Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.44 -3.14%
$36.34 (-0.27%)🌙
as of 08/28 07:05 PM
8/28 19:05

Option Volume

Detail
Current (08/28) 5,315
Calls: 2,950 (56%)
Puts: 2,365 (44%)
Prior (08/27) 6,090
Calls: 2,899 (48%)
Puts: 3,191 (52%)
Current vs Prior -12.73%
Calls: +1.76% (Calls)
Puts: -25.89% (Puts)
Prior 7-Day Total 60,238
Calls: 41,237 (68%)
Puts: 19,001 (32%)
Prior 7-Day Average 8,605
Calls: 5,891 (68%)
Puts: 2,714 (32%)
Current vs Prior 7-Day Avg -38.24%
Calls: -49.92%
Puts: -12.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28) $1.36M
Calls: $1.16M (85%)
Puts: $198.6K (15%)
Prior (08/27) $1.07M
Calls: $801.4K (75%)
Puts: $264.0K (25%)
Current vs Prior +27.33%
Calls: +44.50%
Puts: -24.79%
Prior 7-Day Total $11.66M
Calls: $10.46M (90%)
Puts: $1.20M (10%)
Prior 7-Day Average $1.67M
Calls: $1.49M (90%)
Puts: $170.9K (10%)
Current vs Prior 7-Day Avg -18.56%
Calls: -22.53%
Puts: +16.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 0.80
Prior (08/27) 1.10
Current vs Prior -27.17%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +22.31%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28) 118,674
Calls: 94,259 (79%)
Puts: 24,415 (21%)
Prior (08/27) 133,986
Calls: 121,468 (91%)
Puts: 12,518 (9%)
Current vs Prior -11.43%
Prior 7-Day Total 1,050,814
Calls: 895,495 (85%)
Puts: 155,319 (15%)
Prior 7-Day Average 150,116
Calls: 127,927 (85%)
Puts: 22,188 (15%)
Current vs Prior 7-Day Avg -20.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.22% | 4.34%6.23% | 11.14%
Prior 2.76% | 4.39%6.67% | 10.74%
Current vs Prior +56.84% | +28.89%-6.63% | +3.75%
Prior 7-Day Avg 3.34% | 4.81%4.90% | 9.75%
Current vs 7-Day Avg +29.78% | +17.55%+27.12% | +14.22%
Prior 7-Day Eod 2.76% | 4.39%6.67% | 10.74%
Current vs 7-Day Eod +56.84% | +28.89%-6.63% | +3.75%
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 85% of dollar volume in calls ($1.16M) vs puts ($198.6K). P/C ratio dropping 27% - sentiment shifting bullish. Call-heavy open interest (94,259 calls vs 24,415 puts) suggests bullish 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 BULLISH
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 7.6%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 286.356.85$6.607.6%310.815
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. 45 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 185.406.80$6.1023.0%50.97687
$33.50Sep 42.833.55$3.1922.6%10.95--
$33.00Sep 183.453.85$3.6511.0%30.923.2K
$32.00Sep 184.404.90$4.6510.8%70.92--
$34.50Sep 41.912.20$2.0614.1%100.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Aug 281.441.86$1.6525.5%61.00--
$40.00Aug 282.483.90$3.1944.5%11.00--
$40.50Aug 282.754.30$3.5343.9%11.00--
$38.00Sep 41.512.06$1.7930.7%70.8545
$40.00Oct 92.925.15$4.0455.2%20.80--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 2.3K, top 232)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 250.310.49$0.4045.0%2320.235
$38.00Sep 180.370.51$0.4431.8%1550.302.9K
$36.00Sep 251.401.84$1.6227.2%1010.5827
$37.00Sep 180.550.90$0.7347.9%880.4611.3K
$35.00Sep 41.451.78$1.6220.4%700.8088
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Sep 180.370.79$0.5872.4%1520.32201
$35.00Sep 250.510.84$0.6848.5%1080.3190
$36.00Sep 180.730.91$0.8222.0%1040.403.0K
$36.50Sep 40.500.67$0.5928.8%860.5028
$33.50Sep 180.120.24$0.1866.7%720.12--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 2890.3%, max 6960.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Aug 28Sep 182305.3%32.7%6960.5%323.2K
$31.00Aug 28Sep 182754.4%39.8%6812.2%37695
$39.00Aug 28Sep 251848.4%31.0%5870.1%262132
$34.00Aug 28Oct 21480.8%30.4%4765.6%2342
$35.00Aug 28Sep 18681.1%35.5%1818.8%1025.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Aug 28Sep 25681.1%32.5%1998.4%11090
$37.00Aug 28Oct 9320.8%34.5%829.9%68310
$36.50Aug 28Sep 4226.2%28.6%689.6%99128
$36.00Sep 4Oct 240.0%31.0%29.0%652

