.19$0.814.26
$31.00$31.50$32.00Jul 31$0.10$0.404.00
$31.00$31.50$32.00Jul 24$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.22, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.50$33.001:2Jul 31-$0.14$1.36
$34.00$35.001:2Jul 31-$0.14$0.86
$36.00$37.001:2Aug 21-$0.19$0.81
$28.00$29.001:2Jul 24-$0.53$0.47
$31.50$32.001:2Jul 24-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$32.001:2Jul 31-$0.22$1.78
$28.00$27.001:2Aug 21-$0.17$0.83
$30.00$29.001:2Jul 31-$0.23$0.77
$31.00$30.001:2Jul 31-$0.29$0.71
$29.00$28.001:2Aug 21-$0.33$0.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 4.78%, avg 2.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Aug 21$1.500.482.1%4.78%6.86%22.1K
$32.00Aug 28$1.490.482.1%4.75%6.83%1--
$32.50Aug 21$1.280.443.7%4.08%7.75%11--
$31.50Jul 31$1.200.510.5%3.83%4.31%4--
$33.00Aug 21$1.110.405.3%3.54%8.80%284.3K
$33.00Aug 28$1.090.405.3%3.48%8.74%14
$33.50Aug 21$0.950.366.9%3.03%9.89%1--
$34.00Aug 21$0.810.328.4%2.58%11.04%18714
$33.00Aug 7$0.710.355.3%2.26%7.53%776
$33.00Jul 31$0.620.345.3%1.98%7.24%1126

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 2,479
Total Puts 1,550
Put/Call Ratio 0.63
Net Difference 929

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,028
Total Puts 6,021
Average Put/Call Ratio 0.71
Ratio Trend Rising

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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