Tour v527
TEVA
TEVA PHARMACEUTICAL ADR
$37.09 +2.04%
$36.50 (-1.59%)🌙
as of 09/11 07:04 PM
9/11 19:04

Option Volume

Detail
Current (09/11) 2,584
Calls: 2,321 (90%)
Puts: 263 (10%)
Prior (09/10) 14,580
Calls: 11,028 (76%)
Puts: 3,552 (24%)
Current vs Prior -82.28%
Calls: -78.95% (Calls)
Puts: -92.60% (Puts)
Prior 7-Day Total 70,858
Calls: 43,263 (61%)
Puts: 27,595 (39%)
Prior 7-Day Average 10,122
Calls: 6,180 (61%)
Puts: 3,942 (39%)
Current vs Prior 7-Day Avg -74.47%
Calls: -62.45%
Puts: -93.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11) $1.28M
Calls: $1.26M (98%)
Puts: $20.1K (2%)
Prior (09/10) $1.82M
Calls: $1.36M (75%)
Puts: $458.8K (25%)
Current vs Prior -29.62%
Calls: -7.35%
Puts: -95.62%
Prior 7-Day Total $13.66M
Calls: $10.78M (79%)
Puts: $2.88M (21%)
Prior 7-Day Average $1.95M
Calls: $1.54M (79%)
Puts: $411.0K (21%)
Current vs Prior 7-Day Avg -34.43%
Calls: -18.23%
Puts: -95.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 0.11
Prior (09/10) 0.32
Current vs Prior -64.82%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -87.30%
Sentiment BULLISH

Open Interest

Detail
Current (09/11) 86,762
Calls: 75,666 (87%)
Puts: 11,096 (13%)
Prior (09/10) 148,884
Calls: 128,389 (86%)
Puts: 20,495 (14%)
Current vs Prior -41.73%
Prior 7-Day Total 940,604
Calls: 743,219 (79%)
Puts: 197,385 (21%)
Prior 7-Day Average 134,372
Calls: 106,174 (79%)
Puts: 28,197 (21%)
Current vs Prior 7-Day Avg -35.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.48% | 4.77%4.77% | 10.27%
Prior 2.42% | 4.92%4.92% | 9.96%
Current vs Prior +97.12% | +22.64%-3.09% | +3.15%
Prior 7-Day Avg 3.43% | 5.36%5.57% | 10.30%
Current vs 7-Day Avg +38.99% | +12.63%-14.37% | -0.23%
Prior 7-Day Eod 2.42% | 4.92%4.92% | 9.96%
Current vs 7-Day Eod +97.12% | +22.64%-3.09% | +3.15%
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 86.84% | 124.58%
Calls: 63.11% | 124.63%
Puts: 110.57% | 124.53%
Current vs 7-Day Avg +5.56% | +9.56%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($1.26M) vs puts ($20.1K). Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.11 - heavy call buying (2,321 calls vs 263 puts). P/C ratio dropping 65% - sentiment shifting bullish.

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 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 184.955.35$5.157.8%120.971.6K
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. 33 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 112.153.30$2.7242.3%161.0024
$34.50Sep 111.712.84$2.2849.6%161.003
$35.00Sep 111.252.27$1.7658.0%161.003
$36.00Sep 110.591.18$0.8966.3%1021.00155
$33.50Sep 182.813.70$3.2627.3%51.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 251.902.93$2.4242.6%40.79--
$37.00Sep 110.001.23$0.62198.4%70.74--
$41.00Sep 113.755.25$4.5033.3%10.70--
$40.50Sep 113.304.75$4.0336.0%10.691
$39.00Oct 162.473.25$2.8627.3%40.69--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.5K, top 257)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 110.010.22$0.12175.0%2570.592.3K
$37.00Oct 161.251.83$1.5437.7%1150.50--
$36.00Sep 110.591.18$0.8966.3%1021.00155
$38.00Sep 180.170.35$0.2669.2%810.262.9K
$40.00Sep 180.020.18$0.10160.0%620.109.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 180.000.19$0.10190.0%260.12710
$35.50Sep 180.000.79$0.40197.5%230.27377
$37.00Sep 250.581.24$0.9172.5%130.50133
$36.00Sep 110.000.01$0.01100.0%120.03283
$33.00Sep 180.000.26$0.13200.0%100.091.2K

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 1904.8%, max 6829.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Sep 11Oct 232733.2%39.4%6829.8%4418
$36.50Sep 11Sep 25351.4%39.8%783.6%59137
$37.00Sep 11Oct 16144.6%36.6%294.8%3722.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 11Sep 18351.4%25.9%1258.6%4389
$37.00Sep 11Sep 25144.6%31.6%357.1%20133

