Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.62 -2.32%
$36.85 (+0.63%)🌙
as of 09/03 07:04 PM
9/3 19:04

Option Volume

Detail
Current (09/03) 6,292
Calls: 3,263 (52%)
Puts: 3,029 (48%)
Prior (09/02) 14,162
Calls: 8,561 (60%)
Puts: 5,601 (40%)
Current vs Prior -55.57%
Calls: -61.89% (Calls)
Puts: -45.92% (Puts)
Prior 7-Day Total 57,499
Calls: 29,407 (51%)
Puts: 28,092 (49%)
Prior 7-Day Average 8,214
Calls: 4,201 (51%)
Puts: 4,013 (49%)
Current vs Prior 7-Day Avg -23.40%
Calls: -22.33%
Puts: -24.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $985.1K
Calls: $686.9K (70%)
Puts: $298.2K (30%)
Prior (09/02) $2.15M
Calls: $1.79M (83%)
Puts: $356.1K (17%)
Current vs Prior -54.19%
Calls: -61.72%
Puts: -16.27%
Prior 7-Day Total $9.07M
Calls: $6.49M (72%)
Puts: $2.58M (28%)
Prior 7-Day Average $1.30M
Calls: $926.6K (72%)
Puts: $369.1K (28%)
Current vs Prior 7-Day Avg -23.97%
Calls: -25.87%
Puts: -19.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.93
Prior (09/02) 0.65
Current vs Prior +41.89%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -14.35%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03) 93,103
Calls: 75,945 (82%)
Puts: 17,158 (18%)
Prior (09/02) 153,463
Calls: 121,084 (79%)
Puts: 32,379 (21%)
Current vs Prior -39.33%
Prior 7-Day Total 901,205
Calls: 724,669 (80%)
Puts: 176,536 (20%)
Prior 7-Day Average 128,743
Calls: 103,524 (80%)
Puts: 25,219 (20%)
Current vs Prior 7-Day Avg -27.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.85% | 6.34%6.01% | 10.60%
Prior 3.25% | 5.28%5.89% | 10.46%
Current vs Prior +18.32% | +19.96%+1.91% | +1.33%
Prior 7-Day Avg 3.42% | 4.93%6.51% | 10.78%
Current vs 7-Day Avg +12.65% | +28.61%-7.78% | -1.73%
Prior 7-Day Eod 3.25% | 5.28%5.89% | 10.46%
Current vs 7-Day Eod +18.32% | +19.96%+1.91% | +1.33%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 142.39% | 41.67%
Calls: 230.97% | 38.88%
Puts: 53.83% | 44.47%
Current vs 7-Day Avg -35.63% | +227.56%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($686.9K). Light premium activity with dollar volume down 54% vs prior. Below-average activity with volume down 56% vs prior. P/C ratio rising 42% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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. 1 found (avg $0.84, cheapest $0.84)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 160.770.90$0.8415.5%50.32--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Sep 43.804.45$4.1315.7%30.98--
$33.00Sep 43.254.00$3.6320.7%50.988
$32.00Sep 184.354.90$4.6311.9%50.961.5K
$34.50Sep 41.703.50$2.6069.2%20.955
$30.00Sep 46.307.10$6.7011.9%100.944
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 40.771.94$1.3686.0%21.00--
$41.50Sep 43.505.90$4.7051.1%31.00--
$41.00Sep 43.455.20$4.3340.4%20.93--
$40.50Sep 42.604.90$3.7561.3%50.91--
$42.00Sep 43.606.35$4.9755.3%20.87--

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 3.0K, top 558)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 110.080.52$0.30146.7%5580.26530
$38.00Sep 180.370.66$0.5255.8%2830.322.8K
$37.00Oct 161.481.64$1.5610.3%2690.48194
$35.00Sep 181.872.16$2.0214.4%1190.782.8K
$37.00Sep 110.470.77$0.6248.4%780.44568
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Sep 110.342.00$1.17141.9%3780.4630
$37.00Sep 110.751.13$0.9440.4%2030.56321
$36.00Oct 161.181.37$1.2715.0%1120.4263
$37.00Oct 161.691.97$1.8315.3%1000.51--
$30.00Oct 160.030.21$0.12150.0%690.062

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 87.3%, max 261.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Sep 4Sep 1893.4%25.8%261.6%2380
$36.00Sep 4Sep 2577.7%29.9%159.7%4150
$36.50Sep 11Sep 1858.4%29.8%96.2%5380
$37.50Sep 4Sep 1851.4%27.1%89.8%30271
$37.00Sep 4Oct 1638.2%35.1%8.7%270194
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Sep 4Oct 1677.7%31.1%149.8%152166
$35.00Sep 11Oct 1636.9%32.9%12.1%26111
$36.50Sep 4Sep 1162.3%58.4%6.7%388227
$37.00Sep 11Oct 1635.7%35.1%1.5%303321

