Tour v494
TEVA
TEVA PHARMACEUTICAL ADR
$35.36 +1.58%
$35.34 (-0.06%)🌙
as of 08/07 07:13 PM
8/7 19:13

Option Volume

Detail
Current (08/07) 7,445
Calls: 6,709 (90%)
Puts: 736 (10%)
Prior (08/06) 3,871
Calls: 2,886 (75%)
Puts: 985 (25%)
Current vs Prior +92.33%
Calls: +132.47% (Calls)
Puts: -25.28% (Puts)
Prior 7-Day Total 90,041
Calls: 52,608 (58%)
Puts: 37,433 (42%)
Prior 7-Day Average 12,863
Calls: 7,515 (58%)
Puts: 5,347 (42%)
Current vs Prior 7-Day Avg -42.12%
Calls: -10.73%
Puts: -86.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $1.13M
Calls: $1.09M (97%)
Puts: $39.0K (3%)
Prior (08/06) $606.2K
Calls: $572.3K (94%)
Puts: $33.9K (6%)
Current vs Prior +86.28%
Calls: +90.51%
Puts: +14.88%
Prior 7-Day Total $11.09M
Calls: $9.51M (86%)
Puts: $1.58M (14%)
Prior 7-Day Average $1.58M
Calls: $1.36M (86%)
Puts: $225.8K (14%)
Current vs Prior 7-Day Avg -28.74%
Calls: -19.77%
Puts: -82.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.11
Prior (08/06) 0.34
Current vs Prior -67.86%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -89.05%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 127,714
Calls: 111,041 (87%)
Puts: 16,673 (13%)
Prior (08/06) 116,432
Calls: 109,064 (94%)
Puts: 7,368 (6%)
Current vs Prior +9.69%
Prior 7-Day Total 1,246,532
Calls: 1,017,334 (82%)
Puts: 229,198 (18%)
Prior 7-Day Average 178,076
Calls: 145,333 (82%)
Puts: 32,742 (18%)
Current vs Prior 7-Day Avg -28.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.67% | 4.72%5.88% | 10.97%
Prior 3.02% | 5.17%6.32% | 11.69%
Current vs Prior +56.57% | +13.76%-6.92% | -6.15%
Prior 7-Day Avg 4.14% | 6.04%7.44% | 12.11%
Current vs 7-Day Avg +14.01% | -2.56%-20.92% | -9.37%
Prior 7-Day Eod 3.02% | 5.17%6.32% | 11.69%
Current vs 7-Day Eod +56.57% | +13.76%-6.92% | -6.15%
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 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($1.09M) vs puts ($39.0K). Elevated premium activity with dollar volume up 86% vs prior. Above-average activity with volume up 92% vs prior. Extreme bullish P/C ratio of 0.11 - heavy call buying (6,709 calls vs 736 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 1 of results (avg 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 74.104.45$4.288.2%80.8023
PUTS (0)
No puts meet the criteria

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. 39 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 74.507.10$5.8044.8%11.00--
$30.00Aug 73.555.45$4.5042.2%21.00--
$32.00Aug 72.793.45$3.1221.2%31.00--
$33.50Aug 71.182.33$1.7665.3%31.0013
$34.00Aug 70.891.62$1.2657.9%1011.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 70.581.25$0.9272.8%10.96--
$38.00Aug 142.233.65$2.9448.3%40.922
$37.00Aug 71.172.55$1.8674.2%10.831
$36.50Aug 70.981.86$1.4262.0%30.80--
$35.50Aug 70.020.40$0.21181.0%280.7580

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 6.6K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.831.23$1.0338.8%4.0K0.387.1K
$37.00Aug 210.200.47$0.3479.4%4460.2512.7K
$38.00Aug 210.100.30$0.20100.0%1270.161.5K
$35.00Aug 70.160.60$0.38115.8%1230.751.4K
$36.00Sep 111.021.83$1.4356.6%1150.47--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Aug 140.020.21$0.12158.3%1390.1068
$32.00Aug 210.030.10$0.07100.0%640.06376
$33.00Aug 140.000.17$0.09188.9%550.0940
$35.50Aug 210.841.11$0.9827.6%550.52--
$30.00Aug 210.000.15$0.08187.5%300.05317

