Tour v423
TEVA
TEVA PHARMACEUTICAL ADR
$31.08 +0.88%
$31.13 (+0.16%)🌙
as of 07/27 07:10 PM
7/27 19:10

Option Volume

Detail
Current (07/27) 3,149
Calls: 2,695 (86%)
Puts: 454 (14%)
Prior (07/24) 712
Calls: 502 (71%)
Puts: 210 (29%)
Current vs Prior +342.28%
Calls: +436.85% (Calls)
Puts: +116.19% (Puts)
Prior 7-Day Total 23,683
Calls: 15,866 (67%)
Puts: 7,817 (33%)
Prior 7-Day Average 3,383
Calls: 2,266 (67%)
Puts: 1,116 (33%)
Current vs Prior 7-Day Avg -6.92%
Calls: +18.90%
Puts: -59.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $496.5K
Calls: $458.6K (92%)
Puts: $37.8K (8%)
Prior (07/24) $112.6K
Calls: $76.9K (68%)
Puts: $35.7K (32%)
Current vs Prior +340.90%
Calls: +496.05%
Puts: +6.12%
Prior 7-Day Total $3.15M
Calls: $1.73M (55%)
Puts: $1.42M (45%)
Prior 7-Day Average $450.4K
Calls: $247.0K (55%)
Puts: $203.3K (45%)
Current vs Prior 7-Day Avg +10.23%
Calls: +85.65%
Puts: -81.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.17
Prior (07/24) 0.42
Current vs Prior -59.73%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -78.99%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 139,564
Calls: 129,380 (93%)
Puts: 10,184 (7%)
Prior (07/24) 70,181
Calls: 55,890 (80%)
Puts: 14,291 (20%)
Current vs Prior +98.86%
Prior 7-Day Total 880,391
Calls: 807,360 (92%)
Puts: 73,031 (8%)
Prior 7-Day Average 125,770
Calls: 115,337 (92%)
Puts: 10,433 (8%)
Current vs Prior 7-Day Avg +10.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.46% | 9.65%11.39% | 15.15%
Prior 8.89% | 9.90%11.78% | 15.38%
Current vs Prior -4.85% | -2.49%-3.33% | -1.50%
Prior 7-Day Avg 4.41% | 8.92%9.21% | 14.78%
Current vs 7-Day Avg +91.91% | +8.27%+23.70% | +2.55%
Prior 7-Day Eod 8.89% | 9.90%11.78% | 15.38%
Current vs 7-Day Eod -4.85% | -2.49%-3.33% | -1.50%
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

Strong bullish conviction with 92% of dollar volume in calls ($458.6K) vs puts ($37.8K). Massive premium surge with dollar volume up 341% vs prior. Unusually high activity with volume up 342% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (2,695 calls vs 454 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 4 of results (avg 7.7%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.420.45$0.446.8%440.2010.4K
$32.00Aug 211.201.29$1.257.2%6060.442.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 211.041.12$1.087.4%120.36329
$33.00Aug 212.582.83$2.719.2%50.66--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.59, cheapest $0.44)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.420.45$0.446.8%440.2010.4K
$34.00Aug 210.570.65$0.6113.1%60.27738
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 210.650.77$0.7116.9%10.27--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 12 found (avg delta 0.67, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 313.904.70$4.3018.6%10.84--
$26.50Jul 314.305.15$4.7218.0%10.80--
$28.00Aug 213.404.05$3.7217.5%10.80--
$29.00Aug 72.304.15$3.2357.3%10.75--
$30.00Aug 71.862.11$1.9912.6%50.65--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 312.312.61$2.4612.2%50.71--
$33.00Aug 212.582.83$2.719.2%50.66--
$32.00Aug 211.952.20$2.0812.0%30.56--

