Tour v394
TEVA
TEVA PHARMACEUTICAL ADR
$31.18 +3.42%
$31.17 (-0.03%)🌙
as of 07/23 07:11 PM
7/23 19:11

Option Volume

Detail
Current (07/23) 2,845
Calls: 2,399 (84%)
Puts: 446 (16%)
Prior (07/22) 3,999
Calls: 2,524 (63%)
Puts: 1,475 (37%)
Current vs Prior -28.86%
Calls: -4.95% (Calls)
Puts: -69.76% (Puts)
Prior 7-Day Total 27,190
Calls: 19,243 (71%)
Puts: 7,947 (29%)
Prior 7-Day Average 3,884
Calls: 2,749 (71%)
Puts: 1,135 (29%)
Current vs Prior 7-Day Avg -26.76%
Calls: -12.73%
Puts: -60.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $324.0K
Calls: $267.6K (83%)
Puts: $56.4K (17%)
Prior (07/22) $369.0K
Calls: $199.5K (54%)
Puts: $169.5K (46%)
Current vs Prior -12.21%
Calls: +34.12%
Puts: -66.74%
Prior 7-Day Total $3.22M
Calls: $1.78M (55%)
Puts: $1.44M (45%)
Prior 7-Day Average $459.7K
Calls: $254.5K (55%)
Puts: $205.3K (45%)
Current vs Prior 7-Day Avg -29.53%
Calls: +5.16%
Puts: -72.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.19
Prior (07/22) 0.58
Current vs Prior -68.19%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -75.31%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 96,968
Calls: 93,041 (96%)
Puts: 3,927 (4%)
Prior (07/22) 149,521
Calls: 129,562 (87%)
Puts: 19,959 (13%)
Current vs Prior -35.15%
Prior 7-Day Total 1,029,267
Calls: 927,059 (90%)
Puts: 102,208 (10%)
Prior 7-Day Average 147,038
Calls: 132,437 (90%)
Puts: 14,601 (10%)
Current vs Prior 7-Day Avg -34.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.24% | 9.08%11.99% | 15.65%
Prior 3.35% | 9.29%11.84% | 15.85%
Current vs Prior -3.30% | -2.27%+1.30% | -1.28%
Prior 7-Day Avg 3.84% | 7.86%6.98% | 14.37%
Current vs 7-Day Avg -15.73% | +15.42%+71.86% | +8.89%
Prior 7-Day Eod 3.35% | 9.29%11.84% | 15.85%
Current vs 7-Day Eod -3.30% | -2.27%+1.30% | -1.28%
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 83% of dollar volume in calls ($267.6K) vs puts ($56.4K). Extreme bullish P/C ratio of 0.19 - heavy call buying (2,399 calls vs 446 puts). P/C ratio dropping 68% - sentiment shifting bullish. Call-heavy open interest (93,041 calls vs 3,927 puts) suggests bullish 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 9.5%, best 9.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 245.706.25$5.989.2%40.87--
$27.00Jul 243.854.25$4.059.9%40.855
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.76, cheapest $0.76)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 310.690.84$0.7619.7%10.34--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 242.332.75$2.5416.5%50.99--
$26.00Jul 244.506.35$5.4334.1%40.94--
$28.00Jul 242.613.25$2.9321.8%50.925
$29.00Jul 241.802.26$2.0322.7%30.92--
$25.00Jul 245.706.25$5.989.2%40.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 242.654.20$3.4345.2%10.95185
$33.50Jul 242.193.75$2.9752.5%10.89206
$32.00Jul 240.791.04$0.9227.2%20.81--
$32.00Jul 311.661.93$1.8015.0%210.59--
$32.00Aug 71.782.15$1.9718.8%210.57--

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 1.9K, top 902)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 310.350.54$0.4542.2%9020.254
$33.00Aug 210.781.06$0.9230.4%2640.354.3K
$32.00Jul 240.000.21$0.11190.9%920.19102
$31.00Jul 311.251.45$1.3514.8%540.53--
$30.50Jul 240.331.17$0.75112.0%500.69302
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 240.020.65$0.34185.3%610.2843
$26.00Aug 280.220.39$0.3154.8%400.12--
$25.00Aug 210.050.28$0.17135.3%310.0715
$25.50Jul 310.000.20$0.10200.0%290.06--
$26.00Jul 310.040.19$0.12125.0%290.07--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 56.8%, max 170.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 24Aug 21121.8%49.8%144.8%21--
$33.00Jul 24Aug 2181.9%46.8%75.0%2654.5K
$35.00Jul 31Aug 2876.9%47.6%61.4%12906
$34.00Jul 31Aug 2873.2%46.9%56.2%32104
$33.50Jul 31Aug 2169.2%47.1%46.9%9125
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 24Aug 28121.8%45.0%170.9%6343
$26.00Jul 31Aug 2883.9%51.3%63.6%69--
$28.00Jul 31Aug 2175.1%51.8%45.1%16253
$30.50Jul 31Aug 2167.4%48.0%40.6%228
$32.00Jul 24Aug 2166.5%49.9%33.1%23397

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 8.09, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.00$35.00Jul 31$0.11$0.89$0.118.09$34.11
$34.00$35.00Aug 21$0.16$0.84$0.165.25$34.16
$35.00$37.00Aug 21$0.39$1.61$0.394.13$35.39
$34.00$35.00Aug 28$0.20$0.80$0.204.00$34.20
$32.50$33.00Jul 31$0.14$0.36$0.142.57$32.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$25.00Aug 21$0.41$2.59$0.416.32$27.59
$27.50$26.00Jul 31$0.24$1.26$0.245.25$27.26
$30.00$29.00Jul 24$0.22$0.78$0.223.55$29.78
$30.00$26.00Aug 28$0.92$3.08$0.923.35$29.08
$29.50$28.00Aug 21$0.39$1.11$0.392.85$29.11

