Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.62 -0.79%
$37.57 (-0.13%)🌙
as of 08/27 07:06 PM
8/27 19:06

Option Volume

Detail
Current (08/27) 6,090
Calls: 2,899 (48%)
Puts: 3,191 (52%)
Prior (08/26) 6,167
Calls: 2,888 (47%)
Puts: 3,279 (53%)
Current vs Prior -1.25%
Calls: +0.38% (Calls)
Puts: -2.68% (Puts)
Prior 7-Day Total 60,759
Calls: 41,056 (68%)
Puts: 19,703 (32%)
Prior 7-Day Average 8,679
Calls: 5,865 (68%)
Puts: 2,814 (32%)
Current vs Prior 7-Day Avg -29.84%
Calls: -50.57%
Puts: +13.37%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $1.07M
Calls: $801.4K (75%)
Puts: $264.0K (25%)
Prior (08/26) $693.4K
Calls: $553.4K (80%)
Puts: $140.1K (20%)
Current vs Prior +53.64%
Calls: +44.82%
Puts: +88.51%
Prior 7-Day Total $11.37M
Calls: $10.16M (89%)
Puts: $1.22M (11%)
Prior 7-Day Average $1.62M
Calls: $1.45M (89%)
Puts: $174.0K (11%)
Current vs Prior 7-Day Avg -34.42%
Calls: -44.76%
Puts: +51.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 1.10
Prior (08/26) 1.14
Current vs Prior -3.05%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +56.61%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 133,986
Calls: 121,468 (91%)
Puts: 12,518 (9%)
Prior (08/26) 81,676
Calls: 66,596 (82%)
Puts: 15,080 (18%)
Current vs Prior +64.05%
Prior 7-Day Total 1,072,440
Calls: 913,822 (85%)
Puts: 158,618 (15%)
Prior 7-Day Average 153,205
Calls: 130,546 (85%)
Puts: 22,659 (15%)
Current vs Prior 7-Day Avg -12.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.76% | 4.39%6.67% | 10.74%
Prior 3.01% | 4.54%7.23% | 11.08%
Current vs Prior -8.04% | -3.30%-7.66% | -3.04%
Prior 7-Day Avg 3.48% | 4.99%4.48% | 9.56%
Current vs 7-Day Avg -20.62% | -12.10%+48.80% | +12.33%
Prior 7-Day Eod 3.01% | 4.54%7.23% | 11.08%
Current vs 7-Day Eod -8.04% | -3.30%-7.66% | -3.04%
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 75% of dollar volume in calls ($801.4K) vs puts ($264.0K). Elevated premium activity with dollar volume up 54% vs prior. Slightly bearish P/C ratio of 1.10. Call-heavy open interest (121,468 calls vs 12,518 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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 185.656.20$5.939.3%440.96--
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. 32 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 283.554.60$4.0725.8%10.97--
$32.00Sep 185.656.20$5.939.3%440.96--
$33.00Sep 184.555.75$5.1523.3%10.93--
$36.00Aug 281.422.44$1.9352.8%220.91574
$30.50Aug 287.007.95$7.4812.7%100.916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 182.272.76$2.5119.5%10.78--
$39.00Sep 251.902.22$2.0615.5%40.65138
$38.50Sep 110.981.58$1.2846.9%420.6123
$38.50Sep 181.411.69$1.5518.1%570.59--
$38.00Sep 40.660.91$0.7931.6%450.555

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 3.1K, top 800)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Sep 250.070.51$0.29151.7%8000.175
$38.00Sep 250.911.48$1.2047.5%4030.4856
$40.00Aug 280.000.10$0.05200.0%1430.08501
$38.00Sep 180.901.17$1.0326.2%850.492.9K
$38.50Aug 280.020.16$0.09155.6%790.21371
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 250.490.73$0.6139.3%4010.29209
$38.00Sep 181.101.37$1.2421.8%1120.52748
$35.00Sep 180.100.34$0.22109.1%1100.15679
$35.00Sep 250.100.74$0.42152.4%890.201
$38.50Sep 181.411.69$1.5518.1%570.59--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 94.4%, max 458.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Aug 28Sep 18171.7%30.8%458.1%374.6K
$37.00Aug 28Oct 264.5%30.4%112.4%642.0K
$37.50Aug 28Sep 1849.7%28.1%77.1%12172
$38.00Aug 28Oct 248.0%31.7%51.4%36470
$38.50Aug 28Sep 1841.0%31.2%31.1%126379
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Aug 28Oct 264.5%30.4%112.4%1112
$37.50Aug 28Sep 1849.7%28.1%77.1%1133
$36.00Sep 11Oct 233.2%29.3%13.0%3189
$38.50Sep 11Sep 1834.0%31.2%8.8%9923

