Tour v452
TEVA
TEVA PHARMACEUTICAL ADR
$31.67 +1.90%
$32.20 (+1.67%)🌙
as of 07/28 06:06 PM
7/28 18:06

Option Volume

Detail
Current (07/28) 12,140
Calls: 10,862 (89%)
Puts: 1,278 (11%)
Prior (07/27) 3,149
Calls: 2,695 (86%)
Puts: 454 (14%)
Current vs Prior +285.52%
Calls: +303.04% (Calls)
Puts: +181.50% (Puts)
Prior 7-Day Total 23,592
Calls: 17,784 (75%)
Puts: 5,808 (25%)
Prior 7-Day Average 3,370
Calls: 2,540 (75%)
Puts: 829 (25%)
Current vs Prior 7-Day Avg +260.21%
Calls: +327.54%
Puts: +54.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.41M
Calls: $1.29M (92%)
Puts: $119.3K (8%)
Prior (07/27) $496.5K
Calls: $458.6K (92%)
Puts: $37.8K (8%)
Current vs Prior +183.81%
Calls: +181.20%
Puts: +215.38%
Prior 7-Day Total $2.84M
Calls: $2.07M (73%)
Puts: $766.6K (27%)
Prior 7-Day Average $405.8K
Calls: $296.3K (73%)
Puts: $109.5K (27%)
Current vs Prior 7-Day Avg +247.25%
Calls: +335.33%
Puts: +8.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.12
Prior (07/27) 0.17
Current vs Prior -30.16%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -68.47%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 412,759
Calls: 300,632 (73%)
Puts: 112,127 (27%)
Prior (07/27) 139,564
Calls: 129,380 (93%)
Puts: 10,184 (7%)
Current vs Prior +195.75%
Prior 7-Day Total 916,423
Calls: 835,349 (91%)
Puts: 81,074 (9%)
Prior 7-Day Average 130,917
Calls: 119,335 (91%)
Puts: 11,582 (9%)
Current vs Prior 7-Day Avg +215.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.18% | 9.95%11.21% | 15.12%
Prior 8.46% | 9.65%11.39% | 15.15%
Current vs Prior -3.36% | +3.04%-1.59% | -0.20%
Prior 7-Day Avg 5.21% | 9.54%10.43% | 14.99%
Current vs 7-Day Avg +56.96% | +4.30%+7.50% | +0.89%
Prior 7-Day Eod 8.46% | 9.65%11.39% | 15.15%
Current vs 7-Day Eod -3.36% | +3.04%-1.59% | -0.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Prior 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs Prior -71.46% | -68.47%
Prior 7-Day Avg 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs 7-Day Avg -71.46% | -68.47%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($1.29M) vs puts ($119.3K). Massive premium surge with dollar volume up 184% vs prior. Dollar volume significantly above 7-day average (247% higher). Unusually high activity with volume up 286% vs prior - elevated interest.

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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.51, cheapest $0.51)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.460.55$0.5117.6%160.2410.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 314.906.20$5.5523.4%30.99--
$25.50Jul 315.456.50$5.9817.6%30.981
$26.00Aug 213.506.25$4.8856.4%--0.9515
$27.00Aug 214.255.40$4.8323.8%--0.9116
$28.00Aug 213.454.55$4.0027.5%--0.8658
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 314.055.35$4.7027.7%11.00--
$35.50Jul 313.604.85$4.2229.6%10.95--
$37.00Aug 213.956.30$5.1345.8%--0.89132
$36.00Aug 214.355.35$4.8520.6%--0.85198
$36.00Aug 283.706.35$5.0352.7%50.81--

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 8.7K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 311.011.65$1.3348.1%2.3K0.67163
$31.50Aug 71.361.73$1.5523.9%2.2K0.565
$32.50Jul 310.800.98$0.8920.2%1.0K0.46107
$32.00Aug 210.851.66$1.2564.8%3230.512.6K
$33.00Aug 211.001.28$1.1424.6%2890.424.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 211.051.29$1.1720.5%2460.3942
$31.00Aug 70.731.33$1.0358.3%1610.3921
$28.00Jul 310.070.17$0.1283.3%1410.08145
$31.50Jul 310.381.22$0.80105.0%1310.4236
$31.50Aug 211.161.59$1.3831.2%840.4410

