Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.05 -1.07%
$36.17 (+0.33%)🌙
as of 08/31 07:06 PM
8/31 19:06

Option Volume

Detail
Current (08/31) 5,321
Calls: 1,954 (37%)
Puts: 3,367 (63%)
Prior (08/28) 5,315
Calls: 2,950 (56%)
Puts: 2,365 (44%)
Current vs Prior +0.11%
Calls: -33.76% (Calls)
Puts: +42.37% (Puts)
Prior 7-Day Total 50,882
Calls: 32,754 (64%)
Puts: 18,128 (36%)
Prior 7-Day Average 7,268
Calls: 4,679 (64%)
Puts: 2,589 (36%)
Current vs Prior 7-Day Avg -26.80%
Calls: -58.24%
Puts: +30.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31) $573.9K
Calls: $327.1K (57%)
Puts: $246.8K (43%)
Prior (08/28) $1.36M
Calls: $1.16M (85%)
Puts: $198.6K (15%)
Current vs Prior -57.70%
Calls: -71.76%
Puts: +24.30%
Prior 7-Day Total $8.51M
Calls: $7.26M (85%)
Puts: $1.25M (15%)
Prior 7-Day Average $1.22M
Calls: $1.04M (85%)
Puts: $178.2K (15%)
Current vs Prior 7-Day Avg -52.79%
Calls: -68.47%
Puts: +38.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 1.72
Prior (08/28) 0.80
Current vs Prior +114.94%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +136.19%
Sentiment BEARISH

Open Interest

Detail
Current (08/31) 124,432
Calls: 116,034 (93%)
Puts: 8,398 (7%)
Prior (08/28) 118,674
Calls: 94,259 (79%)
Puts: 24,415 (21%)
Current vs Prior +4.85%
Prior 7-Day Total 940,930
Calls: 796,093 (85%)
Puts: 144,837 (15%)
Prior 7-Day Average 134,418
Calls: 113,727 (85%)
Puts: 20,691 (15%)
Current vs Prior 7-Day Avg -7.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.08% | 4.66%6.32% | 10.43%
Prior 4.34% | 5.65%6.23% | 11.14%
Current vs Prior -5.96% | -17.56%+1.53% | -6.39%
Prior 7-Day Avg 3.50% | 4.89%5.33% | 10.03%
Current vs 7-Day Avg +16.39% | -4.63%+18.59% | +3.99%
Prior 7-Day Eod 4.34% | 5.65%6.23% | 11.14%
Current vs 7-Day Eod -5.96% | -17.56%+1.53% | -6.39%
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

Light premium activity with dollar volume down 58% vs prior. Extreme bearish P/C ratio of 1.72 - heavy put buying. P/C ratio rising 115% - increased hedging/bearish positioning. Call-heavy open interest (116,034 calls vs 8,398 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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 33 found (avg delta 0.75, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Sep 42.673.50$3.0926.9%50.952
$32.00Sep 43.454.70$4.0830.6%10.952
$32.00Sep 183.804.55$4.1817.9%10.95--
$30.00Sep 45.756.75$6.2516.0%70.941
$33.50Sep 42.253.10$2.6831.7%60.931
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Sep 45.607.10$6.3523.6%10.94--
$38.50Sep 42.173.20$2.6938.3%20.88--
$39.50Sep 42.994.60$3.8042.4%10.86--
$41.50Sep 45.106.60$5.8525.6%10.84--
$40.50Sep 44.205.30$4.7523.2%10.83--

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 3.6K, top 266)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 110.240.50$0.3770.3%2530.31458
$39.00Sep 250.060.59$0.32165.6%1360.20230
$37.50Sep 110.180.36$0.2766.7%930.2419
$35.00Sep 181.431.78$1.6121.7%790.674.5K
$35.00Sep 41.011.52$1.2740.2%750.79136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.050.54$0.30163.3%2660.19178
$34.50Sep 110.180.30$0.2450.0%2500.211
$34.00Sep 250.160.99$0.57145.6%2020.264
$36.00Sep 250.851.32$1.0943.1%1630.47602
$32.50Sep 110.000.13$0.07185.7%1440.06--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 39.7%, max 111.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Sep 11Sep 1858.2%35.2%65.4%4152
$37.50Sep 4Sep 1840.4%29.0%39.5%3092
$36.00Sep 4Sep 2538.3%30.5%25.7%57279
$37.00Sep 4Oct 244.3%37.0%19.5%6142
$35.00Sep 4Oct 239.5%37.4%5.6%92137
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Sep 4Oct 971.1%33.6%111.8%267178
$34.50Sep 4Sep 1849.0%32.5%50.6%2325
$35.00Sep 4Oct 939.5%30.1%31.1%9848
$35.50Sep 4Sep 1832.7%30.3%8.0%59464