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 0.52, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$33.00$33.50Aug 28$0.33$0.17$0.3387%0.52$33.33
$35.00$35.50Aug 28$0.33$0.17$0.3384%0.52$35.33
$38.00$38.50Sep 18$0.18$0.32$0.1849%1.78$38.18
$37.50$38.00Sep 4$0.23$0.27$0.2360%1.17$37.73
$37.50$38.00Sep 18$0.24$0.26$0.2456%1.08$37.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$38.50Sep 18$0.96$0.54$0.9678%0.56$39.04
$37.00$36.00Sep 11$0.16$0.84$0.1636%5.25$36.84
$37.50$37.00Sep 18$0.12$0.38$0.1245%3.17$37.38
$38.50$38.00Sep 11$0.23$0.27$0.2362%1.17$38.27
$36.00$35.00Oct 2$0.18$0.82$0.1830%4.56$35.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.85, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.50$40.00Aug 28$0.23$0.23$0.2777%0.85$39.73
$40.00$41.00Sep 18$0.24$0.24$0.7675%0.32$40.24
$38.00$39.00Sep 25$0.47$0.47$0.5352%0.89$38.47
$38.00$38.50Aug 28$0.21$0.21$0.2956%0.72$38.21
$38.50$39.00Sep 18$0.21$0.21$0.2958%0.72$38.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$35.50Sep 4$0.40$0.40$1.1066%0.36$36.60
$37.00$36.00Oct 2$0.43$0.43$0.5759%0.75$36.57
$36.00$35.00Sep 18$0.26$0.26$0.7474%0.35$35.74
$36.50$36.00Sep 18$0.23$0.23$0.2767%0.85$36.27
$35.00$33.00Oct 2$0.31$0.31$1.6978%0.18$34.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.27, cheapest $0.24)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.50Aug 28Sep 4$0.2649.7%28.5%
$38.00Aug 28Sep 4$0.3348.0%31.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.50Aug 28Sep 4$0.2449.7%28.5%
$38.50Sep 11Sep 18$0.2734.0%31.2%
$38.00Sep 4Sep 11$0.2631.6%31.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.23% of stock, avg 5.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Aug 28$0.60$0.24$0.84$36.66$38.342.23%
$37.00Aug 28$1.03$0.18$1.21$35.79$38.213.22%
$37.50Sep 4$0.86$0.48$1.34$36.16$38.843.56%
$38.00Sep 4$0.63$0.79$1.42$36.58$39.423.77%
$37.00Sep 4$1.18$0.50$1.68$35.32$38.684.47%
$38.00Sep 11$0.79$1.05$1.84$36.16$39.844.89%
$37.50Sep 18$1.27$0.90$2.17$35.33$39.675.77%
$38.00Sep 18$1.03$1.24$2.27$35.73$40.276.03%
$37.00Sep 18$1.58$0.78$2.36$34.64$39.366.27%
$38.50Sep 18$0.85$1.55$2.40$36.10$40.906.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 0.61% of stock, avg 2.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$37.00Aug 28$0.05$0.18$0.23$36.77$40.23
$38.50$37.00Aug 28$0.09$0.18$0.27$36.73$38.77
$40.00$35.50Sep 4$0.20$0.10$0.30$35.20$40.30
$40.00$34.50Sep 4$0.20$0.10$0.30$34.20$40.30
$39.50$35.50Sep 4$0.22$0.10$0.32$35.18$39.82
$40.00$34.00Sep 4$0.20$0.13$0.33$33.67$40.33
$39.50$34.50Sep 4$0.22$0.10$0.32$34.18$39.82
$39.50$34.00Sep 4$0.22$0.13$0.35$33.65$39.85
$38.50$37.50Aug 28$0.09$0.24$0.33$37.17$38.83
$40.00$37.50Aug 28$0.05$0.24$0.29$37.21$40.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.00, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3640/41Sep 18$0.50$0.5050%1.00$35.50$40.50
36/3640/41Sep 18$0.47$0.5343%0.89$36.03$40.47
34/3541/42Sep 25$0.25$0.7562%0.33$34.75$41.25
35/3641/42Sep 25$0.32$0.6854%0.47$35.68$41.32
34/3540/41Sep 25$0.30$0.7054%0.43$34.70$40.30
35/3640/41Sep 25$0.37$0.6346%0.59$35.63$40.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 18$0.06$0.9423%15.67
$37.00$38.00$39.00Sep 25$0.08$0.9225%11.50
$37.50$38.00$38.50Aug 28$0.09$0.4145%4.56
$40.00$41.00$42.00Sep 25$0.05$0.9515%19.00
$39.00$40.00$41.00Sep 25$0.08$0.9218%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Sep 25$0.05$0.9525%19.00
$35.00$36.00$37.00Sep 25$0.09$0.9120%10.11
$34.00$35.00$36.00Sep 25$0.07$0.9314%13.29
$34.00$35.00$36.00Sep 18$0.20$0.8016%4.00
$36.00$37.00$38.00Sep 25$0.28$0.7224%2.57

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 $-0.97, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$35.001:2Sep 18-$0.97$1.03
$36.00$37.001:2Aug 28-$0.13$0.87
$37.00$37.501:2Aug 28-$0.17$0.33
$38.00$39.001:2Sep 25-$0.26$0.74
$40.00$41.001:2Sep 25-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$38.501:2Sep 18-$0.59$0.91
$38.00$37.001:2Sep 25-$0.33$0.67
$37.00$36.001:2Oct 2-$0.25$0.75
$38.00$37.501:2Sep 4-$0.17$0.33
$37.00$36.001:2Sep 11-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 1.97%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.50Sep 18$0.740.422.3%1.97%4.31%478
$38.00Oct 2$0.920.491.0%2.45%3.46%21150
$38.00Sep 25$0.910.481.0%2.42%3.43%40356
$38.00Sep 18$0.900.491.0%2.39%3.40%852.9K
$39.00Sep 18$0.530.353.7%1.41%5.08%231.5K
$40.00Sep 18$0.320.256.3%0.85%7.18%488.5K
$39.50Sep 18$0.330.295.0%0.88%5.87%7--
$39.00Sep 25$0.360.353.7%0.96%4.63%51
$40.00Sep 25$0.240.256.3%0.64%6.96%4661
$38.00Sep 11$0.560.461.0%1.49%2.50%32473

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 2,899
Total Puts 3,191
Put/Call Ratio 1.10
Net Difference -292

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,056
Total Puts 19,703
Average Put/Call Ratio 0.70
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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