Tour v500
TEVA
TEVA PHARMACEUTICAL ADR
$36.14 +2.21%
$36.09 (-0.14%)🌙
as of 08/10 07:12 PM
8/10 19:12

Option Volume

Detail
Current (08/10) 2,072
Calls: 1,637 (79%)
Puts: 435 (21%)
Prior (08/07) 7,445
Calls: 6,709 (90%)
Puts: 736 (10%)
Current vs Prior -72.17%
Calls: -75.60% (Calls)
Puts: -40.90% (Puts)
Prior 7-Day Total 59,247
Calls: 25,789 (44%)
Puts: 33,458 (56%)
Prior 7-Day Average 8,463
Calls: 3,684 (44%)
Puts: 4,779 (56%)
Current vs Prior 7-Day Avg -75.52%
Calls: -55.57%
Puts: -90.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $878.4K
Calls: $862.3K (98%)
Puts: $16.2K (2%)
Prior (08/07) $1.13M
Calls: $1.09M (97%)
Puts: $39.0K (3%)
Current vs Prior -22.21%
Calls: -20.91%
Puts: -58.57%
Prior 7-Day Total $5.83M
Calls: $5.04M (87%)
Puts: $781.8K (13%)
Prior 7-Day Average $832.2K
Calls: $720.5K (87%)
Puts: $111.7K (13%)
Current vs Prior 7-Day Avg +5.55%
Calls: +19.67%
Puts: -85.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.27
Prior (08/07) 0.11
Current vs Prior +142.23%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -73.35%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 119,997
Calls: 113,487 (95%)
Puts: 6,510 (5%)
Prior (08/07) 127,714
Calls: 111,041 (87%)
Puts: 16,673 (13%)
Current vs Prior -6.04%
Prior 7-Day Total 956,954
Calls: 824,159 (86%)
Puts: 132,795 (14%)
Prior 7-Day Average 136,707
Calls: 117,737 (86%)
Puts: 18,970 (14%)
Current vs Prior 7-Day Avg -12.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.76% | 5.67%5.67% | 10.43%
Prior 4.72% | 5.88%5.88% | 10.97%
Current vs Prior +0.77% | -3.57%-3.57% | -4.93%
Prior 7-Day Avg 4.04% | 5.70%6.99% | 11.79%
Current vs 7-Day Avg +17.82% | -0.49%-18.91% | -11.49%
Prior 7-Day Eod 4.72% | 5.88%5.88% | 10.97%
Current vs 7-Day Eod +0.77% | -3.57%-3.57% | -4.93%
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 98% of dollar volume in calls ($862.3K) vs puts ($16.2K). Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (1,637 calls vs 435 puts). P/C ratio rising 142% - increased hedging/bearish 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 2 of results (avg 7.4%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 186.957.45$7.206.9%40.94--
$30.00Sep 186.156.65$6.407.8%1570.9335.9K
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. 22 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 143.955.20$4.5827.3%11.001
$31.50Aug 143.454.70$4.0830.6%11.005
$29.00Sep 186.957.45$7.206.9%40.94--
$30.00Sep 186.156.65$6.407.8%1570.9335.9K
$35.00Aug 141.161.43$1.3020.8%120.91349
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 212.893.45$3.1717.7%10.8810
$38.00Aug 141.763.15$2.4656.5%10.875
$36.00Aug 140.420.93$0.6875.0%40.5337

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.4K, top 157)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.156.65$6.407.8%1570.9335.9K
$36.50Aug 140.260.51$0.3964.1%1070.3643
$39.00Aug 210.070.20$0.1492.9%1020.12187
$35.50Aug 140.620.97$0.8043.7%710.65132
$36.00Aug 140.360.70$0.5364.2%700.49560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Aug 210.250.51$0.3868.4%1230.2524
$33.50Aug 140.000.05$0.03166.7%420.0455
$34.00Aug 210.110.50$0.31125.8%300.20--
$34.00Aug 140.030.12$0.08112.5%170.10107
$35.00Aug 280.560.78$0.6732.8%140.3452

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 41.4%, max 168.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Aug 14Sep 1164.1%31.3%105.0%536
$36.50Aug 14Aug 2843.7%31.2%40.1%10843
$35.50Aug 14Aug 2141.8%29.9%39.4%131397
$38.00Aug 14Sep 1848.2%34.9%38.1%51415
$37.50Aug 14Aug 2151.7%43.2%19.7%2222
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 14Sep 1896.8%36.1%168.2%8--
$32.50Aug 14Aug 2176.4%39.7%92.6%7--
$32.00Aug 14Aug 2180.9%46.9%72.4%7396
$36.00Aug 14Sep 1139.4%31.6%24.6%737
$34.00Aug 14Sep 1840.8%35.4%15.3%18107

