Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.76 +1.10%
$35.98 (-2.12%)🌙
as of 09/08 07:01 PM
9/8 19:01

Option Volume

Detail
Current (09/08) 6,769
Calls: 3,821 (56%)
Puts: 2,948 (44%)
Prior (09/04) 5,835
Calls: 2,050 (35%)
Puts: 3,785 (65%)
Current vs Prior +16.01%
Calls: +86.39% (Calls)
Puts: -22.11% (Puts)
Prior 7-Day Total 53,211
Calls: 25,802 (48%)
Puts: 27,409 (52%)
Prior 7-Day Average 7,601
Calls: 3,686 (48%)
Puts: 3,915 (52%)
Current vs Prior 7-Day Avg -10.95%
Calls: +3.66%
Puts: -24.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $470.2K
Calls: $370.9K (79%)
Puts: $99.3K (21%)
Prior (09/04) $867.3K
Calls: $504.0K (58%)
Puts: $363.3K (42%)
Current vs Prior -45.79%
Calls: -26.42%
Puts: -72.67%
Prior 7-Day Total $9.20M
Calls: $6.35M (69%)
Puts: $2.85M (31%)
Prior 7-Day Average $1.31M
Calls: $907.8K (69%)
Puts: $406.8K (31%)
Current vs Prior 7-Day Avg -64.24%
Calls: -59.15%
Puts: -75.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.77
Prior (09/04) 1.85
Current vs Prior -58.21%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg -36.66%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/08) 101,543
Calls: 73,807 (73%)
Puts: 27,736 (27%)
Prior (09/04) 176,817
Calls: 153,955 (87%)
Puts: 22,862 (13%)
Current vs Prior -42.57%
Prior 7-Day Total 945,114
Calls: 781,267 (83%)
Puts: 163,847 (17%)
Prior 7-Day Average 135,016
Calls: 111,609 (83%)
Puts: 23,406 (17%)
Current vs Prior 7-Day Avg -24.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.62% | 5.44%5.44% | 10.04%
Prior 4.51% | 5.78%5.78% | 10.67%
Current vs Prior -19.78% | -5.80%-5.80% | -5.93%
Prior 7-Day Avg 3.72% | 5.31%6.16% | 10.65%
Current vs 7-Day Avg -2.69% | +2.52%-11.74% | -5.72%
Prior 7-Day Eod 4.51% | 5.78%5.78% | 10.67%
Current vs 7-Day Eod -19.78% | -5.80%-5.80% | -5.93%
Sentiment BULLISHBULLISH

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 120.17% | 74.83%
Calls: 163.83% | 73.18%
Puts: 76.52% | 76.49%
Current vs 7-Day Avg -23.72% | +82.40%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($370.9K) vs puts ($99.3K). P/C ratio dropping 58% - sentiment shifting bullish. Call-heavy open interest (73,807 calls vs 27,736 puts) suggests bullish positioning. Declining open interest (down 43%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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. 26 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.205.15$4.6820.3%171.001.5K
$34.00Sep 182.553.20$2.8822.6%50.93--
$33.00Sep 112.394.00$3.2050.3%10.925
$30.00Sep 115.807.00$6.4018.8%110.89--
$31.00Sep 114.906.05$5.4821.0%120.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Sep 116.907.90$7.4013.5%10.90--
$38.00Sep 181.421.98$1.7032.9%40.72824
$37.50Sep 180.111.61$0.86174.4%20.6611
$37.00Sep 110.131.10$0.62156.5%470.58590
$37.00Sep 180.641.25$0.9564.2%130.56580

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 3.6K, top 916)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 110.100.20$0.1566.7%9160.201.1K
$37.00Sep 110.240.50$0.3770.3%980.42648
$38.00Sep 250.400.85$0.6371.4%840.36637
$37.00Sep 180.370.89$0.6382.5%730.4411.1K
$40.00Sep 180.080.32$0.20120.0%480.149.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Sep 110.000.12$0.06200.0%4480.08314
$33.00Sep 180.000.13$0.07185.7%4020.06824
$35.00Sep 110.000.16$0.08200.0%3730.11115
$33.50Sep 180.020.18$0.10160.0%2640.0984
$35.50Sep 110.000.56$0.28200.0%900.2436