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.75, avg 2.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$37.00Sep 25$0.26$0.74$0.2662%2.85$36.26
$36.00$37.00Sep 4$0.51$0.49$0.5173%0.96$36.51
$36.50$37.00Sep 18$0.18$0.32$0.1855%1.78$36.68
$39.00$40.00Oct 16$0.20$0.80$0.2032%4.00$39.20
$37.00$38.00Oct 16$0.39$0.61$0.3948%1.56$37.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.50$38.50Sep 18$0.57$0.43$0.5784%0.75$38.93
$42.00$41.50Sep 4$0.27$0.23$0.2787%0.85$41.73
$36.00$35.00Oct 2$0.25$0.75$0.2539%3.00$35.75
$37.50$37.00Sep 18$0.25$0.25$0.2565%1.00$37.25
$36.00$35.00Oct 16$0.32$0.68$0.3242%2.12$35.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.20, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$38.50Sep 18$0.33$0.33$0.1768%1.94$38.33
$37.00$37.50Sep 18$0.39$0.39$0.1153%3.55$37.39
$41.00$42.00Oct 16$0.21$0.21$0.7981%0.27$41.21
$37.00$40.00Sep 25$0.80$0.80$2.2052%0.36$37.80
$38.50$39.00Sep 11$0.10$0.10$0.4082%0.25$38.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$30.00Oct 16$0.83$0.83$4.1767%0.20$34.17
$36.00$35.50Sep 18$0.37$0.37$0.1362%2.85$35.63
$36.00$35.00Sep 11$0.41$0.41$0.5963%0.69$35.59
$35.00$34.00Oct 2$0.36$0.36$0.6471%0.56$34.64
$36.00$34.00Sep 4$0.23$0.23$1.7772%0.13$35.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.49, cheapest $0.85)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.4138.2%35.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Sep 4Sep 11$0.8562.3%58.4%
$37.00Sep 11Sep 18$0.2235.7%33.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.65% of stock, avg 6.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.00Sep 4$0.72$0.25$0.97$35.03$36.972.65%
$38.00Sep 4$0.05$1.36$1.41$36.59$39.413.85%
$37.00Sep 11$0.62$0.94$1.56$35.44$38.564.26%
$36.00Sep 11$1.23$0.62$1.85$34.15$37.855.05%
$37.50Sep 18$0.47$1.41$1.88$35.62$39.385.13%
$36.00Sep 18$1.31$0.66$1.97$34.03$37.975.38%
$37.00Sep 18$0.86$1.16$2.02$34.98$39.025.52%
$36.00Sep 25$1.34$0.76$2.10$33.90$38.105.73%
$38.00Sep 11$0.30$1.97$2.27$35.73$40.276.20%
$35.00Sep 18$2.02$0.31$2.33$32.67$37.336.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.71% of stock, avg 2.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$39.00$34.00Sep 11$0.09$0.17$0.26$33.74$39.26
$39.00$35.00Sep 11$0.09$0.21$0.30$34.70$39.30
$39.00$34.50Sep 11$0.09$0.24$0.33$34.17$39.33
$38.50$34.00Sep 18$0.19$0.14$0.33$33.67$38.83
$38.00$36.00Sep 4$0.05$0.25$0.30$35.70$38.30
$38.50$34.00Sep 11$0.19$0.17$0.36$33.64$38.86
$37.50$36.00Sep 4$0.14$0.25$0.39$35.61$37.89
$38.50$35.00Sep 11$0.19$0.21$0.40$34.60$38.90
$38.50$34.50Sep 11$0.19$0.24$0.43$34.07$38.93
$38.50$36.00Sep 4$0.17$0.25$0.42$35.58$38.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.00, avg credit $0.90)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3538/38Sep 18$0.50$0.5046%1.00$34.50$38.50
30/3541/42Oct 16$1.04$3.9648%0.26$33.96$42.04
30/3540/41Oct 16$1.02$3.9842%0.26$33.98$41.02
30/3539/40Oct 16$1.03$3.9736%0.26$33.97$40.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Oct 16$0.06$0.9417%15.67
$34.00$35.00$36.00Sep 18$0.13$0.8726%6.69
$37.00$37.50$38.00Sep 11$0.08$0.4218%5.25
$36.00$36.50$37.00Sep 18$0.09$0.4116%4.56
$38.00$39.00$40.00Oct 16$0.13$0.8715%6.69
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 25$0.22$0.7828%3.55
$35.00$36.00$37.00Oct 16$0.24$0.7619%3.17
$34.00$35.00$36.00Sep 25$0.34$0.6619%1.94
$35.00$35.50$36.00Sep 18$0.39$0.1115%0.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-1.09, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 18-$1.09$0.91
$35.00$36.001:2Sep 25-$0.36$0.64
$35.50$36.001:2Sep 4-$0.15$0.35
$38.50$41.001:2Sep 4-$0.17$2.33
$35.00$36.001:2Sep 18-$0.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.001:2Sep 18-$0.16$0.84
$37.00$36.001:2Sep 25-$0.19$0.81
$36.00$35.001:2Sep 25-$0.06$0.94
$36.50$36.001:2Sep 11-$0.07$0.43
$38.50$37.501:2Sep 18-$0.67$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 4.04%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.480.481.0%4.04%5.08%269194
$38.00Oct 16$1.030.403.8%2.81%6.58%5179
$39.00Oct 16$0.770.326.5%2.10%8.60%5--
$40.00Oct 16$0.500.259.2%1.37%10.60%48360
$37.00Oct 2$1.100.491.0%3.00%4.04%253
$37.00Sep 25$0.920.471.0%2.51%3.55%1--
$38.00Oct 9$0.440.383.8%1.20%4.97%2--
$37.00Sep 18$0.690.471.0%1.88%2.92%3111.2K
$38.00Sep 18$0.370.323.8%1.01%4.78%2832.8K
$42.00Oct 16$0.100.1214.7%0.27%14.96%182

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 3,263
Total Puts 3,029
Put/Call Ratio 0.93
Net Difference 234

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,407
Total Puts 28,092
Average Put/Call Ratio 1.08
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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