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 1.78, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$37.00Oct 2$0.72$1.28$0.7266%1.78$35.72
$35.00$36.00Sep 25$0.47$0.53$0.4767%1.13$35.47
$36.00$37.00Sep 25$0.37$0.63$0.3753%1.70$36.37
$35.00$36.00Sep 4$0.61$0.39$0.6179%0.64$35.61
$36.00$36.50Sep 11$0.19$0.31$0.1950%1.63$36.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$34.00Oct 9$0.22$0.78$0.2238%3.55$34.78
$37.00$36.50Sep 11$0.26$0.24$0.2669%0.92$36.74
$37.00$35.00Oct 2$0.81$1.19$0.8155%1.47$36.19
$36.00$35.50Sep 18$0.16$0.34$0.1648%2.12$35.84
$37.00$36.50Sep 18$0.25$0.25$0.2564%1.00$36.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.89, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Oct 2$0.53$0.53$0.4754%1.13$37.53
$37.00$38.00Sep 25$0.40$0.40$0.6059%0.67$37.40
$37.50$38.00Sep 11$0.14$0.14$0.3676%0.39$37.64
$37.00$37.50Sep 4$0.17$0.17$0.3369%0.52$37.17
$37.00$37.50Sep 18$0.20$0.20$0.3064%0.67$37.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$34.00Oct 2$0.47$0.47$0.5365%0.89$34.53
$34.00$33.50Sep 4$0.23$0.23$0.2781%0.85$33.77
$34.00$33.00Sep 25$0.32$0.32$0.6874%0.47$33.68
$33.50$32.50Sep 18$0.21$0.21$0.7982%0.27$33.29
$34.50$34.00Sep 18$0.21$0.21$0.2974%0.72$34.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.21, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.0738.3%28.4%
$36.50Sep 4Sep 11$0.2728.0%31.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 11Sep 18$0.3330.9%30.6%
$36.00Sep 18Sep 25$0.2228.2%30.5%
$36.50Sep 4Sep 11$0.1428.0%31.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 3.00% of stock, avg 6.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Sep 4$0.27$0.81$1.08$35.42$37.583.00%
$35.00Sep 4$1.27$0.18$1.45$33.55$36.454.02%
$36.50Sep 11$0.54$0.95$1.49$35.01$37.994.13%
$37.00Sep 11$0.37$1.21$1.58$35.42$38.584.38%
$35.00Sep 11$1.44$0.33$1.77$33.23$36.774.91%
$36.00Sep 18$0.99$0.87$1.86$34.14$37.865.16%
$36.50Sep 18$0.77$1.29$2.06$34.44$38.565.71%
$37.00Sep 18$0.59$1.54$2.13$34.87$39.135.91%
$35.00Sep 18$1.61$0.58$2.19$32.81$37.196.07%
$37.50Sep 18$0.39$1.87$2.26$35.24$39.766.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 0.53% of stock, avg 2.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$33.50Sep 4$0.12$0.07$0.19$33.31$38.19
$38.50$33.50Sep 4$0.15$0.07$0.22$33.28$38.72
$37.50$33.50Sep 4$0.16$0.07$0.23$33.27$37.73
$38.00$34.50Sep 4$0.12$0.18$0.30$34.20$38.30
$38.00$35.00Sep 4$0.12$0.18$0.30$34.70$38.30
$38.50$34.50Sep 4$0.15$0.18$0.33$34.17$38.83
$37.50$35.00Sep 4$0.16$0.18$0.34$34.66$37.84
$37.50$34.50Sep 4$0.16$0.18$0.34$34.16$37.84
$38.50$35.00Sep 4$0.15$0.18$0.33$34.67$38.83
$39.00$33.00Sep 11$0.19$0.18$0.37$32.63$39.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.00, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
32/3338/38Sep 11$0.25$0.2564%1.00$32.75$37.75
33/3438/39Sep 25$0.53$0.4746%1.13$33.47$38.53
34/3538/40Oct 2$0.94$1.0630%0.89$34.06$38.94
31/3438/40Oct 2$0.78$2.2242%0.35$33.22$38.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 25$0.10$0.9026%9.00
$36.50$37.00$37.50Sep 11$0.07$0.4317%6.14
$37.50$38.00$38.50Sep 4$0.07$0.435%6.14
$34.00$35.00$36.00Sep 18$0.25$0.7531%3.00
$38.50$39.00$39.50Sep 11$0.08$0.428%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.50$35.00$35.50Sep 4$0.05$0.4512%9.00
$34.00$34.50$35.00Sep 11$0.05$0.4512%9.00
$36.50$37.00$37.50Sep 18$0.08$0.4216%5.25
$35.00$36.00$37.00Sep 25$0.20$0.8026%4.00
$31.50$32.50$33.50Sep 18$0.18$0.8213%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.18, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$36.001:2Sep 4-$0.05$0.95
$35.00$37.001:2Oct 2-$0.59$1.41
$35.00$36.001:2Sep 18-$0.37$0.63
$37.00$38.001:2Sep 25-$0.13$0.87
$37.00$38.001:2Oct 2-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$35.001:2Oct 2-$0.18$1.82
$34.00$32.001:2Oct 9-$0.01$1.99
$35.00$34.001:2Oct 2-$0.05$0.95
$36.00$35.001:2Sep 25-$0.19$0.81
$37.00$36.001:2Sep 25-$0.44$0.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.94%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 2$0.700.462.6%1.94%4.58%5--
$38.00Oct 2$0.410.355.4%1.14%6.55%2159
$38.00Sep 25$0.450.295.4%1.25%6.66%38402
$37.00Sep 25$0.580.412.6%1.61%4.24%17219
$36.50Sep 18$0.600.441.2%1.66%2.91%6--
$37.00Sep 18$0.430.362.6%1.19%3.83%1011.2K
$39.00Sep 25$0.060.208.2%0.17%8.35%136230
$38.00Sep 18$0.180.235.4%0.50%5.91%602.9K
$37.00Sep 11$0.240.312.6%0.67%3.30%253458
$36.50Sep 11$0.350.401.2%0.97%2.22%25--

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 1,954
Total Puts 3,367
Put/Call Ratio 1.72
Net Difference -1,413

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,754
Total Puts 18,128
Average Put/Call Ratio 0.73
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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