Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.19 +0.39%
$36.24 (+0.14%)🌙
as of 09/01 07:07 PM
9/1 19:07

Option Volume

Detail
Current (09/01) 10,196
Calls: 4,125 (40%)
Puts: 6,071 (60%)
Prior (08/31) 5,321
Calls: 1,954 (37%)
Puts: 3,367 (63%)
Current vs Prior +91.62%
Calls: +111.11% (Calls)
Puts: +80.31% (Puts)
Prior 7-Day Total 44,554
Calls: 24,105 (54%)
Puts: 20,449 (46%)
Prior 7-Day Average 6,364
Calls: 3,443 (54%)
Puts: 2,921 (46%)
Current vs Prior 7-Day Avg +60.19%
Calls: +19.79%
Puts: +107.82%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $2.20M
Calls: $1.08M (49%)
Puts: $1.12M (51%)
Prior (08/31) $573.9K
Calls: $327.1K (57%)
Puts: $246.8K (43%)
Current vs Prior +283.98%
Calls: +231.06%
Puts: +354.10%
Prior 7-Day Total $6.89M
Calls: $5.50M (80%)
Puts: $1.39M (20%)
Prior 7-Day Average $983.7K
Calls: $785.6K (80%)
Puts: $198.1K (20%)
Current vs Prior 7-Day Avg +124.02%
Calls: +37.83%
Puts: +465.78%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 1.47
Prior (08/31) 1.72
Current vs Prior -14.59%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +53.06%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 144,639
Calls: 98,522 (68%)
Puts: 46,117 (32%)
Prior (08/31) 124,432
Calls: 116,034 (93%)
Puts: 8,398 (7%)
Current vs Prior +16.24%
Prior 7-Day Total 837,564
Calls: 708,383 (85%)
Puts: 129,181 (15%)
Prior 7-Day Average 119,652
Calls: 101,197 (85%)
Puts: 18,454 (15%)
Current vs Prior 7-Day Avg +20.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.23% | 5.06%6.24% | 10.50%
Prior 4.08% | 4.66%6.32% | 10.43%
Current vs Prior -20.72% | +8.51%-1.26% | +0.67%
Prior 7-Day Avg 3.69% | 4.83%5.84% | 10.26%
Current vs 7-Day Avg -12.46% | +4.66%+6.86% | +2.36%
Prior 7-Day Eod 4.08% | 4.66%6.32% | 10.43%
Current vs 7-Day Eod -20.72% | +8.51%-1.26% | +0.67%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Prior 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs Prior -65.83% | +159.99%
Prior 7-Day Avg 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs 7-Day Avg -65.83% | +159.99%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 284% vs prior. Dollar volume significantly above 7-day average (124% higher). Above-average activity with volume up 92% vs prior. Bearish P/C ratio of 1.47 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 4 of results (avg 8.9%, best 8.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 46.907.50$7.208.3%80.88--
$31.00Sep 185.005.45$5.238.6%51.00682
$30.00Sep 185.756.30$6.039.1%1001.00--
$31.00Sep 44.905.40$5.159.7%110.862
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. 29 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 185.756.30$6.039.1%1001.00--
$31.00Sep 185.005.45$5.238.6%51.00682
$30.00Sep 45.906.55$6.2310.4%80.941
$33.00Sep 183.003.80$3.4023.5%10.93--
$32.00Sep 184.054.60$4.3212.7%10.911.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Sep 44.405.10$4.7514.7%10.92--
$41.50Sep 44.706.10$5.4025.9%10.92--
$38.00Sep 41.612.14$1.8828.2%10.9050
$37.50Sep 41.281.67$1.4826.4%10.8636
$37.00Sep 40.761.30$1.0352.4%10.7989

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 3.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 250.320.97$0.65100.0%2960.30439
$38.00Sep 180.180.50$0.3494.1%2160.242.9K
$40.00Sep 180.050.30$0.18138.9%1890.128.5K
$30.00Sep 185.756.30$6.039.1%1001.00--
$35.50Sep 110.631.27$0.9567.4%960.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 180.030.31$0.17164.7%1.0K0.102.0K
$34.00Sep 40.010.09$0.05160.0%1190.07424
$35.50Sep 40.000.74$0.37200.0%520.3492
$36.00Sep 40.150.65$0.40125.0%520.4655
$35.00Sep 40.050.20$0.13115.4%500.1897

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 17.8%, max 44.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.50Sep 4Sep 1848.8%33.8%44.4%5820
$38.50Sep 11Sep 1836.0%28.9%24.5%70113
$39.00Sep 11Sep 2543.7%37.2%17.5%121296
$36.00Sep 4Oct 234.7%30.0%15.6%94182
$36.50Sep 4Sep 1834.6%33.5%3.3%21130
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Sep 4Oct 238.6%31.1%23.9%55164
$36.00Sep 4Oct 1634.7%31.5%9.9%5355

