Tour v456
TEVA
TEVA PHARMACEUTICAL ADR
$34.71 +9.60%
$34.95 (+0.70%)🌙
as of 07/29 06:08 PM
7/29 18:08

Option Volume

Detail
Current (07/29) 38,239
Calls: 33,528 (88%)
Puts: 4,711 (12%)
Prior (07/28) 12,140
Calls: 10,862 (89%)
Puts: 1,278 (11%)
Current vs Prior +214.98%
Calls: +208.67% (Calls)
Puts: +268.62% (Puts)
Prior 7-Day Total 32,767
Calls: 26,668 (81%)
Puts: 6,099 (19%)
Prior 7-Day Average 4,681
Calls: 3,809 (81%)
Puts: 871 (19%)
Current vs Prior 7-Day Avg +716.90%
Calls: +780.07%
Puts: +440.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $6.40M
Calls: $5.56M (87%)
Puts: $837.8K (13%)
Prior (07/28) $1.41M
Calls: $1.29M (92%)
Puts: $119.3K (8%)
Current vs Prior +353.99%
Calls: +331.04%
Puts: +602.04%
Prior 7-Day Total $3.95M
Calls: $3.20M (81%)
Puts: $750.5K (19%)
Prior 7-Day Average $564.8K
Calls: $457.6K (81%)
Puts: $107.2K (19%)
Current vs Prior 7-Day Avg +1032.67%
Calls: +1114.97%
Puts: +681.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.14
Prior (07/28) 0.12
Current vs Prior +19.42%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -55.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 417,292
Calls: 304,216 (73%)
Puts: 113,076 (27%)
Prior (07/28) 412,759
Calls: 300,632 (73%)
Puts: 112,127 (27%)
Current vs Prior +1.10%
Prior 7-Day Total 1,199,660
Calls: 1,015,516 (85%)
Puts: 184,144 (15%)
Prior 7-Day Average 171,380
Calls: 145,073 (85%)
Puts: 26,306 (15%)
Current vs Prior 7-Day Avg +143.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.45% | 8.24%8.99% | 13.22%
Prior 8.18% | 9.95%11.21% | 15.12%
Current vs Prior -33.42% | -17.16%-19.81% | -12.57%
Prior 7-Day Avg 5.65% | 9.47%11.73% | 15.25%
Current vs 7-Day Avg -3.65% | -13.01%-23.37% | -13.30%
Prior 7-Day Eod 8.18% | 9.95%11.21% | 15.12%
Current vs 7-Day Eod -33.42% | -17.16%-19.81% | -12.57%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Prior 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Current vs Prior +1019.15% | +17.76%
Prior 7-Day Avg 47.63% | 49.61%
Calls: 28.57% | 13.61%
Puts: 66.69% | 85.62%
Current vs 7-Day Avg +255.77% | -58.84%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($5.56M) vs puts ($837.8K). Massive premium surge with dollar volume up 354% vs prior. Dollar volume significantly above 7-day average (1033% higher). Unusually high activity with volume up 215% 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.74, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Jul 312.574.00$3.2943.5%850.94152
$29.50Jul 313.506.90$5.2065.4%250.9225
$30.00Aug 214.306.60$5.4542.2%--0.91215
$28.00Aug 215.157.90$6.5342.1%--0.9158
$30.00Sep 43.506.90$5.2065.4%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Jul 311.844.85$3.3589.9%10.89--
$37.00Jul 311.353.85$2.6096.2%20.89--
$39.00Aug 213.406.55$4.9763.4%--0.8810
$37.50Jul 311.744.20$2.9782.8%10.82--
$37.00Aug 212.623.20$2.9119.9%20.74132

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 22.2K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.390.61$0.5044.0%6.2K0.2714.8K
$35.00Aug 210.921.42$1.1742.7%4.2K0.4910.5K
$31.50Aug 71.644.00$2.8283.7%2.1K0.882.1K
$37.00Aug 280.500.71$0.6134.4%1.4K0.2862
$32.50Jul 311.692.42$2.0535.6%1.1K0.811.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 310.000.73$0.37197.3%3810.2711
$34.00Jul 310.100.75$0.43151.2%1850.3439
$32.00Jul 310.000.33$0.17194.1%790.1346
$32.00Aug 280.160.59$0.38113.2%790.192
$33.00Aug 210.360.81$0.5976.3%660.28277

