Tour v505
TEVA
TEVA PHARMACEUTICAL ADR
$36.74 +0.71%
$36.44 (-0.82%)🌙
as of 08/12 07:09 PM
8/12 19:09

Option Volume

Detail
Current (08/12) 14,040
Calls: 12,856 (92%)
Puts: 1,184 (8%)
Prior (08/11) 7,058
Calls: 5,479 (78%)
Puts: 1,579 (22%)
Current vs Prior +98.92%
Calls: +134.64% (Calls)
Puts: -25.02% (Puts)
Prior 7-Day Total 29,922
Calls: 23,784 (79%)
Puts: 6,138 (21%)
Prior 7-Day Average 4,274
Calls: 3,397 (79%)
Puts: 876 (21%)
Current vs Prior 7-Day Avg +228.45%
Calls: +278.37%
Puts: +35.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $641.0K
Calls: $469.1K (73%)
Puts: $171.9K (27%)
Prior (08/11) $1.71M
Calls: $1.59M (93%)
Puts: $119.5K (7%)
Current vs Prior -62.55%
Calls: -70.54%
Puts: +43.84%
Prior 7-Day Total $6.13M
Calls: $5.69M (93%)
Puts: $436.1K (7%)
Prior 7-Day Average $875.3K
Calls: $813.0K (93%)
Puts: $62.3K (7%)
Current vs Prior 7-Day Avg -26.77%
Calls: -42.31%
Puts: +175.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.09
Prior (08/11) 0.29
Current vs Prior -68.04%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg -70.04%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 122,505
Calls: 105,919 (86%)
Puts: 16,586 (14%)
Prior (08/11) 151,241
Calls: 130,752 (86%)
Puts: 20,489 (14%)
Current vs Prior -19.00%
Prior 7-Day Total 780,107
Calls: 686,950 (88%)
Puts: 93,157 (12%)
Prior 7-Day Average 111,443
Calls: 98,135 (88%)
Puts: 13,308 (12%)
Current vs Prior 7-Day Avg +9.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.83% | 4.90%4.90% | 10.15%
Prior 3.54% | 5.04%5.04% | 10.22%
Current vs Prior -19.95% | -2.87%-2.87% | -0.71%
Prior 7-Day Avg 4.13% | 5.54%6.31% | 11.26%
Current vs 7-Day Avg -31.43% | -11.54%-22.32% | -9.80%
Prior 7-Day Eod 3.54% | 5.04%5.04% | 10.22%
Current vs 7-Day Eod -19.95% | -2.87%-2.87% | -0.71%
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

Moderately bullish flow with 73% call dollar volume ($469.1K). Light premium activity with dollar volume down 63% vs prior. Above-average activity with volume up 99% vs prior. Volume explosion - 228% above 7-day average (14,040 vs avg 4,274).

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 $0.45, cheapest $0.45)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 210.400.49$0.4520.0%380.34--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 215.506.30$5.9013.6%11.00--
$29.50Aug 146.858.60$7.7322.6%10.97--
$30.00Aug 146.357.95$7.1522.4%10.97--
$30.50Aug 145.757.60$6.6827.7%20.97--
$31.50Aug 144.855.90$5.3819.5%10.965
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Aug 212.253.15$2.7033.3%250.88--
$39.00Sep 182.563.20$2.8822.2%20.6821
$37.50Aug 210.841.53$1.1958.0%500.63--
$37.00Aug 210.681.06$0.8743.7%70.54119
$37.00Aug 280.841.35$1.1046.4%30.51--

