Tour v492
TEVA
TEVA PHARMACEUTICAL ADR
$34.81 +0.26%
$34.83 (+0.06%)🌙
as of 08/06 07:16 PM
8/6 19:16

Option Volume

Detail
Current (08/06) 3,871
Calls: 2,886 (75%)
Puts: 985 (25%)
Prior (08/05) 1,917
Calls: 1,196 (62%)
Puts: 721 (38%)
Current vs Prior +101.93%
Calls: +141.30% (Calls)
Puts: +36.62% (Puts)
Prior 7-Day Total 98,310
Calls: 60,584 (62%)
Puts: 37,726 (38%)
Prior 7-Day Average 14,044
Calls: 8,654 (62%)
Puts: 5,389 (38%)
Current vs Prior 7-Day Avg -72.44%
Calls: -66.65%
Puts: -81.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $606.2K
Calls: $572.3K (94%)
Puts: $33.9K (6%)
Prior (08/05) $365.3K
Calls: $285.3K (78%)
Puts: $79.9K (22%)
Current vs Prior +65.98%
Calls: +100.57%
Puts: -57.52%
Prior 7-Day Total $11.90M
Calls: $10.23M (86%)
Puts: $1.67M (14%)
Prior 7-Day Average $1.70M
Calls: $1.46M (86%)
Puts: $238.0K (14%)
Current vs Prior 7-Day Avg -64.33%
Calls: -60.84%
Puts: -85.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.34
Prior (08/05) 0.60
Current vs Prior -43.38%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -64.80%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 116,432
Calls: 109,064 (94%)
Puts: 7,368 (6%)
Prior (08/05) 119,688
Calls: 94,282 (79%)
Puts: 25,406 (21%)
Current vs Prior -2.72%
Prior 7-Day Total 1,542,859
Calls: 1,208,902 (78%)
Puts: 333,957 (22%)
Prior 7-Day Average 220,408
Calls: 172,700 (78%)
Puts: 47,708 (22%)
Current vs Prior 7-Day Avg -47.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.02% | 5.17%6.32% | 11.69%
Prior 3.43% | 5.18%6.51% | 11.75%
Current vs Prior -11.99% | -0.26%-2.91% | -0.50%
Prior 7-Day Avg 4.88% | 6.72%8.14% | 12.60%
Current vs 7-Day Avg -38.19% | -23.04%-22.33% | -7.19%
Prior 7-Day Eod 3.43% | 5.18%6.51% | 11.75%
Current vs 7-Day Eod -11.99% | -0.26%-2.91% | -0.50%
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 147.40% | 19.98%
Calls: 259.07% | 18.66%
Puts: 35.74% | 21.31%
Current vs 7-Day Avg +14.95% | +2.20%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($572.3K) vs puts ($33.9K). Elevated premium activity with dollar volume up 66% vs prior. Unusually high activity with volume up 102% vs prior - elevated interest. Extreme bullish P/C ratio of 0.34 - heavy call buying (2,886 calls vs 985 puts).

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. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.800.95$0.8817.0%220.337.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Aug 71.952.90$2.4239.3%11.00--
$33.50Aug 71.041.58$1.3141.2%41.00--
$32.00Aug 142.403.20$2.8028.6%40.99--
$30.00Sep 184.905.45$5.1810.6%110.9135.9K
$32.00Aug 212.544.05$3.3045.8%40.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 71.653.85$2.7580.0%10.92--
$37.00Aug 141.022.84$1.9394.3%10.843
$37.50Aug 72.303.90$3.1051.6%10.79--
$35.00Aug 70.251.09$0.67125.4%20.66--
$35.50Aug 140.741.29$1.0253.9%30.6420

