Tour v509
TEVA
TEVA PHARMACEUTICAL ADR
$36.77 +0.68%
$36.85 (+0.22%)🌙
as of 08/14 07:07 PM
8/14 19:07

Option Volume

Detail
Current (08/14) 3,370
Calls: 1,880 (56%)
Puts: 1,490 (44%)
Prior (08/13) 10,013
Calls: 7,419 (74%)
Puts: 2,594 (26%)
Current vs Prior -66.34%
Calls: -74.66% (Calls)
Puts: -42.56% (Puts)
Prior 7-Day Total 46,416
Calls: 38,182 (82%)
Puts: 8,234 (18%)
Prior 7-Day Average 6,630
Calls: 5,454 (82%)
Puts: 1,176 (18%)
Current vs Prior 7-Day Avg -49.18%
Calls: -65.53%
Puts: +26.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $1.09M
Calls: $646.1K (59%)
Puts: $443.1K (41%)
Prior (08/13) $1.31M
Calls: $948.3K (72%)
Puts: $361.7K (28%)
Current vs Prior -16.85%
Calls: -31.87%
Puts: +22.50%
Prior 7-Day Total $6.64M
Calls: $5.82M (88%)
Puts: $822.2K (12%)
Prior 7-Day Average $948.9K
Calls: $831.4K (88%)
Puts: $117.5K (12%)
Current vs Prior 7-Day Avg +14.80%
Calls: -22.28%
Puts: +277.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.79
Prior (08/13) 0.35
Current vs Prior +126.68%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +170.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/14) 111,757
Calls: 97,107 (87%)
Puts: 14,650 (13%)
Prior (08/13) 158,992
Calls: 139,903 (88%)
Puts: 19,089 (12%)
Current vs Prior -29.71%
Prior 7-Day Total 916,569
Calls: 804,448 (88%)
Puts: 112,121 (12%)
Prior 7-Day Average 130,938
Calls: 114,921 (88%)
Puts: 16,017 (12%)
Current vs Prior 7-Day Avg -14.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.58% | 4.27%4.27% | 9.27%
Prior 2.68% | 4.57%4.57% | 9.45%
Current vs Prior +59.11% | +23.70%-6.63% | -1.83%
Prior 7-Day Avg 3.57% | 5.20%5.56% | 10.67%
Current vs 7-Day Avg +19.67% | +8.71%-23.16% | -13.06%
Prior 7-Day Eod 2.68% | 4.57%4.57% | 9.45%
Current vs 7-Day Eod +59.11% | +23.70%-6.63% | -1.83%
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

Below-average activity with volume down 66% vs prior. P/C ratio rising 127% - increased hedging/bearish positioning. Call-heavy open interest (97,107 calls vs 14,650 puts) suggests bullish positioning. Declining open interest (down 30%) indicates positions being closed.

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 NEUTRAL
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 214.354.95$4.6512.9%171.002.6K
$31.00Aug 284.906.90$5.9033.9%20.953
$36.00Aug 140.480.91$0.7061.4%190.94572
$33.50Aug 282.604.60$3.6055.6%10.94--
$33.00Aug 213.453.90$3.6812.2%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.991.77$1.3856.5%30.80--
$37.00Aug 140.110.30$0.2190.5%60.7926
$38.00Sep 181.892.25$2.0717.4%110.62638
$37.00Aug 210.680.91$0.8028.7%180.57130
$37.00Sep 110.851.82$1.3472.4%100.512

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.4K, top 194)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.410.60$0.5137.3%960.4310.4K
$38.00Sep 180.741.00$0.8729.9%930.38512
$37.00Sep 181.081.62$1.3540.0%770.4911.2K
$35.00Aug 141.351.84$1.6030.6%620.68276
$36.50Aug 140.010.72$0.37191.9%530.80127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.961.15$1.0617.9%1940.4075
$36.00Aug 210.090.35$0.22118.2%740.28292
$35.50Aug 280.140.66$0.40130.0%500.281
$36.00Sep 110.670.99$0.8338.6%250.386
$35.00Sep 180.600.86$0.7335.6%210.30685

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 2512.9%, max 6774.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Aug 14Sep 181597.8%32.1%4873.6%865.1K
$36.50Aug 14Aug 21124.2%30.3%310.6%83978
$37.00Aug 14Sep 18100.7%32.9%206.0%10111.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Aug 14Sep 112399.6%34.9%6774.7%451
$35.00Aug 14Sep 181597.8%32.1%4873.6%22794
$36.50Aug 14Aug 28124.2%27.9%345.8%434
$37.00Aug 14Sep 18100.7%32.9%206.0%22364