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 47.8%, max 194.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Sep 11Oct 2396.9%33.0%194.1%2120
$37.50Sep 11Sep 1848.2%31.2%54.4%55281
$36.00Sep 11Oct 1648.9%33.5%45.7%44154
$39.00Sep 18Oct 1645.0%35.4%27.1%186.6K
$37.00Sep 11Oct 2337.1%29.2%26.8%100649
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Sep 11Oct 248.9%35.3%38.2%26193
$37.00Sep 11Sep 1837.1%32.7%13.3%601.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 0.74, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$36.00Sep 11$1.15$0.85$1.1582%0.74$35.15
$37.00$38.00Sep 25$0.27$0.73$0.2750%2.70$37.27
$36.00$37.00Oct 16$0.44$0.56$0.4461%1.27$36.44
$36.00$36.50Sep 18$0.20$0.30$0.2066%1.50$36.20
$35.00$36.00Sep 25$0.65$0.35$0.6578%0.54$35.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Oct 2$0.29$0.71$0.2939%2.45$35.71
$37.00$36.50Sep 11$0.26$0.24$0.2658%0.92$36.74
$36.00$35.00Sep 18$0.25$0.75$0.2535%3.00$35.75
$37.00$36.00Sep 18$0.51$0.49$0.5156%0.96$36.49
$35.00$32.00Sep 25$0.28$2.72$0.2822%9.71$34.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.20, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.50$38.00Sep 11$0.18$0.18$0.3267%0.56$37.68
$37.00$37.50Sep 18$0.22$0.22$0.2856%0.79$37.22
$37.00$38.00Oct 16$0.43$0.43$0.5749%0.75$37.43
$39.00$40.00Sep 18$0.12$0.12$0.8879%0.14$39.12
$38.00$39.00Oct 16$0.33$0.33$0.6758%0.49$38.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$31.00Oct 16$0.49$0.49$2.5177%0.20$33.51
$35.50$35.00Sep 11$0.20$0.20$0.3076%0.67$35.30
$34.50$34.00Sep 18$0.16$0.16$0.3482%0.47$34.34
$36.00$35.00Sep 25$0.37$0.37$0.6364%0.59$35.63
$35.00$32.00Sep 25$0.28$0.28$2.7278%0.10$34.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.21, cheapest $0.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 11Sep 18$0.1448.9%29.8%
$37.50Sep 11Sep 18$0.0848.2%31.2%
$37.00Sep 11Sep 18$0.2637.1%32.7%
$36.50Sep 11Sep 18$0.3436.1%33.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 11Sep 18$0.1148.9%29.8%
$37.00Sep 11Sep 18$0.3337.1%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.69% of stock, avg 5.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Sep 11$0.37$0.62$0.99$36.01$37.992.69%
$36.50Sep 11$0.71$0.36$1.07$35.43$37.572.91%
$37.50Sep 18$0.41$0.86$1.27$36.23$38.773.45%
$36.00Sep 11$1.11$0.33$1.44$34.56$37.443.92%
$37.00Sep 18$0.63$0.95$1.58$35.42$38.584.30%
$36.00Sep 18$1.25$0.44$1.69$34.31$37.694.60%
$38.00Sep 18$0.34$1.70$2.04$35.96$40.045.55%
$35.00Sep 18$2.05$0.19$2.24$32.76$37.246.09%
$36.00Sep 25$1.52$0.73$2.25$33.75$38.256.12%
$35.00Sep 25$2.17$0.36$2.53$32.47$37.536.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.52% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$34.50Sep 11$0.13$0.06$0.19$34.31$38.69
$38.50$35.00Sep 11$0.13$0.08$0.21$34.79$38.71
$38.00$34.50Sep 11$0.15$0.06$0.21$34.29$38.21
$38.00$35.00Sep 11$0.15$0.08$0.23$34.77$38.23
$40.00$33.50Sep 18$0.20$0.10$0.30$33.20$40.30
$40.00$34.00Sep 18$0.20$0.11$0.31$33.69$40.31
$40.00$35.00Sep 18$0.20$0.19$0.39$34.61$40.39
$38.00$35.50Sep 11$0.15$0.28$0.43$35.07$38.43
$38.50$35.50Sep 11$0.13$0.28$0.41$35.09$38.91
$39.00$33.50Sep 18$0.32$0.10$0.42$33.08$39.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 3.17, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3638/38Sep 11$0.38$0.1243%3.17$35.12$37.88
34/3439/40Sep 18$0.28$0.7261%0.39$34.22$39.28
35/3639/40Sep 18$0.37$0.6344%0.59$35.63$39.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Sep 11$0.06$0.4426%7.33
$37.00$38.00$39.00Oct 16$0.10$0.9018%9.00
$39.00$40.00$41.00Sep 18$0.08$0.9210%11.50
$37.00$37.50$38.00Sep 18$0.15$0.3517%2.33
$37.50$38.00$38.50Sep 11$0.16$0.3418%2.12
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 18$0.26$0.7438%2.85
$33.50$34.00$34.50Sep 18$0.15$0.3510%2.33
$34.50$35.00$35.50Sep 11$0.18$0.3216%1.78
$36.00$36.50$37.00Sep 11$0.23$0.2726%1.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-1.08, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 18-$1.08$0.92
$34.00$36.001:2Oct 16-$0.71$1.29
$35.00$36.001:2Sep 18-$0.45$0.55
$36.00$37.001:2Sep 25-$0.28$0.72
$39.00$40.001:2Sep 18-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.501:2Sep 11-$0.10$0.40
$33.00$31.001:2Sep 18-$0.01$1.99
$34.00$33.501:2Sep 18-$0.09$0.41
$36.00$35.001:2Oct 2-$0.40$0.60
$36.00$35.501:2Sep 11-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 4.54%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 23$1.670.540.7%4.54%5.20%21
$37.00Oct 16$1.520.510.7%4.13%4.79%18397
$38.00Oct 16$1.100.423.4%2.99%6.37%38185
$39.00Oct 16$0.720.336.1%1.96%8.05%175.1K
$40.00Oct 16$0.500.298.8%1.36%10.17%3--
$37.00Oct 2$0.930.480.7%2.53%3.18%3953
$39.00Oct 9$0.410.286.1%1.12%7.21%1--
$40.00Oct 9$0.170.228.8%0.46%9.28%8--
$38.00Sep 25$0.400.363.4%1.09%4.46%84637
$37.00Sep 25$0.610.500.7%1.66%2.31%5--

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 3,821
Total Puts 2,948
Put/Call Ratio 0.77
Net Difference 873

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,802
Total Puts 27,409
Average Put/Call Ratio 1.22
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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