Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.36 -0.71%
$37.00 (+1.76%)🌙
as of 09/04 07:04 PM
9/4 19:04

Option Volume

Detail
Current (09/04) 5,835
Calls: 2,050 (35%)
Puts: 3,785 (65%)
Prior (09/03) 6,292
Calls: 3,263 (52%)
Puts: 3,029 (48%)
Current vs Prior -7.26%
Calls: -37.17% (Calls)
Puts: +24.96% (Puts)
Prior 7-Day Total 53,543
Calls: 26,640 (50%)
Puts: 26,903 (50%)
Prior 7-Day Average 7,649
Calls: 3,805 (50%)
Puts: 3,843 (50%)
Current vs Prior 7-Day Avg -23.72%
Calls: -46.13%
Puts: -1.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/04) $867.3K
Calls: $504.0K (58%)
Puts: $363.3K (42%)
Prior (09/03) $985.1K
Calls: $686.9K (70%)
Puts: $298.2K (30%)
Current vs Prior -11.95%
Calls: -26.63%
Puts: +21.85%
Prior 7-Day Total $9.03M
Calls: $6.40M (71%)
Puts: $2.62M (29%)
Prior 7-Day Average $1.29M
Calls: $914.9K (71%)
Puts: $375.0K (29%)
Current vs Prior 7-Day Avg -32.75%
Calls: -44.91%
Puts: -3.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 1.85
Prior (09/03) 0.93
Current vs Prior +98.90%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg +65.37%
Sentiment BEARISH

Open Interest

Detail
Current (09/04) 176,817
Calls: 153,955 (87%)
Puts: 22,862 (13%)
Prior (09/03) 93,103
Calls: 75,945 (82%)
Puts: 17,158 (18%)
Current vs Prior +89.92%
Prior 7-Day Total 849,973
Calls: 693,908 (82%)
Puts: 156,065 (18%)
Prior 7-Day Average 121,424
Calls: 99,129 (82%)
Puts: 22,295 (18%)
Current vs Prior 7-Day Avg +45.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.49% | 4.51%5.78% | 10.67%
Prior 3.85% | 6.34%6.01% | 10.60%
Current vs Prior +17.14% | -8.84%-3.86% | +0.72%
Prior 7-Day Avg 3.50% | 5.13%6.37% | 10.71%
Current vs 7-Day Avg +28.76% | +12.59%-9.35% | -0.32%
Prior 7-Day Eod 3.85% | 6.34%6.01% | 10.60%
Current vs 7-Day Eod +17.14% | -8.84%-3.86% | +0.72%
Sentiment BEARISHBULLISH

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 131.28% | 58.25%
Calls: 197.40% | 56.03%
Puts: 65.17% | 60.48%
Current vs 7-Day Avg -30.18% | +134.32%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.85 - heavy put buying. P/C ratio rising 99% - increased hedging/bearish positioning. Call-heavy open interest (153,955 calls vs 22,862 puts) suggests bullish positioning. Rising open interest (up 90%) indicates new positions being established.

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 NEUTRAL
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 1 of results (avg 4.0%, best 4.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.156.40$6.284.0%490.9831.1K
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. 31 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.156.40$6.284.0%490.9831.1K
$32.00Sep 184.154.70$4.4312.4%50.961.5K
$30.00Sep 44.456.90$5.6843.1%160.945
$33.50Sep 42.513.55$3.0334.3%10.90--
$34.00Sep 182.453.25$2.8528.1%150.902.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 181.562.00$1.7824.7%70.77824
$37.00Sep 110.591.10$0.8560.0%750.71515
$40.50Sep 43.504.70$4.1029.3%10.714
$40.00Sep 43.004.20$3.6033.3%10.693
$38.00Sep 41.091.83$1.4650.7%70.6947

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 2.0K, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.430.77$0.6056.7%1210.4111.2K
$40.00Sep 180.010.16$0.09166.7%1000.08--
$36.50Sep 40.000.29$0.14207.1%890.46139
$35.00Sep 181.621.94$1.7818.0%860.752.8K
$35.00Sep 41.201.78$1.4938.9%750.72107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Oct 161.091.63$1.3639.7%2000.43174
$31.00Sep 180.000.07$0.04175.0%1010.03--
$36.00Sep 40.000.25$0.13192.3%880.27104
$37.00Sep 40.370.85$0.6178.7%850.56315
$37.00Sep 110.591.10$0.8560.0%750.71515

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 2472.0%, max 6470.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Sep 4Sep 182659.0%40.5%6470.9%221.5K
$37.50Sep 4Sep 181375.5%26.5%5082.7%29223
$37.00Sep 4Oct 161092.7%30.3%3507.8%3491
$38.00Sep 4Oct 161047.9%32.1%3165.9%13251
$35.00Sep 4Oct 16970.8%32.8%2860.2%77107
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Sep 4Sep 111946.7%44.4%4283.9%35765
$37.00Sep 4Sep 251092.7%28.7%3704.0%88315
$38.00Sep 4Oct 161047.9%32.1%3165.9%847
$36.00Sep 4Oct 16273.1%33.3%720.4%288278
$36.50Sep 4Sep 18152.1%29.7%411.8%6221