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 6.69, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$37.50$38.00Aug 14$0.11$0.39$0.113.55$37.61
$37.50$39.00Aug 21$0.37$1.13$0.373.05$37.87
$37.00$39.00Sep 4$0.50$1.50$0.503.00$37.50
$36.00$36.50Aug 14$0.14$0.36$0.142.57$36.14
$36.50$37.00Aug 21$0.16$0.34$0.162.12$36.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$30.00Sep 18$0.39$2.61$0.396.69$32.61
$36.00$35.00Sep 11$0.14$0.86$0.146.14$35.86
$35.50$35.00Aug 21$0.10$0.40$0.104.00$35.40
$34.00$33.00Aug 21$0.22$0.78$0.223.55$33.78
$36.00$35.00Sep 4$0.24$0.76$0.243.17$35.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 12.33, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Sep 18$1.85$1.85$0.1512.33$31.85
$29.00$30.00Sep 18$0.80$0.80$0.204.00$29.80
$31.50$35.00Aug 14$2.78$2.78$0.723.86$34.28
$34.00$36.00Aug 28$1.47$1.47$0.532.77$35.47
$33.00$34.00Sep 18$0.72$0.72$0.282.57$33.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$36.00Aug 14$1.78$1.78$0.228.09$36.22
$39.00$35.50Aug 21$2.65$2.65$0.853.12$36.35
$35.50$35.00Aug 14$0.27$0.27$0.231.17$35.23
$36.00$35.50Aug 14$0.22$0.22$0.280.79$35.78
$34.00$33.00Sep 18$0.28$0.28$0.720.39$33.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.31, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Aug 14Aug 21$0.2934.4%33.7%
$36.50Aug 14Aug 21$0.2943.7%36.0%
$37.50Aug 14Aug 21$0.2951.7%43.2%
$37.00Aug 14Aug 21$0.3041.7%37.1%
$36.00Aug 14Aug 21$0.3939.4%35.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 14Sep 18$0.0596.8%36.1%
$35.50Aug 14Aug 21$0.0641.8%29.9%
$34.00Aug 14Aug 21$0.2340.8%41.6%
$34.50Aug 14Aug 21$0.2340.9%39.0%
$35.00Aug 14Aug 21$0.2334.4%33.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 3.35% of stock, avg 8.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.00Aug 14$0.53$0.68$1.21$34.79$37.213.35%
$35.50Aug 14$0.80$0.46$1.26$34.24$36.763.49%
$35.00Aug 14$1.30$0.19$1.49$33.51$36.494.12%
$35.50Aug 21$1.38$0.52$1.90$33.60$37.405.26%
$35.00Aug 21$1.59$0.42$2.01$32.99$37.015.56%
$36.00Aug 28$1.11$1.06$2.17$33.83$38.176.00%
$38.00Aug 14$0.11$2.46$2.57$35.43$40.577.11%
$36.00Sep 4$1.50$1.24$2.74$33.26$38.747.58%
$39.00Aug 21$0.14$3.17$3.31$35.69$42.319.16%
$34.00Sep 18$2.91$0.77$3.68$30.32$37.6810.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.53% of stock, avg 2.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$34.00Aug 14$0.11$0.08$0.19$33.81$38.19
$39.00$33.00Aug 21$0.14$0.09$0.23$32.77$39.23
$38.00$32.50Aug 14$0.11$0.14$0.25$32.25$38.25
$38.00$34.50Aug 14$0.11$0.15$0.26$34.24$38.26
$37.00$34.00Aug 14$0.22$0.08$0.30$33.70$37.30
$37.50$34.00Aug 14$0.22$0.08$0.30$33.70$37.80
$38.00$35.00Aug 14$0.11$0.19$0.30$34.70$38.30
$37.00$32.50Aug 14$0.22$0.14$0.36$32.14$37.36
$37.50$32.50Aug 14$0.22$0.14$0.36$32.14$37.86
$37.00$34.50Aug 14$0.22$0.15$0.37$34.13$37.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 3.76, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3435/36Sep 18$0.79$0.213.76$33.21$35.79
36/3636/37Aug 14$0.39$0.113.55$35.61$36.89
35/3638/38Aug 14$0.38$0.123.17$35.12$37.88
33/3436/37Sep 18$0.74$0.262.85$33.26$36.74
35/3636/36Aug 21$0.34$0.162.13$35.16$36.34
33/3437/38Sep 18$0.68$0.322.13$33.32$37.68
33/3436/36Aug 21$0.68$0.322.12$33.32$36.18
36/3638/38Aug 14$0.33$0.171.94$35.67$37.83
35/3636/37Aug 21$0.26$0.241.08$35.24$36.76
35/3638/39Sep 11$0.47$0.530.89$35.53$38.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$36.00$37.00$38.00Sep 18$0.06$0.9415.67
$33.00$34.00$35.00Sep 18$0.09$0.9110.11
$37.50$38.00$38.50Aug 14$0.05$0.459.00
$34.00$35.00$36.00Sep 18$0.12$0.887.33
$36.00$36.50$37.00Aug 21$0.08$0.425.25
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$34.50$35.00$35.50Aug 21$0.06$0.447.33
$34.50$35.00$35.50Aug 14$0.23$0.271.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.53, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$36.001:2Sep 4-$0.53$1.47
$38.00$39.001:2Sep 11-$0.09$0.91
$36.00$37.001:2Sep 4-$0.34$0.66
$37.00$38.001:2Sep 18-$0.51$0.49
$38.50$39.001:2Aug 14-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$33.001:2Sep 18-$0.21$0.79
$33.50$32.501:2Aug 14-$0.25$0.75
$33.00$32.501:2Aug 21-$0.05$0.45
$32.50$32.001:2Aug 14-$0.10$0.40
$35.00$34.501:2Aug 14-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.93%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 18$1.060.442.4%2.93%5.31%1310.6K
$38.00Sep 18$0.800.355.2%2.21%7.36%36415
$37.00Sep 4$0.660.422.4%1.83%4.21%3218
$37.00Aug 28$0.560.382.4%1.55%3.93%71.6K
$36.50Aug 21$0.520.431.0%1.44%2.43%54780
$36.50Aug 28$0.510.431.0%1.41%2.41%1--
$38.00Sep 11$0.450.335.2%1.25%6.39%130
$37.00Aug 21$0.440.352.4%1.22%3.60%4712.9K
$36.50Aug 14$0.260.361.0%0.72%1.72%10743
$37.50Aug 21$0.250.303.8%0.69%4.45%1620

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 1,637
Total Puts 435
Put/Call Ratio 0.27
Net Difference 1,202

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,789
Total Puts 33,458
Average Put/Call Ratio 1.00
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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