Tour v509
TEVA
TEVA PHARMACEUTICAL ADR
$36.52 -0.60%
$36.50 (-0.05%)🌙
as of 08/13 07:08 PM
8/13 19:08

Option Volume

Detail
Current (08/13) 10,013
Calls: 7,419 (74%)
Puts: 2,594 (26%)
Prior (08/12) 14,040
Calls: 12,856 (92%)
Puts: 1,184 (8%)
Current vs Prior -28.68%
Calls: -42.29% (Calls)
Puts: +119.09% (Puts)
Prior 7-Day Total 37,538
Calls: 31,670 (84%)
Puts: 5,868 (16%)
Prior 7-Day Average 5,362
Calls: 4,524 (84%)
Puts: 838 (16%)
Current vs Prior 7-Day Avg +86.72%
Calls: +63.98%
Puts: +209.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $1.31M
Calls: $948.3K (72%)
Puts: $361.7K (28%)
Prior (08/12) $641.0K
Calls: $469.1K (73%)
Puts: $171.9K (27%)
Current vs Prior +104.38%
Calls: +102.18%
Puts: +110.39%
Prior 7-Day Total $5.56M
Calls: $5.08M (91%)
Puts: $481.4K (9%)
Prior 7-Day Average $794.1K
Calls: $725.4K (91%)
Puts: $68.8K (9%)
Current vs Prior 7-Day Avg +64.96%
Calls: +30.74%
Puts: +426.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.35
Prior (08/12) 0.09
Current vs Prior +279.65%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +25.42%
Sentiment BULLISH

Open Interest

Detail
Current (08/13) 158,992
Calls: 139,903 (88%)
Puts: 19,089 (12%)
Prior (08/12) 122,505
Calls: 105,919 (86%)
Puts: 16,586 (14%)
Current vs Prior +29.78%
Prior 7-Day Total 813,001
Calls: 715,380 (88%)
Puts: 97,621 (12%)
Prior 7-Day Average 116,143
Calls: 102,197 (88%)
Puts: 13,945 (12%)
Current vs Prior 7-Day Avg +36.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.68% | 4.57%4.57% | 9.45%
Prior 2.83% | 4.90%4.90% | 10.15%
Current vs Prior -5.20% | -6.66%-6.66% | -6.95%
Prior 7-Day Avg 3.89% | 5.38%5.96% | 11.01%
Current vs 7-Day Avg -31.09% | -15.07%-23.25% | -14.20%
Prior 7-Day Eod 2.83% | 4.90%4.90% | 10.15%
Current vs 7-Day Eod -5.20% | -6.66%-6.66% | -6.95%
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 72% call dollar volume ($948.3K). Massive premium surge with dollar volume up 104% vs prior. Dollar volume significantly above 7-day average (65% higher). Volume explosion - 87% above 7-day average (10,013 vs avg 5,362).

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 9.1%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.755.20$4.979.1%5570.891.7K
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. 34 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 214.305.50$4.9024.5%100.98--
$34.50Aug 141.862.95$2.4145.2%150.9581
$35.00Aug 141.352.43$1.8957.1%1670.95343
$32.50Aug 143.905.10$4.5026.7%10.93--
$34.00Aug 212.453.35$2.9031.0%440.92802
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 140.110.76$0.44147.7%161.0010
$40.00Aug 142.683.60$3.1429.3%61.00--
$40.00Aug 212.783.65$3.2227.0%11.00--
$41.00Aug 283.454.80$4.1332.7%10.941
$41.00Aug 143.704.60$4.1521.7%20.81--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 7.8K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.270.73$0.5092.0%4.0K0.4312.9K
$38.00Aug 140.010.02$0.0250.0%8340.052.5K
$32.00Sep 184.755.20$4.979.1%5570.891.7K
$37.50Aug 140.000.10$0.05200.0%1840.15128
$35.00Aug 141.352.43$1.8957.1%1670.95343
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.140.24$0.1952.6%1.0K0.18167
$32.00Sep 180.130.40$0.27100.0%720.122.0K
$33.00Sep 110.080.39$0.24129.2%500.136
$33.00Aug 210.000.08$0.04200.0%320.04917
$35.00Sep 180.621.03$0.8349.4%260.31667

