Tour v492
TEVA
TEVA PHARMACEUTICAL ADR
$34.72 +0.84%
8/5 19:17

Option Volume

Detail
Current (08/05) 1,917
Calls: 1,196 (62%)
Puts: 721 (38%)
Prior (08/04) 1,135
Calls: 907 (80%)
Puts: 228 (20%)
Current vs Prior +68.90%
Calls: +31.86% (Calls)
Puts: +216.23% (Puts)
Prior 7-Day Total 99,542
Calls: 62,083 (62%)
Puts: 37,459 (38%)
Prior 7-Day Average 14,220
Calls: 8,869 (62%)
Puts: 5,351 (38%)
Current vs Prior 7-Day Avg -86.52%
Calls: -86.51%
Puts: -86.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $365.3K
Calls: $285.3K (78%)
Puts: $79.9K (22%)
Prior (08/04) $227.0K
Calls: $206.1K (91%)
Puts: $20.9K (9%)
Current vs Prior +60.87%
Calls: +38.42%
Puts: +282.28%
Prior 7-Day Total $12.03M
Calls: $10.40M (86%)
Puts: $1.62M (14%)
Prior 7-Day Average $1.72M
Calls: $1.49M (86%)
Puts: $232.0K (14%)
Current vs Prior 7-Day Avg -78.74%
Calls: -80.80%
Puts: -65.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.60
Prior (08/04) 0.25
Current vs Prior +139.82%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -33.58%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 119,688
Calls: 94,282 (79%)
Puts: 25,406 (21%)
Prior (08/04) 55,424
Calls: 50,835 (92%)
Puts: 4,589 (8%)
Current vs Prior +115.95%
Prior 7-Day Total 1,562,735
Calls: 1,244,000 (80%)
Puts: 318,735 (20%)
Prior 7-Day Average 223,247
Calls: 177,714 (80%)
Puts: 45,533 (20%)
Current vs Prior 7-Day Avg -46.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.43% | 5.18%6.51% | 11.75%
Prior 4.97% | 5.84%7.38% | 11.85%
Current vs Prior -30.99% | -11.20%-11.77% | -0.83%
Prior 7-Day Avg 5.60% | 7.36%8.83% | 13.08%
Current vs 7-Day Avg -38.79% | -29.54%-26.32% | -10.19%
Prior 7-Day Eod 4.97% | 5.84%7.38% | 11.85%
Current vs 7-Day Eod -30.99% | -11.20%-11.77% | -0.83%
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 130.77% | 24.92%
Calls: 220.65% | 17.81%
Puts: 40.89% | 32.03%
Current vs 7-Day Avg +29.57% | -18.05%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($285.3K) vs puts ($79.9K). Elevated premium activity with dollar volume up 61% vs prior. Above-average activity with volume up 69% vs prior. Bullish P/C ratio of 0.60.

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 8.3%, best 5.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 185.005.30$5.155.8%1760.8936.0K
$28.00Aug 76.557.10$6.828.1%31.00--
$34.00Sep 182.122.33$2.239.4%300.593.1K
$37.00Sep 180.860.95$0.919.9%140.337.0K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.69, cheapest $0.47)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Aug 140.420.51$0.4719.1%140.35103
$37.00Sep 180.860.95$0.919.9%140.337.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 76.557.10$6.828.1%31.00--
$29.50Aug 74.905.75$5.3315.9%31.00--
$33.00Aug 71.082.20$1.6468.3%21.00377
$28.50Aug 76.058.00$7.0327.7%30.96--
$30.00Sep 185.005.30$5.155.8%1760.8936.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 143.004.30$3.6535.6%10.911
$37.00Aug 71.853.35$2.6057.7%10.881
$35.50Aug 70.631.25$0.9466.0%30.79--
$35.00Aug 70.430.83$0.6363.5%550.6262
$35.00Aug 140.821.15$0.9833.7%390.5677

