Tour v527
TEVA
TEVA PHARMACEUTICAL ADR
$36.85 +0.24%
$36.68 (-0.46%)🌙
as of 09/09 07:04 PM
9/9 19:04

Option Volume

Detail
Current (09/09) 13,024
Calls: 10,415 (80%)
Puts: 2,609 (20%)
Prior (09/08) 6,769
Calls: 3,821 (56%)
Puts: 2,948 (44%)
Current vs Prior +92.41%
Calls: +172.57% (Calls)
Puts: -11.50% (Puts)
Prior 7-Day Total 53,890
Calls: 26,724 (50%)
Puts: 27,166 (50%)
Prior 7-Day Average 7,698
Calls: 3,817 (50%)
Puts: 3,880 (50%)
Current vs Prior 7-Day Avg +69.17%
Calls: +172.81%
Puts: -32.77%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/09) $5.16M
Calls: $4.98M (97%)
Puts: $180.1K (3%)
Prior (09/08) $470.2K
Calls: $370.9K (79%)
Puts: $99.3K (21%)
Current vs Prior +998.08%
Calls: +1243.52%
Puts: +81.37%
Prior 7-Day Total $8.61M
Calls: $5.92M (69%)
Puts: $2.68M (31%)
Prior 7-Day Average $1.23M
Calls: $846.3K (69%)
Puts: $383.3K (31%)
Current vs Prior 7-Day Avg +319.86%
Calls: +488.75%
Puts: -53.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09) 0.25
Prior (09/08) 0.77
Current vs Prior -67.53%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -78.61%
Sentiment BULLISH

Open Interest

Detail
Current (09/09) 122,155
Calls: 91,517 (75%)
Puts: 30,638 (25%)
Prior (09/08) 101,543
Calls: 73,807 (73%)
Puts: 27,736 (27%)
Current vs Prior +20.30%
Prior 7-Day Total 912,671
Calls: 733,606 (80%)
Puts: 179,065 (20%)
Prior 7-Day Average 130,381
Calls: 104,800 (80%)
Puts: 25,580 (20%)
Current vs Prior 7-Day Avg -6.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.15% | 4.72%4.72% | 9.85%
Prior 3.62% | 5.44%5.44% | 10.04%
Current vs Prior -12.99% | -13.21%-13.21% | -1.87%
Prior 7-Day Avg 3.84% | 5.46%5.99% | 10.55%
Current vs 7-Day Avg -18.02% | -13.48%-21.15% | -6.61%
Prior 7-Day Eod 3.62% | 5.44%5.44% | 10.04%
Current vs 7-Day Eod -12.99% | -13.21%-13.21% | -1.87%
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 109.06% | 91.41%
Calls: 130.26% | 90.33%
Puts: 87.87% | 92.50%
Current vs 7-Day Avg -15.95% | +49.31%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($4.98M) vs puts ($180.1K). Massive premium surge with dollar volume up 998% vs prior. Dollar volume significantly above 7-day average (320% higher). Above-average activity with volume up 92% vs prior.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 7.9%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.710.76$0.746.8%4.4K0.5011.1K
$30.00Sep 116.407.00$6.709.0%270.833
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 $0.74, cheapest $0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.710.76$0.746.8%4.4K0.5011.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.455.05$4.7512.6%40.97--
$34.50Sep 111.923.05$2.4945.4%10.95--
$32.00Sep 114.405.20$4.8016.7%290.9215
$32.50Sep 113.854.50$4.1815.6%70.921
$33.50Sep 112.803.65$3.2226.4%20.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 111.533.75$2.6484.1%20.95--
$39.50Sep 112.033.40$2.7250.4%10.92--
$38.00Sep 110.941.70$1.3257.6%30.85--
$40.00Sep 112.623.95$3.2940.4%10.81--
$44.00Sep 116.459.15$7.8034.6%10.75--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 7.6K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.710.76$0.746.8%4.4K0.5011.1K
$35.00Sep 181.772.20$1.9921.6%9120.802.8K
$38.00Sep 110.000.18$0.09200.0%5870.151.3K
$39.00Oct 20.210.73$0.47110.6%1550.2771
$40.00Oct 160.450.63$0.5433.3%1280.24397
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.200.55$0.3892.1%5530.305.1K
$34.00Oct 160.260.68$0.4789.4%800.215.1K
$37.00Sep 180.550.98$0.7755.8%170.51592
$31.00Oct 230.000.27$0.14192.9%110.071
$30.00Sep 180.000.03$0.02150.0%80.01--

