Tour v473
TEVA
TEVA PHARMACEUTICAL ADR
$35.41 +2.02%
$35.34 (-0.20%)🌙
as of 07/30 07:39 PM
7/30 19:39

Option Volume

Detail
Current (07/30) 33,491
Calls: 5,530 (17%)
Puts: 27,961 (83%)
Prior (07/29) 38,239
Calls: 33,528 (88%)
Puts: 4,711 (12%)
Current vs Prior -12.42%
Calls: -83.51% (Calls)
Puts: +493.53% (Puts)
Prior 7-Day Total 65,113
Calls: 54,989 (84%)
Puts: 10,124 (16%)
Prior 7-Day Average 9,301
Calls: 7,855 (84%)
Puts: 1,446 (16%)
Current vs Prior 7-Day Avg +260.05%
Calls: -29.60%
Puts: +1833.30%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $1.47M
Calls: $1.07M (73%)
Puts: $401.3K (27%)
Prior (07/29) $6.40M
Calls: $5.56M (87%)
Puts: $837.8K (13%)
Current vs Prior -77.03%
Calls: -80.78%
Puts: -52.10%
Prior 7-Day Total $9.78M
Calls: $8.28M (85%)
Puts: $1.50M (15%)
Prior 7-Day Average $1.40M
Calls: $1.18M (85%)
Puts: $214.8K (15%)
Current vs Prior 7-Day Avg +5.13%
Calls: -9.70%
Puts: +86.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 5.06
Prior (07/29) 0.14
Current vs Prior +3498.51%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +1479.64%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 300,880
Calls: 247,323 (82%)
Puts: 53,557 (18%)
Prior (07/29) 417,292
Calls: 304,216 (73%)
Puts: 113,076 (27%)
Current vs Prior -27.90%
Prior 7-Day Total 1,399,362
Calls: 1,121,525 (80%)
Puts: 277,837 (20%)
Prior 7-Day Average 199,908
Calls: 160,217 (80%)
Puts: 39,691 (20%)
Current vs Prior 7-Day Avg +50.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.42% | 5.37%7.94% | 12.26%
Prior 5.45% | 8.24%8.99% | 13.22%
Current vs Prior -37.24% | -34.88%-11.72% | -7.32%
Prior 7-Day Avg 5.95% | 9.36%11.39% | 15.18%
Current vs 7-Day Avg -42.53% | -42.67%-30.34% | -19.25%
Prior 7-Day Eod 5.45% | 8.24%8.99% | 13.22%
Current vs 7-Day Eod -37.24% | -34.88%-11.72% | -7.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Prior 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 64.25% | 44.67%
Calls: 66.98% | 14.45%
Puts: 61.53% | 74.91%
Current vs 7-Day Avg +163.70% | -54.29%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.07M). Light premium activity with dollar volume down 77% vs prior. Volume explosion - 260% above 7-day average (33,491 vs avg 9,301). Extreme bearish P/C ratio of 5.06 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 41 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 313.904.60$4.2516.5%91.00180
$31.50Jul 313.204.05$3.6323.4%21.00108
$32.00Jul 312.713.60$3.1628.2%41.00--
$33.00Jul 312.002.60$2.3026.1%21.00--
$33.50Jul 311.382.25$1.8247.8%521.00914
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 310.060.53$0.30156.7%11.003
$42.00Jul 316.007.85$6.9326.7%10.94--
$40.00Jul 314.005.90$4.9538.4%10.94--
$38.50Aug 73.004.25$3.6334.4%20.93--
$40.50Jul 314.056.25$5.1542.7%10.89--

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 4.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 310.000.20$0.10200.0%1.0K0.19498
$34.50Jul 310.481.18$0.8384.3%2791.0046
$35.00Aug 281.331.83$1.5831.6%2500.55721
$36.00Aug 140.460.97$0.7270.8%1980.40196
$35.50Aug 70.400.84$0.6271.0%1930.4557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 310.010.35$0.18188.9%2940.315
$34.00Aug 210.451.12$0.7984.8%1410.3381
$34.00Aug 280.421.34$0.88104.5%1380.3521
$36.50Aug 211.722.13$1.9221.4%1210.66--
$34.50Aug 70.360.58$0.4746.8%750.353

