Tour v531
TEVA
TEVA PHARMACEUTICAL
$40.62 -0.56%
$40.49 (-0.32%)🌙
as of 10/21 06:48 PM
◀ 10/21 18:48 ▶

Option Volume

Detail
ℹ
Current (10/21) 5,569
Calls: 3,876 (70%)
Puts: 1,693 (30%)
Prior (10/20) 14,314
Calls: 7,826 (55%)
Puts: 6,488 (45%)
Current vs Prior -61.09%
Calls: -50.47% (Calls)
Puts: -73.91% (Puts)
Prior 7-Day Total 62,068
Calls: 49,931 (80%)
Puts: 12,137 (20%)
Prior 7-Day Average 8,866
Calls: 7,133 (80%)
Puts: 1,733 (20%)
Current vs Prior 7-Day Avg -37.19%
Calls: -45.66%
Puts: -2.36%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $1.31M
Calls: $1.11M (85%)
Puts: $199.7K (15%)
Prior (10/20) $1.94M
Calls: $1.25M (64%)
Puts: $692.0K (36%)
Current vs Prior -32.74%
Calls: -11.49%
Puts: -71.14%
Prior 7-Day Total $13.80M
Calls: $12.09M (88%)
Puts: $1.71M (12%)
Prior 7-Day Average $1.97M
Calls: $1.73M (88%)
Puts: $244.7K (12%)
Current vs Prior 7-Day Avg -33.73%
Calls: -35.90%
Puts: -18.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.44
Prior (10/20) 0.83
Current vs Prior -47.31%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +64.59%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 66,415
Calls: 61,064 (92%)
Puts: 5,351 (8%)
Prior (10/20) 81,648
Calls: 71,312 (87%)
Puts: 10,336 (13%)
Current vs Prior -18.66%
Prior 7-Day Total 730,166
Calls: 642,309 (88%)
Puts: 87,857 (12%)
Prior 7-Day Average 104,309
Calls: 91,758 (88%)
Puts: 12,551 (12%)
Current vs Prior 7-Day Avg -36.33%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.15% | 4.68%10.51% | 13.15%
Prior 3.43% | 4.82%10.82% | 13.86%
Current vs Prior -8.05% | -3.01%-2.85% | -5.12%
Prior 7-Day Avg 3.73% | 5.46%7.23% | 12.99%
Current vs 7-Day Avg -15.63% | -14.32%+45.40% | +1.20%
Prior 7-Day Eod 3.43% | 4.82%10.82% | 13.86%
Current vs 7-Day Eod -8.05% | -3.01%-2.85% | -5.12%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Prior 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 102.61% | 35.76%
Calls: 45.79% | 26.59%
Puts: 159.42% | 44.93%
Current vs 7-Day Avg +3.94% | +2.64%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($1.11M) vs puts ($199.7K). Below-average activity with volume down 61% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (3,876 calls vs 1,693 puts). P/C ratio dropping 47% - 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 NEUTRAL
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 7 of results (avg 8.4%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Oct 235.405.85$5.638.0%220.978
$41.00Nov 201.801.96$1.888.5%840.491.8K
$35.00Oct 305.355.85$5.608.9%70.9431
$33.00Oct 237.308.00$7.659.2%400.9011
$35.50Oct 234.905.40$5.159.7%150.9711
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 201.671.75$1.714.7%8160.43175

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.91, cheapest $0.91)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 300.820.99$0.9118.7%320.536
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Oct 234.304.95$4.6314.0%150.9813
$34.50Oct 235.806.50$6.1511.4%300.9817
$35.00Oct 235.405.85$5.638.0%220.978
$35.50Oct 234.905.40$5.159.7%150.9711
$35.00Oct 305.355.85$5.608.9%70.9431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Oct 231.171.75$1.4639.7%60.9036
$48.00Oct 236.659.45$8.0534.8%10.84--
$41.50Oct 230.821.39$1.1151.4%10.81--
$45.00Nov 204.755.25$5.0010.0%50.78--
$41.00Oct 230.421.03$0.7383.6%20.64--

