Tour v509
TEVA
TEVA PHARMACEUTICAL ADR
$36.58 +0.33%
$36.82 (+0.66%)🌙
as of 08/18 07:07 PM
8/18 19:07

Option Volume

Detail
Current (08/18) 14,671
Calls: 11,433 (78%)
Puts: 3,238 (22%)
Prior (08/17) 6,611
Calls: 2,718 (41%)
Puts: 3,893 (59%)
Current vs Prior +121.92%
Calls: +320.64% (Calls)
Puts: -16.83% (Puts)
Prior 7-Day Total 50,609
Calls: 38,698 (76%)
Puts: 11,911 (24%)
Prior 7-Day Average 7,229
Calls: 5,528 (76%)
Puts: 1,701 (24%)
Current vs Prior 7-Day Avg +102.92%
Calls: +106.81%
Puts: +90.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $4.51M
Calls: $4.36M (97%)
Puts: $147.9K (3%)
Prior (08/17) $777.8K
Calls: $492.2K (63%)
Puts: $285.6K (37%)
Current vs Prior +479.67%
Calls: +785.97%
Puts: -48.21%
Prior 7-Day Total $7.54M
Calls: $6.10M (81%)
Puts: $1.44M (19%)
Prior 7-Day Average $1.08M
Calls: $871.5K (81%)
Puts: $205.3K (19%)
Current vs Prior 7-Day Avg +318.73%
Calls: +400.39%
Puts: -27.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.28
Prior (08/17) 1.43
Current vs Prior -80.23%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -40.47%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 228,558
Calls: 193,661 (85%)
Puts: 34,897 (15%)
Prior (08/17) 155,612
Calls: 139,795 (90%)
Puts: 15,817 (10%)
Current vs Prior +46.88%
Prior 7-Day Total 947,818
Calls: 838,004 (88%)
Puts: 109,814 (12%)
Prior 7-Day Average 135,402
Calls: 119,714 (88%)
Puts: 15,687 (12%)
Current vs Prior 7-Day Avg +68.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.20% | 5.11%3.20% | 9.21%
Prior 3.76% | 5.65%3.76% | 9.38%
Current vs Prior -14.88% | -9.52%-14.88% | -1.78%
Prior 7-Day Avg 3.79% | 5.34%4.87% | 9.98%
Current vs 7-Day Avg -15.70% | -4.26%-34.34% | -7.72%
Prior 7-Day Eod 3.76% | 5.65%3.76% | 9.38%
Current vs 7-Day Eod -14.88% | -9.52%-14.88% | -1.78%
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 97% of dollar volume in calls ($4.36M) vs puts ($147.9K). Massive premium surge with dollar volume up 480% vs prior. Dollar volume significantly above 7-day average (319% higher). Unusually high activity with volume up 122% 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 6.1%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.406.80$6.606.1%5.6K0.9735.6K
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. 30 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 216.407.55$6.9816.5%20.98--
$30.00Sep 186.406.80$6.606.1%5.6K0.9735.6K
$33.00Aug 213.354.45$3.9028.2%10.964.6K
$33.50Aug 212.823.90$3.3632.1%30.9611
$32.00Sep 184.605.10$4.8510.3%400.931.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Aug 284.705.80$5.2521.0%10.95--
$40.00Aug 212.713.75$3.2332.2%260.951
$37.50Aug 210.881.25$1.0734.6%230.8250
$38.00Sep 41.452.18$1.8240.1%20.70--
$38.00Sep 111.572.17$1.8732.1%40.68--

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 11.6K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.406.80$6.606.1%5.6K0.9735.6K
$38.00Sep 180.711.05$0.8838.6%1.3K0.38593
$37.00Aug 210.100.38$0.24116.7%1.1K0.3810.4K
$40.00Sep 180.300.49$0.4047.5%5080.207.9K
$34.00Sep 182.663.70$3.1832.7%5000.803.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 181.231.84$1.5439.6%1510.52338
$35.00Aug 210.000.13$0.07185.7%1100.101.2K
$33.00Sep 180.180.41$0.3076.7%620.14716
$36.50Aug 210.210.48$0.3577.1%490.43138
$35.00Sep 180.560.80$0.6835.3%480.29677

