Tour v477
TEVA
TEVA PHARMACEUTICAL ADR
$35.01 -1.13%
7/31 19:12

Option Volume

Detail
Current (07/31) 4,964
Calls: 3,591 (72%)
Puts: 1,373 (28%)
Prior (07/30) 33,491
Calls: 5,530 (17%)
Puts: 27,961 (83%)
Current vs Prior -85.18%
Calls: -35.06% (Calls)
Puts: -95.09% (Puts)
Prior 7-Day Total 94,575
Calls: 58,040 (61%)
Puts: 36,535 (39%)
Prior 7-Day Average 13,510
Calls: 8,291 (61%)
Puts: 5,219 (39%)
Current vs Prior 7-Day Avg -63.26%
Calls: -56.69%
Puts: -73.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $819.0K
Calls: $738.9K (90%)
Puts: $80.1K (10%)
Prior (07/30) $1.47M
Calls: $1.07M (73%)
Puts: $401.3K (27%)
Current vs Prior -44.27%
Calls: -30.84%
Puts: -80.04%
Prior 7-Day Total $10.58M
Calls: $8.92M (84%)
Puts: $1.66M (16%)
Prior 7-Day Average $1.51M
Calls: $1.27M (84%)
Puts: $236.8K (16%)
Current vs Prior 7-Day Avg -45.81%
Calls: -42.02%
Puts: -66.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.38
Prior (07/30) 5.06
Current vs Prior -92.44%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -59.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 147,205
Calls: 134,125 (91%)
Puts: 13,080 (9%)
Prior (07/30) 300,880
Calls: 247,323 (82%)
Puts: 53,557 (18%)
Current vs Prior -51.08%
Prior 7-Day Total 1,587,165
Calls: 1,260,044 (79%)
Puts: 327,121 (21%)
Prior 7-Day Average 226,737
Calls: 180,006 (79%)
Puts: 46,731 (21%)
Current vs Prior 7-Day Avg -35.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.77% | 4.26%7.60% | 12.11%
Prior 3.42% | 5.37%7.94% | 12.26%
Current vs Prior +24.55% | +20.84%-4.26% | -1.19%
Prior 7-Day Avg 5.86% | 8.78%10.73% | 14.66%
Current vs 7-Day Avg -27.31% | -26.16%-29.22% | -17.41%
Prior 7-Day Eod 3.42% | 5.37%7.94% | 12.26%
Current vs 7-Day Eod +24.55% | +20.84%-4.26% | -1.19%
Sentiment BEARISHBULLISH

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 80.88% | 39.73%
Calls: 105.40% | 15.29%
Puts: 56.37% | 64.19%
Current vs 7-Day Avg +109.49% | -48.61%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($738.9K) vs puts ($80.1K). Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (3,591 calls vs 1,373 puts). P/C ratio dropping 92% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 35 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Jul 313.656.85$5.2561.0%21.00--
$31.00Jul 313.755.20$4.4732.4%31.00160
$31.50Jul 313.203.80$3.5017.1%61.00109
$33.00Jul 311.692.34$2.0132.3%431.00120
$34.00Jul 310.721.59$1.1675.0%1171.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Jul 315.858.15$7.0032.9%10.75--
$40.00Jul 314.755.80$5.2819.9%20.72--
$36.00Aug 211.601.83$1.7213.4%50.61240
$35.50Aug 70.451.04$0.7578.7%30.5930
$36.00Aug 281.772.15$1.9619.4%50.5917

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 3.5K, top 741)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Aug 210.550.83$0.6940.6%6450.35142
$36.00Aug 280.791.08$0.9430.9%4970.41102
$35.00Jul 310.100.51$0.31132.3%2250.47713
$35.00Aug 70.630.85$0.7429.7%1600.54146
$37.00Aug 210.400.50$0.4522.2%1420.2712.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 210.240.50$0.3770.3%7410.22294
$32.50Aug 70.070.22$0.15100.0%1150.121
$34.50Aug 70.360.56$0.4643.5%530.3651
$35.00Aug 70.410.77$0.5961.0%500.47--
$32.00Aug 280.280.46$0.3748.6%390.1882

