Tour v390
TEVA
TEVA PHARMACEUTICAL ADR
$30.15 -3.83%
$30.25 (+0.33%)🌙
as of 07/22 09:04 PM
7/22 21:04

Option Volume

Detail
Current (07/22) 3,999
Calls: 2,524 (63%)
Puts: 1,475 (37%)
Prior (07/21) 4,029
Calls: 2,479 (62%)
Puts: 1,550 (38%)
Current vs Prior -0.74%
Calls: +1.82% (Calls)
Puts: -4.84% (Puts)
Prior 7-Day Total 26,378
Calls: 19,577 (74%)
Puts: 6,801 (26%)
Prior 7-Day Average 3,768
Calls: 2,796 (74%)
Puts: 971 (26%)
Current vs Prior 7-Day Avg +6.12%
Calls: -9.75%
Puts: +51.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $369.0K
Calls: $199.5K (54%)
Puts: $169.5K (46%)
Prior (07/21) $676.5K
Calls: $429.7K (64%)
Puts: $246.8K (36%)
Current vs Prior -45.45%
Calls: -53.57%
Puts: -31.31%
Prior 7-Day Total $3.13M
Calls: $1.80M (58%)
Puts: $1.32M (42%)
Prior 7-Day Average $447.0K
Calls: $257.7K (58%)
Puts: $189.3K (42%)
Current vs Prior 7-Day Avg -17.44%
Calls: -22.58%
Puts: -10.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.58
Prior (07/21) 0.63
Current vs Prior -6.54%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -14.79%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 149,521
Calls: 129,562 (87%)
Puts: 19,959 (13%)
Prior (07/21) 113,077
Calls: 108,804 (96%)
Puts: 4,273 (4%)
Current vs Prior +32.23%
Prior 7-Day Total 969,806
Calls: 877,392 (90%)
Puts: 92,414 (10%)
Prior 7-Day Average 138,543
Calls: 125,341 (90%)
Puts: 13,202 (10%)
Current vs Prior 7-Day Avg +7.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.35% | 9.29%11.84% | 15.85%
Prior 4.05% | 9.41%12.54% | 15.85%
Current vs Prior -17.31% | -1.31%-5.54% | +0.01%
Prior 7-Day Avg 4.02% | 7.42%5.94% | 14.14%
Current vs 7-Day Avg -16.72% | +25.23%+99.18% | +12.11%
Prior 7-Day Eod 4.05% | 9.41%12.54% | 15.85%
Current vs 7-Day Eod -17.31% | -1.31%-5.54% | +0.01%
Sentiment BULLISHBULLISH

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

Bullish P/C ratio of 0.58. Call-heavy open interest (129,562 calls vs 19,959 puts) suggests bullish positioning. Rising open interest (up 32%) indicates new positions being established.

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 7.1%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 214.104.40$4.257.1%10.8044

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.92, cheapest $0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 310.831.00$0.9218.5%200.4214
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.73, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 314.706.00$5.3524.3%10.921
$26.50Jul 312.985.05$4.0151.6%10.901
$26.00Jul 243.904.90$4.4022.7%30.855
$27.00Jul 242.904.00$3.4531.9%40.832
$28.00Jul 241.983.30$2.6450.0%10.784
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 242.983.95$3.4728.0%10.95--
$35.50Jul 244.105.95$5.0336.8%20.943
$35.00Jul 243.604.95$4.2831.5%10.9328
$33.00Jul 242.072.99$2.5336.4%20.89--
$32.00Jul 241.431.98$1.7132.2%30.8663

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 923, top 107)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 310.300.54$0.4257.1%860.23126
$32.00Jul 310.460.68$0.5738.6%720.3076
$35.00Aug 210.320.46$0.3935.9%240.1810.4K
$35.00Jul 310.050.40$0.23152.2%220.13--
$32.50Aug 210.701.00$0.8535.3%220.3310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 71.151.44$1.3022.3%1070.469
$29.50Aug 70.931.35$1.1436.8%880.40--
$29.00Jul 310.630.81$0.7225.0%870.3343
$30.00Jul 311.021.26$1.1421.1%540.4650
$29.50Jul 310.811.03$0.9223.9%520.3956