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 24.0%, max 49.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Aug 21Sep 432.3%21.6%49.8%89130
$36.50Aug 21Sep 433.7%29.3%15.2%26886
$36.00Aug 21Sep 2534.6%31.9%8.4%331.0K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.50Aug 21Sep 445.1%32.6%38.4%466
$36.00Aug 21Sep 2534.6%31.9%8.4%153.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 10.76, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$41.00Sep 11$0.17$1.83$0.1722%10.76$39.17
$35.00$36.00Sep 18$0.59$0.41$0.5971%0.69$35.59
$36.00$37.00Sep 25$0.48$0.52$0.4859%1.08$36.48
$36.00$36.50Sep 4$0.25$0.25$0.2564%1.00$36.25
$36.00$37.00Sep 18$0.50$0.50$0.5060%1.00$36.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.00Sep 25$0.37$0.63$0.3752%1.70$36.63
$38.00$37.00Sep 4$0.55$0.45$0.5570%0.82$37.45
$38.00$37.00Sep 11$0.54$0.46$0.5468%0.85$37.46
$37.00$36.00Sep 18$0.40$0.60$0.4052%1.50$36.60
$37.00$36.50Aug 21$0.25$0.25$0.2566%1.00$36.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.17, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$37.50Sep 4$0.38$0.38$0.1253%3.17$37.38
$37.00$40.00Sep 25$0.98$0.98$2.0252%0.49$37.98
$38.00$39.00Sep 18$0.41$0.41$0.5962%0.69$38.41
$40.00$41.00Sep 18$0.19$0.19$0.8180%0.23$40.19
$37.00$38.00Sep 11$0.42$0.42$0.5854%0.72$37.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 18$0.46$0.46$0.5459%0.85$35.54
$36.00$35.00Sep 11$0.43$0.43$0.5759%0.75$35.57
$34.50$34.00Sep 4$0.18$0.18$0.3278%0.56$34.32
$33.00$32.00Sep 18$0.17$0.17$0.8386%0.20$32.83
$31.00$30.00Sep 18$0.10$0.10$0.9092%0.11$30.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.34, cheapest $0.56)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 21Sep 4$0.5633.7%29.3%
$37.00Aug 21Aug 28$0.3727.8%31.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 4Sep 11$0.0530.8%30.3%
$37.00Aug 21Aug 28$0.3927.8%31.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.30% of stock, avg 6.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 21$0.24$0.60$0.84$36.16$37.842.30%
$36.50Aug 21$0.57$0.35$0.92$35.58$37.422.52%
$36.00Aug 21$1.02$0.18$1.20$34.80$37.203.28%
$37.50Aug 21$0.15$1.07$1.22$36.28$38.723.34%
$37.00Aug 28$0.61$0.99$1.60$35.40$38.604.37%
$35.00Aug 21$1.93$0.07$2.00$33.00$37.005.47%
$37.00Sep 4$0.77$1.27$2.04$34.96$39.045.58%
$36.00Sep 4$1.38$0.68$2.06$33.94$38.065.63%
$38.00Sep 4$0.50$1.82$2.32$35.68$40.326.34%
$37.00Sep 11$0.99$1.33$2.32$34.68$39.326.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.33% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$35.00Aug 21$0.05$0.07$0.12$34.88$38.62
$38.00$35.00Aug 21$0.09$0.07$0.16$34.84$38.16
$40.00$35.00Aug 21$0.10$0.07$0.17$34.83$40.17
$38.50$34.00Aug 21$0.05$0.12$0.17$33.83$38.67
$38.00$34.00Aug 21$0.09$0.12$0.21$33.79$38.21
$40.00$34.00Aug 21$0.10$0.12$0.22$33.78$40.22
$38.50$35.50Aug 21$0.05$0.16$0.21$35.29$38.71
$37.50$35.00Aug 21$0.15$0.07$0.22$34.78$37.72
$38.00$35.50Aug 21$0.09$0.16$0.25$35.25$38.25
$38.50$36.00Aug 21$0.05$0.18$0.23$35.77$38.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.50, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3438/38Sep 4$0.30$0.2046%1.50$34.20$38.30
32/3340/41Sep 18$0.36$0.6465%0.56$32.64$40.36
30/3140/41Sep 18$0.29$0.7172%0.41$30.71$40.29
34/3540/41Sep 18$0.43$0.5750%0.75$34.57$40.43
33/3440/41Sep 18$0.33$0.6759%0.49$33.67$40.33
34/3538/39Sep 11$0.42$0.5841%0.72$34.58$38.42
34/3539/41Sep 11$0.38$1.6252%0.23$34.62$39.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 10.11, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 11$0.11$0.8927%8.09
$35.00$36.00$37.00Sep 18$0.09$0.9122%10.11
$36.00$36.50$37.00Aug 21$0.12$0.3836%3.17
$37.00$37.50$38.00Aug 28$0.11$0.3920%3.55
$34.00$35.00$36.00Sep 18$0.17$0.8320%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 11$0.09$0.9127%10.11
$36.00$36.50$37.00Aug 21$0.08$0.4240%5.25
$33.00$34.00$35.00Sep 18$0.10$0.9015%9.00
$35.00$35.50$36.00Sep 4$0.08$0.4213%5.25
$34.00$35.00$36.00Sep 11$0.22$0.7825%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. 51 found (best net $-0.82, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$33.001:2Aug 21-$0.82$2.18
$35.00$36.001:2Aug 21-$0.11$0.89
$32.00$34.001:2Sep 18-$1.51$0.49
$39.00$41.001:2Sep 11-$0.02$1.98
$38.00$39.001:2Sep 18-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.001:2Sep 4-$0.09$0.91
$37.00$36.001:2Aug 28-$0.09$0.91
$37.50$37.001:2Aug 21-$0.13$0.37
$37.00$36.501:2Aug 21-$0.10$0.40
$36.00$35.001:2Sep 18-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.16%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 2$0.790.403.9%2.16%6.04%10--
$37.00Sep 18$1.140.491.1%3.12%4.26%1411.2K
$38.00Sep 18$0.710.383.9%1.94%5.82%1.3K593
$37.00Sep 25$0.930.481.1%2.54%3.69%10--
$37.00Sep 11$0.880.461.1%2.41%3.55%4480
$40.00Sep 18$0.300.209.3%0.82%10.17%5087.9K
$38.00Sep 11$0.380.323.9%1.04%4.92%7054
$39.00Sep 18$0.180.266.6%0.49%7.11%211.5K
$38.50Sep 4$0.250.265.2%0.68%5.93%24--
$37.00Sep 4$0.530.471.1%1.45%2.60%1636

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 11,433
Total Puts 3,238
Put/Call Ratio 0.28
Net Difference 8,195

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,698
Total Puts 11,911
Average Put/Call Ratio 0.48
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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