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 1211.1%, max 4509.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 31Aug 211347.5%41.2%3173.0%7215
$32.00Jul 31Aug 21878.5%41.0%2040.4%122.9K
$37.00Jul 31Sep 11737.0%36.2%1937.8%27--
$32.50Jul 31Aug 21759.0%41.7%1719.0%6--
$34.50Jul 31Aug 21667.6%38.8%1618.6%1070
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 31Aug 212309.1%50.1%4509.5%6117
$28.50Jul 31Aug 73508.6%92.6%3689.7%1217
$32.50Jul 31Aug 21759.0%41.7%1719.0%313
$34.50Jul 31Aug 7667.6%38.2%1649.0%55108
$30.00Jul 31Aug 141347.5%77.1%1646.8%597

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 20.43, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$40.00Aug 21$0.20$1.80$0.209.00$38.20
$37.00$38.00Aug 28$0.14$0.86$0.146.14$37.14
$37.00$38.00Aug 7$0.17$0.83$0.174.88$37.17
$36.00$36.50Aug 7$0.11$0.39$0.113.55$36.11
$36.00$36.50Aug 21$0.11$0.39$0.113.55$36.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$30.00Aug 14$0.14$2.86$0.1420.43$32.86
$31.00$29.00Aug 21$0.23$1.77$0.237.70$30.77
$34.00$33.50Aug 14$0.12$0.38$0.123.17$33.88
$32.50$32.00Aug 21$0.12$0.38$0.123.17$32.38
$34.00$32.00Sep 4$0.48$1.52$0.483.17$33.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 13.29, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Aug 21$1.86$1.86$0.1413.29$31.86
$34.00$34.50Aug 21$0.37$0.37$0.132.85$34.37
$31.50$32.50Aug 7$0.72$0.72$0.282.57$32.22
$32.00$32.50Aug 21$0.36$0.36$0.142.57$32.36
$33.00$34.00Aug 21$0.72$0.72$0.282.57$33.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$34.50Jul 31$4.76$4.76$0.746.43$35.24
$42.00$40.00Jul 31$1.72$1.72$0.286.14$40.28
$36.00$35.00Aug 21$0.68$0.68$0.322.12$35.32
$36.00$34.00Aug 28$0.97$0.97$1.030.94$35.03
$35.00$33.00Aug 21$0.67$0.67$1.330.50$34.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.31, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 31Aug 7$0.07737.0%42.4%
$40.00Aug 21Sep 11$0.1536.3%33.0%
$34.00Jul 31Aug 7$0.23179.0%39.0%
$38.00Aug 7Aug 21$0.2536.4%35.8%
$32.50Jul 31Aug 7$0.29759.0%49.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.50Aug 7Aug 14$0.2041.2%37.8%
$32.00Aug 7Aug 21$0.2248.8%41.0%
$36.00Aug 21Aug 28$0.2435.0%34.8%
$30.00Jul 31Aug 14$0.281347.5%77.1%
$34.00Jul 31Aug 7$0.30179.0%39.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 3.34% of stock, avg 9.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.00Jul 31$1.16$0.01$1.17$32.83$35.173.34%
$35.50Aug 7$0.47$0.75$1.22$34.28$36.723.48%
$35.00Aug 7$0.74$0.59$1.33$33.67$36.333.80%
$34.50Jul 31$0.97$0.52$1.49$33.01$35.994.26%
$33.50Aug 7$1.36$0.22$1.58$31.92$35.084.51%
$34.00Aug 7$1.39$0.31$1.70$32.30$35.704.86%
$35.00Aug 21$1.22$1.04$2.26$32.74$37.266.46%
$36.00Aug 21$0.80$1.72$2.52$33.48$38.527.20%
$32.50Jul 31$2.54$0.10$2.64$29.86$35.147.54%