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 12.8K, top 11.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 140.040.08$0.0666.7%11.3K0.12108
$37.50Aug 140.040.20$0.12133.3%1640.238
$30.00Sep 186.508.10$7.3021.9%1060.93--
$38.00Sep 180.921.20$1.0626.4%750.40493
$34.00Aug 212.723.20$2.9616.2%690.92848
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Sep 180.120.37$0.25100.0%2080.13584
$35.00Sep 180.600.94$0.7744.2%660.30645
$37.50Aug 210.841.53$1.1958.0%500.63--
$36.00Aug 210.400.49$0.4520.0%380.34--
$39.50Aug 212.253.15$2.7033.3%250.88--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 14.7%, max 19.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 14Sep 1842.3%35.4%19.5%7111.4K
$36.00Aug 14Sep 1836.3%32.0%13.6%252.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 14Sep 1836.3%32.0%13.6%1942
$37.00Aug 21Sep 438.5%34.3%12.2%9119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 0.56, avg 2.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$32.00$33.00Sep 18$0.64$0.36$0.6489%0.56$32.64
$34.00$34.50Aug 14$0.29$0.21$0.2994%0.72$34.29
$37.00$38.00Sep 11$0.27$0.73$0.2751%2.70$37.27
$38.00$39.00Sep 18$0.22$0.78$0.2240%3.55$38.22
$35.50$36.00Aug 21$0.24$0.26$0.2474%1.08$35.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Aug 28$0.13$0.87$0.1335%6.69$35.87
$37.00$36.50Aug 21$0.21$0.29$0.2154%1.38$36.79
$36.00$34.50Aug 21$0.26$1.24$0.2634%4.77$35.74
$37.00$36.00Sep 4$0.42$0.58$0.4251%1.38$36.58
$36.00$35.00Sep 4$0.30$0.70$0.3038%2.33$35.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.35, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$37.50Aug 28$0.37$0.37$0.1350%2.85$37.37
$39.00$40.00Aug 21$0.21$0.21$0.7979%0.27$39.21
$37.00$37.50Aug 14$0.24$0.24$0.2657%0.92$37.24
$37.00$38.00Sep 18$0.47$0.47$0.5350%0.89$37.47
$37.00$37.50Aug 21$0.23$0.23$0.2754%0.85$37.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$33.00Sep 18$0.52$0.52$1.4870%0.35$34.48
$36.50$36.00Aug 28$0.28$0.28$0.2256%1.27$36.22
$35.00$34.50Aug 28$0.17$0.17$0.3375%0.52$34.83
$31.00$30.00Sep 18$0.10$0.10$0.9092%0.11$30.90
$36.00$35.00Sep 18$0.37$0.37$0.6360%0.59$35.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.36, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 14Aug 21$0.4042.3%38.5%
$36.50Aug 14Aug 21$0.3934.7%33.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 14Aug 21$0.4234.7%33.9%
$37.00Aug 21Aug 28$0.2338.5%38.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.12% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Aug 14$0.54$0.24$0.78$35.72$37.282.12%
$36.00Aug 14$0.93$0.11$1.04$34.96$37.042.83%
$35.50Aug 14$1.40$0.06$1.46$34.04$36.963.97%
$36.50Aug 21$0.93$0.66$1.59$34.91$38.094.33%
$37.00Aug 21$0.76$0.87$1.63$35.37$38.634.44%
$37.50Aug 21$0.53$1.19$1.72$35.78$39.224.68%
$36.00Aug 21$1.42$0.45$1.87$34.13$37.875.09%
$36.00Aug 28$1.48$0.58$2.06$33.94$38.065.61%
$36.50Aug 28$1.25$0.86$2.11$34.39$38.615.74%
$37.00Aug 28$1.09$1.10$2.19$34.81$39.195.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 0.22% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$39.00$34.50Aug 14$0.04$0.04$0.08$34.42$39.08
$38.50$34.50Aug 14$0.05$0.04$0.09$34.41$38.59
$39.00$35.50Aug 14$0.04$0.06$0.10$35.40$39.10
$38.00$34.50Aug 14$0.06$0.04$0.10$34.40$38.10
$38.50$35.50Aug 14$0.05$0.06$0.11$35.39$38.61
$38.00$35.50Aug 14$0.06$0.06$0.12$35.38$38.12
$39.00$32.50Aug 14$0.04$0.12$0.16$32.34$39.16
$38.50$32.50Aug 14$0.05$0.12$0.17$32.33$38.67
$39.00$36.00Aug 14$0.04$0.11$0.15$35.85$39.15
$38.50$36.00Aug 14$0.05$0.11$0.16$35.84$38.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.61, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
30/3139/40Sep 18$0.38$0.6260%0.61$30.62$39.38
30/3140/41Sep 18$0.26$0.7468%0.35$30.74$40.26
30/3141/43Sep 18$0.27$1.7374%0.16$30.73$41.27
33/3541/43Sep 18$0.69$1.3152%0.53$34.31$41.69
34/3639/40Aug 21$0.47$1.0345%0.46$35.53$39.47
33/3540/41Sep 18$0.68$1.3246%0.52$34.32$40.68
33/3539/40Sep 18$0.80$1.2038%0.67$34.20$39.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 4$0.08$0.9224%11.50
$36.00$37.00$38.00Sep 18$0.08$0.9220%11.50
$35.50$36.00$36.50Aug 14$0.08$0.4226%5.25
$35.00$36.00$37.00Sep 18$0.12$0.8820%7.33
$34.00$35.00$36.00Sep 18$0.11$0.8918%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 4$0.12$0.8824%7.33
$33.00$34.50$36.00Aug 21$0.21$1.2925%6.14
$35.50$36.00$36.50Aug 14$0.08$0.4227%5.25
$33.00$33.50$34.00Aug 28$0.05$0.457%9.00
$36.50$37.00$37.50Aug 21$0.11$0.3919%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.19, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.50$35.501:2Aug 14-$0.19$0.81
$36.00$36.501:2Aug 14-$0.15$0.35
$41.00$43.001:2Sep 18-$0.06$1.94
$36.50$37.001:2Aug 14-$0.18$0.32
$36.00$37.001:2Sep 4-$0.57$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.50$33.001:2Aug 21-$0.09$1.41
$36.00$35.001:2Sep 4-$0.25$0.75
$37.00$36.001:2Sep 4-$0.43$0.57
$35.00$34.501:2Aug 28-$0.11$0.39
$35.00$34.501:2Aug 14-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.59%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 18$1.320.500.7%3.59%4.30%4311.2K
$38.00Sep 18$0.920.403.4%2.50%5.93%75493
$39.00Sep 18$0.670.326.2%1.82%7.97%91.5K
$37.00Sep 11$1.080.510.7%2.94%3.65%1068
$40.00Sep 18$0.430.248.9%1.17%10.04%77.9K
$38.00Sep 11$0.680.413.4%1.85%5.28%1440
$37.00Sep 4$0.930.500.7%2.53%3.24%7--
$41.00Sep 18$0.280.1811.6%0.76%12.36%1--
$37.00Aug 28$0.890.490.7%2.42%3.13%91.6K
$39.00Sep 4$0.300.276.2%0.82%6.97%11--

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 12,856
Total Puts 1,184
Put/Call Ratio 0.09
Net Difference 11,672

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,784
Total Puts 6,138
Average Put/Call Ratio 0.31
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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