Tour v528
TEVA
TEVA PHARMACEUTICAL
$38.98 -0.54%
$38.66 (-0.82%)🌙
as of 09/18 07:06 PM
9/18 19:06

Option Volume

Detail
Current (09/18) 4,107
Calls: 3,290 (80%)
Puts: 817 (20%)
Prior (09/15) 8,252
Calls: 5,749 (70%)
Puts: 2,503 (30%)
Current vs Prior -50.23%
Calls: -42.77% (Calls)
Puts: -67.36% (Puts)
Prior 7-Day Total 57,336
Calls: 38,647 (67%)
Puts: 18,689 (33%)
Prior 7-Day Average 8,190
Calls: 5,521 (67%)
Puts: 2,669 (33%)
Current vs Prior 7-Day Avg -49.86%
Calls: -40.41%
Puts: -69.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $924.5K
Calls: $891.5K (96%)
Puts: $33.0K (4%)
Prior (09/15) $1.64M
Calls: $1.37M (84%)
Puts: $268.7K (16%)
Current vs Prior -43.50%
Calls: -34.81%
Puts: -87.72%
Prior 7-Day Total $12.22M
Calls: $10.53M (86%)
Puts: $1.69M (14%)
Prior 7-Day Average $1.75M
Calls: $1.50M (86%)
Puts: $241.2K (14%)
Current vs Prior 7-Day Avg -47.04%
Calls: -40.74%
Puts: -86.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.25
Prior (09/15) 0.44
Current vs Prior -42.96%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -62.76%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 206,184
Calls: 178,491 (87%)
Puts: 27,693 (13%)
Prior (09/15) 146,499
Calls: 127,986 (87%)
Puts: 18,513 (13%)
Current vs Prior +40.74%
Prior 7-Day Total 875,763
Calls: 727,265 (83%)
Puts: 148,498 (17%)
Prior 7-Day Average 125,109
Calls: 103,895 (83%)
Puts: 21,214 (17%)
Current vs Prior 7-Day Avg +64.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.77% | 4.52%1.77% | 9.00%
Prior 3.08% | 5.43%3.08% | 9.63%
Current vs Prior +46.46% | -3.56%-42.58% | -6.50%
Prior 7-Day Avg 3.63% | 5.52%4.96% | 10.15%
Current vs 7-Day Avg +24.42% | -5.25%-64.32% | -11.24%
Prior 7-Day Eod 3.08% | 5.43%3.08% | 9.63%
Current vs 7-Day Eod +46.46% | -3.56%-42.58% | -6.50%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Prior 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 89.76% | 121.29%
Calls: 65.50% | 124.54%
Puts: 114.02% | 118.04%
Current vs 7-Day Avg -12.72% | -75.19%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($891.5K) vs puts ($33.0K). Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (3,290 calls vs 817 puts). P/C ratio dropping 43% - 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 3 of results (avg 8.2%, best 4.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.907.25$7.084.9%550.911.4K
$32.00Sep 256.807.50$7.159.8%10.93--
$31.50Sep 257.258.00$7.639.8%10.92--
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. 44 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Sep 183.354.00$3.6817.7%41.00--
$36.00Sep 182.753.30$3.0318.2%1071.001.7K
$36.50Sep 182.272.93$2.6025.4%481.00135
$37.00Sep 181.902.37$2.1322.1%2371.0011.9K
$37.50Sep 181.321.94$1.6338.0%610.9899
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Sep 183.604.15$3.8814.2%10.99--
$39.50Sep 180.110.69$0.40145.0%30.86--
$40.00Sep 250.881.44$1.1648.3%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 2.8K, top 237)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Sep 181.902.37$2.1322.1%2371.0011.9K
$40.00Sep 180.000.05$0.03166.7%1880.0710.0K
$38.50Sep 250.831.37$1.1049.1%1430.64144
$38.00Sep 180.861.45$1.1650.9%1370.682.9K
$40.00Oct 160.681.35$1.0265.7%1320.431.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 250.000.16$0.08200.0%1190.08--
$34.00Oct 160.100.35$0.22113.6%1150.105.2K
$35.00Oct 90.000.39$0.20195.0%600.11950
$39.00Sep 250.420.90$0.6672.7%380.48732
$39.00Oct 231.041.73$1.3949.6%300.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 3743.4%, max 7420.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Sep 18Oct 162288.7%30.4%7420.4%332.8K
$38.50Sep 18Oct 21067.7%28.6%3636.1%9385
$38.00Sep 18Oct 23726.7%30.0%2325.4%1402.9K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Sep 18Oct 92288.7%38.4%5860.3%70950
$38.50Sep 18Sep 251067.7%32.2%3217.2%18240
$39.00Sep 25Oct 3032.2%32.0%0.8%53787

