Tour v397
TEVA
TEVA PHARMACEUTICAL ADR
$30.81 -1.20%
$30.91 (+0.31%)🌙
as of 07/25 03:57 AM
7/24 03:57

Option Volume

Detail
Current (07/25) 712
Calls: 502 (71%)
Puts: 210 (29%)
Prior (07/23) 2,845
Calls: 2,399 (84%)
Puts: 446 (16%)
Current vs Prior -74.97%
Calls: -79.07% (Calls)
Puts: -52.91% (Puts)
Prior 7-Day Total 25,564
Calls: 17,625 (69%)
Puts: 7,939 (31%)
Prior 7-Day Average 3,652
Calls: 2,517 (69%)
Puts: 1,134 (31%)
Current vs Prior 7-Day Avg -80.50%
Calls: -80.06%
Puts: -81.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $112.6K
Calls: $76.9K (68%)
Puts: $35.7K (32%)
Prior (07/23) $324.0K
Calls: $267.6K (83%)
Puts: $56.4K (17%)
Current vs Prior -65.24%
Calls: -71.24%
Puts: -36.76%
Prior 7-Day Total $3.27M
Calls: $1.83M (56%)
Puts: $1.44M (44%)
Prior 7-Day Average $467.4K
Calls: $261.7K (56%)
Puts: $205.7K (44%)
Current vs Prior 7-Day Avg -75.91%
Calls: -70.60%
Puts: -82.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.42
Prior (07/23) 0.19
Current vs Prior +125.01%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -45.20%
Sentiment BULLISH

Open Interest

Detail
Current (07/25) 70,181
Calls: 55,890 (80%)
Puts: 14,291 (20%)
Prior (07/23) 96,968
Calls: 93,041 (96%)
Puts: 3,927 (4%)
Current vs Prior -27.62%
Prior 7-Day Total 944,483
Calls: 855,359 (91%)
Puts: 89,124 (9%)
Prior 7-Day Average 134,926
Calls: 122,194 (91%)
Puts: 12,732 (9%)
Current vs Prior 7-Day Avg -47.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.89% | 9.90%11.78% | 15.38%
Prior 3.24% | 9.08%11.99% | 15.65%
Current vs Prior +174.55% | +9.07%-1.78% | -1.70%
Prior 7-Day Avg 3.78% | 8.33%8.17% | 14.55%
Current vs 7-Day Avg +135.17% | +18.91%+44.25% | +5.71%
Prior 7-Day Eod 3.24% | 9.08%11.99% | 15.65%
Current vs 7-Day Eod +174.55% | +9.07%-1.78% | -1.70%
Sentiment BEARISHBULLISH

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 68% call dollar volume ($76.9K). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (502 calls vs 210 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 5 of results (avg 7.6%, best 3.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 211.201.24$1.223.3%1820.422.1K
$30.00Jul 311.631.76$1.697.7%20.62--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 312.552.76$2.667.9%220.73--
$34.00Aug 283.654.00$3.839.1%200.72--
$31.00Aug 141.521.68$1.6010.0%20.498

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.76, cheapest $0.44)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.400.47$0.4415.9%250.2010.5K
$31.50Jul 310.901.05$0.9815.3%190.444
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 310.810.90$0.8610.5%100.3879

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.69, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 215.107.50$6.3038.1%100.92--
$30.00Jul 311.631.76$1.697.7%20.62--
$31.00Aug 211.551.75$1.6512.1%40.52--
$31.00Aug 281.601.89$1.7516.6%20.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 313.554.75$4.1528.9%30.86--
$35.00Aug 73.204.90$4.0542.0%30.82--
$34.00Jul 312.883.75$3.3226.2%230.8155
$34.00Aug 72.754.10$3.4339.4%30.75--
$33.00Jul 312.552.76$2.667.9%220.73--

