Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.47 +2.43%
$37.63 (+0.44%)🌙
as of 08/19 07:06 PM
8/19 19:06

Option Volume

Detail
Current (08/19) 11,649
Calls: 10,603 (91%)
Puts: 1,046 (9%)
Prior (08/18) 14,671
Calls: 11,433 (78%)
Puts: 3,238 (22%)
Current vs Prior -20.60%
Calls: -7.26% (Calls)
Puts: -67.70% (Puts)
Prior 7-Day Total 57,835
Calls: 43,422 (75%)
Puts: 14,413 (25%)
Prior 7-Day Average 8,262
Calls: 6,203 (75%)
Puts: 2,059 (25%)
Current vs Prior 7-Day Avg +40.99%
Calls: +70.93%
Puts: -49.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $2.20M
Calls: $2.09M (95%)
Puts: $107.2K (5%)
Prior (08/18) $4.51M
Calls: $4.36M (97%)
Puts: $147.9K (3%)
Current vs Prior -51.28%
Calls: -52.09%
Puts: -27.53%
Prior 7-Day Total $10.92M
Calls: $9.37M (86%)
Puts: $1.55M (14%)
Prior 7-Day Average $1.56M
Calls: $1.34M (86%)
Puts: $220.9K (14%)
Current vs Prior 7-Day Avg +40.85%
Calls: +56.08%
Puts: -51.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.10
Prior (08/18) 0.28
Current vs Prior -65.17%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -80.28%
Sentiment BULLISH

Open Interest

Detail
Current (08/19) 227,798
Calls: 203,744 (89%)
Puts: 24,054 (11%)
Prior (08/18) 228,558
Calls: 193,661 (85%)
Puts: 34,897 (15%)
Current vs Prior -0.33%
Prior 7-Day Total 1,048,662
Calls: 920,624 (88%)
Puts: 128,038 (12%)
Prior 7-Day Average 149,808
Calls: 131,517 (88%)
Puts: 18,291 (12%)
Current vs Prior 7-Day Avg +52.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.75% | 5.04%2.75% | 8.83%
Prior 3.20% | 5.11%3.20% | 9.21%
Current vs Prior -14.06% | -1.33%-14.06% | -4.11%
Prior 7-Day Avg 3.58% | 5.23%4.49% | 9.73%
Current vs 7-Day Avg -23.14% | -3.55%-38.75% | -9.23%
Prior 7-Day Eod 3.20% | 5.11%3.20% | 9.21%
Current vs 7-Day Eod -14.06% | -1.33%-14.06% | -4.11%
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 95% of dollar volume in calls ($2.09M) vs puts ($107.2K). Light premium activity with dollar volume down 51% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (10,603 calls vs 1,046 puts). P/C ratio dropping 65% - sentiment shifting bullish.

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 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 187.007.70$7.359.5%2691.0031.2K
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. 39 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 187.007.70$7.359.5%2691.0031.2K
$35.00Aug 212.372.78$2.5815.9%3.0K0.986.5K
$30.00Aug 286.608.05$7.3319.8%10.973
$34.00Aug 212.853.80$3.3328.5%10.96757
$35.50Aug 211.552.43$1.9944.2%20.96279
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 211.232.12$1.6853.0%11.00--
$38.00Aug 280.761.21$0.9945.5%40.60--
$38.00Sep 181.311.81$1.5632.1%40.53646

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 9.9K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.600.83$0.7231.9%3.0K0.6910.2K
$35.00Aug 212.372.78$2.5815.9%3.0K0.986.5K
$40.00Sep 180.500.71$0.6134.4%1.3K0.278.0K
$30.00Sep 187.007.70$7.359.5%2691.0031.2K
$38.00Sep 110.851.19$1.0233.3%2650.46123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 280.040.36$0.20160.0%830.1927
$33.00Sep 180.010.41$0.21190.5%400.11735
$36.00Sep 180.570.85$0.7139.4%270.31217
$36.50Sep 40.291.10$0.70115.7%250.34--
$34.00Sep 180.220.50$0.3677.8%210.17512

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 37.0%, max 48.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 21Oct 246.2%31.0%48.9%3.0K10.2K
$36.50Aug 21Sep 447.9%36.9%29.7%31886
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 21Sep 1846.2%33.0%39.8%23396
$36.50Aug 21Sep 447.9%36.9%29.7%33179