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.61, avg 2.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$33.00$34.00Sep 18$0.62$0.38$0.6288%0.61$33.62
$38.00$39.00Sep 18$0.12$0.88$0.1238%7.33$38.12
$36.00$37.00Sep 4$0.34$0.66$0.3463%1.94$36.34
$40.00$42.00Sep 18$0.12$1.88$0.1219%15.67$40.12
$36.00$36.50Aug 14$0.33$0.17$0.3394%0.52$36.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Aug 21$0.58$0.42$0.5880%0.72$37.42
$35.00$32.00Sep 4$0.20$2.80$0.2024%14.00$34.80
$36.00$34.00Sep 11$0.42$1.58$0.4238%3.76$35.58
$37.00$36.50Aug 14$0.17$0.33$0.1779%1.94$36.83
$38.00$37.00Sep 18$0.54$0.46$0.5462%0.85$37.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.69, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Sep 18$0.41$0.41$0.5969%0.69$39.41
$37.00$37.50Aug 28$0.29$0.29$0.2155%1.38$37.29
$37.50$38.00Aug 21$0.17$0.17$0.3368%0.52$37.67
$37.00$38.00Sep 18$0.48$0.48$0.5251%0.92$37.48
$37.00$38.00Sep 4$0.43$0.43$0.5752%0.75$37.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$30.00Sep 18$0.40$0.40$3.6079%0.11$33.60
$36.50$36.00Aug 21$0.30$0.30$0.2056%1.50$36.20
$36.00$35.50Aug 28$0.25$0.25$0.2562%1.00$35.75
$34.00$33.00Sep 11$0.18$0.18$0.8280%0.22$33.82
$35.00$34.00Sep 18$0.25$0.25$0.7570%0.33$34.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.28, cheapest $0.28)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Aug 14Aug 21$0.281597.8%32.8%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 0.68% of stock, avg 5.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 14$0.04$0.21$0.25$36.75$37.250.68%
$36.50Aug 14$0.37$0.04$0.41$36.09$36.911.12%
$36.00Aug 14$0.70$0.02$0.72$35.28$36.721.96%
$35.50Aug 14$1.15$0.14$1.29$34.21$36.793.51%
$36.50Aug 21$0.77$0.52$1.29$35.21$37.793.51%
$36.00Aug 21$1.09$0.22$1.31$34.69$37.313.56%
$37.00Aug 21$0.51$0.80$1.31$35.69$38.313.56%
$38.00Aug 21$0.16$1.38$1.54$36.46$39.544.19%
$36.00Sep 4$1.31$0.66$1.97$34.03$37.975.36%
$36.00Aug 28$1.33$0.65$1.98$34.02$37.985.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.16% of stock, avg 2.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.50$36.50Aug 14$0.02$0.04$0.06$36.44$37.56
$37.00$36.50Aug 14$0.04$0.04$0.08$36.42$37.08
$37.50$35.50Aug 14$0.02$0.14$0.16$35.34$37.66
$37.00$35.50Aug 14$0.04$0.14$0.18$35.32$37.18
$39.00$33.00Aug 21$0.07$0.12$0.19$32.81$39.19
$39.00$35.00Aug 21$0.07$0.13$0.20$34.80$39.20
$39.00$34.00Aug 21$0.07$0.16$0.23$33.77$39.23
$40.00$33.00Aug 21$0.13$0.12$0.25$32.75$40.25
$40.00$35.00Aug 21$0.13$0.13$0.26$34.74$40.26
$40.00$34.00Aug 21$0.13$0.16$0.29$33.71$40.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.94, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3539/40Sep 18$0.66$0.3439%1.94$34.34$39.66
34/3540/42Sep 18$0.37$1.6351%0.23$34.63$40.37
30/3440/42Sep 18$0.52$3.4860%0.15$33.48$40.52
30/3439/40Sep 18$0.81$3.1948%0.25$33.19$39.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 2.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Aug 21$0.06$0.4430%7.33
$34.00$35.00$36.00Sep 18$0.11$0.8919%8.09
$36.50$37.00$37.50Aug 21$0.08$0.4224%5.25
$36.50$37.00$37.50Aug 14$0.31$0.1972%0.61
$34.50$35.00$35.50Aug 14$0.10$0.4013%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Aug 14$0.15$0.3573%2.33
$36.00$37.00$38.00Sep 18$0.07$0.9322%13.29
$34.00$35.00$36.00Sep 18$0.08$0.9219%11.50
$35.00$36.00$37.00Sep 18$0.14$0.8621%6.14
$34.00$35.00$36.00Aug 21$0.12$0.8816%7.33

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 $-0.08, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$35.001:2Aug 21-$0.08$1.92
$31.00$33.501:2Aug 28-$1.30$1.20
$31.00$33.501:2Aug 14-$1.05$1.45
$35.00$36.001:2Aug 21-$0.30$0.70
$36.00$37.001:2Aug 28-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$37.001:2Aug 21-$0.22$0.78
$36.00$35.001:2Sep 4-$0.10$0.90
$37.00$36.001:2Sep 11-$0.32$0.68
$34.00$33.001:2Sep 11-$0.05$0.95
$37.00$36.501:2Aug 21-$0.24$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.66%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Sep 18$0.610.316.1%1.66%7.72%331.5K
$38.00Sep 18$0.740.383.4%2.01%5.36%93512
$37.00Sep 18$1.080.490.6%2.94%3.56%7711.2K
$37.00Sep 11$0.880.480.6%2.39%3.02%2472
$37.00Sep 4$0.750.480.6%2.04%2.67%1255
$40.00Sep 18$0.160.198.8%0.44%9.22%347.9K
$38.00Sep 4$0.310.333.4%0.84%4.19%1--
$37.00Aug 28$0.510.450.6%1.39%2.01%71.6K
$37.00Aug 21$0.410.430.6%1.12%1.74%9610.4K
$37.50Aug 21$0.250.322.0%0.68%2.67%3849

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 1,880
Total Puts 1,490
Put/Call Ratio 0.79
Net Difference 390

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,182
Total Puts 8,234
Average Put/Call Ratio 0.29
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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