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 57.6%, max 153.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Sep 11Sep 18122.8%48.4%153.9%582.7K
$36.00Sep 11Oct 1652.6%31.7%65.7%24249
$40.00Sep 18Oct 1653.0%34.1%55.4%19010.2K
$35.00Sep 18Oct 1643.6%31.9%37.0%9172.8K
$38.00Sep 11Oct 1643.7%33.5%30.5%5911.6K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.50Sep 11Sep 1856.1%32.0%75.4%2112
$36.00Sep 11Oct 1652.6%31.7%65.7%9532
$34.00Oct 9Oct 1635.6%32.9%8.1%815.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 2.03, avg 3.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$37.00Oct 2$0.33$0.67$0.3365%2.03$36.33
$34.00$34.50Sep 11$0.28$0.22$0.2883%0.79$34.28
$38.00$39.50Sep 18$0.12$1.38$0.1229%11.50$38.12
$35.00$36.00Oct 16$0.57$0.43$0.5771%0.75$35.57
$35.50$36.00Sep 18$0.29$0.21$0.2980%0.72$35.79
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$33.00Sep 25$0.11$1.89$0.1119%17.18$34.89
$36.00$35.50Sep 11$0.10$0.40$0.1028%4.00$35.90
$36.00$35.00Oct 2$0.28$0.72$0.2836%2.57$35.72
$37.00$36.00Sep 18$0.39$0.61$0.3951%1.56$36.61
$35.00$34.00Oct 16$0.24$0.76$0.2429%3.17$34.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 1.50, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Oct 9$0.60$0.60$0.4050%1.50$37.60
$37.00$38.00Oct 2$0.55$0.55$0.4548%1.22$37.55
$37.00$38.00Sep 25$0.50$0.50$0.5049%1.00$37.50
$38.00$39.00Oct 2$0.37$0.37$0.6361%0.59$38.37
$37.00$38.00Sep 18$0.42$0.42$0.5850%0.72$37.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 9$0.31$0.31$1.6980%0.18$33.69
$35.50$30.00Sep 18$0.20$0.20$5.3079%0.04$35.30
$36.00$35.00Oct 16$0.37$0.37$0.6361%0.59$35.63
$35.50$35.00Sep 11$0.10$0.10$0.4081%0.25$35.40
$36.00$35.50Sep 18$0.16$0.16$0.3470%0.47$35.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.34, cheapest $0.43)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 11Sep 18$0.4338.7%33.3%
$36.50Sep 11Sep 18$0.3534.9%37.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 18Sep 25$0.2533.3%33.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.39% of stock, avg 5.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Sep 11$0.62$0.26$0.88$35.62$37.382.39%
$37.50Sep 11$0.22$0.91$1.13$36.37$38.633.07%
$36.00Sep 11$0.93$0.26$1.19$34.81$37.193.23%
$38.00Sep 11$0.09$1.32$1.41$36.59$39.413.83%
$37.00Sep 18$0.74$0.77$1.51$35.49$38.514.10%
$36.00Sep 18$1.24$0.38$1.62$34.38$37.624.40%
$35.50Sep 18$1.53$0.22$1.75$33.75$37.254.75%
$38.00Sep 18$0.32$1.48$1.80$36.20$39.804.88%
$37.00Sep 25$1.08$1.02$2.10$34.90$39.105.70%
$36.00Sep 25$1.61$0.51$2.12$33.88$38.125.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.33% of stock, avg 2.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$35.00Sep 11$0.06$0.06$0.12$34.88$38.62
$38.50$34.50Sep 11$0.06$0.06$0.12$34.38$38.62
$38.00$35.00Sep 11$0.09$0.06$0.15$34.85$38.15
$38.00$34.50Sep 11$0.09$0.06$0.15$34.35$38.15
$38.50$35.50Sep 11$0.06$0.16$0.22$35.28$38.72
$38.00$35.50Sep 11$0.09$0.16$0.25$35.25$38.25
$37.50$35.00Sep 11$0.22$0.06$0.28$34.72$37.78
$40.00$33.00Sep 25$0.18$0.15$0.33$32.67$40.33
$37.50$34.50Sep 11$0.22$0.06$0.28$34.22$37.78
$38.50$36.00Sep 11$0.06$0.26$0.32$35.68$38.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.85, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3638/38Sep 11$0.23$0.2753%0.85$35.27$37.73
36/3638/38Sep 11$0.23$0.2743%0.85$35.77$37.73
36/3638/40Sep 18$0.28$1.2241%0.23$35.72$38.28
30/3638/40Sep 18$0.32$5.1850%0.06$35.18$38.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Oct 16$0.09$0.9120%10.11
$37.00$38.00$39.00Oct 2$0.18$0.8225%4.56
$37.50$38.00$38.50Sep 11$0.10$0.4019%4.00
$36.50$37.00$37.50Sep 11$0.22$0.2835%1.27
$32.00$32.50$33.00Sep 11$0.14$0.365%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$32.00$34.00$36.00Oct 9$0.20$1.8031%9.00
$33.00$34.00$35.00Oct 16$0.07$0.9315%13.29
$34.00$35.00$36.00Oct 16$0.13$0.8718%6.69
$36.00$37.00$38.00Sep 18$0.32$0.6842%2.13
$34.50$35.00$35.50Sep 11$0.10$0.4011%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.87, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 18-$0.87$1.13
$37.00$39.001:2Oct 23-$0.17$1.83
$38.00$40.001:2Oct 16$0.00$2.00
$37.00$38.001:2Sep 25-$0.08$0.92
$37.00$38.001:2Oct 9-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Sep 11$0.00$1.00
$38.00$37.001:2Sep 18-$0.06$0.94
$37.00$36.001:2Sep 25$0.00$1.00
$35.00$33.001:2Sep 25-$0.04$1.96
$37.00$36.001:2Oct 2-$0.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.96%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.460.510.4%3.96%4.37%67--
$38.00Oct 16$0.960.413.1%2.61%5.73%4219
$37.00Oct 23$1.330.500.4%3.61%4.02%12
$39.00Oct 23$0.570.335.8%1.55%7.38%8--
$40.00Oct 16$0.450.248.6%1.22%9.77%128397
$37.00Oct 2$1.060.520.4%2.88%3.28%3--
$38.00Oct 2$0.660.393.1%1.79%4.91%10--
$37.00Oct 9$1.030.500.4%2.80%3.20%1--
$37.00Sep 25$0.860.510.4%2.33%2.74%67--
$41.00Oct 16$0.060.2011.3%0.16%11.42%3--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,415
Total Puts 2,609
Put/Call Ratio 0.25
Net Difference 7,806

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,724
Total Puts 27,166
Average Put/Call Ratio 1.17
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All