Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.34 +1.44%
$37.39 (+0.13%)🌙
as of 08/21 07:11 PM
8/21 19:11

Option Volume

Detail
Current (08/21) 7,765
Calls: 5,391 (69%)
Puts: 2,374 (31%)
Prior (08/20) 3,648
Calls: 1,993 (55%)
Puts: 1,655 (45%)
Current vs Prior +112.86%
Calls: +170.50% (Calls)
Puts: +43.44% (Puts)
Prior 7-Day Total 64,002
Calls: 48,902 (76%)
Puts: 15,100 (24%)
Prior 7-Day Average 9,143
Calls: 6,986 (76%)
Puts: 2,157 (24%)
Current vs Prior 7-Day Avg -15.07%
Calls: -22.83%
Puts: +10.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.30M
Calls: $1.17M (90%)
Puts: $136.7K (10%)
Prior (08/20) $867.2K
Calls: $723.6K (83%)
Puts: $143.6K (17%)
Current vs Prior +50.23%
Calls: +61.16%
Puts: -4.83%
Prior 7-Day Total $11.39M
Calls: $9.73M (85%)
Puts: $1.66M (15%)
Prior 7-Day Average $1.63M
Calls: $1.39M (85%)
Puts: $237.3K (15%)
Current vs Prior 7-Day Avg -19.94%
Calls: -16.10%
Puts: -42.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.44
Prior (08/20) 0.83
Current vs Prior -46.97%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -20.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 135,693
Calls: 116,440 (86%)
Puts: 19,253 (14%)
Prior (08/20) 98,768
Calls: 86,880 (88%)
Puts: 11,888 (12%)
Current vs Prior +37.39%
Prior 7-Day Total 1,103,990
Calls: 967,009 (88%)
Puts: 136,981 (12%)
Prior 7-Day Average 157,712
Calls: 138,144 (88%)
Puts: 19,568 (12%)
Current vs Prior 7-Day Avg -13.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.37% | 4.34%3.37% | 8.57%
Prior 4.08% | 4.43%4.08% | 8.72%
Current vs Prior +6.47% | +18.54%-17.19% | -1.73%
Prior 7-Day Avg 3.37% | 5.05%3.93% | 9.29%
Current vs 7-Day Avg +28.88% | +3.90%-14.17% | -7.74%
Prior 7-Day Eod 4.07% | 4.43%4.08% | 8.72%
Current vs 7-Day Eod +6.47% | +18.54%-17.19% | -1.73%
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

Strong bullish conviction with 90% of dollar volume in calls ($1.17M) vs puts ($136.7K). Elevated premium activity with dollar volume up 50% vs prior. Unusually high activity with volume up 113% vs prior - elevated interest. Extreme bullish P/C ratio of 0.44 - heavy call buying (5,391 calls vs 2,374 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 7.1%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 212.262.42$2.346.8%1911.003.5K
$32.00Aug 215.255.65$5.457.3%180.792.6K
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. 46 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 215.509.10$7.3049.3%71.0098
$30.50Aug 215.258.55$6.9047.8%61.003
$35.00Aug 212.262.42$2.346.8%1911.003.5K
$30.00Sep 46.557.85$7.2018.1%10.932
$34.00Aug 283.203.95$3.5820.9%100.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.241.04$0.64125.0%30.833
$37.50Aug 210.030.73$0.38184.2%550.8071
$38.00Aug 280.621.09$0.8654.7%30.654
$38.00Sep 41.001.34$1.1729.1%40.592
$38.00Sep 111.111.65$1.3839.1%40.574

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 4.3K, top 725)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 210.000.15$0.08187.5%7250.171.7K
$38.50Aug 280.220.28$0.2524.0%7190.2615
$37.00Aug 210.271.49$0.88138.6%2630.547.2K
$35.00Sep 182.663.05$2.8613.6%2630.774.8K
$34.00Aug 213.253.85$3.5516.9%2210.74754
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 110.370.70$0.5362.3%1370.30100
$35.50Sep 40.020.72$0.37189.2%600.233
$37.00Aug 280.320.55$0.4452.3%580.4018
$37.50Aug 210.030.73$0.38184.2%550.8071
$34.00Aug 210.002.13$1.07199.1%300.26209

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 3389.1%, max 7110.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Aug 21Sep 182503.0%34.7%7110.7%1417.4K
$32.00Aug 21Sep 182846.5%40.8%6881.0%192.6K
$34.00Aug 21Sep 182156.9%34.0%6241.5%223754
$36.50Aug 21Sep 41228.6%26.4%4545.8%105865
$35.50Aug 21Aug 281619.2%40.7%3877.3%11287
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Aug 21Sep 112156.9%39.1%5421.3%42213
$36.50Aug 21Sep 41228.6%26.4%4545.8%26210
$37.00Aug 21Sep 25972.2%28.0%3367.3%11145
$37.50Aug 21Sep 4143.0%28.0%410.3%5671
$35.50Aug 28Sep 440.7%36.2%12.5%6295