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.0K, top 702)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 310.150.19$0.1723.5%7020.12907
$32.00Aug 211.201.29$1.257.2%6060.442.2K
$33.00Aug 210.770.95$0.8620.9%1540.354.6K
$31.00Jul 311.131.34$1.2317.1%1340.5384
$32.50Jul 310.560.74$0.6527.7%680.3440
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 310.200.26$0.2326.1%160.14131
$30.00Aug 211.041.12$1.087.4%120.36329
$31.00Aug 211.371.64$1.5117.9%110.4639
$29.00Jul 310.290.54$0.4259.5%100.2296
$29.00Aug 70.430.64$0.5438.9%100.256

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 85.3%, max 139.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.50Jul 31Aug 7148.3%62.1%139.0%42
$35.00Jul 31Aug 2893.2%47.6%95.8%718937
$36.00Jul 31Aug 2197.2%49.8%95.2%4133
$34.00Jul 31Sep 491.8%47.4%93.8%11127
$33.00Jul 31Aug 2193.6%48.6%92.6%1564.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Jul 31Aug 2193.6%48.6%92.6%10--
$29.00Jul 31Aug 2195.1%49.5%91.9%1196
$31.00Jul 31Aug 2191.2%48.6%87.5%1539
$28.00Jul 31Aug 2197.6%53.0%84.0%22381
$29.50Jul 31Aug 794.9%63.4%49.7%345

