Tour v528
TEVA
TEVA PHARMACEUTICAL
$39.25 +1.37%
$38.96 (-0.73%)🌙
as of 09/15 07:15 PM
9/15 19:15

Option Volume

Detail
Current (09/15) 8,252
Calls: 5,749 (70%)
Puts: 2,503 (30%)
Prior (09/11) 2,584
Calls: 2,321 (90%)
Puts: 263 (10%)
Current vs Prior +219.35%
Calls: +147.69% (Calls)
Puts: +851.71% (Puts)
Prior 7-Day Total 63,246
Calls: 41,459 (66%)
Puts: 21,787 (34%)
Prior 7-Day Average 9,035
Calls: 5,922 (66%)
Puts: 3,112 (34%)
Current vs Prior 7-Day Avg -8.67%
Calls: -2.93%
Puts: -19.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $1.64M
Calls: $1.37M (84%)
Puts: $268.7K (16%)
Prior (09/11) $1.28M
Calls: $1.26M (98%)
Puts: $20.1K (2%)
Current vs Prior +27.90%
Calls: +8.60%
Puts: +1237.37%
Prior 7-Day Total $12.73M
Calls: $10.96M (86%)
Puts: $1.78M (14%)
Prior 7-Day Average $1.82M
Calls: $1.57M (86%)
Puts: $253.7K (14%)
Current vs Prior 7-Day Avg -10.04%
Calls: -12.63%
Puts: +5.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.44
Prior (09/11) 0.11
Current vs Prior +284.23%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -37.62%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 146,499
Calls: 127,986 (87%)
Puts: 18,513 (13%)
Prior (09/11) 86,762
Calls: 75,666 (87%)
Puts: 11,096 (13%)
Current vs Prior +68.85%
Prior 7-Day Total 882,727
Calls: 720,363 (82%)
Puts: 162,364 (18%)
Prior 7-Day Average 126,103
Calls: 102,909 (82%)
Puts: 23,194 (18%)
Current vs Prior 7-Day Avg +16.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.08% | 5.43%3.08% | 9.63%
Prior 4.77% | 6.04%4.77% | 10.27%
Current vs Prior -35.40% | -10.14%-35.40% | -6.25%
Prior 7-Day Avg 3.65% | 5.50%5.36% | 10.26%
Current vs 7-Day Avg -15.62% | -1.38%-42.51% | -6.16%
Prior 7-Day Eod 4.77% | 6.04%4.77% | 10.27%
Current vs 7-Day Eod -35.40% | -10.14%-35.40% | -6.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -14.53% | -77.95%
Prior 7-Day Avg 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs 7-Day Avg -14.53% | -77.95%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.37M) vs puts ($268.7K). Unusually high activity with volume up 219% vs prior - elevated interest. Extreme bullish P/C ratio of 0.44 - heavy call buying (5,749 calls vs 2,503 puts). P/C ratio rising 284% - increased hedging/bearish 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 8.4%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.857.45$7.158.4%661.001.5K
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 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.857.45$7.158.4%661.001.5K
$34.00Sep 184.355.65$5.0026.0%11.00--
$34.50Sep 183.855.15$4.5028.9%11.00--
$35.00Sep 183.854.45$4.1514.5%71.002.8K
$35.50Sep 182.594.25$3.4248.5%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 21.742.96$2.3551.9%50.72--
$39.50Sep 180.341.01$0.6898.5%60.7158
$41.00Oct 162.302.90$2.6023.1%20.66--
$40.00Sep 250.492.11$1.30124.6%140.641
$40.00Oct 20.843.25$2.05117.6%20.62--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 6.8K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Oct 160.350.55$0.4544.4%1.0K0.2025
$40.00Oct 160.941.51$1.2346.3%6470.44636
$40.00Oct 20.290.96$0.63106.3%3910.38271
$39.00Oct 161.541.96$1.7524.0%3600.545.1K
$44.00Oct 90.000.46$0.23200.0%2000.12--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 90.543.05$1.80139.4%6130.6122
$36.00Oct 160.380.56$0.4738.3%5080.20423
$37.00Sep 250.000.76$0.38200.0%1690.22144
$38.50Sep 250.240.86$0.55112.7%1270.38--
$39.00Oct 90.891.56$1.2354.5%1190.47--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 22.4%, max 69.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Sep 18Oct 3045.0%34.9%29.1%21710.1K
$40.50Sep 18Sep 2551.2%41.6%23.3%9475
$42.00Sep 25Oct 2341.8%34.9%19.7%18166
$39.00Sep 18Oct 3041.0%34.4%19.2%1131.6K
$39.50Sep 18Sep 2533.9%33.0%2.7%16187
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Sep 18Oct 261.3%36.2%69.3%8119
$39.50Sep 18Oct 233.9%30.4%11.5%3758
$40.00Sep 25Oct 1636.5%35.1%4.0%8411