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.4K, top 176)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 185.005.30$5.155.8%1760.8936.0K
$35.00Aug 70.250.50$0.3865.8%1200.38323
$38.00Aug 210.100.23$0.1776.5%1020.131.4K
$35.00Aug 140.440.72$0.5848.3%950.44208
$35.00Aug 210.791.04$0.9227.2%950.476.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 140.000.45$0.23195.7%1520.1527
$33.00Aug 70.010.06$0.03166.7%560.0730
$35.00Aug 70.430.83$0.6363.5%550.6262
$31.50Aug 140.020.26$0.14171.4%500.10--
$32.50Aug 140.090.32$0.21109.5%500.1628

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 42.8%, max 212.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Aug 7Sep 18114.9%36.8%212.7%101.7K
$35.00Aug 7Sep 1857.9%38.4%50.8%1235.2K
$36.50Aug 7Aug 2151.9%34.5%50.6%34--
$36.00Aug 7Sep 1850.6%36.6%38.0%401.9K
$35.50Aug 7Aug 1447.4%36.8%28.8%40344
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 14Sep 1854.7%35.0%56.1%151.0K
$35.00Aug 7Sep 1857.9%38.4%50.8%57703
$32.00Aug 14Sep 451.8%37.0%39.9%16433
$34.00Aug 7Sep 444.2%36.5%21.1%14107
$33.00Aug 7Sep 1842.8%36.9%15.9%5830

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 9.00, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Sep 18$0.12$0.88$0.127.33$38.12
$36.50$38.00Aug 21$0.19$1.31$0.196.89$36.69
$36.00$37.00Sep 4$0.14$0.86$0.146.14$36.14
$35.00$35.50Aug 14$0.11$0.39$0.113.55$35.11
$36.00$37.00Sep 18$0.31$0.69$0.312.23$36.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$30.50Aug 21$0.25$2.25$0.259.00$32.75
$32.00$31.00Sep 4$0.11$0.89$0.118.09$31.89
$34.00$32.00Aug 28$0.45$1.55$0.453.44$33.55
$34.50$33.50Aug 14$0.26$0.74$0.262.85$34.24
$33.00$30.00Sep 18$0.79$2.21$0.792.80$32.21