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 116.2%, max 569.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 31Aug 28109.7%40.0%174.3%5--
$29.00Jul 31Aug 7290.7%115.0%152.8%21
$33.50Jul 31Aug 2188.2%38.2%130.9%53914
$36.50Jul 31Aug 1473.1%32.5%124.6%17239
$33.00Jul 31Aug 2175.7%35.3%114.6%184.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 31Sep 4290.7%43.4%569.3%2118
$29.50Jul 31Aug 21227.9%45.1%405.1%4138
$30.00Jul 31Aug 21200.8%41.1%388.6%11321
$33.00Jul 31Sep 475.7%36.1%109.9%12--
$34.00Jul 31Sep 456.7%36.3%56.4%98113

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 7.33, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$39.00$40.00Aug 21$0.12$0.88$0.127.33$39.12
$38.00$39.00Aug 21$0.16$0.84$0.165.25$38.16
$36.00$37.00Aug 28$0.20$0.80$0.204.00$36.20
$35.50$36.00Jul 31$0.11$0.39$0.113.55$35.61
$37.00$37.50Aug 14$0.11$0.39$0.113.55$37.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.50$30.00Aug 14$0.55$3.95$0.557.18$33.95
$33.00$29.00Sep 4$0.54$3.46$0.546.41$32.46
$32.00$31.00Aug 28$0.14$0.86$0.146.14$31.86
$34.00$32.50Aug 7$0.23$1.27$0.235.52$33.77
$33.00$32.00Aug 21$0.17$0.83$0.174.88$32.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 19.00, avg 1.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Aug 21$1.90$1.90$0.1019.00$31.90
$33.00$33.50Aug 21$0.39$0.39$0.113.55$33.39
$35.00$35.50Aug 21$0.39$0.39$0.113.55$35.39
$31.50$34.50Aug 7$2.32$2.32$0.683.41$33.82
$34.00$35.00Sep 4$0.77$0.77$0.233.35$34.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$35.00Jul 31$4.65$4.65$0.3513.29$35.35
$38.50$35.00Aug 7$2.83$2.83$0.674.22$35.67
$35.00$34.50Aug 7$0.33$0.33$0.171.94$34.67
$36.00$35.00Aug 21$0.65$0.65$0.351.86$35.35
$36.50$36.00Aug 21$0.28$0.28$0.221.27$36.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.29, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$31.00Jul 31Aug 7$0.08137.7%87.8%
$40.00Aug 7Aug 21$0.0946.7%36.5%
$37.00Jul 31Aug 7$0.1174.2%34.1%
$38.00Aug 7Aug 14$0.1147.9%40.5%
$37.50Aug 14Aug 21$0.1533.5%33.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Jul 31Aug 14$0.07200.8%59.4%
$31.00Aug 21Aug 28$0.1141.9%41.9%
$32.00Aug 21Aug 28$0.2136.1%40.0%
$36.00Aug 21Aug 28$0.2234.6%33.3%
$34.50Jul 31Aug 7$0.2949.6%36.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 2.01% of stock, avg 8.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Jul 31$0.41$0.30$0.71$34.29$35.712.01%
$34.50Jul 31$0.83$0.18$1.01$33.49$35.512.85%
$34.00Jul 31$1.21$0.10$1.31$32.69$35.313.70%
$34.50Aug 7$1.20$0.47$1.67$32.83$36.174.72%
$35.00Aug 7$0.95$0.80$1.75$33.25$36.754.94%
$33.50Jul 31$1.82$0.14$1.96$31.54$35.465.54%
$35.50Aug 14$0.91$1.14$2.05$33.45$37.555.79%
$35.00Aug 14$1.16$0.94$2.10$32.90$37.105.93%
$34.50Aug 14$1.50$0.72$2.22$32.28$36.726.27%