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 108.5%, max 151.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 31Aug 28109.1%43.9%148.7%269167
$37.00Jul 31Aug 28108.3%44.3%144.6%12660
$31.00Jul 31Aug 28101.0%43.8%130.8%2.4K165
$26.00Jul 31Aug 21123.0%53.7%129.1%315
$34.50Jul 31Aug 2199.0%43.8%126.2%1338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Jul 31Aug 21113.2%45.0%151.2%330
$32.00Jul 31Aug 28109.1%43.9%148.7%2538
$30.00Jul 31Aug 21115.8%49.8%132.3%46411
$34.00Jul 31Aug 28101.6%45.5%123.2%--59
$29.00Jul 31Aug 21115.9%52.7%119.7%40238

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 13.29, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$37.00Aug 14$0.14$1.86$0.1413.29$35.14
$37.00$38.00Aug 21$0.10$0.90$0.109.00$37.10
$35.00$36.00Aug 7$0.13$0.87$0.136.69$35.13
$34.00$35.00Aug 28$0.13$0.87$0.136.69$34.13
$35.00$36.00Jul 31$0.15$0.85$0.155.67$35.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$27.00Aug 14$0.11$0.89$0.118.09$27.89
$28.00$27.00Aug 21$0.13$0.87$0.136.69$27.87
$33.50$32.00Aug 7$0.23$1.27$0.235.52$33.27
$31.50$31.00Jul 31$0.10$0.40$0.104.00$31.40
$29.50$29.00Aug 21$0.11$0.39$0.113.55$29.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 10.11, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$29.50Jul 31$3.02$3.02$0.486.29$29.02
$27.00$28.00Aug 21$0.83$0.83$0.174.88$27.83
$29.50$31.00Jul 31$1.20$1.20$0.304.00$30.70
$33.50$34.00Aug 21$0.40$0.40$0.104.00$33.90
$33.00$33.50Aug 7$0.37$0.37$0.132.85$33.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$36.00$34.00Aug 28$1.82$1.82$0.1810.11$34.18
$36.00$35.00Aug 21$0.87$0.87$0.136.69$35.13
$34.00$32.00Aug 28$1.48$1.48$0.522.85$32.52
$32.00$31.50Aug 21$0.34$0.34$0.162.13$31.66
$31.00$30.50Aug 21$0.32$0.32$0.181.78$30.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.22, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Jul 31Aug 7$0.06111.0%71.1%
$35.00Jul 31Aug 7$0.08102.9%64.3%
$34.00Jul 31Aug 21$0.09101.6%40.3%
$36.00Jul 31Aug 7$0.1097.8%65.1%
$37.00Jul 31Aug 7$0.11108.3%72.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Jul 31Aug 7$0.13110.9%71.6%
$30.00Jul 31Aug 7$0.13115.8%67.2%
$29.00Jul 31Aug 7$0.14115.9%70.5%
$29.50Jul 31Aug 7$0.1598.3%61.5%
$36.00Jul 31Aug 21$0.1597.8%47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 6.41% of stock, avg 11.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.00Jul 31$1.33$0.70$2.03$28.97$33.036.41%
$31.50Jul 31$1.34$0.80$2.14$29.36$33.646.76%
$32.00Jul 31$1.06$1.25$2.31$29.69$34.317.29%
$33.50Aug 7$0.57$1.83$2.40$31.10$35.907.58%
$32.50Jul 31$0.89$1.52$2.41$30.09$34.917.61%
$33.00Jul 31$0.65$1.97$2.62$30.38$35.628.27%
$32.00Aug 7$1.10$1.60$2.70$29.30$34.708.53%
$31.50Aug 7$1.55$1.20$2.75$28.75$34.258.68%
$33.50Jul 31$0.39$2.38$2.77$30.73$36.278.75%