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 43.1%, max 121.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Jul 24Aug 2199.1%44.8%121.2%20248
$34.00Jul 24Aug 2191.4%45.6%100.4%121.2K
$35.00Jul 31Aug 2878.8%47.9%64.6%37--
$32.00Jul 24Aug 2873.0%47.1%55.2%6--
$36.00Jul 31Aug 2175.3%50.6%48.7%101.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Jul 24Aug 2191.4%45.6%100.4%244
$28.00Jul 31Aug 2871.3%47.0%51.6%13124
$32.00Jul 24Aug 2173.0%49.9%46.5%963
$29.00Jul 24Aug 2850.0%45.9%9.0%58
$26.00Aug 21Aug 2854.1%50.2%7.8%26

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 9.00, avg 2.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.50$32.00Jul 24$0.15$1.35$0.159.00$30.65
$35.00$36.00Jul 31$0.11$0.89$0.118.09$35.11
$35.00$36.00Aug 21$0.12$0.88$0.127.33$35.12
$33.00$34.00Aug 21$0.18$0.82$0.184.56$33.18
$32.00$35.00Aug 28$0.66$2.34$0.663.55$32.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$26.00Aug 21$0.15$0.85$0.155.67$26.85
$28.00$26.00Aug 28$0.43$1.57$0.433.65$27.57
$28.00$27.00Aug 21$0.22$0.78$0.223.55$27.78
$29.00$28.00Jul 31$0.24$0.76$0.243.17$28.76
$30.00$29.50Jul 24$0.14$0.36$0.142.57$29.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 7.33, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$28.00Jul 24$0.81$0.81$0.194.26$27.81
$26.50$30.50Jul 31$2.91$2.91$1.092.67$29.41
$32.50$33.00Aug 21$0.25$0.25$0.251.00$32.75
$30.00$30.50Jul 24$0.24$0.24$0.260.92$30.24
$30.00$32.00Aug 28$0.84$0.84$1.160.72$30.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$31.00Jul 24$0.88$0.88$0.127.33$31.12
$33.00$32.00Jul 24$0.82$0.82$0.184.56$32.18
$35.00$34.00Jul 24$0.81$0.81$0.194.26$34.19
$32.00$31.50Jul 31$0.39$0.39$0.113.55$31.61
$34.00$32.00Aug 21$1.51$1.51$0.493.08$32.49

