Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.81 -1.76%
$36.95 (+0.38%)🌙
as of 08/20 07:10 PM
8/20 19:10

Option Volume

Detail
Current (08/20) 3,648
Calls: 1,993 (55%)
Puts: 1,655 (45%)
Prior (08/19) 11,649
Calls: 10,603 (91%)
Puts: 1,046 (9%)
Current vs Prior -68.68%
Calls: -81.20% (Calls)
Puts: +58.22% (Puts)
Prior 7-Day Total 67,412
Calls: 52,388 (78%)
Puts: 15,024 (22%)
Prior 7-Day Average 9,630
Calls: 7,484 (78%)
Puts: 2,146 (22%)
Current vs Prior 7-Day Avg -62.12%
Calls: -73.37%
Puts: -22.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $867.2K
Calls: $723.6K (83%)
Puts: $143.6K (17%)
Prior (08/19) $2.20M
Calls: $2.09M (95%)
Puts: $107.2K (5%)
Current vs Prior -60.52%
Calls: -65.37%
Puts: +33.99%
Prior 7-Day Total $12.24M
Calls: $10.60M (87%)
Puts: $1.64M (13%)
Prior 7-Day Average $1.75M
Calls: $1.51M (87%)
Puts: $233.9K (13%)
Current vs Prior 7-Day Avg -50.39%
Calls: -52.21%
Puts: -38.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.83
Prior (08/19) 0.10
Current vs Prior +741.76%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +74.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/20) 98,768
Calls: 86,880 (88%)
Puts: 11,888 (12%)
Prior (08/19) 227,798
Calls: 203,744 (89%)
Puts: 24,054 (11%)
Current vs Prior -56.64%
Prior 7-Day Total 1,156,463
Calls: 1,010,881 (87%)
Puts: 145,582 (13%)
Prior 7-Day Average 165,209
Calls: 144,411 (87%)
Puts: 20,797 (13%)
Current vs Prior 7-Day Avg -40.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.08% | 4.43%4.08% | 8.72%
Prior 2.75% | 5.04%2.75% | 8.83%
Current vs Prior +48.24% | -12.21%+48.24% | -1.28%
Prior 7-Day Avg 3.29% | 5.14%4.07% | 9.50%
Current vs 7-Day Avg +23.89% | -13.85%+0.12% | -8.24%
Prior 7-Day Eod 2.75% | 5.04%2.75% | 8.83%
Current vs 7-Day Eod +48.24% | -12.21%+48.24% | -1.28%
Sentiment BEARISHBEARISH

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 83% of dollar volume in calls ($723.6K) vs puts ($143.6K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 69% vs prior. P/C ratio rising 742% - increased hedging/bearish positioning.

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 NEUTRAL
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. 29 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 216.657.60$7.1313.3%41.0098
$30.50Aug 216.057.15$6.6016.7%40.992
$31.00Aug 215.656.55$6.1014.8%90.9655
$31.50Aug 215.156.15$5.6517.7%20.9682
$32.00Aug 214.655.15$4.9010.2%130.952.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.50Aug 281.642.04$1.8421.7%30.81--
$37.50Aug 280.741.30$1.0254.9%160.63--
$38.00Sep 181.612.08$1.8525.4%860.62648
$37.00Aug 210.220.61$0.4292.9%30.56146
$37.00Sep 40.811.26$1.0443.3%20.5314

