Tour v487
TEVA
TEVA PHARMACEUTICAL ADR
$34.46 -1.57%
$34.17 (-0.84%)🌙
as of 08/03 06:58 PM
8/3 18:58

Option Volume

Detail
Current (08/03) 6,424
Calls: 4,970 (77%)
Puts: 1,454 (23%)
Prior (07/31) 4,964
Calls: 3,591 (72%)
Puts: 1,373 (28%)
Current vs Prior +29.41%
Calls: +38.40% (Calls)
Puts: +5.90% (Puts)
Prior 7-Day Total 95,540
Calls: 59,107 (62%)
Puts: 36,433 (38%)
Prior 7-Day Average 13,648
Calls: 8,443 (62%)
Puts: 5,204 (38%)
Current vs Prior 7-Day Avg -52.93%
Calls: -41.14%
Puts: -72.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $1.21M
Calls: $1.08M (90%)
Puts: $126.6K (10%)
Prior (07/31) $819.0K
Calls: $738.9K (90%)
Puts: $80.1K (10%)
Current vs Prior +47.65%
Calls: +46.52%
Puts: +58.10%
Prior 7-Day Total $11.03M
Calls: $9.46M (86%)
Puts: $1.57M (14%)
Prior 7-Day Average $1.58M
Calls: $1.35M (86%)
Puts: $224.1K (14%)
Current vs Prior 7-Day Avg -23.24%
Calls: -19.89%
Puts: -43.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.29
Prior (07/31) 0.38
Current vs Prior -23.48%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -68.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 89,611
Calls: 77,489 (86%)
Puts: 12,122 (14%)
Prior (07/31) 147,205
Calls: 134,125 (91%)
Puts: 13,080 (9%)
Current vs Prior -39.13%
Prior 7-Day Total 1,584,849
Calls: 1,264,607 (80%)
Puts: 320,242 (20%)
Prior 7-Day Average 226,407
Calls: 180,658 (80%)
Puts: 45,748 (20%)
Current vs Prior 7-Day Avg -60.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.47% | 5.98%7.34% | 11.87%
Prior 4.26% | 6.48%7.60% | 12.11%
Current vs Prior +5.01% | -7.80%-3.37% | -2.00%
Prior 7-Day Avg 5.98% | 8.38%10.13% | 14.13%
Current vs 7-Day Avg -25.32% | -28.67%-27.51% | -16.00%
Prior 7-Day Eod 4.26% | 6.48%7.60% | 12.11%
Current vs 7-Day Eod +5.01% | -7.80%-3.37% | -2.00%
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 97.51% | 34.80%
Calls: 143.82% | 16.13%
Puts: 51.21% | 53.47%
Current vs 7-Day Avg +73.76% | -41.31%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($1.08M) vs puts ($126.6K). Extreme bullish P/C ratio of 0.29 - heavy call buying (4,970 calls vs 1,454 puts). P/C ratio dropping 23% - sentiment shifting bullish. Call-heavy open interest (77,489 calls vs 12,122 puts) suggests bullish positioning.