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 4.6K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 61.311.73$1.5227.6%1.0K0.481.0K
$42.00Oct 230.050.10$0.0862.5%4640.125.5K
$40.00Oct 301.181.47$1.3321.8%1630.64348
$43.00Oct 230.000.10$0.05200.0%1450.07108
$41.00Oct 300.590.77$0.6826.5%1000.44224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 201.671.75$1.714.7%8160.43175
$40.00Oct 230.180.35$0.2763.0%1980.3262
$40.50Oct 230.360.62$0.4953.1%750.4862
$38.50Oct 300.170.47$0.3293.7%730.20122
$39.50Oct 300.170.58$0.38107.9%570.2990

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 46.2%, max 156.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Oct 23Nov 20111.8%43.6%156.5%8737
$39.50Oct 23Oct 3048.8%32.4%50.7%62124
$41.00Oct 23Nov 2742.9%41.9%2.5%262.5K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Oct 23Nov 659.1%49.1%20.3%5992
$39.50Oct 23Nov 648.8%48.2%1.2%45118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 5.90, avg 2.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.00$44.00Nov 13$0.29$1.71$0.2940%5.90$42.29
$38.00$38.50Oct 30$0.25$0.25$0.2588%1.00$38.25
$39.50$40.00Oct 30$0.17$0.33$0.1772%1.94$39.67
$40.00$40.50Nov 20$0.17$0.33$0.1757%1.94$40.17
$43.00$44.00Nov 20$0.20$0.80$0.2034%4.00$43.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$40.50Oct 23$0.24$0.26$0.2464%1.08$40.76
$41.00$40.50Oct 30$0.22$0.28$0.2257%1.27$40.78
$40.00$39.50Nov 6$0.17$0.33$0.1742%1.94$39.83
$39.00$38.50Nov 6$0.14$0.36$0.1433%2.57$38.86
$39.00$36.50Oct 23$0.12$2.38$0.1218%19.83$38.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.28, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$41.50Nov 6$0.30$0.30$0.2052%1.50$41.30
$42.00$43.00Oct 30$0.23$0.23$0.7772%0.30$42.23
$41.00$41.50Oct 23$0.18$0.18$0.3263%0.56$41.18
$41.50$42.00Nov 20$0.26$0.26$0.2454%1.08$41.76
$44.00$45.00Nov 20$0.27$0.27$0.7371%0.37$44.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.50$34.00Nov 20$0.98$0.98$3.5268%0.28$37.52
$38.00$37.00Nov 6$0.34$0.34$0.6674%0.52$37.66
$38.50$38.00Oct 30$0.18$0.18$0.3280%0.56$38.32
$40.50$40.00Oct 30$0.32$0.32$0.1852%1.78$40.18
$36.50$36.00Nov 6$0.11$0.11$0.3981%0.28$36.39