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 0.67, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$32.00$33.00Sep 18$0.60$0.40$0.6091%0.67$32.60
$33.00$33.50Aug 28$0.12$0.38$0.1288%3.17$33.12
$35.50$36.00Aug 28$0.25$0.25$0.2583%1.00$35.75
$31.00$31.50Aug 21$0.27$0.23$0.2781%0.85$31.27
$36.00$37.00Aug 28$0.62$0.38$0.6283%0.61$36.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.50Aug 21$0.26$0.24$0.2683%0.92$37.74
$36.00$34.00Sep 11$0.25$1.75$0.2530%7.00$35.75
$37.00$35.50Aug 28$0.24$1.26$0.2440%5.25$36.76
$38.00$37.50Aug 28$0.23$0.27$0.2365%1.17$37.77
$37.00$36.50Sep 4$0.14$0.36$0.1442%2.57$36.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.50, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$38.50Sep 4$0.30$0.30$0.2059%1.50$38.30
$40.00$41.00Sep 18$0.26$0.26$0.7476%0.35$40.26
$38.00$41.00Sep 25$0.95$0.95$2.0551%0.46$38.95
$39.00$40.00Sep 11$0.28$0.28$0.7270%0.39$39.28
$38.00$39.00Sep 11$0.39$0.39$0.6157%0.64$38.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.50$34.50Sep 4$0.22$0.22$0.7877%0.28$35.28
$32.00$31.00Sep 18$0.10$0.10$0.9092%0.11$31.90
$34.00$33.00Sep 11$0.12$0.12$0.8885%0.14$33.88
$37.00$36.00Sep 11$0.34$0.34$0.6657%0.52$36.66
$36.50$36.00Sep 4$0.13$0.13$0.3767%0.35$36.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.30, cheapest $0.49)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 21Sep 4$0.491228.6%26.4%
$37.00Aug 21Aug 28$0.11972.2%29.4%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.15% of stock, avg 5.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Aug 21$0.05$0.38$0.43$37.07$37.931.15%
$38.00Aug 21$0.08$0.64$0.72$37.28$38.721.93%
$37.50Aug 28$0.52$0.63$1.15$36.35$38.653.08%
$38.00Aug 28$0.37$0.86$1.23$36.77$39.233.29%
$37.00Aug 28$0.99$0.44$1.43$35.57$38.433.83%
$37.50Sep 4$0.72$0.88$1.60$35.90$39.104.28%
$37.00Sep 4$1.08$0.57$1.65$35.35$38.654.42%
$37.00Aug 21$0.88$1.01$1.89$35.11$38.895.06%
$38.00Sep 4$0.78$1.17$1.95$36.05$39.955.22%
$36.50Sep 4$1.54$0.43$1.97$34.53$38.475.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.88% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$39.00$35.00Aug 28$0.13$0.20$0.33$34.67$39.33
$39.00$35.50Aug 28$0.13$0.20$0.33$35.17$39.33
$41.00$32.00Sep 18$0.19$0.16$0.35$31.65$41.35
$42.00$32.00Sep 18$0.20$0.16$0.36$31.64$42.36
$39.50$35.50Aug 28$0.19$0.20$0.39$35.11$39.89
$39.50$35.00Aug 28$0.19$0.20$0.39$34.61$39.89
$40.00$33.00Sep 11$0.22$0.16$0.38$32.62$40.38
$40.00$34.00Sep 4$0.24$0.18$0.42$33.58$40.42
$38.50$35.50Aug 28$0.25$0.20$0.45$35.05$38.95
$38.50$35.00Aug 28$0.25$0.20$0.45$34.55$38.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.56, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
31/3240/41Sep 18$0.36$0.6469%0.56$31.64$40.36
33/3439/40Sep 11$0.40$0.6056%0.67$33.60$39.40
31/3239/40Sep 18$0.35$0.6559%0.54$31.65$39.35
34/3638/40Sep 4$0.46$1.0445%0.44$35.04$38.96
36/3638/40Sep 4$0.37$1.1335%0.33$36.13$38.87
34/3639/40Sep 11$0.53$1.4741%0.36$35.47$39.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 8.09, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$39.00$40.00Sep 11$0.11$0.8926%8.09
$38.00$39.00$40.00Sep 18$0.11$0.8920%8.09
$37.00$38.00$39.00Sep 18$0.13$0.8723%6.69
$36.50$37.00$37.50Sep 4$0.10$0.4020%4.00
$36.00$37.00$38.00Sep 18$0.20$0.8023%4.00
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 11$0.17$0.8328%4.88
$36.50$37.00$37.50Sep 4$0.17$0.3320%1.94
$35.50$36.00$36.50Sep 4$0.20$0.3010%1.50

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 $-0.87, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$33.001:2Aug 28-$0.87$2.13
$38.00$40.001:2Oct 2-$0.04$1.96
$36.00$37.001:2Aug 28-$0.37$0.63
$38.50$40.001:2Sep 4$0.00$1.50
$38.00$39.001:2Sep 11-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$37.501:2Aug 21-$0.12$0.38
$36.00$34.001:2Sep 11-$0.03$1.97
$37.00$36.001:2Sep 11-$0.19$0.81
$38.00$37.001:2Sep 11-$0.36$0.64
$37.50$37.001:2Aug 28-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.73%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 2$1.020.471.8%2.73%4.50%100--
$38.00Sep 25$0.960.491.8%2.57%4.34%112
$38.00Sep 18$0.920.441.8%2.46%4.23%161.6K
$40.00Oct 2$0.440.297.1%1.18%8.30%8--
$39.00Sep 18$0.580.334.5%1.55%6.00%441.5K
$40.00Sep 18$0.370.237.1%0.99%8.11%1618.5K
$41.00Sep 25$0.250.199.8%0.67%10.47%3--
$39.00Sep 11$0.350.294.5%0.94%5.38%4--
$38.00Sep 4$0.550.411.8%1.47%3.24%1023
$38.00Sep 11$0.510.431.8%1.37%3.13%14386

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 5,391
Total Puts 2,374
Put/Call Ratio 0.44
Net Difference 3,017

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 48,902
Total Puts 15,100
Average Put/Call Ratio 0.55
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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