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 2.33, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$39.00Oct 16$1.78$1.22$1.7881%0.69$37.78
$40.00$41.00Oct 30$0.19$0.81$0.1946%4.26$40.19
$35.50$36.00Sep 18$0.30$0.20$0.30100%0.67$35.80
$40.00$41.00Oct 2$0.13$0.87$0.1338%6.69$40.13
$38.50$39.00Sep 18$0.27$0.23$0.27100%0.85$38.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$40.00Oct 2$0.30$0.70$0.3072%2.33$40.70
$40.00$39.50Sep 25$0.12$0.38$0.1264%3.17$39.88
$39.00$38.00Oct 9$0.35$0.65$0.3547%1.86$38.65
$41.00$40.00Oct 16$0.57$0.43$0.5766%0.75$40.43
$38.00$37.00Oct 30$0.29$0.71$0.2937%2.45$37.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 0.18, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$44.00$46.00Oct 16$0.30$0.30$1.7083%0.18$44.30
$41.00$43.00Oct 30$0.72$0.72$1.2860%0.56$41.72
$40.50$41.00Sep 25$0.24$0.24$0.2669%0.92$40.74
$42.00$43.00Oct 23$0.26$0.26$0.7472%0.35$42.26
$41.50$42.00Sep 25$0.11$0.11$0.3979%0.28$41.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$35.00Oct 9$0.39$0.39$1.6174%0.24$36.61
$39.00$38.00Oct 30$0.53$0.53$0.4754%1.13$38.47
$35.00$34.00Oct 30$0.25$0.25$0.7581%0.33$34.75
$37.50$37.00Sep 18$0.19$0.19$0.3174%0.61$37.31
$36.00$35.00Oct 16$0.22$0.22$0.7880%0.28$35.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.41, cheapest $0.10)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Sep 18Sep 25$0.4241.0%33.5%
$39.50Sep 18Sep 25$0.4433.9%33.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Sep 18Sep 25$0.1041.0%33.5%
$40.00Sep 25Oct 2$0.7536.5%29.5%
$38.50Sep 18Sep 25$0.3226.1%31.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.32% of stock, avg 6.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Sep 18$0.23$0.68$0.91$38.59$40.412.32%
$38.50Sep 18$0.80$0.23$1.03$37.47$39.532.62%
$39.00Sep 18$0.53$0.72$1.25$37.75$40.253.18%
$38.00Sep 18$1.25$0.26$1.51$36.49$39.513.85%
$39.00Sep 25$0.95$0.82$1.77$37.23$40.774.51%
$38.50Sep 25$1.30$0.55$1.85$36.65$40.354.71%
$39.50Sep 25$0.67$1.18$1.85$37.65$41.354.71%
$40.00Sep 25$0.56$1.30$1.86$38.14$41.864.74%
$37.00Sep 18$2.05$0.15$2.20$34.80$39.205.61%
$38.00Sep 25$1.78$0.47$2.25$35.75$40.255.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.54% of stock, avg 3.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$36.50Sep 18$0.08$0.13$0.21$36.29$41.21
$41.00$37.00Sep 18$0.08$0.15$0.23$36.77$41.23
$40.50$36.50Sep 18$0.18$0.13$0.31$36.19$40.81
$40.50$37.00Sep 18$0.18$0.15$0.33$36.67$40.83
$40.00$36.50Sep 18$0.22$0.13$0.35$36.15$40.35
$40.00$37.00Sep 18$0.22$0.15$0.37$36.63$40.37