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 3.55, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$28.50Jul 24$0.39$0.39$0.113.55$28.39
$29.50$30.00Jul 24$0.29$0.29$0.211.38$29.79
$25.00$26.00Jul 24$0.55$0.55$0.451.22$25.55
$31.00$32.00Aug 21$0.52$0.52$0.481.08$31.52
$30.00$31.00Aug 21$0.48$0.48$0.520.92$30.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$31.00Aug 7$0.65$0.65$0.351.86$31.35
$32.00$30.50Jul 31$0.85$0.85$0.651.31$31.15
$32.00$30.50Aug 21$0.78$0.78$0.721.08$31.22
$30.00$29.50Aug 21$0.22$0.22$0.280.79$29.78
$31.00$30.50Aug 7$0.21$0.21$0.290.72$30.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.50, cheapest $0.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 31Aug 21$0.2376.9%49.3%
$34.00Jul 31Aug 21$0.2873.2%47.6%
$33.50Jul 31Aug 21$0.3369.2%47.1%
$33.00Jul 24Jul 31$0.5581.9%70.4%
$32.50Jul 24Jul 31$0.6771.5%70.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.50Jul 31Aug 7$0.1667.4%57.7%
$31.00Aug 7Aug 14$0.1756.9%51.5%
$28.00Jul 31Aug 14$0.1875.1%54.5%
$26.00Jul 31Aug 28$0.1983.9%51.3%
$30.00Jul 24Jul 31$0.42121.8%68.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.30% of stock, avg 8.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$32.00Jul 24$0.11$0.92$1.03$30.97$33.033.30%
$30.00Jul 24$1.16$0.34$1.50$28.50$31.504.81%
$29.00Jul 24$2.03$0.12$2.15$26.85$31.156.90%
$32.00Jul 31$0.89$1.80$2.69$29.31$34.698.63%
$31.00Aug 14$1.71$1.49$3.20$27.80$34.2010.26%
$32.00Aug 21$1.38$2.13$3.51$28.49$35.5111.26%
$30.00Aug 21$2.38$1.19$3.57$26.43$33.5711.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.51% of stock, avg 4.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$29.00Jul 24$0.04$0.12$0.16$28.84$33.16
$32.50$29.00Jul 24$0.06$0.12$0.18$28.82$32.68
$32.00$29.00Jul 24$0.11$0.12$0.23$28.77$32.23
$31.50$29.00Jul 24$0.15$0.12$0.27$28.73$31.77
$33.00$30.00Jul 24$0.04$0.34$0.38$29.62$33.38
$32.50$30.00Jul 24$0.06$0.34$0.40$29.60$32.90
$32.00$30.00Jul 24$0.11$0.34$0.45$29.55$32.45
$31.50$30.00Jul 24$0.15$0.34$0.49$29.51$31.99
$35.00$25.00Aug 21$0.52$0.17$0.69$24.31$35.69
$34.00$28.00Jul 31$0.40$0.30$0.70$27.30$34.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 2.85, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3031/32Aug 21$0.74$0.262.85$29.26$31.74
30/3033/34Aug 21$0.36$0.142.57$29.64$33.36
30/3032/32Jul 31$0.35$0.152.33$30.15$32.35
30/3031/32Aug 21$0.68$0.322.13$29.82$31.68
30/3032/33Aug 21$0.68$0.322.12$29.32$32.68
30/3032/33Jul 31$0.33$0.171.94$30.17$32.83
30/3033/34Jul 31$0.33$0.171.94$30.17$33.33
30/3232/33Jul 31$0.99$0.511.94$31.01$33.49
30/3233/34Jul 31$0.99$0.511.94$31.01$33.99
30/3031/32Jul 31$0.65$0.351.86$29.85$31.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 21$0.06$0.9415.67
$33.00$33.50$34.00Jul 31$0.09$0.414.56
$26.00$27.00$28.00Jul 24$0.26$0.742.85
$31.00$31.50$32.00Jul 24$0.16$0.342.13
$30.50$31.00$31.50Jul 24$0.20$0.301.50
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$27.50$28.00$28.50Jul 31$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-0.10, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$35.001:2Jul 31-$0.18$0.82
$34.00$35.001:2Aug 21-$0.36$0.64
$34.00$35.001:2Aug 28-$0.40$0.60
$31.00$32.001:2Jul 31-$0.43$0.57
$32.00$33.001:2Aug 21-$0.46$0.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$30.501:2Jul 31-$0.10$1.40
$29.50$28.001:2Aug 21-$0.19$1.31
$32.00$30.501:2Aug 21-$0.57$0.93
$26.00$25.501:2Jul 31-$0.08$0.42
$32.00$31.001:2Aug 7-$0.67$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.82%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Aug 21$1.190.452.6%3.82%6.45%232.1K
$32.00Jul 31$0.780.412.6%2.50%5.13%1148
$33.00Aug 21$0.780.355.8%2.50%8.34%2644.3K
$33.50Aug 21$0.700.327.4%2.25%9.69%101
$34.00Aug 28$0.670.309.0%2.15%11.19%10--
$32.50Jul 31$0.620.354.2%1.99%6.22%228
$34.00Aug 21$0.550.289.0%1.76%10.81%12727
$33.00Jul 31$0.480.305.8%1.54%7.38%10--
$35.00Aug 28$0.470.2412.2%1.51%13.76%5--
$35.00Aug 21$0.410.2212.2%1.31%13.57%25--

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 2,399
Total Puts 446
Put/Call Ratio 0.19
Net Difference 1,953

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,243
Total Puts 7,947
Average Put/Call Ratio 0.75
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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