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 1157.8%, max 6253.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 7Sep 181109.5%37.3%2877.3%24--
$37.00Aug 7Sep 18891.6%35.3%2429.1%4.1K7.1K
$32.00Aug 7Sep 18761.6%35.4%2051.2%221.7K
$35.50Aug 7Aug 21572.3%33.8%1593.9%133541
$35.00Aug 7Sep 18403.7%31.7%1171.7%1796.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Aug 7Aug 142248.4%35.4%6253.0%53
$35.50Aug 7Aug 21572.3%33.8%1593.9%8380
$35.00Aug 7Sep 18403.7%31.7%1171.7%14641
$36.00Aug 7Sep 4265.4%33.5%691.5%2--
$33.50Aug 7Aug 21175.0%31.6%453.7%14--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 9.00, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$39.00$40.00Aug 21$0.11$0.89$0.118.09$39.11
$37.00$38.00Aug 21$0.14$0.86$0.146.14$37.14
$39.00$40.00Sep 18$0.20$0.80$0.204.00$39.20
$35.00$35.50Aug 7$0.11$0.39$0.113.55$35.11
$38.00$39.00Sep 11$0.22$0.78$0.223.55$38.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$32.00Aug 21$0.10$0.90$0.109.00$32.90
$33.00$30.00Aug 28$0.31$2.69$0.318.68$32.69
$32.00$30.00Sep 18$0.26$1.74$0.266.69$31.74
$34.00$29.00Sep 4$0.66$4.34$0.666.58$33.34
$33.50$33.00Aug 14$0.10$0.40$0.104.00$33.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 15.67, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$35.00Aug 7$0.88$0.88$0.127.33$34.88
$30.00$36.00Sep 11$4.37$4.37$1.632.68$34.37
$35.50$36.00Aug 14$0.36$0.36$0.142.57$35.86
$33.50$34.50Aug 14$0.62$0.62$0.381.63$34.12
$34.50$35.00Aug 21$0.30$0.30$0.201.50$34.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$36.00Aug 14$1.88$1.88$0.1215.67$36.12
$38.00$37.00Aug 7$0.87$0.87$0.136.69$37.13
$35.50$35.00Aug 14$0.39$0.39$0.113.55$35.11
$36.00$35.50Aug 21$0.35$0.35$0.152.33$35.65
$36.00$35.00Aug 28$0.54$0.54$0.461.17$35.46