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 2.85, avg 2.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$31.00Aug 21$0.13$0.37$0.1392%2.85$30.63
$34.00$35.00Sep 18$0.63$0.37$0.6383%0.59$34.63
$38.00$40.00Oct 2$0.60$1.40$0.6046%2.33$38.60
$35.00$35.50Sep 4$0.30$0.20$0.3085%0.67$35.30
$37.00$38.00Sep 18$0.40$0.60$0.4057%1.50$37.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Sep 18$0.37$0.63$0.3753%1.70$37.63
$37.00$35.00Sep 11$0.42$1.58$0.4241%3.76$36.58
$37.00$36.50Aug 21$0.12$0.38$0.1231%3.17$36.88
$34.00$33.00Sep 18$0.15$0.85$0.1516%5.67$33.85
$36.00$35.00Sep 18$0.28$0.72$0.2831%2.57$35.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.32, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.50$41.00Sep 4$0.60$0.60$1.9062%0.32$39.10
$38.00$39.00Sep 11$0.50$0.50$0.5054%1.00$38.50
$38.50$39.00Aug 28$0.23$0.23$0.2767%0.85$38.73
$40.00$41.00Oct 2$0.34$0.34$0.6669%0.52$40.34
$37.50$38.00Aug 28$0.32$0.32$0.1849%1.78$37.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.50$36.00Aug 28$0.30$0.30$0.2068%1.50$36.20
$37.00$36.00Sep 18$0.48$0.48$0.5257%0.92$36.52
$33.00$32.00Sep 18$0.12$0.12$0.8889%0.14$32.88
$36.50$35.00Aug 21$0.12$0.12$1.3881%0.09$36.38
$36.00$35.00Sep 18$0.28$0.28$0.7269%0.39$35.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.38, cheapest $0.19)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 21Aug 28$0.3546.2%28.8%
$37.50Aug 21Aug 28$0.4332.5%35.0%
$38.00Aug 21Aug 28$0.3828.3%32.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 21Aug 28$0.1946.2%28.8%
$38.00Aug 28Sep 18$0.5732.1%37.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.62% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 21$0.72$0.26$0.98$36.02$37.982.62%
$36.50Aug 21$1.00$0.14$1.14$35.36$37.643.04%
$37.00Aug 28$1.07$0.45$1.52$35.48$38.524.06%
$38.00Aug 28$0.53$0.99$1.52$36.48$39.524.06%
$36.50Aug 28$1.31$0.50$1.81$34.69$38.314.83%
$37.00Sep 4$1.27$0.66$1.93$35.07$38.935.15%
$36.00Aug 28$1.80$0.20$2.00$34.00$38.005.34%
$37.00Sep 11$1.43$0.82$2.25$34.75$39.256.00%
$36.50Sep 4$1.63$0.70$2.33$34.17$38.836.22%
$35.00Aug 21$2.58$0.02$2.60$32.40$37.606.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.59% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$35.00Aug 28$0.10$0.12$0.22$34.78$40.22
$38.50$36.50Aug 21$0.09$0.14$0.23$36.27$38.73
$40.00$34.00Aug 28$0.10$0.14$0.24$33.76$40.24
$38.00$36.50Aug 21$0.15$0.14$0.29$36.21$38.29
$40.00$36.00Aug 28$0.10$0.20$0.30$35.70$40.30
$38.50$30.50Aug 21$0.09$0.23$0.32$30.18$38.82
$39.50$35.00Aug 28$0.21$0.12$0.33$34.67$39.83
$39.00$35.00Aug 28$0.22$0.12$0.34$34.66$39.34
$39.50$34.00Aug 28$0.21$0.14$0.35$33.65$39.85
$38.50$37.00Aug 21$0.09$0.26$0.35$36.65$38.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.67, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
32/3340/41Sep 18$0.40$0.6062%0.67$32.60$40.40
33/3440/41Sep 18$0.43$0.5756%0.75$33.57$40.43
35/3640/41Sep 18$0.56$0.4441%1.27$35.44$40.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 6.14, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Oct 2$0.14$0.8618%6.14
$38.00$39.00$40.00Sep 18$0.16$0.8419%5.25
$36.00$37.00$38.00Sep 18$0.19$0.8122%4.26
$36.00$37.00$38.00Sep 11$0.23$0.7727%3.35
$33.00$34.00$35.00Sep 18$0.12$0.8810%7.33
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$34.00$35.00$36.00Aug 28$0.10$0.9010%9.00
$35.00$36.00$37.00Sep 18$0.20$0.8022%4.00
$34.00$35.00$36.00Sep 18$0.21$0.7915%3.76
$31.00$32.00$33.00Sep 18$0.19$0.814%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.78, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Aug 21-$0.78$1.22
$38.00$40.001:2Oct 2-$0.25$1.75
$40.00$42.001:2Sep 25-$0.03$1.97
$37.00$38.001:2Sep 4-$0.27$0.73
$37.00$37.501:2Aug 21-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.001:2Sep 18-$0.23$0.77
$32.50$30.001:2Aug 28$0.00$2.50
$36.00$35.001:2Sep 18-$0.15$0.85
$34.00$33.001:2Sep 18-$0.06$0.94
$35.00$34.001:2Aug 28-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 1.84%, avg 1.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Oct 2$0.690.316.8%1.84%8.59%1--
$38.00Sep 18$1.210.471.4%3.23%4.64%391.6K
$38.00Oct 2$1.200.471.4%3.20%4.62%2810
$39.00Sep 18$0.780.364.1%2.08%6.16%161.5K
$40.00Sep 18$0.500.276.8%1.33%8.09%1.3K8.0K
$41.00Oct 2$0.400.229.4%1.07%10.49%39--
$38.00Sep 11$0.850.461.4%2.27%3.68%265123
$40.00Sep 25$0.260.286.8%0.69%7.45%1--
$41.00Sep 18$0.280.189.4%0.75%10.17%962.2K
$38.50Sep 4$0.500.382.8%1.33%4.08%104--

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 10,603
Total Puts 1,046
Put/Call Ratio 0.10
Net Difference 9,557

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 43,422
Total Puts 14,413
Average Put/Call Ratio 0.50
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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