$31.00Aug 7$1.74$1.03$2.77$28.23$33.778.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.39% of stock, avg 4.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.00$27.00Aug 14$0.21$0.23$0.44$26.56$37.44
$37.00$28.00Aug 14$0.21$0.34$0.55$27.45$37.55
$35.00$27.00Aug 14$0.35$0.23$0.58$26.42$35.58
$35.00$28.00Aug 14$0.35$0.34$0.69$27.31$35.69
$34.50$29.50Aug 7$0.31$0.41$0.72$28.78$35.22
$34.50$29.00Aug 7$0.31$0.43$0.74$28.26$35.24
$36.00$26.00Aug 28$0.42$0.38$0.80$25.20$36.80
$34.50$30.00Jul 31$0.33$0.52$0.85$29.15$35.35
$33.50$27.00Aug 14$0.66$0.23$0.89$26.11$34.39
$33.50$30.00Jul 31$0.39$0.52$0.91$29.09$34.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 87 found (best R:R 8.37, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
27/2830/31Jul 31$1.34$0.168.37$26.16$30.84
32/3435/36Aug 28$1.72$0.286.14$32.28$36.72
32/3334/34Aug 21$0.84$0.165.25$32.16$34.34
30/3132/32Aug 7$0.83$0.174.88$30.17$32.33
28/2932/32Aug 21$0.83$0.174.88$28.17$32.33
32/3436/37Aug 28$1.66$0.344.88$32.34$37.66
27/2829/30Aug 21$0.82$0.184.56$27.18$29.82
28/2930/31Aug 21$0.80$0.204.00$28.20$30.80
31/3233/34Aug 21$0.40$0.104.00$31.10$33.40
30/3034/34Jul 31$0.39$0.113.55$29.61$34.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Aug 28$0.06$0.9415.67
$33.00$34.00$35.00Aug 28$0.08$0.9211.50
$35.00$36.00$37.00Aug 7$0.11$0.898.09
$35.00$36.00$37.00Jul 31$0.12$0.887.33
$36.00$36.50$37.00Aug 21$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$32.00$33.00$34.00Aug 21$0.06$0.9415.67
$28.50$29.00$29.50Jul 31$0.05$0.459.00
$30.50$31.00$31.50Jul 31$0.05$0.459.00
$25.50$26.00$26.50Jul 31$0.06$0.447.33
$27.00$28.00$29.00Aug 21$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.07, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Aug 14-$0.07$1.93
$33.50$35.001:2Aug 14-$0.04$1.46
$29.50$31.001:2Jul 31-$0.13$1.37
$33.50$34.501:2Aug 7-$0.05$0.95
$36.00$37.001:2Aug 28-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$32.001:2Aug 28-$0.25$1.75
$28.00$27.001:2Aug 21-$0.08$0.92
$29.00$28.001:2Aug 21-$0.09$0.91
$28.00$27.001:2Aug 14-$0.12$0.88
$31.00$30.001:2Aug 7-$0.27$0.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.16%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Aug 14$1.000.491.0%3.16%4.20%251
$33.00Aug 21$1.000.424.2%3.16%7.36%2894.7K
$32.00Aug 28$0.890.491.0%2.81%3.85%14
$32.00Aug 21$0.850.511.0%2.68%3.73%3232.6K
$32.00Jul 31$0.800.531.0%2.53%3.57%268163
$32.50Jul 31$0.800.462.6%2.53%5.15%1.0K107
$32.50Aug 21$0.790.462.6%2.49%5.12%828
$33.00Aug 7$0.750.404.2%2.37%6.57%284
$33.50Aug 21$0.750.375.8%2.37%8.15%110
$32.00Aug 7$0.710.501.0%2.24%3.28%1122

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,862
Total Puts 1,278
Put/Call Ratio 0.12
Net Difference 9,584

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,784
Total Puts 5,808
Average Put/Call Ratio 0.37
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All