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 8.4%, best 7.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 211.962.11$2.047.4%1200.724.7K
$32.00Sep 113.103.35$3.237.7%30.75--
$33.00Sep 112.372.61$2.499.6%50.66--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 282.122.32$2.229.0%10.66--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.78, cheapest $0.56)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Aug 70.510.62$0.5619.6%10.49--
$35.00Aug 210.780.93$0.8617.4%1530.446.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 70.820.99$0.9118.7%30.63--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 75.808.35$7.0736.1%21.00--
$30.00Aug 73.754.80$4.2824.5%10.94--
$29.00Aug 74.805.95$5.3821.4%10.94--
$28.00Aug 215.606.85$6.2320.1%50.9458
$31.00Aug 72.723.70$3.2130.5%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 73.655.45$4.5539.6%20.94--
$37.00Aug 72.323.25$2.7933.3%10.94--
$41.00Aug 75.657.45$6.5527.5%40.93--
$38.00Aug 73.404.30$3.8523.4%20.93--
$40.00Aug 75.306.50$5.9020.3%60.91--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 1.9K, top 153)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.780.93$0.8617.4%1530.446.5K
$33.00Aug 71.321.78$1.5529.7%1500.82--
$33.00Aug 211.962.11$2.047.4%1200.724.7K
$36.00Aug 70.100.17$0.1450.0%1000.1759
$37.00Aug 210.260.43$0.3548.6%840.2212.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 141.121.28$1.2013.3%660.5918
$31.00Aug 280.230.38$0.3148.4%660.1562
$31.00Aug 70.000.24$0.12200.0%510.09172
$31.50Aug 70.000.37$0.19194.7%510.13--
$32.50Aug 210.150.51$0.33109.1%510.21--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 42.8%, max 149.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Aug 7Aug 21109.5%43.8%149.7%31
$38.00Aug 7Aug 2163.3%37.7%67.7%101.4K
$28.00Aug 7Aug 2191.6%64.3%42.4%758
$33.00Aug 7Sep 1146.9%35.3%32.8%155--
$34.50Aug 7Aug 2141.5%34.2%21.2%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.50Aug 7Aug 2178.7%39.6%98.4%52--
$31.00Aug 7Sep 478.2%40.8%91.7%52172
$30.00Aug 7Aug 2177.7%41.8%86.0%468
$32.50Aug 7Aug 2160.5%35.1%72.6%73115
$28.00Aug 7Sep 1191.6%55.1%66.1%8116

