Tour v509
TEVA
TEVA PHARMACEUTICAL ADR
$36.46 -0.84%
$36.45 (-0.03%)🌙
as of 08/17 07:08 PM
8/17 19:08

Option Volume

Detail
Current (08/17) 6,611
Calls: 2,718 (41%)
Puts: 3,893 (59%)
Prior (08/14) 3,370
Calls: 1,880 (56%)
Puts: 1,490 (44%)
Current vs Prior +96.17%
Calls: +44.57% (Calls)
Puts: +161.28% (Puts)
Prior 7-Day Total 47,869
Calls: 38,866 (81%)
Puts: 9,003 (19%)
Prior 7-Day Average 6,838
Calls: 5,552 (81%)
Puts: 1,286 (19%)
Current vs Prior 7-Day Avg -3.33%
Calls: -51.05%
Puts: +202.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/17) $777.8K
Calls: $492.2K (63%)
Puts: $285.6K (37%)
Prior (08/14) $1.09M
Calls: $646.1K (59%)
Puts: $443.1K (41%)
Current vs Prior -28.59%
Calls: -23.82%
Puts: -35.55%
Prior 7-Day Total $7.37M
Calls: $6.18M (84%)
Puts: $1.19M (16%)
Prior 7-Day Average $1.05M
Calls: $882.9K (84%)
Puts: $169.3K (16%)
Current vs Prior 7-Day Avg -26.08%
Calls: -44.25%
Puts: +68.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 1.43
Prior (08/14) 0.79
Current vs Prior +80.72%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +347.75%
Sentiment BEARISH

Open Interest

Detail
Current (08/17) 155,612
Calls: 139,795 (90%)
Puts: 15,817 (10%)
Prior (08/14) 111,757
Calls: 97,107 (87%)
Puts: 14,650 (13%)
Current vs Prior +39.24%
Prior 7-Day Total 908,638
Calls: 807,273 (89%)
Puts: 101,365 (11%)
Prior 7-Day Average 129,805
Calls: 115,324 (89%)
Puts: 14,480 (11%)
Current vs Prior 7-Day Avg +19.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.76% | 5.65%3.76% | 9.38%
Prior 4.27% | 5.66%4.27% | 9.27%
Current vs Prior -12.00% | -0.12%-12.00% | +1.15%
Prior 7-Day Avg 3.69% | 5.27%5.24% | 10.31%
Current vs 7-Day Avg +1.88% | +7.19%-28.25% | -9.05%
Prior 7-Day Eod 4.27% | 5.66%4.27% | 9.27%
Current vs 7-Day Eod -12.00% | -0.12%-12.00% | +1.15%
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 63% call dollar volume ($492.2K). Above-average activity with volume up 96% vs prior. Bearish P/C ratio of 1.43 indicates protective positioning. P/C ratio rising 81% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 6.2%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.705.00$4.856.2%270.891.5K
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 $0.45, cheapest $0.45)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 180.400.49$0.4520.0%140.21509

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 215.255.95$5.6012.5%40.98--
$31.50Aug 214.455.30$4.8817.4%10.98--
$32.00Aug 214.054.75$4.4015.9%170.97--
$30.50Aug 215.656.35$6.0011.7%20.97--
$32.50Aug 213.554.40$3.9821.4%10.97--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.650.86$0.7627.6%50.68140
$37.00Aug 280.851.17$1.0131.7%40.605
$37.00Sep 41.031.39$1.2129.8%40.579
$37.00Sep 111.111.65$1.3839.1%120.559

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 5.0K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 110.701.18$0.9451.1%4960.4579
$39.00Sep 40.010.43$0.22190.9%1610.1714
$38.00Aug 210.050.13$0.0988.9%940.151.7K
$35.00Aug 281.602.10$1.8527.0%910.77970
$37.00Sep 181.151.33$1.2414.5%850.4811.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 210.220.40$0.3158.1%3.0K0.32307
$35.00Aug 280.150.47$0.31103.2%1220.2369
$36.00Sep 110.591.06$0.8356.6%960.4125
$35.00Aug 210.020.12$0.07142.9%390.101.1K
$35.50Aug 280.260.64$0.4584.4%300.31--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 29.8%, max 40.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 21Sep 1139.0%27.8%40.4%311.1K
$37.50Aug 21Aug 2832.7%30.1%8.6%87131
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Aug 21Sep 1139.0%27.8%40.4%3.1K332

