Tour v504
TEVA
TEVA PHARMACEUTICAL ADR
$36.48 +0.94%
$36.64 (+0.44%)🌙
as of 08/11 07:14 PM
8/11 19:14

Option Volume

Detail
Current (08/11) 7,058
Calls: 5,479 (78%)
Puts: 1,579 (22%)
Prior (08/10) 2,072
Calls: 1,637 (79%)
Puts: 435 (21%)
Current vs Prior +240.64%
Calls: +234.70% (Calls)
Puts: +262.99% (Puts)
Prior 7-Day Total 27,828
Calls: 21,896 (79%)
Puts: 5,932 (21%)
Prior 7-Day Average 3,975
Calls: 3,128 (79%)
Puts: 847 (21%)
Current vs Prior 7-Day Avg +77.54%
Calls: +75.16%
Puts: +86.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $1.71M
Calls: $1.59M (93%)
Puts: $119.5K (7%)
Prior (08/10) $878.4K
Calls: $862.3K (98%)
Puts: $16.2K (2%)
Current vs Prior +94.85%
Calls: +84.64%
Puts: +639.71%
Prior 7-Day Total $5.23M
Calls: $4.84M (92%)
Puts: $396.6K (8%)
Prior 7-Day Average $747.8K
Calls: $691.1K (92%)
Puts: $56.7K (8%)
Current vs Prior 7-Day Avg +128.90%
Calls: +130.38%
Puts: +110.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.29
Prior (08/10) 0.27
Current vs Prior +8.45%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -10.17%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 151,241
Calls: 130,752 (86%)
Puts: 20,489 (14%)
Prior (08/10) 119,997
Calls: 113,487 (95%)
Puts: 6,510 (5%)
Current vs Prior +26.04%
Prior 7-Day Total 776,071
Calls: 690,323 (89%)
Puts: 85,748 (11%)
Prior 7-Day Average 110,867
Calls: 98,617 (89%)
Puts: 12,249 (11%)
Current vs Prior 7-Day Avg +36.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.54% | 5.04%5.04% | 10.22%
Prior 4.76% | 5.67%5.67% | 10.43%
Current vs Prior -25.70% | -11.08%-11.08% | -1.98%
Prior 7-Day Avg 4.23% | 5.74%6.67% | 11.53%
Current vs 7-Day Avg -16.42% | -12.19%-24.40% | -11.28%
Prior 7-Day Eod 4.76% | 5.67%5.67% | 10.43%
Current vs 7-Day Eod -25.70% | -11.08%-11.08% | -1.98%
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 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 93% of dollar volume in calls ($1.59M) vs puts ($119.5K). Elevated premium activity with dollar volume up 95% vs prior. Dollar volume significantly above 7-day average (129% higher). Unusually high activity with volume up 241% vs prior - elevated interest.

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 8.6%, best 8.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.605.00$4.808.3%970.891.7K
$33.00Sep 183.804.15$3.988.8%5360.833.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.64, cheapest $0.64)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 180.580.69$0.6417.2%210.25510

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 144.154.80$4.4714.5%51.00--
$33.50Aug 142.713.60$3.1628.2%71.007
$34.00Aug 142.103.20$2.6541.5%11.0014
$35.00Aug 141.291.78$1.5431.8%131.00353
$34.50Aug 141.562.79$2.1756.7%40.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Aug 283.855.30$4.5831.7%10.88--
$39.00Aug 212.143.20$2.6739.7%10.88--
$37.00Aug 140.701.11$0.9145.1%70.704
$39.00Sep 252.614.60$3.6055.3%1340.70--
$37.00Aug 211.021.36$1.1928.6%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 5.0K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 181.131.58$1.3633.1%2.2K0.4710.6K
$33.00Sep 183.804.15$3.988.8%5360.833.7K
$37.00Aug 140.030.49$0.26176.9%3210.31152
$38.00Sep 180.601.12$0.8660.5%2120.36414
$38.00Aug 140.000.14$0.07200.0%1100.1148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 252.614.60$3.6055.3%1340.70--
$36.50Aug 140.231.08$0.66128.8%270.57--
$33.50Aug 280.100.20$0.1566.7%260.12--
$35.00Aug 210.080.34$0.21123.8%220.20161
$32.00Sep 180.190.28$0.2437.5%220.112.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 26.9%, max 40.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.50Aug 14Aug 2844.6%35.0%27.4%17159
$37.00Aug 14Sep 1842.5%34.5%23.3%2.5K10.7K
$37.50Aug 14Aug 2137.5%30.6%22.5%2141
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 14Sep 1845.6%32.3%40.9%674
$35.00Aug 14Sep 1840.4%33.6%20.5%32751