$33.00Jul 31$2.30$0.04$2.34$30.66$35.346.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.40% of stock, avg 2.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.00$34.00Jul 31$0.04$0.10$0.14$33.86$37.14
$36.50$34.00Jul 31$0.08$0.10$0.18$33.82$36.68
$37.00$33.50Jul 31$0.04$0.14$0.18$33.32$37.18
$36.00$34.00Jul 31$0.10$0.10$0.20$33.80$36.20
$36.50$33.50Jul 31$0.08$0.14$0.22$33.28$36.72
$37.00$34.50Jul 31$0.04$0.18$0.22$34.28$37.22
$36.00$33.50Jul 31$0.10$0.14$0.24$33.26$36.24
$36.50$34.50Jul 31$0.08$0.18$0.26$34.24$36.76
$37.00$29.00Jul 31$0.04$0.23$0.27$28.73$37.27
$36.00$34.50Jul 31$0.10$0.18$0.28$34.22$36.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 6.69, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3435/36Aug 28$0.87$0.136.69$33.13$35.87
35/3638/39Aug 21$0.81$0.194.26$35.19$38.81
32/3335/36Aug 28$0.81$0.194.26$32.19$35.81
33/3435/36Aug 21$0.80$0.204.00$33.20$35.80
35/3637/38Aug 21$0.79$0.213.76$35.21$37.79
32/3334/35Aug 28$0.78$0.223.55$32.22$34.78
33/3436/37Aug 21$0.76$0.243.17$33.24$36.76
34/3436/36Aug 21$0.38$0.123.17$34.12$35.88
31/3235/36Aug 28$0.75$0.253.00$31.25$35.75
33/3435/36Sep 4$0.74$0.262.85$33.26$35.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$39.00$40.00$41.00Aug 21$0.08$0.9211.50
$39.00$40.00$41.00Aug 7$0.09$0.9110.11
$35.00$35.50$36.00Aug 14$0.06$0.447.33
$35.00$35.50$36.00Jul 31$0.09$0.414.56
$35.50$36.00$36.50Jul 31$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 28$0.06$0.9415.67
$32.00$33.00$34.00Aug 28$0.06$0.9415.67
$31.00$32.00$33.00Aug 21$0.13$0.876.69
$34.00$35.00$36.00Aug 28$0.14$0.866.14
$33.00$34.00$35.00Aug 28$0.16$0.845.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.60, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Aug 28-$0.69$1.31
$39.00$40.001:2Aug 7$0.00$1.00
$39.00$40.001:2Aug 21$0.00$1.00
$38.00$39.001:2Aug 21-$0.08$0.92
$40.00$41.001:2Aug 7-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$30.501:2Jul 31-$0.60$1.90
$32.00$31.001:2Aug 21-$0.13$0.87
$32.00$31.001:2Aug 28-$0.14$0.86
$33.00$32.001:2Aug 28-$0.22$0.78
$36.00$35.001:2Aug 21-$0.34$0.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.51%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.50Aug 21$0.890.490.2%2.51%2.77%9223
$36.00Sep 4$0.890.441.7%2.51%4.18%51--
$35.50Aug 14$0.670.470.2%1.89%2.15%90--
$36.00Aug 21$0.640.421.7%1.81%3.47%111.1K
$37.00Aug 28$0.640.334.5%1.81%6.30%601.5K
$36.00Aug 28$0.580.421.7%1.64%3.30%8924
$36.00Aug 14$0.460.401.7%1.30%2.97%198196
$35.50Aug 7$0.400.450.2%1.13%1.38%19357
$37.00Aug 21$0.340.294.5%0.96%5.45%16012.7K
$38.00Aug 21$0.330.227.3%0.93%8.25%711.3K

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 5,530
Total Puts 27,961
Put/Call Ratio 5.06
Net Difference -22,431

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 54,989
Total Puts 10,124
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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