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 0.72, avg 3.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.50$35.00Aug 21$0.29$0.21$0.2996%0.72$34.79
$35.00$37.00Sep 18$1.14$0.86$1.1470%0.75$36.14
$38.00$40.00Aug 28$0.18$1.82$0.1825%10.11$38.18
$36.00$37.00Sep 11$0.46$0.54$0.4659%1.17$36.46
$36.00$36.50Aug 21$0.27$0.23$0.2769%0.85$36.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.50Aug 28$0.13$0.37$0.1360%2.85$36.87
$37.00$36.00Sep 4$0.41$0.59$0.4157%1.44$36.59
$36.00$35.50Sep 4$0.12$0.38$0.1241%3.17$35.88
$35.50$35.00Sep 4$0.11$0.39$0.1134%3.55$35.39
$36.50$36.00Aug 21$0.14$0.36$0.1446%2.57$36.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 2.57, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.50$37.00Aug 21$0.36$0.36$0.1443%2.57$36.86
$37.00$39.00Sep 4$0.55$0.55$1.4556%0.38$37.55
$37.00$38.00Sep 18$0.47$0.47$0.5352%0.89$37.47
$38.00$40.00Sep 18$0.48$0.48$1.5264%0.32$38.48
$37.50$38.00Aug 21$0.11$0.11$0.3974%0.28$37.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.50Aug 21$0.18$0.18$0.3268%0.56$35.82
$34.00$33.00Sep 18$0.21$0.21$0.7979%0.27$33.79
$34.50$34.00Aug 28$0.11$0.11$0.3983%0.28$34.39
$36.00$35.00Sep 11$0.37$0.37$0.6359%0.59$35.63
$33.00$30.00Aug 21$0.11$0.11$2.8991%0.04$32.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.24, cheapest $0.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Aug 21Aug 28$0.2639.0%24.0%
$37.00Aug 21Aug 28$0.2228.2%28.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Aug 21Aug 28$0.0639.0%24.0%
$37.00Aug 21Aug 28$0.2528.2%28.3%
$36.50Aug 21Aug 28$0.4334.9%35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.88% of stock, avg 5.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 21$0.29$0.76$1.05$35.95$38.052.88%
$36.50Aug 21$0.65$0.45$1.10$35.40$37.603.02%
$36.00Aug 21$0.92$0.31$1.23$34.77$37.233.37%
$37.00Aug 28$0.51$1.01$1.52$35.48$38.524.17%
$36.00Aug 28$1.18$0.37$1.55$34.45$37.554.25%
$35.00Aug 21$1.68$0.07$1.75$33.25$36.754.80%
$35.50Aug 28$1.48$0.45$1.93$33.57$37.435.29%
$37.00Sep 4$0.77$1.21$1.98$35.02$38.985.43%
$34.50Aug 21$1.97$0.03$2.00$32.50$36.505.49%
$35.00Aug 28$1.85$0.31$2.16$32.84$37.165.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.44% of stock, avg 2.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$35.00Aug 21$0.09$0.07$0.16$34.84$38.16
$38.00$35.50Aug 21$0.09$0.13$0.22$35.28$38.22
$38.00$33.00Aug 21$0.09$0.14$0.23$32.77$38.23
$37.50$35.00Aug 21$0.20$0.07$0.27$34.73$37.77
$37.50$35.50Aug 21$0.20$0.13$0.33$35.17$37.83
$40.00$34.50Aug 28$0.13$0.21$0.34$34.16$40.34
$37.50$33.00Aug 21$0.20$0.14$0.34$32.66$37.84
$38.00$36.00Aug 21$0.09$0.31$0.40$35.60$38.40
$40.00$35.00Aug 28$0.13$0.31$0.44$34.56$40.44
$37.00$35.00Aug 21$0.29$0.07$0.36$34.64$37.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.38, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3638/38Aug 21$0.29$0.2141%1.38$35.71$37.79
34/3438/40Aug 28$0.29$1.7158%0.17$34.21$38.29
34/3538/40Aug 28$0.28$1.7251%0.16$34.72$38.28
35/3638/40Aug 28$0.32$1.6844%0.19$35.18$38.32
30/3338/38Aug 21$0.22$2.7864%0.08$32.78$37.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 9.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 4$0.10$0.9028%9.00
$38.00$39.00$40.00Aug 21$0.06$0.9413%15.67
$30.00$32.00$34.00Sep 18$0.18$1.8215%10.11
$37.00$37.50$38.00Aug 28$0.06$0.4415%7.33
$35.00$35.50$36.00Aug 28$0.07$0.4312%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 11$0.18$0.8228%4.56
$34.00$34.50$35.00Aug 21$0.06$0.444%7.33
$36.00$36.50$37.00Aug 21$0.17$0.3336%1.94
$35.00$35.50$36.00Aug 21$0.12$0.3822%3.17
$32.00$33.00$34.00Sep 18$0.23$0.7710%3.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.10, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Sep 18-$0.10$1.90
$35.00$36.001:2Aug 21-$0.16$0.84
$36.00$37.001:2Sep 4-$0.17$0.83
$32.50$34.001:2Aug 21-$1.22$0.28
$32.00$34.001:2Sep 18-$1.55$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$35.001:2Sep 11-$0.09$0.91
$37.00$36.001:2Sep 11-$0.28$0.72
$37.00$36.501:2Aug 21-$0.14$0.36
$37.00$36.001:2Sep 4-$0.39$0.61
$35.00$34.001:2Sep 18-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 3.15%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Sep 18$1.150.481.5%3.15%4.64%8511.2K
$38.00Sep 18$0.580.364.2%1.59%5.81%35567
$37.00Sep 11$0.700.451.5%1.92%3.40%49679
$37.00Sep 4$0.500.441.5%1.37%2.85%5165
$40.00Sep 18$0.120.179.7%0.33%10.04%177.9K
$38.00Aug 28$0.240.254.2%0.66%4.88%1--
$37.50Aug 28$0.270.322.9%0.74%3.59%2557
$37.00Aug 28$0.350.411.5%0.96%2.44%151.6K
$36.50Aug 21$0.480.570.1%1.32%1.43%10876
$37.00Aug 21$0.110.391.5%0.30%1.78%5810.4K

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 2,718
Total Puts 3,893
Put/Call Ratio 1.43
Net Difference -1,175

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,866
Total Puts 9,003
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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