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.39, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Aug 14Aug 21$0.1435.4%36.1%
$33.50Aug 7Aug 14$0.24175.0%42.3%
$36.00Aug 7Aug 14$0.34265.4%31.4%
$35.50Aug 7Aug 14$0.44572.3%39.6%
$35.00Aug 7Aug 14$0.47403.7%30.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 14Aug 21$0.0562.6%52.0%
$33.00Aug 14Aug 21$0.0839.0%33.3%
$36.00Aug 7Aug 14$0.14265.4%31.4%
$33.50Aug 7Aug 14$0.18175.0%42.3%
$34.00Aug 7Aug 14$0.20128.9%37.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 1.36% of stock, avg 6.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.50Aug 7$0.27$0.21$0.48$35.02$35.981.36%
$35.00Aug 7$0.38$0.50$0.88$34.12$35.882.49%
$36.00Aug 7$0.01$0.92$0.93$35.07$36.932.63%
$35.00Aug 14$0.85$0.43$1.28$33.72$36.283.62%
$34.00Aug 7$1.26$0.03$1.29$32.71$35.293.65%
$36.00Aug 14$0.35$1.06$1.41$34.59$37.413.99%
$35.50Aug 14$0.71$0.82$1.53$33.97$37.034.33%
$33.50Aug 7$1.76$0.01$1.77$31.73$35.275.01%
$35.50Aug 21$0.85$0.98$1.83$33.67$37.335.18%
$35.00Aug 21$1.10$0.74$1.84$33.16$36.845.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.59% of stock, avg 2.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.00$34.00Aug 7$0.18$0.03$0.21$33.79$37.21
$37.00$33.00Aug 14$0.12$0.09$0.21$32.79$37.21
$39.00$33.00Aug 14$0.13$0.09$0.22$32.78$39.22
$39.00$32.00Aug 21$0.16$0.07$0.23$31.77$39.23
$37.00$32.50Aug 14$0.12$0.12$0.24$32.26$37.24
$39.00$32.50Aug 14$0.13$0.12$0.25$32.25$39.25
$38.00$32.00Aug 21$0.20$0.07$0.27$31.73$38.27
$35.50$34.00Aug 7$0.27$0.03$0.30$33.70$35.80
$37.00$33.50Aug 14$0.12$0.19$0.31$33.19$37.31
$39.00$33.50Aug 14$0.13$0.19$0.32$33.18$39.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 2.70, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3536/36Aug 7$0.73$0.272.70$34.27$36.23
34/3537/38Sep 18$0.73$0.272.70$34.27$37.73
32/3334/34Aug 21$0.67$0.332.03$32.33$34.67
30/3233/34Sep 18$1.29$0.711.82$30.71$34.29
34/3539/40Sep 18$0.58$0.421.38$34.42$39.58
34/3436/37Aug 21$0.57$0.431.33$33.93$36.57
33/3436/37Aug 14$0.28$0.221.27$33.22$36.78
34/3536/36Aug 14$0.56$0.441.27$34.44$36.06
34/3536/37Aug 21$0.54$0.461.17$34.46$36.54
35/3636/37Aug 21$0.54$0.461.17$34.96$36.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$37.00$38.00$39.00Sep 11$0.08$0.9211.50
$37.00$38.00$39.00Aug 21$0.10$0.909.00
$37.00$38.00$39.00Aug 14$0.13$0.876.69
$36.00$37.00$38.00Aug 21$0.16$0.845.25
$36.00$37.00$38.00Sep 18$0.22$0.783.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$34.00$35.00$36.00Aug 28$0.11$0.898.09
$30.00$32.00$34.00Sep 18$0.24$1.767.33
$34.00$35.00$36.00Sep 4$0.15$0.855.67
$35.00$35.50$36.00Aug 21$0.11$0.393.55
$32.50$33.00$33.50Aug 14$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-2.13, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$38.001:2Aug 14$0.00$1.00
$37.00$38.001:2Aug 21-$0.06$0.94
$38.00$39.001:2Aug 21-$0.12$0.88
$39.00$40.001:2Aug 14-$0.13$0.87
$38.00$39.001:2Sep 11-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.50$28.501:2Aug 7-$2.13$2.87
$32.00$30.001:2Aug 21-$0.09$1.91
$35.00$34.001:2Aug 28-$0.12$0.88
$35.00$34.001:2Sep 4-$0.34$0.66
$34.00$33.001:2Aug 28-$0.43$0.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.42%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$36.00Sep 18$1.210.471.8%3.42%5.23%341.7K
$36.00Sep 11$1.020.471.8%2.88%4.69%115--
$37.00Sep 18$0.830.384.6%2.35%6.99%4.0K7.1K
$35.50Aug 21$0.690.480.4%1.95%2.35%25282
$36.00Aug 28$0.690.441.8%1.95%3.76%1--
$36.00Sep 4$0.640.451.8%1.81%3.62%6--
$38.00Sep 18$0.560.287.5%1.58%9.05%11421
$36.00Aug 21$0.520.401.8%1.47%3.28%41.1K
$37.00Sep 11$0.490.364.6%1.39%6.02%3035
$35.50Aug 14$0.440.480.4%1.24%1.64%25109

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 6,709
Total Puts 736
Put/Call Ratio 0.11
Net Difference 5,973

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,608
Total Puts 37,433
Average Put/Call Ratio 1.00
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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