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 1.1K, top 86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 213.604.15$3.8814.2%750.88--
$33.00Sep 184.004.70$4.3516.1%750.88--
$35.00Aug 211.662.25$1.9630.1%650.913.5K
$37.00Sep 181.181.41$1.3017.7%640.5111.3K
$39.00Aug 210.000.07$0.04175.0%620.06--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 181.612.08$1.8525.4%860.62648
$37.50Aug 280.741.30$1.0254.9%160.63--
$37.00Sep 180.981.57$1.2746.5%150.50255
$35.00Sep 180.260.79$0.53100.0%120.26698
$35.50Aug 280.120.28$0.2080.0%110.2181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 35.5%, max 70.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 21Oct 248.2%28.3%70.1%917.2K
$36.50Aug 21Aug 2844.3%30.3%46.0%822
$36.00Sep 4Sep 1832.9%30.5%7.9%71.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 21Oct 248.2%28.3%70.1%5146
$34.00Sep 4Sep 1841.4%35.7%15.8%888
$36.00Aug 28Sep 1831.4%30.5%3.0%4219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 0.70, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.50Aug 21$0.88$0.62$0.8890%0.70$35.88
$37.00$39.00Oct 2$0.61$1.39$0.6152%2.28$37.61
$36.50$37.00Aug 28$0.20$0.30$0.2059%1.50$36.70
$35.00$36.00Sep 18$0.65$0.35$0.6574%0.54$35.65
$37.00$37.50Aug 28$0.17$0.33$0.1747%1.94$37.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$34.00Sep 18$0.11$0.89$0.1126%8.09$34.89
$37.50$37.00Aug 28$0.23$0.27$0.2363%1.17$37.27
$37.00$36.00Sep 4$0.39$0.61$0.3953%1.56$36.61
$37.00$36.00Sep 11$0.39$0.61$0.3951%1.56$36.61
$37.00$36.00Sep 18$0.42$0.58$0.4250%1.38$36.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.49, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$37.50Aug 21$0.20$0.20$0.3055%0.67$37.20
$37.50$38.00Sep 4$0.22$0.22$0.2859%0.79$37.72
$37.00$38.00Sep 18$0.48$0.48$0.5249%0.92$37.48
$38.00$38.50Aug 28$0.13$0.13$0.3772%0.35$38.13
$40.00$41.00Oct 2$0.24$0.24$0.7673%0.32$40.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 4$0.33$0.33$0.6763%0.49$35.67
$36.50$35.50Aug 21$0.14$0.14$0.8668%0.16$36.36
$36.00$35.00Sep 18$0.32$0.32$0.6863%0.47$35.68
$36.00$35.50Aug 28$0.14$0.14$0.3670%0.39$35.86
$36.50$36.00Aug 28$0.17$0.17$0.3359%0.52$36.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.32, cheapest $0.34)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 21Aug 28$0.3448.2%33.5%
$36.00Sep 4Sep 11$0.2632.9%31.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Aug 21Aug 28$0.3748.2%33.5%
$36.50Aug 21Aug 28$0.3444.3%30.3%
$36.00Aug 28Sep 4$0.3131.4%32.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.96% of stock, avg 5.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 21$0.30$0.42$0.72$36.28$37.721.96%
$36.50Aug 21$1.08$0.17$1.25$35.25$37.753.40%
$36.50Aug 28$0.84$0.51$1.35$35.15$37.853.67%
$37.00Aug 28$0.64$0.79$1.43$35.57$38.433.88%
$37.50Aug 28$0.47$1.02$1.49$36.01$38.994.05%
$37.00Sep 4$0.82$1.04$1.86$35.14$38.865.05%
$35.00Aug 21$1.96$0.07$2.03$32.97$37.035.51%
$38.50Aug 28$0.20$1.84$2.04$36.46$40.545.54%
$36.00Sep 4$1.47$0.65$2.12$33.88$38.125.76%
$37.00Sep 11$1.06$1.13$2.19$34.81$39.195.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.19% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$39.00$35.50Aug 21$0.04$0.03$0.07$35.43$39.07
$38.50$35.50Aug 21$0.05$0.03$0.08$35.42$38.58
$38.00$35.50Aug 21$0.05$0.03$0.08$35.42$38.08
$39.00$35.00Aug 21$0.04$0.07$0.11$34.89$39.11
$38.50$35.00Aug 21$0.05$0.07$0.12$34.88$38.62
$38.00$35.00Aug 21$0.05$0.07$0.12$34.88$38.12
$37.50$35.50Aug 21$0.10$0.03$0.13$35.37$37.63
$37.50$35.00Aug 21$0.10$0.07$0.17$34.83$37.67
$38.00$36.50Aug 21$0.05$0.17$0.22$36.28$38.22
$39.00$36.50Aug 21$0.04$0.17$0.21$36.29$39.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.17, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3638/38Aug 28$0.27$0.2341%1.17$35.73$38.27
34/3539/40Sep 18$0.33$0.6746%0.49$34.67$39.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$39.00$40.00Sep 18$0.08$0.9220%11.50
$39.00$40.00$41.00Oct 2$0.05$0.9515%19.00
$37.50$38.00$38.50Aug 21$0.05$0.4512%9.00
$36.00$37.00$38.00Sep 18$0.16$0.8425%5.25
$30.50$31.00$31.50Aug 21$0.05$0.454%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 4$0.06$0.9431%15.67
$35.00$36.00$37.00Sep 18$0.10$0.9024%9.00
$36.00$37.00$38.00Sep 18$0.16$0.8425%5.25
$36.00$36.50$37.00Aug 28$0.11$0.3922%3.55
$34.00$35.00$36.00Sep 18$0.21$0.7918%3.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.20, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$36.501:2Aug 21-$0.20$1.30
$37.00$39.001:2Oct 2-$0.37$1.63
$36.00$37.001:2Sep 4-$0.17$0.83
$36.00$37.001:2Sep 11-$0.39$0.61
$39.00$40.001:2Sep 18-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.50$37.501:2Aug 28-$0.20$0.80
$37.00$36.001:2Sep 4-$0.26$0.74
$36.00$35.001:2Sep 18-$0.21$0.79
$37.00$36.001:2Sep 11-$0.35$0.65
$36.00$35.501:2Aug 28-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.94%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 2$1.450.520.5%3.94%4.46%30--
$39.00Oct 2$0.550.356.0%1.49%7.44%61--
$40.00Oct 2$0.450.278.7%1.22%9.89%2--
$37.00Sep 18$1.180.510.5%3.21%3.72%6411.3K
$38.00Sep 18$0.640.393.2%1.74%4.97%291.6K
$39.00Sep 18$0.350.286.0%0.95%6.90%3--
$41.00Oct 2$0.110.2011.4%0.30%11.68%17
$41.00Sep 18$0.160.1711.4%0.43%11.82%1--
$37.00Sep 4$0.630.470.5%1.71%2.23%627
$37.50Sep 4$0.420.411.9%1.14%3.02%1--

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 1,993
Total Puts 1,655
Put/Call Ratio 0.83
Net Difference 338

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,388
Total Puts 15,024
Average Put/Call Ratio 0.48
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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