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 2.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 70.100.35$0.22113.6%1.0K0.36--
$33.00Aug 71.542.82$2.1858.7%3000.85375
$36.00Aug 210.470.67$0.5735.1%1030.351.1K
$35.00Sep 181.571.75$1.6610.8%560.504.9K
$38.00Aug 210.100.22$0.1675.0%410.131.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Sep 180.070.13$0.1060.0%6640.05689
$34.00Sep 181.141.62$1.3834.8%1050.41437
$32.00Aug 140.000.10$0.05200.0%590.06156
$34.00Aug 140.230.43$0.3360.6%340.3268
$34.00Sep 40.641.27$0.9665.6%220.4058

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 129.7%, max 707.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 7Sep 18280.7%34.8%707.3%1235.9K
$32.00Aug 7Sep 18189.4%35.9%428.2%81.7K
$33.00Aug 7Sep 18118.0%34.5%241.7%3104.0K
$36.50Aug 7Aug 2198.8%33.2%197.4%9--
$32.50Aug 7Aug 2181.3%33.8%140.3%8--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Aug 7Sep 1859.5%36.0%65.0%106497
$35.00Aug 7Sep 1857.3%38.2%49.9%7--
$28.00Aug 21Sep 1854.6%39.2%39.2%665689
$33.50Aug 7Aug 1443.1%37.6%14.7%953
$33.00Aug 14Sep 1837.7%34.5%9.2%11616