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 0.53, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$32.00$36.00Sep 11$2.61$1.39$2.6186%0.53$34.61
$33.50$34.50Aug 28$0.55$0.45$0.5591%0.82$34.05
$37.00$38.00Sep 11$0.15$0.85$0.1545%5.67$37.15
$32.00$32.50Aug 14$0.32$0.18$0.32100%0.56$32.32
$36.00$38.00Sep 25$0.75$1.25$0.7556%1.67$36.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.50Aug 14$0.25$0.25$0.2570%1.00$36.75
$36.50$36.00Aug 21$0.16$0.34$0.1651%2.13$36.34
$36.50$36.00Aug 14$0.18$0.32$0.1857%1.78$36.32
$37.00$36.50Aug 28$0.23$0.27$0.2358%1.17$36.77
$35.00$34.00Sep 11$0.25$0.75$0.2533%3.00$34.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 3.17, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Aug 28$0.49$0.49$0.5158%0.96$37.49
$38.00$40.00Sep 11$0.63$0.63$1.3763%0.46$38.63
$38.00$39.00Sep 25$0.45$0.45$0.5561%0.82$38.45
$37.00$38.00Sep 4$0.47$0.47$0.5356%0.89$37.47
$37.00$38.00Sep 18$0.50$0.50$0.5053%1.00$37.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.50$35.00Aug 28$0.38$0.38$0.1264%3.17$35.12
$32.50$32.00Aug 14$0.19$0.19$0.3188%0.61$32.31
$36.00$35.00Aug 21$0.45$0.45$0.5559%0.82$35.55
$31.00$30.00Aug 21$0.19$0.19$0.8190%0.23$30.81
$34.00$33.00Sep 18$0.25$0.25$0.7575%0.33$33.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.27, cheapest $0.18)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Aug 14Aug 21$0.3945.6%35.4%
$37.00Aug 14Aug 21$0.2742.5%32.8%
$36.50Aug 14Aug 21$0.3539.5%33.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Aug 14Aug 21$0.1845.6%35.4%
$37.00Aug 14Aug 21$0.2842.5%32.8%
$36.50Aug 14Aug 21$0.1639.5%33.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 2.93% of stock, avg 6.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Aug 14$0.41$0.66$1.07$35.43$37.572.93%
$36.00Aug 14$0.63$0.48$1.11$34.89$37.113.04%
$35.50Aug 14$0.85$0.28$1.13$34.37$36.633.10%
$37.00Aug 14$0.26$0.91$1.17$35.83$38.173.21%
$36.50Aug 21$0.76$0.82$1.58$34.92$38.084.33%
$35.00Aug 14$1.54$0.12$1.66$33.34$36.664.55%
$36.00Aug 21$1.02$0.66$1.68$34.32$37.684.61%
$37.00Aug 21$0.53$1.19$1.72$35.28$38.724.71%
$35.00Aug 21$1.81$0.21$2.02$32.98$37.025.54%
$37.00Aug 28$0.81$1.39$2.20$34.80$39.206.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.38% of stock, avg 2.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$34.00Aug 14$0.07$0.07$0.14$33.86$38.14
$37.50$34.00Aug 14$0.10$0.07$0.17$33.83$37.67
$38.00$35.00Aug 14$0.07$0.12$0.19$34.81$38.19
$41.00$34.00Aug 14$0.13$0.07$0.20$33.80$41.20
$37.50$35.00Aug 14$0.10$0.12$0.22$34.78$37.72
$41.00$35.00Aug 14$0.13$0.12$0.25$34.75$41.25