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 37.8%, max 50.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 14Sep 2549.1%32.6%50.5%21597
$36.50Aug 14Aug 2843.1%28.9%49.1%41131
$37.50Aug 14Aug 2834.4%34.0%1.1%186134
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 14Sep 2549.1%32.6%50.5%2150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 2.57, avg 3.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$35.50Aug 28$0.14$0.36$0.1480%2.57$35.14
$36.00$37.00Sep 18$0.39$0.61$0.3961%1.56$36.39
$37.00$38.00Sep 11$0.34$0.66$0.3448%1.94$37.34
$36.00$36.50Aug 14$0.33$0.17$0.3384%0.52$36.33
$39.00$40.00Sep 4$0.12$0.88$0.1223%7.33$39.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.50Aug 14$0.24$0.26$0.24100%1.08$36.76
$35.50$34.50Aug 28$0.13$0.87$0.1328%6.69$35.37
$36.50$35.50Aug 28$0.26$0.74$0.2644%2.85$36.24
$38.00$36.00Sep 4$1.00$1.00$1.0066%1.00$37.00
$36.50$36.00Aug 21$0.13$0.37$0.1346%2.85$36.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.85, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$39.00Sep 11$0.36$0.36$0.6463%0.56$38.36
$38.00$39.00Sep 4$0.33$0.33$0.6765%0.49$38.33
$39.00$40.00Sep 18$0.30$0.30$0.7069%0.43$39.30
$38.00$38.50Aug 21$0.16$0.16$0.3472%0.47$38.16
$38.50$40.00Aug 21$0.12$0.12$1.3881%0.09$38.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 4$0.46$0.46$0.5460%0.85$35.54
$35.00$34.00Sep 4$0.27$0.27$0.7372%0.37$34.73
$32.00$30.00Sep 18$0.18$0.18$1.8288%0.10$31.82
$35.50$35.00Aug 14$0.11$0.11$0.3982%0.28$35.39
$34.50$33.00Aug 21$0.14$0.14$1.3685%0.10$34.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.27, cheapest $0.26)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 14Aug 21$0.2643.1%30.8%
$37.00Aug 14Aug 21$0.3628.7%29.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 14Aug 21$0.3743.1%30.8%
$38.00Sep 4Sep 11$0.0934.3%33.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 1.59% of stock, avg 6.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 14$0.14$0.44$0.58$36.42$37.581.59%
$36.50Aug 14$0.54$0.20$0.74$35.76$37.242.03%
$36.00Aug 14$0.87$0.09$0.96$35.04$36.962.63%
$36.50Aug 21$0.80$0.57$1.37$35.13$37.873.75%
$37.00Aug 21$0.50$0.87$1.37$35.63$38.373.75%
$36.00Aug 21$1.31$0.44$1.75$34.25$37.754.79%
$36.50Aug 28$1.11$0.71$1.82$34.68$38.324.98%
$35.00Aug 14$1.89$0.03$1.92$33.08$36.925.26%
$35.50Aug 21$1.73$0.25$1.98$33.52$37.485.42%
$35.00Aug 21$1.80$0.19$1.99$33.01$36.995.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.14% of stock, avg 2.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$35.00Aug 14$0.02$0.03$0.05$34.95$38.05
$37.50$35.00Aug 14$0.05$0.03$0.08$34.92$37.58
$38.00$36.00Aug 14$0.02$0.09$0.11$35.89$38.11
$37.50$36.00Aug 14$0.05$0.09$0.14$35.86$37.64
$38.00$33.50Aug 14$0.02$0.12$0.14$33.36$38.14
$37.50$33.50Aug 14$0.05$0.12$0.17$33.33$37.67
$38.00$35.50Aug 14$0.02$0.14$0.16$35.34$38.16
$37.50$35.50Aug 14$0.05$0.14$0.19$35.31$37.69
$37.00$35.00Aug 14$0.14$0.03$0.17$34.83$37.17
$40.00$34.50Aug 21$0.07$0.18$0.25$34.25$40.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 2.33, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3638/38Aug 21$0.35$0.1537%2.33$35.65$38.35
33/3439/40Sep 18$0.51$0.4946%1.04$33.49$39.51
34/3539/40Sep 18$0.57$0.4338%1.33$34.43$39.57
34/3539/40Sep 4$0.39$0.6150%0.64$34.61$39.39
33/3438/40Aug 21$0.26$1.2466%0.21$34.24$38.76
33/3438/38Aug 21$0.30$1.2057%0.25$34.20$38.30
30/3239/40Sep 18$0.48$1.5257%0.32$31.52$39.48
36/3638/40Aug 21$0.31$1.1946%0.26$35.69$38.81
32/3439/40Sep 4$0.24$1.7660%0.14$33.76$39.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 2.85, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$37.50$38.00Aug 14$0.06$0.4433%7.33
$37.00$38.00$39.00Sep 18$0.10$0.9019%9.00
$36.50$37.00$37.50Aug 21$0.15$0.3523%2.33
$36.00$37.00$38.00Sep 4$0.24$0.7625%3.17
$38.00$39.00$40.00Sep 4$0.21$0.7919%3.76
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Aug 14$0.13$0.3781%2.85
$33.00$34.00$35.00Sep 18$0.06$0.9415%15.67
$34.50$35.50$36.50Aug 28$0.13$0.8725%6.69
$34.00$35.00$36.00Sep 4$0.19$0.8124%4.26
$32.00$33.00$34.00Sep 18$0.13$0.8711%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.90, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Aug 21-$0.90$1.10
$36.00$38.001:2Sep 25-$0.03$1.97
$35.50$36.501:2Aug 28-$0.32$0.68
$34.00$35.001:2Aug 21-$0.70$0.30
$36.00$36.501:2Aug 14-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$36.001:2Sep 4$0.00$2.00
$36.00$35.001:2Sep 4-$0.08$0.92
$35.00$34.001:2Sep 4$0.00$1.00
$34.00$32.001:2Sep 4-$0.03$1.97
$36.50$35.501:2Aug 28-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.61%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 18$1.320.501.3%3.61%4.93%37--
$38.00Sep 18$0.720.404.0%1.97%6.02%35494
$39.00Sep 18$0.470.316.8%1.29%8.08%51.5K
$37.00Sep 11$0.950.481.3%2.60%3.92%1--
$38.00Sep 25$0.570.404.0%1.56%5.61%1--
$37.00Sep 4$0.890.481.3%2.44%3.75%3656
$38.00Sep 11$0.550.374.0%1.51%5.56%253
$41.00Sep 18$0.240.1812.3%0.66%12.92%262.2K
$40.00Sep 18$0.200.229.5%0.55%10.08%177.9K
$38.00Sep 4$0.400.354.0%1.10%5.15%112

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 7,419
Total Puts 2,594
Put/Call Ratio 0.35
Net Difference 4,825

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,670
Total Puts 5,868
Average Put/Call Ratio 0.28
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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