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 19.00, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$37.00$38.00Aug 21$0.11$0.89$0.118.09$37.11
$37.00$39.00Sep 18$0.37$1.63$0.374.41$37.37
$35.50$37.00Aug 14$0.32$1.18$0.323.69$35.82
$35.00$35.50Aug 7$0.13$0.37$0.132.85$35.13
$34.50$35.00Aug 7$0.16$0.34$0.162.12$34.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$30.00Aug 21$0.10$1.90$0.1019.00$31.90
$33.00$32.00Aug 14$0.14$0.86$0.146.14$32.86
$31.00$29.00Sep 18$0.28$1.72$0.286.14$30.72
$33.00$32.00Aug 28$0.21$0.79$0.213.76$32.79
$33.00$32.00Aug 21$0.22$0.78$0.223.55$32.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 4.71, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Sep 18$1.65$1.65$0.354.71$31.65
$32.00$34.00Aug 14$1.60$1.60$0.404.00$33.60
$34.00$34.50Aug 21$0.33$0.33$0.171.94$34.33
$33.00$34.00Sep 18$0.66$0.66$0.341.94$33.66
$32.00$33.00Sep 18$0.65$0.65$0.351.86$32.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$35.50Aug 14$0.91$0.91$0.591.54$36.09
$35.00$34.00Sep 4$0.59$0.59$0.411.44$34.41
$35.00$34.00Sep 11$0.49$0.49$0.510.96$34.51
$35.00$34.00Aug 7$0.48$0.48$0.520.92$34.52
$34.00$33.00Sep 18$0.48$0.48$0.520.92$33.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.30, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 14Aug 21$0.1042.1%34.2%
$32.00Aug 7Aug 14$0.19189.4%36.1%
$36.50Aug 7Aug 21$0.2498.8%33.2%
$33.00Aug 7Sep 4$0.26118.0%37.0%
$34.00Aug 14Aug 21$0.3030.3%35.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Aug 21Sep 18$0.0754.6%39.2%
$32.00Aug 14Aug 21$0.0936.1%35.9%
$34.00Aug 7Aug 14$0.1459.5%30.3%
$33.00Aug 14Aug 21$0.1737.7%38.0%
$33.50Aug 7Aug 14$0.2843.1%37.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.56% of stock, avg 7.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Aug 7$0.22$0.67$0.89$34.11$35.892.56%
$33.50Aug 7$1.31$0.03$1.34$32.16$34.843.85%
$35.50Aug 14$0.49$1.02$1.51$33.99$37.014.34%
$34.00Aug 14$1.20$0.33$1.53$32.47$35.534.40%
$35.00Aug 14$0.69$0.98$1.67$33.33$36.674.80%
$37.00Aug 14$0.17$1.93$2.10$34.90$39.106.03%
$34.00Aug 21$1.50$0.60$2.10$31.90$36.106.03%
$32.50Aug 7$2.42$0.04$2.46$30.04$34.967.07%
$32.00Aug 14$2.80$0.05$2.85$29.15$34.858.19%
$34.00Sep 11$2.08$1.07$3.15$30.85$37.159.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 0.17% of stock, avg 2.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$33.50Aug 7$0.03$0.03$0.06$33.44$36.06
$36.00$32.50Aug 7$0.03$0.04$0.07$32.43$36.07
$38.50$33.50Aug 7$0.06$0.03$0.09$33.41$38.59
$38.50$32.50Aug 7$0.06$0.04$0.10$32.40$38.60
$35.50$33.50Aug 7$0.09$0.03$0.12$33.38$35.62
$35.50$32.50Aug 7$0.09$0.04$0.13$32.37$35.63
$36.50$33.50Aug 7$0.12$0.03$0.15$33.35$36.65
$36.50$32.50Aug 7$0.12$0.04$0.16$32.34$36.66
$38.00$32.00Aug 14$0.14$0.05$0.19$31.81$38.19
$36.00$34.00Aug 7$0.03$0.19$0.22$33.78$36.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 4.88, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3436/37Sep 18$0.83$0.174.88$33.17$36.83
34/3536/37Sep 18$0.82$0.184.56$34.18$36.82
32/3334/35Aug 14$0.65$0.351.86$32.35$34.65
34/3434/35Aug 7$0.32$0.181.78$33.68$34.82
33/3435/36Aug 14$0.32$0.181.78$33.18$35.32
33/3435/36Aug 21$0.64$0.361.78$33.36$35.64
33/3434/35Aug 14$0.63$0.371.70$32.87$34.63
34/3436/37Aug 14$0.94$0.561.68$33.56$36.44
32/3335/36Aug 21$0.62$0.381.63$32.38$35.62
34/3435/36Aug 7$0.29$0.211.38$33.71$35.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 21.22, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Sep 18$0.08$0.9211.50
$33.00$34.00$35.00Sep 18$0.10$0.909.00
$34.00$35.00$36.00Sep 18$0.13$0.876.69
$35.00$35.50$36.00Aug 7$0.07$0.436.14
$30.00$30.50$31.00Aug 7$0.11$0.393.55
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$28.00$30.00$32.00Aug 21$0.09$1.9121.22
$29.00$31.00$33.00Sep 18$0.18$1.8210.11
$32.00$33.00$34.00Aug 28$0.14$0.866.14
$33.00$34.00$35.00Sep 4$0.35$0.651.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $--, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.50$38.501:2Aug 7$0.00$2.00
$37.00$39.001:2Sep 18-$0.14$1.86
$32.50$34.001:2Aug 21-$0.55$0.95
$37.00$38.001:2Aug 14-$0.11$0.89
$35.00$36.001:2Aug 21-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Aug 21-$0.02$1.98
$37.00$35.501:2Aug 14-$0.11$1.39
$33.50$32.501:2Aug 7-$0.05$0.95
$34.00$33.001:2Aug 28-$0.09$0.91
$34.00$33.001:2Aug 21-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 4.51%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Sep 18$1.570.500.6%4.51%5.06%564.9K
$36.00Sep 18$1.140.413.4%3.27%6.69%41.7K
$35.00Aug 28$0.960.490.6%2.76%3.30%40--
$35.00Aug 21$0.830.500.6%2.38%2.93%176.6K
$37.00Sep 18$0.800.336.3%2.30%8.59%227.0K
$37.00Sep 11$0.560.326.3%1.61%7.90%24--
$35.00Aug 14$0.530.450.6%1.52%2.07%10294
$36.00Aug 21$0.470.353.4%1.35%4.77%1031.1K
$37.00Aug 28$0.330.266.3%0.95%7.24%1--
$39.00Sep 18$0.330.2112.0%0.95%12.98%1--

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 2,886
Total Puts 985
Put/Call Ratio 0.34
Net Difference 1,901

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 60,584
Total Puts 37,726
Average Put/Call Ratio 0.97
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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