$41.00$38.00Sep 18$0.08$0.26$0.34$37.66$41.34
$41.00$38.50Sep 18$0.08$0.23$0.31$38.19$41.31
$44.00$35.00Oct 9$0.23$0.19$0.42$34.58$44.42
$39.50$36.50Sep 18$0.23$0.13$0.36$36.14$39.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.67, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3642/43Oct 16$0.40$0.6054%0.67$35.60$42.40
35/3641/42Oct 16$0.44$0.5646%0.79$35.56$41.44
36/3841/42Oct 2$0.42$0.5844%0.72$37.08$41.42
36/3742/43Oct 16$0.38$0.6247%0.61$36.62$42.38
36/3741/42Oct 16$0.42$0.5839%0.72$36.58$41.42
35/3644/46Oct 16$0.52$1.4863%0.35$35.48$44.52
35/3743/44Oct 9$0.51$1.4957%0.34$36.49$43.51
36/3744/46Oct 16$0.50$1.5056%0.33$36.50$44.50
35/3742/43Oct 9$0.50$1.5051%0.33$36.50$42.50
35/3741/42Oct 9$0.63$1.3743%0.46$36.37$41.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.50$39.00$39.50Sep 25$0.07$0.4320%6.14
$39.00$40.00$41.00Oct 16$0.14$0.8620%6.14
$38.00$38.50$39.00Sep 18$0.18$0.3242%1.78
$39.50$40.00$40.50Sep 25$0.08$0.4212%5.25
$41.00$42.00$43.00Oct 9$0.13$0.8714%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Oct 9$0.05$0.9522%19.00
$37.00$38.00$39.00Oct 16$0.08$0.9220%11.50
$38.00$39.00$40.00Oct 16$0.12$0.8820%7.33
$37.50$38.00$38.50Sep 18$0.05$0.4511%9.00
$38.50$39.00$39.50Sep 25$0.09$0.4119%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.45, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$38.001:2Sep 18-$0.45$0.55
$40.00$42.001:2Oct 23-$0.08$1.92
$39.00$40.001:2Oct 9-$0.06$0.94
$41.00$45.001:2Sep 18-$0.02$3.98
$38.00$38.501:2Sep 18-$0.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.501:2Oct 2-$0.04$1.46
$37.50$36.501:2Oct 2-$0.15$0.85
$35.00$34.001:2Oct 30-$0.12$0.88
$38.00$37.001:2Oct 9-$0.28$0.72
$38.00$37.001:2Oct 16-$0.31$0.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.14%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Oct 30$0.840.404.5%2.14%6.60%71--
$40.00Oct 30$0.950.461.9%2.42%4.33%110--
$43.00Oct 30$0.340.259.6%0.87%10.42%501
$40.00Oct 16$0.940.441.9%2.39%4.31%647636
$41.00Oct 16$0.600.344.5%1.53%5.99%3692
$40.00Oct 23$0.800.441.9%2.04%3.95%1--
$43.00Oct 16$0.350.209.6%0.89%10.45%1.0K25
$42.00Oct 16$0.340.277.0%0.87%7.87%10148
$42.00Oct 23$0.310.287.0%0.79%7.80%1--
$41.00Oct 9$0.390.324.5%0.99%5.45%1512

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 5,749
Total Puts 2,503
Put/Call Ratio 0.44
Net Difference 3,246

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,459
Total Puts 21,787
Average Put/Call Ratio 0.70
Ratio Trend Rising

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