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 8.09, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$33.00Sep 18$0.78$0.78$0.223.55$32.78
$30.00$32.00Sep 18$1.55$1.55$0.453.44$31.55
$33.00$34.50Aug 7$1.08$1.08$0.422.57$34.08
$32.00$35.00Aug 14$2.08$2.08$0.922.26$34.08
$35.00$36.00Sep 4$0.67$0.67$0.332.03$35.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$35.00Aug 14$2.67$2.67$0.338.09$35.33
$35.00$34.50Aug 14$0.39$0.39$0.113.55$34.61
$35.50$35.00Aug 7$0.31$0.31$0.191.63$35.19
$35.00$34.00Aug 28$0.62$0.62$0.381.63$34.38
$34.00$33.00Aug 21$0.45$0.45$0.550.82$33.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.29, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.00Aug 21Aug 28$0.1638.3%30.6%
$36.50Aug 7Aug 14$0.1751.9%36.7%
$35.00Aug 7Aug 14$0.2057.9%33.3%
$36.00Aug 7Aug 14$0.2050.6%34.3%
$35.50Aug 7Aug 14$0.3347.4%36.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Aug 14Aug 28$0.0651.8%35.4%
$30.00Aug 14Sep 18$0.1754.7%35.0%
$33.00Aug 7Aug 14$0.2542.8%41.4%
$33.50Aug 7Aug 14$0.2540.2%37.0%
$35.00Aug 7Aug 14$0.3557.9%33.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.91% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Aug 7$0.38$0.63$1.01$33.99$36.012.91%
$35.50Aug 7$0.14$0.94$1.08$34.42$36.583.11%
$35.00Aug 14$0.58$0.98$1.56$33.44$36.564.49%
$33.00Aug 7$1.64$0.03$1.67$31.33$34.674.81%
$35.00Aug 21$0.92$1.16$2.08$32.92$37.085.99%
$34.00Aug 21$1.49$0.80$2.29$31.71$36.296.60%
$34.00Aug 28$1.65$0.74$2.39$31.61$36.396.88%
$35.00Aug 28$1.13$1.36$2.49$32.51$37.497.17%
$33.00Aug 21$2.27$0.35$2.62$30.38$35.627.55%
$32.00Aug 14$2.66$0.23$2.89$29.11$34.898.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 72 found (cheapest 0.20% of stock, avg 2.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.50$33.00Aug 7$0.04$0.03$0.07$32.93$36.57
$36.00$33.00Aug 7$0.08$0.03$0.11$32.89$36.11
$36.50$33.50Aug 7$0.04$0.08$0.12$33.38$36.62
$41.00$33.00Aug 7$0.11$0.03$0.14$32.86$41.14
$36.00$33.50Aug 7$0.08$0.08$0.16$33.34$36.16
$35.50$33.00Aug 7$0.14$0.03$0.17$32.83$35.67
$41.00$33.50Aug 7$0.11$0.08$0.19$33.31$41.19
$35.50$33.50Aug 7$0.14$0.08$0.22$33.28$35.72
$40.00$30.50Aug 21$0.14$0.10$0.24$30.26$40.24
$36.50$34.00Aug 7$0.04$0.23$0.27$33.73$36.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 3.55, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3435/36Aug 7$0.39$0.113.55$33.61$35.39
31/3235/36Sep 4$0.78$0.223.55$31.22$35.78
33/3435/36Aug 21$1.01$0.492.06$32.99$36.01
32/3435/36Sep 4$1.34$0.662.03$32.66$36.34
34/3434/35Aug 7$0.33$0.171.94$33.67$34.83
33/3537/38Sep 18$1.16$0.841.38$33.84$38.16
33/3536/37Sep 18$1.15$0.851.35$33.85$37.15
32/3435/36Aug 28$1.09$0.911.20$32.91$36.09
33/3538/39Sep 18$0.96$1.040.92$34.04$38.96
34/3436/36Aug 14$0.45$0.550.82$34.05$35.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$34.00$35.00Sep 18$0.07$0.9313.29
$35.00$36.00$37.00Sep 18$0.18$0.824.56
$32.00$33.00$34.00Sep 18$0.19$0.814.26
$37.00$38.00$39.00Sep 18$0.20$0.804.00
$35.50$36.00$36.50Aug 14$0.12$0.383.17
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$32.00$32.50$33.00Aug 14$0.09$0.414.56
$33.00$33.50$34.00Aug 7$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.18, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.50$41.001:2Aug 7-$0.18$4.32
$38.00$40.001:2Aug 21-$0.11$1.89
$37.00$38.001:2Sep 18-$0.27$0.73
$34.00$35.001:2Aug 21-$0.35$0.65
$38.00$39.001:2Sep 18-$0.35$0.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$33.001:2Sep 18-$0.17$1.83
$34.50$33.501:2Aug 14-$0.07$0.93
$35.00$34.001:2Aug 28-$0.12$0.88
$32.00$31.001:2Sep 4-$0.25$0.75
$35.00$34.001:2Aug 21-$0.44$0.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 4.58%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Sep 18$1.590.500.8%4.58%5.39%34.8K
$35.00Sep 11$1.220.510.8%3.51%4.32%11
$36.00Sep 18$1.080.413.7%3.11%6.80%21.7K
$35.00Aug 28$1.060.480.8%3.05%3.86%1--
$35.00Sep 4$1.030.480.8%2.97%3.77%13
$37.00Sep 18$0.860.336.6%2.48%9.04%147.0K
$35.00Aug 21$0.790.470.8%2.28%3.08%956.5K
$35.00Aug 14$0.440.440.8%1.27%2.07%95208
$35.50Aug 14$0.420.352.2%1.21%3.46%14103
$38.00Sep 18$0.410.259.4%1.18%10.63%5420

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 1,196
Total Puts 721
Put/Call Ratio 0.60
Net Difference 475

Prior's Put/Call Breakdown

Total Calls 907
Total Puts 228
Put/Call Ratio 0.25
Net Difference 679

Prior 7-Day Put/Call Summary

Total Calls 62,083
Total Puts 37,459
Average Put/Call Ratio 0.91
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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