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 8.09, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$40.00Oct 23$0.11$0.89$0.1152%8.09$39.11
$37.00$38.00Oct 16$0.38$0.62$0.3876%1.63$37.38
$36.50$37.00Oct 2$0.19$0.31$0.1984%1.63$36.69
$37.00$38.00Oct 2$0.54$0.46$0.5482%0.85$37.54
$38.00$38.50Sep 25$0.23$0.27$0.2375%1.17$38.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$35.00Oct 2$0.25$2.75$0.2531%11.00$37.75
$40.00$39.00Sep 25$0.50$0.50$0.5070%1.00$39.50
$39.00$38.00Oct 9$0.38$0.62$0.3848%1.63$38.62
$38.00$35.00Oct 9$0.42$2.58$0.4234%6.14$37.58
$39.00$38.00Oct 2$0.38$0.62$0.3849%1.63$38.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.45, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$39.50Sep 18$0.20$0.20$0.30100%0.67$39.20
$40.00$41.50Oct 2$0.43$0.43$1.0764%0.40$40.43
$39.00$39.50Sep 25$0.33$0.33$0.1748%1.94$39.33
$41.00$42.00Oct 16$0.34$0.34$0.6667%0.52$41.34
$40.00$46.00Oct 23$1.13$1.13$4.8756%0.23$41.13
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$36.00Oct 16$0.62$0.62$1.3865%0.45$37.38
$38.50$37.50Sep 25$0.24$0.24$0.7664%0.32$38.26
$38.00$35.00Oct 9$0.42$0.42$2.5866%0.16$37.58
$38.00$35.00Oct 2$0.25$0.25$2.7569%0.09$37.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.24, cheapest $0.46)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.50Sep 18Sep 25$0.461067.7%32.2%
$38.00Sep 18Sep 25$0.17726.7%30.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Sep 25Oct 2$0.1732.2%27.6%
$38.00Oct 2Oct 9$0.1729.0%28.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.13% of stock, avg 5.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Sep 18$0.04$0.40$0.44$39.06$39.941.13%
$39.00Sep 25$0.76$0.66$1.42$37.58$40.423.64%
$40.00Sep 25$0.34$1.16$1.50$38.50$41.503.85%
$38.50Sep 25$1.10$0.44$1.54$36.96$40.043.95%
$37.50Sep 18$1.63$0.05$1.68$35.82$39.184.31%
$38.50Sep 18$0.64$1.07$1.71$36.79$40.214.39%
$39.00Oct 2$0.91$0.83$1.74$37.26$40.744.46%
$37.50Sep 25$1.80$0.20$2.00$35.50$39.505.13%
$39.00Oct 9$1.13$1.00$2.13$36.87$41.135.46%
$38.00Oct 2$2.01$0.45$2.46$35.54$40.466.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.21% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$37.50Sep 18$0.03$0.05$0.08$37.42$40.08
$39.50$37.50Sep 18$0.04$0.05$0.09$37.41$39.59
$41.50$36.00Sep 25$0.19$0.08$0.27$35.73$41.77
$44.00$33.00Oct 16$0.14$0.15$0.29$32.71$44.29
$43.00$35.00Oct 2$0.09$0.20$0.29$34.71$43.29
$41.50$37.00Sep 25$0.19$0.17$0.36$36.64$41.86
$44.00$34.00Oct 16$0.14$0.22$0.36$33.64$44.36
$41.50$35.00Oct 2$0.16$0.20$0.36$34.64$41.86
$40.50$36.00Sep 25$0.25$0.08$0.33$35.67$40.83
$41.50$37.50Sep 25$0.19$0.20$0.39$37.11$41.89

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.61, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3842/43Oct 16$0.76$1.2443%0.61$37.24$42.76
36/3841/42Oct 16$0.96$1.0432%0.92$37.04$41.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 3.17, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$38.50$39.00Sep 18$0.12$0.3868%3.17
$35.00$36.00$37.00Oct 16$0.12$0.8816%7.33
$39.00$40.00$41.00Oct 16$0.17$0.8322%4.88
$38.50$39.00$39.50Sep 18$0.20$0.3042%1.50
$38.50$39.00$39.50Oct 2$0.13$0.3717%2.85
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$34.00$36.00$38.00Oct 16$0.58$1.4225%2.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-1.05, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$35.001:2Sep 25-$1.05$1.95
$36.00$37.501:2Sep 25-$0.52$0.98
$38.00$39.001:2Oct 9-$0.34$0.66
$38.00$38.501:2Sep 18-$0.12$0.38
$39.00$39.501:2Sep 25-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$39.001:2Sep 25-$0.16$0.84
$39.00$38.001:2Oct 2-$0.07$0.93
$39.00$38.001:2Oct 9-$0.24$0.76
$36.00$34.001:2Oct 16-$0.18$1.82
$34.00$33.001:2Oct 16-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 2.69%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Oct 30$1.050.472.6%2.69%5.31%2137
$41.00Oct 30$0.720.385.2%1.85%7.03%1171
$40.00Oct 23$0.870.442.6%2.23%4.85%10--
$39.00Oct 16$1.170.550.1%3.00%3.05%115.2K
$40.00Oct 16$0.680.432.6%1.74%4.36%1321.1K
$41.00Oct 16$0.420.335.2%1.08%6.26%40121
$40.00Oct 9$0.670.392.6%1.72%4.34%13212
$39.00Oct 23$1.050.520.1%2.69%2.74%2--
$40.00Oct 2$0.500.362.6%1.28%3.90%39651
$42.00Oct 16$0.200.227.8%0.51%8.26%562.7K

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 3,290
Total Puts 817
Put/Call Ratio 0.25
Net Difference 2,473

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,647
Total Puts 18,689
Average Put/Call Ratio 0.67
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