Tour v527
TEVA
TEVA PHARMACEUTICAL ADR
$36.35 -1.36%
$36.55 (+0.55%)🌙
as of 09/10 07:07 PM
9/10 19:07

Option Volume

Detail
Current (09/10) 14,580
Calls: 11,028 (76%)
Puts: 3,552 (24%)
Prior (09/09) 13,024
Calls: 10,415 (80%)
Puts: 2,609 (20%)
Current vs Prior +11.95%
Calls: +5.89% (Calls)
Puts: +36.14% (Puts)
Prior 7-Day Total 61,599
Calls: 34,189 (56%)
Puts: 27,410 (44%)
Prior 7-Day Average 8,799
Calls: 4,884 (56%)
Puts: 3,915 (44%)
Current vs Prior 7-Day Avg +65.68%
Calls: +125.79%
Puts: -9.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/10) $1.82M
Calls: $1.36M (75%)
Puts: $458.8K (25%)
Prior (09/09) $5.16M
Calls: $4.98M (97%)
Puts: $180.1K (3%)
Current vs Prior -64.79%
Calls: -72.72%
Puts: +154.77%
Prior 7-Day Total $12.41M
Calls: $9.75M (79%)
Puts: $2.66M (21%)
Prior 7-Day Average $1.77M
Calls: $1.39M (79%)
Puts: $380.7K (21%)
Current vs Prior 7-Day Avg +2.52%
Calls: -2.41%
Puts: +20.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 0.32
Prior (09/09) 0.25
Current vs Prior +28.58%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -70.51%
Sentiment BULLISH

Open Interest

Detail
Current (09/10) 148,884
Calls: 128,389 (86%)
Puts: 20,495 (14%)
Prior (09/09) 122,155
Calls: 91,517 (75%)
Puts: 30,638 (25%)
Current vs Prior +21.88%
Prior 7-Day Total 916,152
Calls: 730,864 (80%)
Puts: 185,288 (20%)
Prior 7-Day Average 130,878
Calls: 104,409 (80%)
Puts: 26,469 (20%)
Current vs Prior 7-Day Avg +13.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.42% | 4.92%4.92% | 9.96%
Prior 3.15% | 4.72%4.72% | 9.85%
Current vs Prior -23.09% | +4.29%+4.29% | +1.10%
Prior 7-Day Avg 3.67% | 5.32%5.77% | 10.36%
Current vs 7-Day Avg -34.04% | -7.52%-14.70% | -3.90%
Prior 7-Day Eod 3.15% | 4.72%4.72% | 9.85%
Current vs 7-Day Eod -23.09% | +4.29%+4.29% | +1.10%
Sentiment BULLISHBEARISH

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 97.95% | 107.99%
Calls: 96.68% | 107.48%
Puts: 99.22% | 108.51%
Current vs 7-Day Avg -6.42% | +26.39%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.36M). Light premium activity with dollar volume down 65% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (11,028 calls vs 3,552 puts). Call-heavy open interest (128,389 calls vs 20,495 puts) suggests bullish positioning.

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 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 1 of results (avg 6.5%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 185.956.35$6.156.5%350.9831.2K
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. 27 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 185.956.35$6.156.5%350.9831.2K
$32.00Sep 184.104.60$4.3511.5%1370.971.5K
$33.50Sep 112.423.00$2.7121.4%200.942
$34.50Sep 111.502.05$1.7830.9%60.911
$30.00Sep 115.856.50$6.1810.5%520.895
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Sep 115.406.55$5.9819.2%11.00--
$38.00Sep 111.521.96$1.7425.3%50.96--
$37.50Sep 180.371.52$0.95121.1%20.90--
$40.50Sep 113.804.70$4.2521.2%10.83--
$39.50Sep 112.703.90$3.3036.4%10.811

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 9.8K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 180.380.54$0.4634.8%6.0K0.4714.8K
$37.00Sep 110.010.39$0.20190.0%1.8K0.30704
$32.00Sep 184.104.60$4.3511.5%1370.971.5K
$37.50Sep 110.000.27$0.14192.9%1350.20234
$40.00Oct 160.330.68$0.5168.6%1200.23522
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 180.060.12$0.0966.7%4060.09551
$36.00Sep 110.020.25$0.14164.3%2010.29192
$35.00Sep 110.000.13$0.07185.7%1250.11488
$35.00Sep 180.000.69$0.35197.1%580.23711
$34.00Sep 250.100.32$0.21104.8%480.16286

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 38.0%, max 72.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Sep 11Oct 1658.6%33.9%72.9%1.8K1.1K
$36.00Sep 11Oct 1641.1%31.6%30.0%5153
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Sep 11Oct 941.1%31.0%32.3%202192
$34.50Sep 18Sep 2550.0%38.1%31.0%1531
$36.50Sep 11Sep 2545.9%37.1%23.8%41355