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 22.08, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$41.00Aug 21$0.13$2.87$0.1322.08$38.13
$37.00$38.00Aug 21$0.16$0.84$0.165.25$37.16
$36.00$37.00Aug 21$0.20$0.80$0.204.00$36.20
$35.50$36.00Aug 14$0.11$0.39$0.113.55$35.61
$36.00$37.00Aug 28$0.24$0.76$0.243.17$36.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$29.00Aug 28$0.15$1.85$0.1512.33$30.85
$32.00$31.00Sep 4$0.19$0.81$0.194.26$31.81
$33.00$31.00Aug 28$0.42$1.58$0.423.76$32.58
$39.00$38.50Aug 7$0.12$0.38$0.123.17$38.88
$34.00$33.50Aug 21$0.12$0.38$0.123.17$33.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 8.38, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$31.50$33.00Aug 7$1.34$1.34$0.168.38$32.84
$28.00$33.00Aug 21$4.19$4.19$0.815.17$32.19
$34.00$34.50Aug 7$0.37$0.37$0.132.85$34.37
$34.00$34.50Aug 21$0.37$0.37$0.132.85$34.37
$32.00$33.00Sep 11$0.74$0.74$0.262.85$32.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$36.00Aug 14$1.76$1.76$0.247.33$36.24
$35.50$35.00Aug 7$0.36$0.36$0.142.57$35.14
$41.00$40.00Aug 7$0.65$0.65$0.351.86$40.35
$36.00$35.00Aug 21$0.63$0.63$0.371.70$35.37
$36.00$35.00Aug 28$0.63$0.63$0.371.70$35.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.27, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Aug 7Aug 21$0.1263.3%37.7%
$34.00Aug 7Aug 14$0.2242.9%38.1%
$36.00Aug 7Aug 14$0.2243.2%38.8%
$35.50Aug 7Aug 14$0.2640.7%37.8%
$35.00Aug 7Aug 14$0.2842.3%37.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Aug 7Aug 21$0.1291.6%64.3%
$30.00Aug 7Aug 14$0.1277.7%62.2%
$33.00Aug 7Aug 14$0.2146.9%39.6%
$36.00Aug 14Aug 21$0.2338.8%36.9%
$35.00Aug 7Aug 14$0.2942.3%37.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 3.40% of stock, avg 8.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.50Aug 7$0.56$0.61$1.17$33.33$35.673.40%
$35.00Aug 7$0.37$0.91$1.28$33.72$36.283.71%
$34.00Aug 7$0.93$0.41$1.34$32.66$35.343.89%
$35.50Aug 7$0.21$1.27$1.48$34.02$36.984.29%
$33.00Aug 7$1.55$0.17$1.72$31.28$34.724.99%
$35.00Aug 14$0.65$1.20$1.85$33.15$36.855.37%
$34.00Aug 14$1.15$0.71$1.86$32.14$35.865.40%
$36.00Aug 14$0.36$1.81$2.17$33.83$38.176.30%
$35.00Aug 21$0.86$1.41$2.27$32.73$37.276.59%
$34.00Aug 21$1.48$0.82$2.30$31.70$36.306.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.90% of stock, avg 2.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$33.00Aug 7$0.14$0.17$0.31$32.69$36.31
$36.00$31.50Aug 7$0.14$0.19$0.33$31.17$36.33
$36.00$32.50Aug 7$0.14$0.20$0.34$32.16$36.34
$36.00$33.50Aug 7$0.14$0.23$0.37$33.13$36.37
$35.50$33.00Aug 7$0.21$0.17$0.38$32.62$35.88
$35.50$31.50Aug 7$0.21$0.19$0.40$31.10$35.90
$35.50$32.50Aug 7$0.21$0.20$0.41$32.09$35.91
$38.00$32.00Aug 21$0.19$0.24$0.43$31.57$38.43
$35.50$33.50Aug 7$0.21$0.23$0.44$33.06$35.94
$36.50$33.00Aug 7$0.27$0.17$0.44$32.56$36.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 3.76, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3536/37Aug 21$0.79$0.213.76$34.21$36.79
35/3637/38Aug 21$0.79$0.213.76$35.21$37.79
34/3537/38Aug 21$0.75$0.253.00$34.25$37.75
33/3435/36Sep 4$0.75$0.253.00$33.25$35.75
34/3434/35Aug 7$0.37$0.132.85$33.63$34.87
34/3434/35Aug 21$0.37$0.132.85$33.63$34.87
34/3536/37Aug 28$0.74$0.262.85$34.26$36.74
34/3536/36Aug 21$0.73$0.272.70$34.27$36.23
34/3435/36Aug 7$0.36$0.142.57$34.14$35.36
34/3435/36Aug 14$0.36$0.142.57$33.64$35.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Aug 28$0.12$0.887.33
$35.00$35.50$36.00Aug 14$0.07$0.436.14
$33.00$33.50$34.00Aug 21$0.08$0.425.25
$34.50$35.00$35.50Aug 21$0.08$0.425.25
$35.00$35.50$36.00Aug 7$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Sep 4$0.07$0.9313.29
$34.50$35.00$35.50Aug 7$0.06$0.447.33
$34.00$35.00$36.00Aug 14$0.12$0.887.33
$32.00$33.00$34.00Sep 4$0.12$0.887.33
$33.00$34.00$35.00Sep 4$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. 55 found (best net $-0.01, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Aug 7-$0.23$1.77
$31.50$33.001:2Aug 7-$0.21$1.29
$40.00$41.001:2Aug 7-$0.09$0.91
$37.00$38.001:2Aug 7-$0.10$0.90
$34.00$35.001:2Aug 14-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$29.001:2Aug 28-$0.01$1.99
$38.00$36.001:2Aug 14-$0.05$1.95
$32.00$30.001:2Aug 14-$0.14$1.86
$30.00$28.001:2Aug 21-$0.19$1.81
$32.50$31.501:2Aug 7-$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.22%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Sep 4$1.110.471.6%3.22%4.79%35
$34.50Aug 21$1.010.520.1%2.93%3.05%1--
$35.00Aug 28$0.980.461.6%2.84%4.41%54--
$35.00Aug 21$0.780.441.6%2.26%3.83%1536.5K
$36.00Sep 4$0.770.374.5%2.23%6.70%351
$35.50Aug 21$0.590.383.0%1.71%4.73%50--
$36.00Aug 28$0.590.344.5%1.71%6.18%55535
$35.00Aug 14$0.570.411.6%1.65%3.22%31--
$34.50Aug 7$0.510.490.1%1.48%1.60%1--
$36.00Aug 21$0.480.324.5%1.39%5.86%101.1K

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 4,970
Total Puts 1,454
Put/Call Ratio 0.29
Net Difference 3,516

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 59,107
Total Puts 36,433
Average Put/Call Ratio 0.92
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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