Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.49 +3.59%
$37.52 (+0.08%)🌙
as of 09/02 07:02 PM
9/2 19:02

Option Volume

Detail
Current (09/02) 14,162
Calls: 8,561 (60%)
Puts: 5,601 (40%)
Prior (09/01) 10,196
Calls: 4,125 (40%)
Puts: 6,071 (60%)
Current vs Prior +38.90%
Calls: +107.54% (Calls)
Puts: -7.74% (Puts)
Prior 7-Day Total 51,102
Calls: 26,237 (51%)
Puts: 24,865 (49%)
Prior 7-Day Average 7,300
Calls: 3,748 (51%)
Puts: 3,552 (49%)
Current vs Prior 7-Day Avg +93.99%
Calls: +128.41%
Puts: +57.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $2.15M
Calls: $1.79M (83%)
Puts: $356.1K (17%)
Prior (09/01) $2.20M
Calls: $1.08M (49%)
Puts: $1.12M (51%)
Current vs Prior -2.41%
Calls: +65.73%
Puts: -68.23%
Prior 7-Day Total $8.22M
Calls: $5.86M (71%)
Puts: $2.36M (29%)
Prior 7-Day Average $1.17M
Calls: $836.9K (71%)
Puts: $337.7K (29%)
Current vs Prior 7-Day Avg +83.08%
Calls: +114.42%
Puts: +5.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.65
Prior (09/01) 1.47
Current vs Prior -55.55%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -37.89%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 153,463
Calls: 121,084 (79%)
Puts: 32,379 (21%)
Prior (09/01) 144,639
Calls: 98,522 (68%)
Puts: 46,117 (32%)
Current vs Prior +6.10%
Prior 7-Day Total 883,435
Calls: 720,025 (82%)
Puts: 163,410 (18%)
Prior 7-Day Average 126,205
Calls: 102,860 (82%)
Puts: 23,344 (18%)
Current vs Prior 7-Day Avg +21.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.25% | 5.28%5.89% | 10.46%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +0.66% | +4.44%-5.60% | -0.42%
Prior 7-Day Avg 3.57% | 4.92%6.15% | 10.51%
Current vs 7-Day Avg -8.92% | +7.32%-4.21% | -0.53%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +0.66% | +4.44%-5.60% | -0.42%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +58.33% | +157.09%
Prior 7-Day Avg 153.50% | 25.09%
Calls: 264.54% | 21.73%
Puts: 42.48% | 28.46%
Current vs 7-Day Avg -40.29% | +444.06%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($1.79M) vs puts ($356.1K). Dollar volume significantly above 7-day average (83% higher). Volume explosion - 94% above 7-day average (14,162 vs avg 7,300). Bullish P/C ratio of 0.65.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 5.3%, best 5.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 182.752.90$2.835.3%2.1K0.844.6K
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 $0.45, cheapest $0.45)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 180.400.49$0.4520.0%350.291.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 43 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.807.60$7.2011.1%281.0031.1K
$32.00Sep 185.205.75$5.4810.0%300.951.5K
$30.00Sep 46.407.80$7.1019.7%90.941
$35.00Sep 111.353.70$2.5392.9%100.94--
$31.00Sep 44.807.05$5.9337.9%60.946
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 41.872.90$2.3843.3%20.80--
$40.00Sep 42.364.55$3.4663.3%40.74--
$41.50Sep 43.805.25$4.5332.0%10.71--
$38.00Sep 40.620.92$0.7739.0%10.70--
$41.00Sep 43.355.05$4.2040.5%20.69--

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 10.3K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 182.752.90$2.835.3%2.1K0.844.6K
$40.00Sep 180.200.29$0.2536.0%1.6K0.188.4K
$37.00Sep 251.371.66$1.5219.1%7280.58230
$37.50Sep 40.210.61$0.4197.6%1930.51123
$44.00Oct 160.090.20$0.1573.3%1690.0816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.300.55$0.4358.1%2.0K0.273.1K
$37.00Sep 40.010.49$0.25192.0%2270.3388
$34.00Sep 40.010.24$0.13176.9%1570.09437
$34.00Sep 110.000.28$0.14200.0%1500.10145
$33.00Sep 110.000.60$0.30200.0%1110.13163

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 163.7%, max 590.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Sep 4Sep 18305.9%44.3%590.2%461.5K
$33.00Sep 4Sep 18183.8%43.8%319.5%133.2K
$40.00Sep 4Oct 16128.7%35.4%263.8%152301
$39.50Sep 4Sep 1181.0%32.1%152.3%22123
$36.50Sep 4Sep 1857.2%29.0%96.8%57138
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.50Sep 4Sep 18160.9%42.5%278.6%6136
$37.00Sep 4Sep 2542.7%31.2%37.0%248190
$37.50Sep 11Sep 1836.1%29.7%21.6%7615