$38.00$32.50Aug 14$0.07$0.23$0.30$32.20$38.30
$39.00$33.50Aug 21$0.13$0.18$0.31$33.19$39.31
$37.50$32.50Aug 14$0.10$0.23$0.33$32.17$37.83
$39.00$34.00Aug 21$0.13$0.22$0.35$33.65$39.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 2.33, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
32/3237/38Aug 14$0.35$0.1557%2.33$32.15$37.35
30/3138/39Aug 21$0.36$0.6466%0.56$30.64$38.36
35/3637/38Aug 14$0.32$0.1840%1.78$35.18$37.32
34/3438/38Aug 28$0.23$0.2758%0.85$33.77$38.23
34/3438/38Aug 28$0.26$0.2452%1.08$34.24$38.26
30/3139/40Sep 18$0.33$0.6763%0.49$30.67$39.33
33/3439/40Sep 18$0.48$0.5247%0.92$33.52$39.48
30/3140/41Sep 18$0.24$0.7671%0.32$30.76$40.24
33/3440/41Sep 18$0.39$0.6155%0.64$33.61$40.39
32/3339/40Sep 18$0.38$0.6255%0.61$32.62$39.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 4$0.08$0.9227%11.50
$34.00$35.00$36.00Sep 18$0.08$0.9218%11.50
$36.00$36.50$37.00Aug 14$0.07$0.4330%6.14
$32.00$33.00$34.00Sep 18$0.07$0.9314%13.29
$38.00$39.00$40.00Aug 21$0.10$0.9018%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.00$35.00$36.00Sep 18$0.08$0.9218%11.50
$36.00$36.50$37.00Aug 14$0.07$0.4327%6.14
$35.50$36.00$36.50Aug 28$0.06$0.4414%7.33
$32.00$33.00$34.00Sep 18$0.10$0.9014%9.00
$35.00$36.00$37.00Sep 4$0.17$0.8325%4.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.05, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$38.001:2Sep 25-$0.50$1.50
$35.00$35.501:2Aug 14-$0.16$0.34
$37.00$38.001:2Sep 4-$0.05$0.95
$38.00$41.001:2Aug 14-$0.19$2.81
$36.00$36.501:2Aug 14-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$35.001:2Sep 11-$0.05$1.95
$36.00$35.501:2Aug 14-$0.08$0.42
$36.00$35.001:2Sep 4-$0.28$0.72
$31.00$30.001:2Sep 18$0.00$1.00
$34.00$33.001:2Sep 18-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.10%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 18$1.130.471.4%3.10%4.52%2.2K10.6K
$37.00Sep 11$0.930.451.4%2.55%3.97%765
$38.00Sep 18$0.600.364.2%1.64%5.81%212414
$39.00Sep 18$0.440.286.9%1.21%8.11%81.5K
$38.00Sep 25$0.550.394.2%1.51%5.67%12--
$39.00Sep 25$0.300.306.9%0.82%7.73%11
$38.00Sep 11$0.480.374.2%1.32%5.48%1031
$37.00Sep 4$0.730.441.4%2.00%3.43%748
$36.50Aug 28$0.890.490.1%2.44%2.49%11
$40.00Sep 18$0.150.209.7%0.41%10.06%437.8K

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 5,479
Total Puts 1,579
Put/Call Ratio 0.29
Net Difference 3,900

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,896
Total Puts 5,932
Average Put/Call Ratio 0.32
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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