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 2.03, avg 2.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.00$31.00Sep 4$0.33$0.67$0.3394%2.03$30.33
$35.00$36.00Sep 18$0.55$0.45$0.5575%0.82$35.55
$31.00$31.50Sep 4$0.28$0.22$0.2880%0.79$31.28
$37.00$38.00Oct 16$0.31$0.69$0.3148%2.23$37.31
$35.00$35.50Sep 4$0.30$0.20$0.3072%0.67$35.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Sep 18$0.59$0.41$0.5976%0.69$37.41
$37.00$36.50Sep 11$0.20$0.30$0.2071%1.50$36.80
$36.50$36.00Sep 18$0.13$0.37$0.1350%2.85$36.37
$38.00$36.00Oct 16$1.00$1.00$1.0063%1.00$37.00
$35.00$33.50Sep 18$0.17$1.33$0.1725%7.82$34.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 3.55, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$38.50Sep 4$0.39$0.39$0.1168%3.55$38.39
$37.00$38.00Sep 25$0.45$0.45$0.5557%0.82$37.45
$37.00$37.50Sep 18$0.24$0.24$0.2659%0.92$37.24
$36.50$37.00Sep 18$0.28$0.28$0.2249%1.27$36.78
$39.00$39.50Sep 18$0.10$0.10$0.4084%0.25$39.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$34.50Sep 11$0.14$0.14$0.3679%0.39$34.86
$36.00$35.00Oct 16$0.44$0.44$0.5657%0.79$35.56
$36.00$35.00Sep 18$0.38$0.38$0.6259%0.61$35.62
$35.00$33.00Sep 25$0.34$0.34$1.6672%0.20$34.66
$33.00$31.00Sep 18$0.10$0.10$1.9090%0.05$32.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.38, cheapest $0.24)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Sep 4Sep 11$0.50152.1%32.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.241092.7%21.7%
$38.00Sep 4Sep 18$0.321047.9%29.9%
$36.50Sep 4Sep 11$0.46152.1%32.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 0.91% of stock, avg 4.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Sep 4$0.14$0.19$0.33$36.17$36.830.91%
$36.00Sep 4$0.35$0.13$0.48$35.52$36.481.32%
$37.00Sep 11$0.22$0.85$1.07$35.93$38.072.94%
$35.50Sep 4$1.19$0.07$1.26$34.24$36.763.47%
$36.50Sep 11$0.64$0.65$1.29$35.21$37.793.55%
$36.00Sep 11$0.99$0.38$1.37$34.63$37.373.77%
$37.00Sep 4$0.96$0.61$1.57$35.43$38.574.32%
$36.50Sep 18$0.88$0.87$1.75$34.75$38.254.81%
$37.00Sep 18$0.60$1.19$1.79$35.21$38.794.92%
$35.00Sep 4$1.49$0.48$1.97$33.03$36.975.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.55% of stock, avg 2.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$34.50Sep 11$0.10$0.10$0.20$34.30$38.70
$38.00$34.50Sep 11$0.11$0.10$0.21$34.29$38.21
$38.50$34.00Sep 11$0.10$0.14$0.24$33.76$38.74
$38.50$35.50Sep 4$0.17$0.07$0.24$35.26$38.74
$38.00$34.00Sep 11$0.11$0.14$0.25$33.75$38.25
$36.50$35.50Sep 4$0.14$0.07$0.21$35.29$36.71
$36.50$36.00Sep 4$0.14$0.13$0.27$35.73$36.77
$37.50$34.50Sep 11$0.19$0.10$0.29$34.21$37.79
$38.50$36.00Sep 4$0.17$0.13$0.30$35.70$38.80
$38.50$33.00Sep 18$0.18$0.14$0.32$32.68$38.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.11, avg credit $0.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
31/3339/40Sep 18$0.20$1.8074%0.11$32.80$39.20
34/3539/40Sep 18$0.27$1.2359%0.22$34.73$39.27
34/3538/38Sep 18$0.30$1.2050%0.25$34.70$38.30
31/3338/38Sep 18$0.23$1.7765%0.13$32.77$38.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 4.88, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Sep 25$0.17$0.8334%4.88
$38.00$39.00$40.00Oct 16$0.09$0.9116%10.11
$36.00$36.50$37.00Sep 18$0.07$0.4318%6.14
$32.50$33.00$33.50Sep 4$0.06$0.4414%7.33
$37.50$38.00$38.50Sep 11$0.07$0.4312%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 25$0.23$0.7729%3.35
$36.00$36.50$37.00Sep 18$0.19$0.3118%1.63
$34.00$34.50$35.00Sep 11$0.18$0.329%1.78
$35.50$36.00$36.50Sep 11$0.26$0.2421%0.92
$36.00$36.50$37.00Sep 4$0.36$0.1429%0.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-1.27, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 18-$1.27$0.73
$36.00$37.001:2Sep 25-$0.15$0.85
$34.00$35.001:2Sep 18-$0.71$0.29
$37.50$38.001:2Sep 4-$0.05$0.45
$37.00$37.501:2Sep 18-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$36.001:2Oct 16-$0.36$1.64
$37.00$36.001:2Sep 25-$0.28$0.72
$35.00$33.501:2Sep 18-$0.02$1.48
$36.00$35.001:2Sep 25-$0.19$0.81
$38.00$37.001:2Sep 18-$0.60$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 2.23%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$0.810.394.5%2.23%6.74%2--
$37.00Oct 16$1.090.481.8%3.00%4.76%4--
$39.00Oct 16$0.470.307.3%1.29%8.55%165.1K
$40.00Oct 16$0.370.2310.0%1.02%11.03%5394
$37.00Oct 2$0.700.481.8%1.93%3.69%655
$37.00Sep 25$0.610.431.8%1.68%3.44%4--
$36.50Sep 18$0.670.510.4%1.84%2.23%50--
$37.00Sep 18$0.430.411.8%1.18%2.94%12111.2K
$38.00Sep 18$0.180.254.5%0.50%5.01%222.9K
$39.00Sep 18$0.140.167.3%0.39%7.65%61.5K

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 2,050
Total Puts 3,785
Put/Call Ratio 1.85
Net Difference -1,735

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,640
Total Puts 26,903
Average Put/Call Ratio 1.12
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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