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 1.50, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.50$35.00Sep 11$0.20$0.30$0.2091%1.50$34.70
$35.00$37.00Sep 18$1.16$0.84$1.1679%0.72$36.16
$36.00$36.50Sep 11$0.20$0.30$0.2072%1.50$36.20
$37.00$38.00Oct 16$0.33$0.67$0.3347%2.03$37.33
$38.00$40.00Oct 16$0.47$1.53$0.4738%3.26$38.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.50Sep 25$0.16$0.34$0.1657%2.13$36.84
$36.50$36.00Sep 25$0.13$0.37$0.1351%2.85$36.37
$36.50$35.00Sep 18$0.42$1.08$0.4246%2.57$36.08
$37.00$36.50Sep 18$0.29$0.21$0.2971%0.72$36.71
$36.50$36.00Sep 11$0.24$0.26$0.2454%1.08$36.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 1.27, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Sep 25$0.56$0.56$0.4457%1.27$37.56
$38.00$40.00Sep 18$0.40$0.40$1.6066%0.25$38.40
$37.50$38.00Sep 11$0.10$0.10$0.4080%0.25$37.60
$40.00$43.00Oct 16$0.30$0.30$2.7078%0.11$40.30
$38.00$40.00Oct 16$0.47$0.47$1.5362%0.31$38.47
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.55$0.55$0.4556%1.22$35.45
$34.50$34.00Sep 18$0.18$0.18$0.3282%0.56$34.32
$34.50$34.00Sep 25$0.20$0.20$0.3076%0.67$34.30
$36.00$34.00Oct 9$0.66$0.66$1.3457%0.49$35.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.33, cheapest $0.26)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 11Sep 18$0.2658.6%24.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Sep 11Sep 18$0.3945.9%41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.76% of stock, avg 4.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.00Sep 11$0.50$0.14$0.64$35.36$36.641.76%
$36.50Sep 11$0.30$0.38$0.68$35.82$37.181.87%
$37.00Sep 18$0.46$1.06$1.52$35.48$38.524.18%
$35.00Sep 11$1.58$0.07$1.65$33.35$36.654.54%
$38.00Sep 11$0.04$1.74$1.78$36.22$39.784.90%
$35.00Sep 18$1.62$0.35$1.97$33.03$36.975.42%
$37.00Sep 25$0.92$1.27$2.19$34.81$39.196.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 38 found (cheapest 0.30% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$35.00Sep 11$0.04$0.07$0.11$34.89$38.11
$40.00$35.00Sep 11$0.07$0.07$0.14$34.86$40.14
$40.00$34.00Sep 18$0.13$0.09$0.22$33.78$40.22
$38.00$36.00Sep 11$0.04$0.14$0.18$35.82$38.18
$37.50$35.00Sep 11$0.14$0.07$0.21$34.79$37.71
$41.00$34.00Sep 18$0.14$0.09$0.23$33.77$41.23
$40.00$36.00Sep 11$0.07$0.14$0.21$35.79$40.21
$37.50$36.00Sep 11$0.14$0.14$0.28$35.72$37.78
$37.00$35.00Sep 11$0.20$0.07$0.27$34.73$37.27
$37.00$36.00Sep 11$0.20$0.14$0.34$35.66$37.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.41, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3438/40Sep 18$0.58$1.4248%0.41$33.92$38.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 6.50, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Sep 11$0.10$0.4042%4.00
$35.00$36.00$37.00Oct 16$0.09$0.9121%10.11
$36.00$37.00$38.00Oct 16$0.18$0.8220%4.56
$33.50$34.00$34.50Sep 11$0.09$0.413%4.56
$35.50$36.00$36.50Sep 11$0.24$0.2637%1.08
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$36.50$38.00$39.50Sep 11$0.20$1.3027%6.50
$39.50$40.50$41.50Sep 11$0.15$0.851%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.18, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Oct 16-$0.04$1.96
$35.50$36.001:2Sep 11-$0.06$0.44
$36.00$36.501:2Sep 11-$0.10$0.40
$35.00$35.501:2Sep 11-$0.30$0.20
$36.50$37.001:2Sep 11-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.50$38.001:2Sep 11-$0.18$1.32
$36.00$35.001:2Sep 11$0.00$1.00
$34.00$33.001:2Oct 9-$0.24$0.76
$35.00$34.501:2Sep 18-$0.19$0.31
$37.00$36.501:2Sep 18-$0.48$0.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.16%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.150.471.8%3.16%4.95%1404
$38.00Oct 16$0.780.384.5%2.15%6.69%4223
$40.00Oct 16$0.330.2310.0%0.91%10.95%120522
$37.00Sep 25$0.620.431.8%1.71%3.49%261.0K
$38.00Oct 2$0.300.334.5%0.83%5.36%10--
$43.00Oct 16$0.060.1018.3%0.17%18.46%5--
$38.00Sep 18$0.150.344.5%0.41%4.95%142.9K
$37.00Sep 18$0.380.471.8%1.05%2.83%6.0K14.8K
$38.00Sep 25$0.250.264.5%0.69%5.23%11698
$40.00Oct 9$0.060.1510.0%0.17%10.21%308

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 11,028
Total Puts 3,552
Put/Call Ratio 0.32
Net Difference 7,476

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,189
Total Puts 27,410
Average Put/Call Ratio 1.09
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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