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.33, cheapest $0.18)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Oct 23Oct 30$0.5142.5%28.0%
$40.50Oct 23Oct 30$0.3644.2%32.3%
$41.00Oct 23Oct 30$0.3742.9%34.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Oct 23Oct 30$0.1842.5%28.0%
$40.50Oct 23Oct 30$0.2844.2%32.3%
$41.00Oct 23Oct 30$0.2642.9%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.56% of stock, avg 5.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Oct 23$0.55$0.49$1.04$39.46$41.542.56%
$41.00Oct 23$0.31$0.73$1.04$39.96$42.042.56%
$40.00Oct 23$0.82$0.27$1.09$38.91$41.092.68%
$41.50Oct 23$0.13$1.11$1.24$40.26$42.743.05%
$39.50Oct 23$1.19$0.19$1.38$38.12$40.883.40%
$42.00Oct 23$0.08$1.46$1.54$40.46$43.543.79%
$41.00Oct 30$0.68$0.99$1.67$39.33$42.674.11%
$40.50Oct 30$0.91$0.77$1.68$38.82$42.184.14%
$40.00Oct 30$1.33$0.45$1.78$38.22$41.784.38%
$39.50Oct 30$1.50$0.38$1.88$37.62$41.384.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.54% of stock, avg 3.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$43.00$39.00Oct 23$0.05$0.17$0.22$38.78$43.22
$42.00$39.00Oct 23$0.08$0.17$0.25$38.75$42.25
$43.00$39.50Oct 23$0.05$0.19$0.24$39.26$43.24
$42.00$39.50Oct 23$0.08$0.19$0.27$39.23$42.27
$41.50$39.00Oct 23$0.13$0.17$0.30$38.70$41.80
$41.50$39.50Oct 23$0.13$0.19$0.32$39.18$41.82
$44.00$39.00Oct 23$0.19$0.17$0.36$38.64$44.36
$44.00$39.50Oct 23$0.19$0.19$0.38$39.12$44.38
$43.00$40.00Oct 23$0.05$0.27$0.32$39.68$43.32
$42.00$40.00Oct 23$0.08$0.27$0.35$39.65$42.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.69, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3842/43Oct 30$0.41$0.5952%0.69$38.09$42.41
34/3844/45Nov 20$1.25$3.2539%0.38$37.25$45.25
34/3843/44Nov 20$1.18$3.3234%0.36$37.32$44.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.50$41.00$41.50Oct 23$0.06$0.4432%7.33
$40.50$41.00$41.50Oct 30$0.05$0.4518%9.00
$41.00$41.50$42.00Oct 30$0.05$0.4516%9.00
$39.50$40.00$40.50Oct 23$0.10$0.4026%4.00
$42.00$42.50$43.00Oct 23$0.05$0.455%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$39.50$40.00Oct 23$0.06$0.4415%7.33
$40.50$41.00$41.50Oct 23$0.14$0.3633%2.57
$39.50$40.00$40.50Nov 6$0.07$0.4310%6.14
$38.50$39.00$39.50Oct 30$0.08$0.428%5.25
$39.50$40.00$40.50Oct 23$0.14$0.3626%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $--, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$38.001:2Oct 30$0.00$3.00
$38.50$39.501:2Oct 23-$0.21$0.79
$38.50$39.501:2Oct 30-$0.45$0.55
$41.50$43.001:2Nov 6-$0.22$1.28
$40.50$41.001:2Oct 23-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.50$40.001:2Oct 23-$0.05$0.45
$38.00$37.001:2Nov 6-$0.08$0.92
$40.50$40.001:2Oct 30-$0.13$0.37
$41.00$40.501:2Oct 23-$0.25$0.25
$41.50$41.001:2Oct 23-$0.35$0.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 4.43%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Nov 20$1.800.490.9%4.43%5.37%841.8K
$41.00Nov 27$1.690.500.9%4.16%5.10%1--
$41.50Nov 20$1.430.462.2%3.52%5.69%25
$42.00Nov 20$1.200.423.4%2.95%6.35%315.2K
$44.00Nov 20$0.730.298.3%1.80%10.12%3693
$42.50Nov 20$0.990.384.6%2.44%7.07%1--
$43.00Nov 20$0.830.345.9%2.04%7.90%72.6K
$44.00Nov 13$0.640.298.3%1.58%9.90%30--
$45.00Nov 20$0.530.2310.8%1.30%12.09%312.6K
$41.00Nov 6$1.310.480.9%3.23%4.16%1.0K1.0K

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 3,876
Total Puts 1,693
Put/Call Ratio 0.44
Net Difference 2,183

Prior's Put/Call Breakdown

Total Calls 7,826
Total Puts 6,488
Put/Call Ratio 0.83
Net Difference 1,338

Prior 7-Day Put/Call Summary

Total Calls 49,931
Total Puts 12,137
Average Put/Call Ratio 0.27
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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