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 150.0%, max 394.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 31Sep 4203.1%41.1%394.1%83
$39.00Jul 31Sep 4167.0%42.5%293.2%1156
$40.00Jul 31Aug 28278.7%74.3%275.0%--41
$28.00Jul 31Aug 21244.8%69.6%251.6%358
$29.00Jul 31Aug 21215.7%63.8%238.0%136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 31Sep 4203.1%41.1%394.1%40107
$31.00Jul 31Aug 28154.0%42.6%261.6%6786
$28.00Jul 31Aug 21244.8%69.6%251.6%11537
$29.00Jul 31Aug 21215.7%63.8%238.0%42264
$32.00Jul 31Aug 28100.8%33.7%198.7%15848

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 9.00, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Aug 21$0.12$0.88$0.127.33$38.12
$37.00$38.00Aug 21$0.18$0.82$0.184.56$37.18
$37.00$38.00Aug 28$0.19$0.81$0.194.26$37.19
$36.00$37.00Sep 4$0.20$0.80$0.204.00$36.20
$36.50$37.00Jul 31$0.11$0.39$0.113.55$36.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$30.00Aug 28$0.10$0.90$0.109.00$30.90
$33.00$32.00Aug 21$0.17$0.83$0.174.88$32.83
$32.00$31.50Jul 31$0.11$0.39$0.113.55$31.89
$32.50$32.00Jul 31$0.11$0.39$0.113.55$32.39
$33.50$33.00Jul 31$0.12$0.38$0.123.17$33.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 6.69, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$33.00Aug 14$0.87$0.87$0.136.69$32.87
$30.00$32.00Sep 4$1.73$1.73$0.276.41$31.73
$32.00$33.00Sep 4$0.84$0.84$0.165.25$32.84
$30.00$31.00Aug 7$0.80$0.80$0.204.00$30.80
$33.50$34.00Aug 21$0.40$0.40$0.104.00$33.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$34.50Jul 31$2.04$2.04$0.464.43$34.96
$38.00$37.50Jul 31$0.38$0.38$0.123.17$37.62
$37.50$37.00Jul 31$0.37$0.37$0.132.85$37.13
$36.00$35.00Aug 21$0.73$0.73$0.272.70$35.27
$34.00$33.50Aug 7$0.32$0.32$0.181.78$33.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.33, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Jul 31Aug 7$0.1185.6%62.8%
$29.00Jul 31Aug 21$0.15215.7%63.8%
$31.00Jul 31Aug 7$0.15154.0%77.4%
$37.00Jul 31Aug 7$0.2070.3%43.5%
$38.00Jul 31Aug 7$0.2098.6%57.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.50Jul 31Aug 14$0.06106.2%39.2%
$32.00Jul 31Aug 7$0.08100.8%56.9%
$31.50Jul 31Aug 7$0.1686.3%61.5%
$33.50Jul 31Aug 7$0.2584.0%57.4%
$33.00Jul 31Aug 7$0.3185.6%62.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.75% of stock, avg 10.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.00Jul 31$0.87$0.43$1.30$32.70$35.303.75%
$34.50Jul 31$0.77$0.56$1.33$33.17$35.833.83%
$33.50Jul 31$1.34$0.37$1.71$31.79$35.214.93%
$33.00Jul 31$1.86$0.25$2.11$30.89$35.116.08%
$35.00Aug 7$0.74$1.40$2.14$32.86$37.146.17%
$33.50Aug 7$1.55$0.62$2.17$31.33$35.676.25%
$34.00Aug 7$1.29$0.94$2.23$31.77$36.236.42%
$35.00Aug 14$0.92$1.31$2.23$32.77$37.236.42%
$34.50Aug 14$1.27$1.04$2.31$32.19$36.816.66%
$32.50Jul 31$2.05$0.28$2.33$30.17$34.836.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 1.30% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.50$33.00Jul 31$0.20$0.25$0.45$32.55$36.95