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 4.00, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$31.00Aug 28$0.10$0.40$0.1081%4.00$30.60
$37.00$38.00Oct 2$0.24$0.76$0.2450%3.17$37.24
$34.00$37.00Oct 2$1.94$1.06$1.9482%0.55$35.94
$36.00$37.00Aug 28$0.39$0.61$0.3987%1.56$36.39
$35.50$36.00Sep 18$0.24$0.26$0.2469%1.08$35.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.50Aug 28$0.25$0.25$0.25100%1.00$37.75
$38.00$36.00Sep 11$1.01$0.99$1.0178%0.98$36.99
$37.00$36.00Sep 25$0.35$0.65$0.3555%1.86$36.65
$37.00$36.50Aug 28$0.22$0.28$0.2273%1.27$36.78
$38.00$37.00Sep 18$0.60$0.40$0.6073%0.67$37.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 1.78, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.50$38.00Aug 28$0.32$0.32$0.1871%1.78$37.82
$38.00$40.00Oct 2$0.69$0.69$1.3160%0.53$38.69
$39.50$40.00Sep 11$0.16$0.16$0.3482%0.47$39.66
$36.50$37.00Sep 4$0.31$0.31$0.1950%1.63$36.81
$40.00$40.50Sep 4$0.11$0.11$0.3990%0.28$40.11
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$33.00Oct 2$0.81$0.81$2.1960%0.37$35.19
$35.00$33.50Sep 18$0.37$0.37$1.1372%0.33$34.63
$36.00$35.00Sep 4$0.36$0.36$0.6460%0.56$35.64
$34.00$33.50Sep 4$0.12$0.12$0.3887%0.32$33.88
$36.00$35.50Sep 11$0.25$0.25$0.2561%1.00$35.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.25, cheapest $0.31)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Sep 4Sep 11$0.3828.6%30.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Aug 28Sep 4$0.31226.2%28.6%
$36.00Sep 4Sep 11$0.0540.0%31.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 1.76% of stock, avg 5.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Aug 28$0.14$0.50$0.64$36.36$37.641.76%
$36.50Sep 4$0.59$0.59$1.18$35.32$37.683.24%
$37.00Sep 4$0.28$0.93$1.21$35.79$38.213.32%
$38.00Aug 28$0.01$1.65$1.66$36.34$39.664.56%
$37.50Aug 28$0.33$1.40$1.73$35.77$39.234.75%
$35.00Aug 28$1.55$0.23$1.78$33.22$36.784.88%
$35.00Sep 4$1.62$0.22$1.84$33.16$36.845.05%
$36.00Sep 11$1.22$0.63$1.85$34.15$37.855.08%
$38.00Sep 4$0.12$1.79$1.91$36.09$39.915.24%
$38.00Sep 11$0.28$1.64$1.92$36.08$39.925.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.60% of stock, avg 2.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$34.50Sep 4$0.13$0.09$0.22$34.28$40.22
$39.50$34.50Sep 4$0.13$0.09$0.22$34.28$39.72
$38.00$34.50Sep 4$0.12$0.09$0.21$34.29$38.21
$38.00$34.00Sep 4$0.12$0.16$0.28$33.72$38.28
$39.50$34.00Sep 4$0.13$0.16$0.29$33.71$39.79
$40.00$34.00Sep 4$0.13$0.16$0.29$33.71$40.29
$40.00$33.50Sep 18$0.16$0.18$0.34$33.16$40.34
$37.50$34.50Sep 4$0.21$0.09$0.30$34.20$37.80
$38.00$35.00Sep 4$0.12$0.22$0.34$34.66$38.34
$39.50$35.00Sep 4$0.13$0.22$0.35$34.65$39.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.85, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3440/40Sep 4$0.23$0.2777%0.85$33.77$40.23
34/3540/40Sep 4$0.24$0.2669%0.92$34.76$40.24
35/3640/40Sep 11$0.28$0.2253%1.27$35.22$39.78
34/3538/39Sep 18$0.60$0.9042%0.67$34.40$38.60
35/3638/39Sep 11$0.26$0.7446%0.35$35.24$38.26
32/3438/39Sep 18$0.34$1.6657%0.20$33.16$38.34

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 $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Sep 18$0.06$0.9428%15.67
$36.00$37.00$38.00Sep 25$0.12$0.8825%7.33
$38.00$39.00$40.00Sep 25$0.08$0.9217%11.50
$37.00$37.50$38.00Sep 11$0.09$0.4117%4.56
$38.00$39.00$40.00Sep 18$0.18$0.8218%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$35.50$36.00Sep 11$0.13$0.3718%2.85
$33.00$33.50$34.00Sep 4$0.12$0.389%3.17
$36.00$37.00$38.00Sep 25$0.33$0.6725%2.03
$35.00$35.50$36.00Sep 18$0.21$0.2912%1.38
$34.00$34.50$35.00Sep 4$0.20$0.308%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. 49 found (best net $-0.11, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$35.001:2Sep 18-$0.39$1.61
$37.00$38.001:2Sep 18-$0.15$0.85
$37.00$38.001:2Sep 25-$0.18$0.82
$36.50$37.001:2Sep 11-$0.05$0.45
$38.00$39.001:2Sep 11$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$38.001:2Aug 28-$0.11$1.89
$43.00$40.501:2Aug 28-$1.06$1.44
$38.00$37.001:2Sep 4-$0.07$0.93
$37.00$36.001:2Sep 18-$0.17$0.83
$37.00$36.501:2Aug 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. 19 found (best yield 1.43%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 2$0.520.404.3%1.43%5.71%1160
$37.00Oct 2$0.860.501.5%2.36%3.90%5--
$38.00Sep 25$0.540.334.3%1.48%5.76%3--
$36.50Sep 18$0.930.550.2%2.55%2.72%1--
$37.00Sep 25$0.700.451.5%1.92%3.46%6--
$39.00Sep 25$0.310.237.0%0.85%7.88%2325
$38.00Sep 18$0.370.304.3%1.02%5.30%1552.9K
$37.00Sep 18$0.550.461.5%1.51%3.05%8811.3K
$40.00Oct 2$0.070.189.8%0.19%9.96%416
$36.50Sep 11$0.650.530.2%1.78%1.95%4--

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 2,950
Total Puts 2,365
Put/Call Ratio 0.80
Net Difference 585

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,237
Total Puts 19,001
Average Put/Call Ratio 0.66
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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