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.56, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 31Aug 14$0.0778.8%53.2%
$36.00Jul 31Aug 21$0.1575.3%50.6%
$33.00Jul 24Jul 31$0.3099.1%70.9%
$31.50Aug 7Aug 21$0.3256.4%50.3%
$34.00Jul 24Aug 21$0.3991.4%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Jul 31Aug 7$0.0871.3%57.3%
$27.00Aug 14Aug 21$0.0954.3%51.1%
$29.00Jul 24Jul 31$0.6450.0%66.5%
$29.50Jul 24Jul 31$0.7450.5%66.5%
$32.00Jul 24Jul 31$0.7573.0%65.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.55% of stock, avg 9.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$30.50Jul 24$0.26$0.51$0.77$29.73$31.272.55%
$30.00Jul 24$0.50$0.32$0.82$29.18$30.822.72%
$32.00Jul 24$0.11$1.71$1.82$30.18$33.826.04%
$30.50Jul 31$1.10$1.43$2.53$27.97$33.038.39%
$33.00Jul 24$0.12$2.53$2.65$30.35$35.658.79%
$31.00Jul 31$0.92$1.77$2.69$28.31$33.698.92%
$30.50Aug 7$1.29$1.62$2.91$27.59$33.419.65%
$32.00Jul 31$0.57$2.46$3.03$28.97$35.0310.05%
$31.00Aug 21$1.41$2.04$3.45$27.55$34.4511.44%
$34.00Jul 24$0.03$3.47$3.50$30.50$37.5011.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 86 found (cheapest 0.36% of stock, avg 4.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$32.50$29.00Jul 24$0.03$0.08$0.11$28.89$32.61
$32.50$28.50Jul 24$0.03$0.08$0.11$28.39$32.61
$32.00$29.00Jul 24$0.11$0.08$0.19$28.81$32.19
$32.00$28.50Jul 24$0.11$0.08$0.19$28.31$32.19
$33.00$29.00Jul 24$0.12$0.08$0.20$28.80$33.20
$33.00$28.50Jul 24$0.12$0.08$0.20$28.30$33.20
$32.50$29.50Jul 24$0.03$0.18$0.21$29.29$32.71
$32.00$29.50Jul 24$0.11$0.18$0.29$29.21$32.29
$33.00$29.50Jul 24$0.12$0.18$0.30$29.20$33.30
$30.50$29.00Jul 24$0.26$0.08$0.34$28.66$30.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 7.33, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3233/34Aug 21$0.88$0.127.33$31.12$33.88
31/3235/36Aug 21$0.82$0.184.56$31.18$35.82
32/3435/36Aug 21$1.63$0.374.41$32.37$36.63
30/3030/31Jul 31$0.40$0.104.00$29.60$30.90
30/3132/33Aug 21$0.79$0.213.76$30.21$33.29
30/3031/32Aug 21$0.39$0.113.55$29.61$31.39
29/3030/31Jul 31$0.38$0.123.17$29.12$30.88
30/3033/34Jul 31$0.38$0.123.17$29.62$33.38
30/3032/32Aug 21$0.37$0.132.85$29.63$31.87
30/3032/32Aug 21$0.37$0.132.85$29.63$32.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 13.29, cheapest $0.05)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Jul 24$0.14$0.866.14
$33.00$34.00$35.00Aug 21$0.15$0.855.67
$32.00$32.50$33.00Jul 24$0.17$0.331.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$26.00$27.00$28.00Aug 21$0.07$0.9313.29
$30.00$30.50$31.00Jul 31$0.05$0.459.00
$27.00$28.00$29.00Aug 21$0.11$0.898.09
$32.00$33.00$34.00Jul 24$0.12$0.887.33
$29.50$30.00$30.50Jul 31$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.26, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.26$1.74
$35.00$36.001:2Aug 21-$0.15$0.85
$31.00$32.001:2Jul 31-$0.22$0.78
$33.00$34.001:2Aug 21-$0.24$0.76
$33.50$34.501:2Jul 31-$0.30$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Aug 14-$0.32$1.68
$27.00$26.001:2Aug 21-$0.23$0.77
$34.00$32.001:2Aug 21-$1.23$0.77
$29.00$28.001:2Jul 31-$0.24$0.76
$29.00$28.001:2Aug 7-$0.26$0.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.38%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Aug 21$1.320.462.8%4.38%7.20%5--
$30.50Aug 7$1.180.491.2%3.91%5.07%1--
$31.50Aug 21$1.130.424.5%3.75%8.23%2--
$30.50Jul 31$0.990.481.2%3.28%4.44%4--
$32.00Aug 28$0.950.386.1%3.15%9.29%3--
$32.00Aug 21$0.930.376.1%3.08%9.22%1--
$31.00Jul 31$0.830.422.8%2.75%5.57%2014
$31.50Aug 7$0.780.384.5%2.59%7.06%5--
$32.50Aug 21$0.700.337.8%2.32%10.12%2210
$32.00Jul 31$0.460.306.1%1.53%7.66%7276

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 2,524
Total Puts 1,475
Put/Call Ratio 0.58
Net Difference 1,049

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,577
Total Puts 6,801
Average Put/Call Ratio 0.69
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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