$36.00Aug 28$0.94$1.96$2.90$33.10$38.908.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.46% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.50$32.50Jul 31$0.06$0.10$0.16$32.34$35.66
$38.00$32.50Aug 7$0.05$0.15$0.20$32.30$38.20
$37.00$32.50Jul 31$0.15$0.10$0.25$32.25$37.25
$38.00$33.50Aug 7$0.05$0.22$0.27$33.23$38.27
$36.50$32.50Aug 7$0.19$0.15$0.34$32.16$36.84
$38.00$34.00Aug 7$0.05$0.31$0.36$33.64$38.36
$37.00$32.50Aug 7$0.22$0.15$0.37$32.13$37.37
$35.00$32.50Jul 31$0.31$0.10$0.41$32.09$35.41
$36.50$33.50Aug 7$0.19$0.22$0.41$33.09$36.91
$37.00$33.50Aug 7$0.22$0.22$0.44$33.06$37.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 5.25, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3233/34Aug 21$0.84$0.165.25$31.66$33.84
35/3638/38Aug 21$0.80$0.204.00$35.20$38.30
34/3434/35Aug 14$0.39$0.113.55$33.61$34.89
32/3236/37Aug 21$0.36$0.142.57$32.14$36.86
34/3436/36Aug 7$0.32$0.181.78$34.18$35.82
34/3435/36Aug 14$0.32$0.181.78$33.68$35.32
34/3536/36Aug 7$0.30$0.201.50$34.70$35.80
32/3435/36Aug 28$1.15$0.851.35$32.85$36.15
34/3637/38Aug 28$1.11$0.891.25$34.89$38.11
35/3636/36Aug 7$0.27$0.231.17$35.23$36.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.50$36.00$36.50Aug 7$0.06$0.447.33
$34.50$35.00$35.50Aug 14$0.07$0.436.14
$34.00$34.50$35.00Aug 21$0.07$0.436.14
$31.50$32.00$32.50Jul 31$0.08$0.425.25
$35.00$36.00$37.00Aug 28$0.16$0.845.25
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$33.50$34.00$34.50Aug 7$0.06$0.447.33
$31.50$32.00$32.50Aug 7$0.07$0.436.14
$32.00$34.00$36.00Aug 28$0.35$1.654.71
$33.00$33.50$34.00Aug 14$0.22$0.281.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-0.24, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$35.001:2Aug 7-$0.09$0.91
$36.00$37.001:2Aug 28-$0.20$0.80
$36.00$37.001:2Jul 31-$0.29$0.71
$37.00$38.001:2Aug 28-$0.29$0.71
$37.00$38.001:2Sep 4-$0.33$0.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$30.001:2Aug 14-$0.24$2.76
$31.50$29.001:2Aug 7-$0.24$2.26
$36.00$34.001:2Aug 28-$0.02$1.98
$34.00$32.001:2Sep 4-$0.06$1.94
$34.00$32.501:2Jul 31-$0.19$1.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.34%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 11$0.820.355.7%2.34%8.03%22--
$36.00Aug 28$0.790.412.8%2.26%5.08%497102
$35.50Aug 21$0.760.461.4%2.17%3.57%3231
$35.50Aug 14$0.690.451.4%1.97%3.37%1084
$36.00Aug 21$0.690.402.8%1.97%4.80%151.1K
$37.00Sep 4$0.660.335.7%1.89%7.57%1--
$36.50Aug 21$0.550.354.3%1.57%5.83%645142
$35.50Aug 7$0.410.421.4%1.17%2.57%11233
$37.00Aug 28$0.410.295.7%1.17%6.86%401.5K
$37.00Aug 21$0.400.275.7%1.14%6.83%14212.7K

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 3,591
Total Puts 1,373
Put/Call Ratio 0.38
Net Difference 2,218

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 58,040
Total Puts 36,535
Average Put/Call Ratio 0.94
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