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 0.79, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$34.50Sep 4$0.28$0.22$0.2891%0.79$34.28
$37.00$38.00Oct 16$0.35$0.65$0.3556%1.86$37.35
$35.00$36.00Sep 25$0.66$0.34$0.6682%0.52$35.66
$36.00$36.50Sep 18$0.23$0.27$0.2373%1.17$36.23
$36.50$37.00Sep 4$0.29$0.21$0.2975%0.72$36.79
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$32.00Oct 2$0.24$2.76$0.2422%11.50$34.76
$38.00$37.50Sep 11$0.20$0.30$0.2062%1.50$37.80
$37.50$37.00Sep 18$0.19$0.31$0.1950%1.63$37.31
$36.00$35.00Oct 2$0.22$0.78$0.2231%3.55$35.78
$41.50$41.00Sep 4$0.33$0.17$0.3371%0.52$41.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.52, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$42.00Oct 16$0.34$0.34$0.6677%0.52$41.34
$38.00$38.50Sep 11$0.29$0.29$0.2162%1.38$38.29
$38.50$39.00Sep 18$0.26$0.26$0.2463%1.08$38.76
$38.00$39.00Oct 16$0.50$0.50$0.5053%1.00$38.50
$40.00$41.00Oct 16$0.32$0.32$0.6869%0.47$40.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$35.00Sep 11$0.54$0.54$1.4657%0.37$36.46
$36.00$35.00Sep 25$0.31$0.31$0.6970%0.45$35.69
$36.50$36.00Sep 4$0.17$0.17$0.3375%0.52$36.33
$34.50$34.00Sep 4$0.10$0.10$0.4086%0.25$34.40
$36.00$35.50Sep 18$0.11$0.11$0.3973%0.28$35.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.34, cheapest $0.23)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2342.7%34.8%
$37.50Sep 4Sep 11$0.3436.7%36.1%
$38.00Sep 4Sep 11$0.3733.9%36.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.4242.7%34.8%
$38.00Sep 4Sep 11$0.3633.9%36.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.53% of stock, avg 6.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.00Sep 4$0.18$0.77$0.95$37.05$38.952.53%
$37.00Sep 4$0.82$0.25$1.07$35.93$38.072.85%
$36.50Sep 4$1.11$0.24$1.35$35.15$37.853.60%
$35.50Sep 4$1.54$0.05$1.59$33.91$37.094.24%
$36.00Sep 4$1.59$0.07$1.66$34.34$37.664.43%
$37.50Sep 11$0.75$0.93$1.68$35.82$39.184.48%
$38.00Sep 11$0.55$1.13$1.68$36.32$39.684.48%
$37.00Sep 11$1.05$0.67$1.72$35.28$38.724.59%
$37.00Sep 18$1.30$0.72$2.02$34.98$39.025.39%
$36.00Sep 18$1.91$0.43$2.34$33.66$38.346.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.67% of stock, avg 2.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$39.50$35.00Sep 11$0.12$0.13$0.25$34.75$39.75
$39.50$34.00Sep 11$0.12$0.14$0.26$33.74$39.76
$39.00$35.00Sep 11$0.17$0.13$0.30$34.70$39.30
$39.00$34.00Sep 11$0.17$0.14$0.31$33.69$39.31
$38.50$34.50Sep 4$0.10$0.23$0.33$34.17$38.83
$39.50$33.50Sep 11$0.12$0.22$0.34$33.16$39.84
$38.50$36.50Sep 4$0.10$0.24$0.34$36.16$38.84
$42.00$34.00Sep 25$0.15$0.21$0.36$33.64$42.36
$41.00$34.00Sep 25$0.18$0.21$0.39$33.61$41.39
$38.50$37.00Sep 4$0.10$0.25$0.35$36.65$38.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 0.79, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3640/41Sep 18$0.22$0.2857%0.79$35.78$40.72
35/3639/40Sep 25$0.54$0.4640%1.17$35.46$39.54
35/3639/40Oct 2$0.51$0.4935%1.04$35.49$39.51
36/3639/40Sep 18$0.31$0.6944%0.45$35.69$39.31
32/3539/40Oct 2$0.53$2.4744%0.21$34.47$39.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 25$0.06$0.9426%15.67
$40.00$41.00$42.00Sep 25$0.06$0.949%15.67
$38.00$39.00$40.00Sep 25$0.18$0.8226%4.56
$37.00$38.00$39.00Sep 25$0.20$0.8028%4.00
$39.00$40.00$41.00Sep 25$0.14$0.8618%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$33.50$34.00$34.50Sep 18$0.10$0.404%4.00
$35.50$36.00$36.50Sep 4$0.15$0.3517%2.33
$34.00$35.00$36.00Sep 25$0.22$0.7818%3.55
$34.00$34.50$35.00Sep 11$0.13$0.372%2.85
$33.50$34.00$34.50Sep 4$0.34$0.161%0.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-1.16, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$35.001:2Sep 18-$1.16$0.84
$37.00$38.001:2Sep 18-$0.22$0.78
$38.00$39.001:2Sep 25-$0.09$0.91
$34.50$35.501:2Sep 4-$0.68$0.32
$37.00$38.001:2Sep 25-$0.30$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$32.001:2Oct 2$0.00$3.00
$37.00$36.001:2Sep 18-$0.14$0.86
$37.00$36.001:2Sep 25-$0.29$0.71
$35.00$34.001:2Sep 25-$0.12$0.88
$34.50$34.001:2Sep 18-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.87%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.450.471.4%3.87%5.23%20--
$39.00Oct 16$1.060.384.0%2.83%6.86%165.1K
$40.00Oct 16$0.740.316.7%1.97%8.67%149238
$41.00Oct 16$0.310.239.4%0.83%10.19%6--
$38.00Sep 25$0.690.451.4%1.84%3.20%78588
$38.00Sep 18$0.660.421.4%1.76%3.12%542.7K
$39.00Sep 18$0.400.294.0%1.07%5.09%351.5K
$39.00Oct 2$0.280.344.0%0.75%4.77%962
$38.50Sep 18$0.360.372.7%0.96%3.65%279
$40.00Oct 2$0.120.236.7%0.32%7.02%120

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 8,561
Total Puts 5,601
Put/Call Ratio 0.65
Net Difference 2,960

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,237
Total Puts 24,865
Average Put/Call Ratio 1.05
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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