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 1.17, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$33.50$34.00Sep 18$0.23$0.27$0.23100%1.17$33.73
$34.00$43.00Oct 23$3.25$5.75$3.2580%1.77$37.25
$36.00$36.50Sep 18$0.25$0.25$0.2576%1.00$36.25
$37.00$37.50Sep 25$0.13$0.37$0.1350%2.85$37.13
$37.00$37.50Sep 18$0.13$0.37$0.1349%2.85$37.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.21$0.79$0.2132%3.76$35.79
$39.00$36.00Oct 16$1.72$1.28$1.7268%0.74$37.28
$37.00$36.00Sep 25$0.47$0.53$0.4750%1.13$36.53
$36.00$35.00Oct 9$0.37$0.63$0.3737%1.70$35.63
$36.50$36.00Sep 11$0.27$0.23$0.2740%0.85$36.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 11 found (best R:R 1.50, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.50$38.00Sep 18$0.29$0.29$0.2161%1.38$37.79
$38.50$39.00Sep 25$0.20$0.20$0.3071%0.67$38.70
$37.50$38.00Sep 25$0.22$0.22$0.2858%0.79$37.72
$38.00$39.00Sep 18$0.16$0.16$0.8474%0.19$38.16
$38.00$40.00Oct 2$0.41$0.41$1.5963%0.26$38.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.50$35.00Sep 18$0.30$0.30$0.2073%1.50$35.20
$36.50$36.00Sep 11$0.27$0.27$0.2360%1.17$36.23
$36.00$35.00Oct 9$0.37$0.37$0.6363%0.59$35.63
$37.00$36.00Sep 25$0.47$0.47$0.5350%0.89$36.53
$37.00$36.50Sep 11$0.34$0.34$0.1626%2.12$36.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.33, cheapest $0.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 11Sep 18$0.56144.6%37.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.50Sep 11Sep 18$0.10351.4%25.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.83% of stock, avg 4.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Sep 11$0.40$0.28$0.68$35.82$37.181.83%
$37.00Sep 11$0.12$0.62$0.74$36.26$37.742.00%
$36.00Sep 11$0.89$0.01$0.90$35.10$36.902.43%
$36.50Sep 18$0.89$0.38$1.27$35.23$37.773.42%
$36.00Sep 18$1.14$0.33$1.47$34.53$37.473.96%
$37.00Sep 25$0.87$0.91$1.78$35.22$38.784.80%
$35.00Sep 18$2.03$0.10$2.13$32.87$37.135.74%
$36.00Oct 2$1.77$0.62$2.39$33.61$38.396.44%
$39.00Sep 25$0.27$2.42$2.69$36.31$41.697.25%
$34.00Sep 18$3.03$0.04$3.07$30.93$37.078.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 44 found (cheapest 0.11% of stock, avg 1.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.50$35.50Sep 11$0.01$0.03$0.04$35.46$37.54
$38.00$35.50Sep 11$0.04$0.03$0.07$35.43$38.07
$39.00$35.00Sep 18$0.10$0.10$0.20$34.80$39.20
$40.00$35.00Sep 18$0.10$0.10$0.20$34.80$40.20
$40.00$33.00Sep 18$0.10$0.13$0.23$32.77$40.23
$39.00$33.00Sep 18$0.10$0.13$0.23$32.77$39.23
$38.00$35.00Sep 18$0.26$0.10$0.36$34.64$38.36
$37.50$36.50Sep 11$0.01$0.28$0.29$36.21$37.79
$38.00$36.50Sep 11$0.04$0.28$0.32$36.18$38.32
$38.00$33.00Sep 18$0.26$0.13$0.39$32.61$38.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.85, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3638/39Sep 18$0.46$0.5447%0.85$35.04$38.46
35/3638/39Sep 25$0.41$0.5939%0.69$35.59$38.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.50$37.00$37.50Sep 11$0.17$0.3374%1.94
$34.00$35.00$36.00Sep 18$0.11$0.8924%8.09
$37.00$37.50$38.00Sep 11$0.14$0.3650%2.57
$36.50$37.00$37.50Sep 18$0.08$0.4228%5.25
$38.00$39.00$40.00Sep 18$0.16$0.8416%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$36.50$37.00Sep 11$0.07$0.4371%6.14
$35.00$36.00$37.00Sep 25$0.26$0.7432%2.85
$35.50$36.00$36.50Sep 18$0.12$0.3812%3.17
$33.00$34.00$35.00Sep 18$0.15$0.853%5.67
$35.50$36.00$36.50Sep 11$0.29$0.2133%0.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.25, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$36.001:2Sep 18-$0.25$0.75
$32.00$34.001:2Oct 23-$1.48$0.52
$36.00$37.001:2Oct 2-$0.37$0.63
$37.00$38.001:2Oct 2-$0.31$0.69
$38.50$39.001:2Sep 25-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$35.001:2Oct 9-$0.08$0.92
$33.00$31.001:2Sep 18-$0.13$1.87
$36.50$36.001:2Sep 18-$0.28$0.22
$34.00$33.001:2Sep 18-$0.22$0.78
$36.00$35.501:2Sep 18-$0.47$0.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.00%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Oct 16$0.370.247.8%1.00%8.84%8--
$38.00Oct 2$0.600.372.5%1.62%4.07%5160
$38.00Oct 9$0.580.392.5%1.56%4.02%342
$38.50Sep 25$0.240.293.8%0.65%4.45%1--
$37.50Sep 25$0.470.421.1%1.27%2.37%26--
$40.00Oct 2$0.150.177.8%0.40%8.25%121
$38.00Sep 25$0.320.342.5%0.86%3.32%7698
$37.50Sep 18$0.400.391.1%1.08%2.18%35--
$39.00Sep 25$0.170.205.2%0.46%5.61%50349
$38.00Sep 18$0.170.262.5%0.46%2.91%812.9K

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 2,321
Total Puts 263
Put/Call Ratio 0.11
Net Difference 2,058

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 43,263
Total Puts 27,595
Average Put/Call Ratio 0.89
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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