Most actively traded options today. High liquidity = easy entry/exit. 45 active (total vol 531, top 182)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 211.201.24$1.223.3%1820.422.1K
$33.00Jul 310.430.57$0.5028.0%540.2778
$35.00Aug 210.400.47$0.4415.9%250.2010.5K
$34.50Jul 310.180.34$0.2661.5%240.16--
$32.50Jul 310.570.72$0.6523.1%220.3228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 312.883.75$3.3226.2%230.8155
$33.00Jul 312.552.76$2.667.9%220.73--
$34.00Aug 283.654.00$3.839.1%200.72--
$30.00Aug 211.131.30$1.2114.0%110.39--
$30.00Jul 310.810.90$0.8610.5%100.3879

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 50.0%, max 64.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Jul 31Sep 475.1%45.9%63.7%5578
$36.00Jul 31Aug 2179.9%49.5%61.5%61.0K
$35.00Jul 31Aug 2179.3%49.3%60.8%2810.5K
$31.00Jul 31Aug 2874.1%47.7%55.3%482
$32.00Jul 31Aug 2175.6%49.7%52.2%1922.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 31Aug 2174.6%45.3%64.5%10--
$34.00Jul 31Aug 2876.0%47.2%61.0%4355
$30.00Jul 31Aug 2173.0%48.2%51.5%2179
$31.00Jul 31Aug 2174.1%50.1%47.8%1595
$35.00Jul 31Aug 779.3%66.6%19.1%6--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.71, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$33.00Aug 21$0.26$0.74$0.262.85$32.26
$33.00$35.00Aug 21$0.52$1.48$0.522.85$33.52
$32.00$32.50Jul 31$0.15$0.35$0.152.33$32.15
$32.50$33.00Jul 31$0.15$0.35$0.152.33$32.65
$31.50$32.00Jul 31$0.18$0.32$0.181.78$31.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$27.00Aug 21$0.35$1.65$0.354.71$28.65
$28.50$27.50Jul 31$0.18$0.82$0.184.56$28.32
$29.50$29.00Jul 31$0.11$0.39$0.113.55$29.39
$30.00$29.50Jul 31$0.23$0.27$0.231.17$29.77
$31.00$30.00Jul 31$0.47$0.53$0.471.13$30.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 4.88, avg 1.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$31.00Aug 21$4.65$4.65$1.353.44$29.65
$30.00$31.00Jul 31$0.52$0.52$0.481.08$30.52
$31.00$32.00Aug 21$0.43$0.43$0.570.75$31.43
$31.00$31.50Jul 31$0.19$0.19$0.310.61$31.19
$31.50$32.00Jul 31$0.18$0.18$0.320.56$31.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.00Jul 31$0.83$0.83$0.174.88$34.17
$32.50$31.50Jul 31$0.72$0.72$0.282.57$31.78
$34.00$33.00Jul 31$0.66$0.66$0.341.94$33.34
$33.00$32.50Jul 31$0.32$0.32$0.181.78$32.68
$35.00$34.00Aug 7$0.62$0.62$0.381.63$34.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.25, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Jul 31Aug 7$0.1275.1%57.7%
$36.00Jul 31Aug 21$0.1779.9%49.5%
$35.00Jul 31Aug 21$0.2279.3%49.3%
$34.00Jul 31Aug 7$0.2576.0%67.4%
$32.00Jul 31Aug 21$0.4275.6%49.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.00Jul 31Aug 7$0.1176.0%67.4%
$29.00Jul 31Aug 7$0.1274.6%59.0%
$31.00Jul 31Aug 14$0.2774.1%54.8%
$30.00Jul 31Aug 21$0.3573.0%48.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 8.11% of stock, avg 10.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.00Jul 31$1.17$1.33$2.50$28.50$33.508.11%
$30.00Jul 31$1.69$0.86$2.55$27.45$32.558.28%
$31.50Jul 31$0.98$1.62$2.60$28.90$34.108.44%