$36.50$32.50Jul 31$0.20$0.28$0.48$32.02$36.98
$35.50$33.00Jul 31$0.25$0.25$0.50$32.50$36.00
$35.50$32.50Jul 31$0.25$0.28$0.53$31.97$36.03
$35.00$33.00Jul 31$0.30$0.25$0.55$32.45$35.55
$36.50$33.50Jul 31$0.20$0.37$0.57$32.93$37.07
$35.00$32.50Jul 31$0.30$0.28$0.58$31.92$35.58
$35.50$33.50Jul 31$0.25$0.37$0.62$32.88$36.12
$36.50$34.00Jul 31$0.20$0.43$0.63$33.37$37.13
$39.00$33.00Jul 31$0.40$0.25$0.65$32.35$39.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 6.14, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3536/37Aug 28$0.86$0.146.14$34.14$36.86
34/3536/37Aug 14$0.82$0.184.56$34.18$36.82
34/3436/37Aug 14$0.80$0.204.00$33.70$36.80
35/3636/37Aug 14$0.79$0.213.76$34.71$36.79
34/3536/37Sep 4$0.79$0.213.76$34.21$36.79
34/3537/38Aug 28$0.74$0.262.85$34.26$37.74
30/3132/34Aug 28$1.45$0.552.64$29.55$33.45
32/3336/37Aug 14$0.67$0.332.03$32.33$36.67
32/3232/33Jul 31$0.30$0.201.50$31.70$32.80
32/3334/35Aug 21$0.58$0.421.38$32.42$35.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$37.00$38.00$39.00Aug 21$0.06$0.9415.67
$35.00$36.00$37.00Aug 28$0.11$0.898.09
$33.00$33.50$34.00Aug 14$0.06$0.447.33
$36.00$37.00$38.00Aug 28$0.12$0.887.33
$28.00$29.00$30.00Aug 21$0.28$0.722.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$34.50$35.00$35.50Aug 7$0.05$0.459.00
$33.50$34.00$34.50Jul 31$0.07$0.436.14
$31.00$31.50$32.00Aug 7$0.14$0.362.57
$32.50$33.00$33.50Jul 31$0.15$0.352.33
$34.00$34.50$35.00Aug 21$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 65 found (best net $-1.89, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Aug 28-$0.46$1.54
$39.00$41.001:2Aug 7-$1.06$0.94
$38.00$39.001:2Aug 21-$0.08$0.92
$37.00$38.001:2Aug 21-$0.14$0.86
$37.00$38.001:2Aug 28-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$28.001:2Aug 14-$1.89$2.11
$39.00$37.001:2Aug 21-$0.85$1.15
$31.00$30.001:2Aug 28-$0.20$0.80
$29.00$28.001:2Aug 21-$0.23$0.77
$33.00$32.001:2Aug 21-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.75%, avg 1.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Sep 4$1.300.470.8%3.75%4.58%5--
$35.00Aug 28$1.200.480.8%3.46%4.29%71349
$35.00Aug 21$0.920.490.8%2.65%3.49%4.2K10.5K
$36.00Aug 28$0.790.383.7%2.28%5.99%217
$36.00Sep 4$0.710.383.7%2.05%5.76%2--
$35.50Aug 21$0.640.432.3%1.84%4.12%2405
$35.00Aug 14$0.630.470.8%1.82%2.65%87165
$35.00Aug 7$0.560.520.8%1.61%2.45%14757
$36.00Aug 21$0.560.373.7%1.61%5.33%1311.0K
$37.00Aug 28$0.500.286.6%1.44%8.04%1.4K62

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 33,528
Total Puts 4,711
Put/Call Ratio 0.14
Net Difference 28,817

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,668
Total Puts 6,099
Average Put/Call Ratio 0.32
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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