Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.92 -0.47%
8/26 19:08

Option Volume

Detail
Current (08/26) 6,167
Calls: 2,888 (47%)
Puts: 3,279 (53%)
Prior (08/25) 10,248
Calls: 6,030 (59%)
Puts: 4,218 (41%)
Current vs Prior -39.82%
Calls: -52.11% (Calls)
Puts: -22.26% (Puts)
Prior 7-Day Total 57,962
Calls: 40,048 (69%)
Puts: 17,914 (31%)
Prior 7-Day Average 8,280
Calls: 5,721 (69%)
Puts: 2,559 (31%)
Current vs Prior 7-Day Avg -25.52%
Calls: -49.52%
Puts: +28.13%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/26) $693.4K
Calls: $553.4K (80%)
Puts: $140.1K (20%)
Prior (08/25) $1.03M
Calls: $769.4K (75%)
Puts: $257.0K (25%)
Current vs Prior -32.44%
Calls: -28.08%
Puts: -45.49%
Prior 7-Day Total $11.77M
Calls: $10.25M (87%)
Puts: $1.52M (13%)
Prior 7-Day Average $1.68M
Calls: $1.46M (87%)
Puts: $217.3K (13%)
Current vs Prior 7-Day Avg -58.75%
Calls: -62.20%
Puts: -35.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 1.14
Prior (08/25) 0.70
Current vs Prior +62.31%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +73.64%
Sentiment BEARISH

Open Interest

Detail
Current (08/26) 81,676
Calls: 66,596 (82%)
Puts: 15,080 (18%)
Prior (08/25) 144,335
Calls: 106,706 (74%)
Puts: 37,629 (26%)
Current vs Prior -43.41%
Prior 7-Day Total 1,102,521
Calls: 944,333 (86%)
Puts: 158,188 (14%)
Prior 7-Day Average 157,503
Calls: 134,904 (86%)
Puts: 22,598 (14%)
Current vs Prior 7-Day Avg -48.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.01% | 4.54%7.23% | 11.08%
Prior 3.25% | 4.91%7.01% | 11.13%
Current vs Prior -7.63% | -7.58%+3.11% | -0.47%
Prior 7-Day Avg 3.66% | 5.15%4.06% | 9.30%
Current vs 7-Day Avg -17.93% | -11.92%+77.90% | +19.06%
Prior 7-Day Eod 3.25% | 4.91%7.01% | 11.13%
Current vs 7-Day Eod -7.63% | -7.58%+3.11% | -0.47%
Sentiment BULLISHBEARISH

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 80% of dollar volume in calls ($553.4K) vs puts ($140.1K). Slightly bearish P/C ratio of 1.14. P/C ratio rising 62% - increased hedging/bearish positioning. Call-heavy open interest (66,596 calls vs 15,080 puts) suggests bullish 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 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 1 of results (avg 7.4%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 185.856.30$6.077.4%110.931.5K
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 $0.90, cheapest $0.90)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Sep 180.820.98$0.9017.8%40.423

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 286.157.20$6.6815.7%41.00--
$31.50Aug 285.756.60$6.1813.8%41.001
$32.00Aug 285.156.15$5.6517.7%40.946
$32.00Sep 185.856.30$6.077.4%110.931.5K
$34.00Sep 183.255.40$4.3349.7%1000.922.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Aug 282.403.55$2.9738.7%10.92--
$41.00Aug 282.854.00$3.4333.5%10.80--
$38.50Sep 40.891.20$1.0529.5%10.63--
$39.00Sep 251.702.10$1.9021.1%40.59134
$38.50Sep 110.601.39$0.9979.8%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 2.9K, top 403)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 250.150.86$0.51139.2%4030.28258
$38.50Sep 40.130.66$0.40132.5%3480.39148
$38.00Sep 40.471.20$0.8486.9%2090.5329
$37.00Sep 250.912.19$1.5582.6%2020.6515
$38.00Aug 280.240.50$0.3770.3%1420.45238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.350.61$0.4854.2%3000.252.7K
$37.00Aug 280.060.11$0.0955.6%2610.1780
$35.50Sep 180.010.47$0.24191.7%2010.16--
$36.00Sep 250.501.13$0.8276.8%2010.299
$38.00Aug 280.150.91$0.53143.4%100.55--

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 23.4%, max 43.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Aug 28Oct 240.7%28.4%43.4%144387
$38.50Aug 28Sep 1845.7%34.1%34.0%67398
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 4Sep 1833.9%31.2%8.8%426
$37.00Aug 28Sep 2533.0%30.8%7.3%26383