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 7.33, avg 2.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.00$35.00Jul 31$0.12$0.88$0.127.33$34.12
$35.00$36.00Aug 21$0.15$0.85$0.155.67$35.15
$34.50$35.00Aug 21$0.10$0.40$0.104.00$34.60
$33.00$35.00Aug 7$0.41$1.59$0.413.88$33.41
$33.00$33.50Jul 31$0.11$0.39$0.113.55$33.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$25.00Aug 21$0.26$1.74$0.266.69$26.74
$28.00$27.00Aug 21$0.13$0.87$0.136.69$27.87
$29.00$28.00Jul 31$0.19$0.81$0.194.26$28.81
$29.00$28.00Aug 21$0.19$0.81$0.194.26$28.81
$29.50$29.00Jul 31$0.14$0.36$0.142.57$29.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 3.30, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$31.00Jul 31$3.07$3.07$0.933.30$30.07
$28.00$30.00Aug 21$1.44$1.44$0.562.57$29.44
$31.00$31.50Aug 21$0.34$0.34$0.162.13$31.34
$30.00$31.00Aug 7$0.57$0.57$0.431.33$30.57
$30.00$31.00Aug 21$0.55$0.55$0.451.22$30.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.00$31.00Jul 31$1.34$1.34$0.662.03$31.66
$33.00$32.00Aug 21$0.63$0.63$0.371.70$32.37
$32.00$31.00Aug 21$0.57$0.57$0.431.33$31.43
$30.50$30.00Aug 21$0.24$0.24$0.260.92$30.26
$31.00$30.50Aug 21$0.19$0.19$0.310.61$30.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.22, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 31Aug 7$0.1093.2%64.4%
$36.00Jul 31Aug 7$0.1097.2%69.0%
$32.00Jul 31Aug 7$0.1692.1%63.4%
$33.00Jul 31Aug 7$0.1693.6%65.2%
$31.00Jul 31Aug 7$0.1991.2%62.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Jul 31Aug 7$0.1295.1%64.0%
$29.50Jul 31Aug 7$0.1294.9%63.4%
$33.00Jul 31Aug 21$0.2593.6%48.6%
$28.00Jul 31Aug 21$0.2997.6%53.0%
$31.00Jul 31Aug 21$0.3991.2%48.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 7.56% of stock, avg 10.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.00Jul 31$1.23$1.12$2.35$28.65$33.357.56%
$33.00Jul 31$0.52$2.46$2.98$30.02$35.989.59%
$31.00Aug 21$1.73$1.51$3.24$27.76$34.2410.42%
$32.00Aug 21$1.25$2.08$3.33$28.67$35.3310.71%
$30.00Aug 21$2.28$1.08$3.36$26.64$33.3610.81%
$33.00Aug 21$0.86$2.71$3.57$29.43$36.5711.49%
$29.00Aug 7$3.23$0.54$3.77$25.23$32.7712.13%
$28.00Aug 21$3.72$0.52$4.24$23.76$32.2413.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 2.06% of stock, avg 4.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.50$28.00Jul 31$0.41$0.23$0.64$27.36$34.14
$35.50$29.00Aug 7$0.19$0.54$0.73$28.27$36.23
$33.00$28.00Jul 31$0.52$0.23$0.75$27.25$33.75
$36.00$29.00Aug 7$0.21$0.54$0.75$28.25$36.75
$35.00$29.00Aug 7$0.27$0.54$0.81$28.19$35.81
$33.50$29.00Jul 31$0.41$0.42$0.83$28.17$34.33
$35.50$29.50Aug 7$0.19$0.68$0.87$28.63$36.37
$32.50$28.00Jul 31$0.65$0.23$0.88$27.12$33.38
$36.00$29.50Aug 7$0.21$0.68$0.89$28.61$36.89
$33.00$29.00Jul 31$0.52$0.42$0.94$28.06$33.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 72 found (best R:R 8.09, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3336/36Jul 31$1.78$0.228.09$31.22$37.28
25/2728/30Aug 21$1.70$0.305.67$25.30$29.70
31/3233/34Aug 21$0.82$0.184.56$31.18$33.82
32/3335/36Aug 21$0.78$0.223.55$32.22$35.78
29/3032/33Aug 21$0.76$0.243.17$29.24$32.76
30/3032/32Aug 21$0.38$0.123.17$30.12$31.88
28/2930/31Aug 21$0.74$0.262.85$28.26$30.74
31/3334/34Jul 31$1.46$0.542.70$31.54$34.96
31/3334/35Jul 31$1.46$0.542.70$31.54$35.46
32/3334/35Aug 21$0.73$0.272.70$32.27$35.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 7$0.12$0.887.33
$32.00$33.00$34.00Aug 21$0.14$0.866.14
$31.00$32.00$33.00Aug 7$0.16$0.845.25
$35.00$35.50$36.00Aug 7$0.10$0.404.00
$31.00$31.50$32.00Aug 21$0.20$0.301.50
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$27.00$28.00$29.00Aug 21$0.06$0.9415.67
$31.00$32.00$33.00Aug 21$0.06$0.9415.67
$28.00$29.00$30.00Aug 21$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $--, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Aug 21-$0.84$1.16
$34.00$35.001:2Jul 31-$0.05$0.95
$35.00$36.001:2Aug 21-$0.14$0.86
$36.00$37.001:2Aug 7-$0.21$0.79
$33.00$34.001:2Aug 21-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$29.501:2Jul 31$0.00$1.50
$28.00$27.001:2Aug 21-$0.26$0.74
$29.00$28.001:2Aug 21-$0.33$0.67
$30.00$29.001:2Aug 21-$0.34$0.66
$29.50$29.001:2Jul 31-$0.28$0.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.02%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.50Aug 21$1.250.491.4%4.02%5.37%32
$32.00Aug 21$1.200.443.0%3.86%6.82%6062.2K
$32.00Aug 14$0.960.443.0%3.09%6.05%249
$31.50Jul 31$0.900.471.4%2.90%4.25%723
$32.00Aug 7$0.850.423.0%2.73%5.69%221
$33.00Aug 21$0.770.356.2%2.48%8.66%1544.6K
$32.00Jul 31$0.710.403.0%2.28%5.24%6159
$34.00Sep 4$0.700.309.4%2.25%11.65%3--
$34.00Aug 21$0.570.279.4%1.83%11.23%6738
$32.50Jul 31$0.560.344.6%1.80%6.37%6840

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 2,695
Total Puts 454
Put/Call Ratio 0.17
Net Difference 2,241

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,866
Total Puts 7,817
Average Put/Call Ratio 0.80
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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