$32.50Jul 31$0.65$2.34$2.99$29.51$35.499.70%
$33.00Jul 31$0.50$2.66$3.16$29.84$36.1610.26%
$31.00Aug 21$1.65$1.68$3.33$27.67$34.3310.81%
$34.00Jul 31$0.32$3.32$3.64$30.36$37.6411.81%
$34.00Aug 7$0.57$3.43$4.00$30.00$38.0012.98%
$35.00Jul 31$0.22$4.15$4.37$30.63$39.3714.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 2.24% of stock, avg 4.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$27.00Aug 21$0.30$0.39$0.69$26.31$36.69
$35.50$27.00Aug 21$0.35$0.39$0.74$26.26$36.24
$33.00$27.50Jul 31$0.50$0.25$0.75$26.75$33.75
$35.00$27.00Aug 21$0.44$0.39$0.83$26.17$35.83
$32.50$27.50Jul 31$0.65$0.25$0.90$26.60$33.40
$33.00$28.50Jul 31$0.50$0.43$0.93$27.57$33.93
$33.00$29.00Jul 31$0.50$0.52$1.02$27.98$34.02
$36.00$29.00Aug 21$0.30$0.74$1.04$27.96$37.04
$32.00$27.50Jul 31$0.80$0.25$1.05$26.45$33.05
$32.50$28.50Jul 31$0.65$0.43$1.08$27.42$33.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 9.00, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
29/3031/32Aug 21$0.90$0.109.00$29.10$31.90
30/3032/32Jul 31$0.38$0.123.17$29.62$32.38
30/3032/33Jul 31$0.38$0.123.17$29.62$32.88
29/3032/33Aug 21$0.73$0.272.70$29.27$32.73
30/3132/33Aug 21$0.73$0.272.70$30.27$32.73
28/2830/31Jul 31$0.70$0.302.33$27.80$30.70
30/3132/32Jul 31$0.65$0.351.86$30.35$32.15
29/3030/31Jul 31$0.63$0.371.70$28.87$30.63
30/3132/32Jul 31$0.62$0.381.63$30.38$32.62
30/3132/33Jul 31$0.62$0.381.63$30.38$33.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 7.33, cheapest $0.06)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$32.50$33.00$33.50Jul 31$0.06$0.447.33
$31.00$32.00$33.00Aug 21$0.17$0.834.88
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$33.00$34.00$35.00Jul 31$0.17$0.834.88
$29.00$29.50$30.00Jul 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. 26 found (best net $-0.04, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$34.001:2Aug 7-$0.52$0.48
$30.00$31.001:2Jul 31-$0.65$0.35
$34.50$35.001:2Jul 31-$0.18$0.32
$34.00$34.501:2Jul 31-$0.20$0.30
$32.00$33.001:2Aug 21-$0.70$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$27.001:2Aug 21-$0.04$1.96
$27.50$25.501:2Jul 31-$0.09$1.91
$28.50$27.501:2Jul 31-$0.07$0.93
$30.00$29.001:2Aug 21-$0.27$0.73
$31.00$30.001:2Jul 31-$0.39$0.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 5.19%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Aug 28$1.600.520.6%5.19%5.81%2--
$31.00Aug 21$1.550.520.6%5.03%5.65%4--
$32.00Aug 21$1.200.423.9%3.89%7.76%1822.1K
$31.00Jul 31$1.080.500.6%3.51%4.12%282
$33.00Sep 4$0.930.367.1%3.02%10.13%1--
$31.50Jul 31$0.900.442.2%2.92%5.16%194
$33.00Aug 21$0.830.357.1%2.69%9.80%24.6K
$32.00Jul 31$0.690.383.9%2.24%6.10%10--
$32.50Jul 31$0.570.325.5%1.85%7.34%2228
$33.00Aug 7$0.510.307.1%1.66%8.76%1--

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 502
Total Puts 210
Put/Call Ratio 0.42
Net Difference 292

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,625
Total Puts 7,939
Average Put/Call Ratio 0.76
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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