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 3.17, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$32.00$32.50Aug 28$0.12$0.38$0.1294%3.17$32.12
$35.00$36.00Sep 18$0.48$0.52$0.4883%1.08$35.48
$36.50$37.00Sep 18$0.16$0.34$0.1670%2.13$36.66
$37.50$38.00Sep 11$0.14$0.36$0.1461%2.57$37.64
$37.50$38.00Sep 4$0.15$0.35$0.1563%2.33$37.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.50$37.00Sep 18$0.15$0.35$0.1542%2.33$37.35
$34.50$33.00Sep 18$0.10$1.40$0.1013%14.00$34.40
$37.00$36.50Sep 18$0.17$0.33$0.1736%1.94$36.83
$39.00$38.00Sep 25$0.57$0.43$0.5760%0.75$38.43
$35.00$34.50Sep 18$0.10$0.40$0.1017%4.00$34.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.13, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$40.00Sep 25$1.06$1.06$0.9446%1.13$39.06
$38.00$38.50Sep 11$0.38$0.38$0.1247%3.17$38.38
$40.00$40.50Sep 18$0.18$0.18$0.3272%0.56$40.18
$40.50$42.00Sep 18$0.22$0.22$1.2879%0.17$40.72
$39.00$40.00Aug 28$0.15$0.15$0.8576%0.18$39.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.50Sep 18$0.24$0.24$0.2675%0.92$35.76
$36.50$36.00Sep 4$0.11$0.11$0.3979%0.28$36.39
$35.00$34.50Sep 18$0.10$0.10$0.4083%0.25$34.90
$37.00$36.50Sep 18$0.17$0.17$0.3364%0.52$36.83
$34.50$33.00Sep 18$0.10$0.10$1.4087%0.07$34.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.30, cheapest $0.16)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.50Aug 28Sep 4$0.1645.7%24.5%
$38.00Aug 28Sep 4$0.4740.7%32.1%
$37.50Aug 28Sep 4$0.3839.1%31.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Aug 28Sep 4$0.2040.7%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.37% of stock, avg 5.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.00Aug 28$0.37$0.53$0.90$37.10$38.902.37%
$37.00Aug 28$0.96$0.09$1.05$35.95$38.052.77%
$38.50Sep 4$0.40$1.05$1.45$37.05$39.953.82%
$38.00Sep 4$0.84$0.73$1.57$36.43$39.574.14%
$38.50Sep 11$0.72$0.99$1.71$36.79$40.214.51%
$36.00Aug 28$1.64$0.14$1.78$34.22$37.784.69%
$38.00Sep 11$1.10$0.96$2.06$35.94$40.065.43%
$37.00Sep 25$1.55$0.84$2.39$34.61$39.396.30%
$38.00Sep 18$1.22$1.19$2.41$35.59$40.416.36%
$36.50Sep 18$1.94$0.58$2.52$33.98$39.026.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.40% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$35.00Aug 28$0.06$0.09$0.15$34.85$40.15
$40.00$37.00Aug 28$0.06$0.09$0.15$36.85$40.15
$40.50$34.50Sep 4$0.12$0.07$0.19$34.31$40.69
$40.00$36.00Aug 28$0.06$0.14$0.20$35.80$40.20
$40.50$36.00Sep 4$0.12$0.13$0.25$35.75$40.75
$41.00$34.50Sep 4$0.18$0.07$0.25$34.25$41.25
$40.50$33.50Sep 4$0.12$0.14$0.26$33.24$40.76
$41.00$36.00Sep 4$0.18$0.13$0.31$35.69$41.31
$39.00$37.00Aug 28$0.21$0.09$0.30$36.70$39.30
$40.00$34.50Sep 4$0.21$0.07$0.28$34.22$40.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.27, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3540/40Sep 18$0.28$0.2255%1.27$34.72$40.28
33/3440/42Sep 18$0.32$1.1865%0.27$34.18$40.82
36/3640/42Sep 18$0.46$1.0454%0.44$35.54$40.96
34/3540/42Sep 18$0.32$1.1861%0.27$34.68$40.82
36/3639/40Sep 4$0.24$0.7648%0.32$36.26$39.24
33/3440/40Sep 18$0.28$1.2259%0.23$34.22$40.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 11.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$37.50$38.00Aug 28$0.11$0.3943%3.55
$37.50$38.00$38.50Aug 28$0.11$0.3934%3.55
$38.00$38.50$39.00Aug 28$0.10$0.4021%4.00
$40.00$40.50$41.00Sep 4$0.15$0.355%2.33
$38.00$38.50$39.00Sep 4$0.38$0.1222%0.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Sep 25$0.08$0.9224%11.50
$36.00$36.50$37.00Sep 18$0.07$0.4311%6.14
$37.00$37.50$38.00Sep 18$0.14$0.3614%2.57
$33.50$34.00$34.50Sep 4$0.11$0.392%3.55
$36.00$37.00$38.00Aug 28$0.49$0.5141%1.04

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.28, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$37.001:2Aug 28-$0.28$0.72
$37.00$37.501:2Aug 28-$0.26$0.24
$37.50$38.001:2Aug 28-$0.13$0.37
$39.00$40.001:2Sep 4-$0.08$0.92
$38.00$38.501:2Aug 28-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$34.501:2Sep 4-$0.01$1.49
$34.50$33.001:2Sep 18-$0.03$1.47
$38.00$37.001:2Sep 25-$0.35$0.65
$35.50$34.501:2Sep 11-$0.06$0.94
$37.00$36.001:2Aug 28-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.16%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Sep 25$1.200.540.2%3.16%3.38%12--
$38.00Oct 2$1.180.500.2%3.11%3.32%2149
$38.00Sep 18$1.080.510.2%2.85%3.06%102.9K
$38.50Sep 18$0.830.451.5%2.19%3.72%53
$39.00Sep 18$0.670.392.9%1.77%4.61%2--
$40.00Sep 18$0.380.285.5%1.00%6.49%3--
$38.00Sep 11$0.690.530.2%1.82%2.03%103396
$40.00Sep 25$0.150.285.5%0.40%5.88%403258
$38.50Sep 11$0.460.441.5%1.21%2.74%124
$40.50Sep 18$0.090.216.8%0.24%7.04%14--

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 2,888
Total Puts 3,279
Put/Call Ratio 1.14
Net Difference -391

Prior's Put/Call Breakdown

Total Calls 6,030
Total Puts 4,218
Put/Call Ratio 0.70
Net Difference 1,812

Prior 7-Day Put/Call Summary

Total Calls 40,048
Total Puts 17,914
Average Put/Call Ratio 0.65
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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