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 5.67, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$38.00Sep 25$0.15$0.85$0.1539%5.67$37.15
$35.50$36.00Sep 11$0.14$0.36$0.1464%2.57$35.64
$38.00$40.00Oct 16$0.35$1.65$0.3533%4.71$38.35
$36.50$37.00Sep 11$0.10$0.40$0.1044%4.00$36.60
$36.00$36.50Sep 18$0.18$0.32$0.1853%1.78$36.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Sep 11$0.20$0.80$0.2044%4.00$35.80
$36.00$34.00Sep 18$0.52$1.48$0.5248%2.85$35.48
$35.00$32.00Sep 25$0.39$2.61$0.3934%6.69$34.61
$36.50$36.00Sep 4$0.26$0.24$0.2663%0.92$36.24
$35.00$34.00Sep 11$0.18$0.82$0.1827%4.56$34.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 1.17, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Oct 16$0.54$0.54$0.4656%1.17$37.54
$39.00$39.50Sep 11$0.15$0.15$0.3584%0.43$39.15
$37.50$38.00Sep 11$0.20$0.20$0.3073%0.67$37.70
$36.50$37.00Sep 18$0.28$0.28$0.2255%1.27$36.78
$38.00$38.50Sep 18$0.16$0.16$0.3476%0.47$38.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.55$0.55$0.4551%1.22$35.45
$36.00$32.00Oct 16$1.12$1.12$2.8853%0.39$34.88
$35.50$35.00Sep 4$0.24$0.24$0.2666%0.92$35.26
$34.00$32.50Sep 18$0.26$0.26$1.2478%0.21$33.74
$34.00$33.50Sep 11$0.10$0.10$0.4085%0.25$33.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.21, cheapest $0.14)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.50Sep 4Sep 11$0.1448.8%35.5%
$36.50Sep 4Sep 11$0.2434.6%27.7%
$36.00Sep 4Sep 11$0.3034.7%28.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.1734.7%28.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.51% of stock, avg 4.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.00Sep 4$0.51$0.40$0.91$35.09$36.912.51%
$36.50Sep 4$0.28$0.66$0.94$35.56$37.442.60%
$37.00Sep 4$0.13$1.03$1.16$35.84$38.163.21%
$35.50Sep 4$0.81$0.37$1.18$34.32$36.683.26%
$35.00Sep 4$1.22$0.13$1.35$33.65$36.353.73%
$36.00Sep 11$0.81$0.57$1.38$34.62$37.383.81%
$37.50Sep 4$0.09$1.48$1.57$35.93$39.074.34%
$36.00Sep 18$1.02$0.89$1.91$34.09$37.915.28%
$38.00Sep 4$0.06$1.88$1.94$36.06$39.945.36%
$37.50Sep 18$0.39$1.84$2.23$35.27$39.736.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.30% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$34.00Sep 4$0.06$0.05$0.11$33.89$38.11
$38.00$34.50Sep 4$0.06$0.06$0.12$34.38$38.12
$37.50$34.00Sep 4$0.09$0.05$0.14$33.86$37.64
$37.50$34.50Sep 4$0.09$0.06$0.15$34.35$37.65
$37.00$34.00Sep 4$0.13$0.05$0.18$33.82$37.18
$38.00$35.00Sep 4$0.06$0.13$0.19$34.81$38.19
$37.00$34.50Sep 4$0.13$0.06$0.19$34.31$37.19
$37.50$35.00Sep 4$0.09$0.13$0.22$34.78$37.72
$38.50$33.00Sep 11$0.17$0.06$0.23$32.77$38.73
$37.00$35.00Sep 4$0.13$0.13$0.26$34.74$37.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3439/40Sep 11$0.25$0.2569%1.00$33.75$39.25
34/3438/38Sep 11$0.30$0.2058%1.50$33.70$37.80
34/3539/40Sep 11$0.33$0.6757%0.49$34.67$39.33
34/3538/38Sep 11$0.38$0.6245%0.61$34.62$37.88
32/3438/38Sep 18$0.42$1.0855%0.39$33.58$38.42
32/3538/39Sep 25$0.65$2.3536%0.28$34.35$38.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Oct 2$0.07$0.9322%13.29
$36.00$36.50$37.00Sep 4$0.08$0.4234%5.25
$35.50$36.00$36.50Sep 4$0.07$0.4330%6.14
$35.00$35.50$36.00Sep 4$0.11$0.3930%3.55
$36.50$37.00$37.50Sep 4$0.11$0.3923%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Sep 4$0.11$0.3933%3.55
$36.50$37.00$37.50Sep 4$0.08$0.4223%5.25
$34.00$34.50$35.00Sep 4$0.06$0.4411%7.33
$33.00$33.50$34.00Sep 11$0.07$0.439%6.14
$34.50$35.00$35.50Sep 4$0.17$0.3325%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.25, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 16-$0.25$1.75
$38.00$40.001:2Oct 16-$0.07$1.93
$36.00$36.501:2Sep 4-$0.05$0.45
$37.00$38.001:2Oct 16-$0.23$0.77
$38.00$39.001:2Sep 25-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$35.001:2Sep 11-$0.17$0.83
$36.50$36.001:2Sep 4-$0.14$0.36
$37.00$36.501:2Sep 4-$0.29$0.21
$35.00$34.001:2Oct 2-$0.20$0.80
$36.00$35.501:2Sep 4-$0.34$0.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.26%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.180.442.2%3.26%5.50%40191
$37.00Oct 2$0.870.412.2%2.40%4.64%252
$41.00Oct 16$0.260.1813.3%0.72%14.01%1119
$40.00Oct 16$0.340.2010.5%0.94%11.47%9229
$38.00Oct 16$0.480.335.0%1.33%6.33%1178
$37.00Sep 25$0.680.392.2%1.88%4.12%2231
$38.00Oct 2$0.350.315.0%0.97%5.97%5160
$38.00Sep 25$0.320.305.0%0.88%5.89%296439
$39.00Sep 25$0.170.217.8%0.47%8.23%81296
$37.00Sep 18$0.410.362.2%1.13%3.37%2911.2K

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 4,125
Total Puts 6,071
Put/Call Ratio 1.47
Net Difference -1,946

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,105
Total Puts 20,449
Average Put/Call Ratio 0.96
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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