Tour v531
TEVA
TEVA PHARMACEUTICAL
$40.21 -1.01%
$40.11 (-0.25%)🌙
as of 10/22 06:58 PM
◀ 10/22 18:58 ▶

Option Volume

Detail
ℹ
Current (10/22) 6,308
Calls: 5,867 (93%)
Puts: 441 (7%)
Prior (10/21) 5,569
Calls: 3,876 (70%)
Puts: 1,693 (30%)
Current vs Prior +13.27%
Calls: +51.37% (Calls)
Puts: -73.95% (Puts)
Prior 7-Day Total 58,718
Calls: 46,012 (78%)
Puts: 12,706 (22%)
Prior 7-Day Average 8,388
Calls: 6,573 (78%)
Puts: 1,815 (22%)
Current vs Prior 7-Day Avg -24.80%
Calls: -10.74%
Puts: -75.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $1.75M
Calls: $1.70M (97%)
Puts: $50.7K (3%)
Prior (10/21) $1.31M
Calls: $1.11M (85%)
Puts: $199.7K (15%)
Current vs Prior +34.25%
Calls: +53.90%
Puts: -74.62%
Prior 7-Day Total $13.44M
Calls: $11.82M (88%)
Puts: $1.62M (12%)
Prior 7-Day Average $1.92M
Calls: $1.69M (88%)
Puts: $232.1K (12%)
Current vs Prior 7-Day Avg -8.65%
Calls: +0.91%
Puts: -78.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.08
Prior (10/21) 0.44
Current vs Prior -82.79%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg -75.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 56,584
Calls: 53,546 (95%)
Puts: 3,038 (5%)
Prior (10/21) 66,415
Calls: 61,064 (92%)
Puts: 5,351 (8%)
Current vs Prior -14.80%
Prior 7-Day Total 659,610
Calls: 592,139 (90%)
Puts: 67,471 (10%)
Prior 7-Day Average 94,230
Calls: 84,591 (90%)
Puts: 9,638 (10%)
Current vs Prior 7-Day Avg -39.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.06% | 5.12%10.07% | 13.83%
Prior 3.15% | 4.68%10.51% | 13.15%
Current vs Prior -2.93% | +9.53%-4.19% | +5.18%
Prior 7-Day Avg 3.77% | 5.38%7.99% | 13.06%
Current vs 7-Day Avg -18.94% | -4.79%+26.13% | +5.86%
Prior 7-Day Eod 3.15% | 4.68%10.51% | 13.15%
Current vs 7-Day Eod -2.93% | +9.53%-4.19% | +5.18%
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 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($1.70M) vs puts ($50.7K). Extreme bullish P/C ratio of 0.08 - heavy call buying (5,867 calls vs 441 puts). P/C ratio dropping 83% - sentiment shifting bullish. Call-heavy open interest (53,546 calls vs 3,038 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 6.7%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 301.001.07$1.046.7%2.1K0.58404
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 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Oct 233.307.00$5.1571.8%320.988
$35.50Oct 233.706.35$5.0352.7%60.9713
$36.00Oct 232.215.95$4.0891.7%10.97--
$34.00Oct 304.257.75$6.0058.3%320.963
$36.50Oct 232.845.10$3.9756.9%20.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 230.261.51$0.89140.4%61.0089
$41.50Oct 230.081.89$0.99182.8%11.00--
$42.00Oct 230.493.20$1.85146.5%11.00--
$43.00Oct 232.344.10$3.2254.7%11.00--
$45.00Oct 233.956.55$5.2549.5%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 4.2K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 301.001.07$1.046.7%2.1K0.58404
$41.50Oct 230.000.05$0.03166.7%5210.07207
$42.00Oct 230.000.02$0.01200.0%2570.035.5K
$42.00Oct 300.000.54$0.27200.0%800.23233
$44.00Oct 300.000.59$0.30196.7%600.17144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Nov 200.701.11$0.9145.1%1110.29489
$40.00Nov 201.562.06$1.8127.6%550.46889
$39.50Oct 300.031.05$0.54188.9%440.35109
$39.50Oct 230.000.63$0.32196.9%410.3079
$40.50Oct 230.141.00$0.57150.9%360.62120

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 50.4%, max 119.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.00Oct 30Nov 2058.5%42.2%38.7%70838
$40.00Oct 23Nov 2054.5%42.7%27.5%51968
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Oct 23Oct 3083.9%38.2%119.8%85188
$36.00Nov 6Nov 2060.8%41.5%46.5%2129
$40.50Oct 23Oct 3054.0%38.0%42.2%56212
$40.00Oct 23Nov 2054.5%42.7%27.5%601.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 3.00, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$36.50Oct 23$0.11$0.39$0.1197%3.55$36.11
$35.00$35.50Oct 23$0.12$0.38$0.1298%3.17$35.12
$38.00$40.00Nov 20$1.10$0.90$1.1071%0.82$39.10
$37.50$38.00Oct 23$0.26$0.24$0.2682%0.92$37.76
$42.00$43.00Nov 20$0.23$0.77$0.2339%3.35$42.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$46.00$45.00Oct 23$0.25$0.75$0.2595%3.00$45.75
$41.00$40.50Oct 23$0.32$0.18$0.32100%0.56$40.68
$40.00$39.50Oct 30$0.13$0.37$0.1344%2.85$39.87
$41.00$40.50Oct 30$0.31$0.19$0.3163%0.61$40.69
$40.50$40.00Oct 23$0.29$0.21$0.2962%0.72$40.21

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.82, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$43.00$44.00Nov 20$0.44$0.44$0.5667%0.79$43.44
$41.50$42.00Nov 20$0.32$0.32$0.1856%1.78$41.82
$41.00$42.00Oct 30$0.31$0.31$0.6961%0.45$41.31
$44.00$45.00Oct 30$0.14$0.14$0.8683%0.16$44.14
$42.50$43.00Oct 30$0.11$0.11$0.3978%0.28$42.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$38.00Nov 20$0.90$0.90$1.1054%0.82$39.10
$39.50$39.00Oct 30$0.31$0.31$0.1965%1.63$39.19
$36.00$35.50Nov 6$0.23$0.23$0.2780%0.85$35.77
$39.50$39.00Oct 23$0.24$0.24$0.2670%0.92$39.26
$38.00$36.00Nov 20$0.50$0.50$1.5071%0.33$37.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.54, cheapest $0.38)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Oct 23Oct 30$0.3854.5%34.7%
$40.50Oct 30Nov 20$0.9438.0%41.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Oct 23Oct 30$0.3954.5%34.7%
$40.50Oct 23Oct 30$0.4554.0%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.34% of stock, avg 5.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Oct 23$0.66$0.28$0.94$39.06$40.942.34%
$39.50Oct 23$0.64$0.32$0.96$38.54$40.462.39%
$41.00Oct 23$0.08$0.89$0.97$40.03$41.972.41%
$41.50Oct 23$0.03$0.99$1.02$40.48$42.522.54%
$39.00Oct 23$1.23$0.08$1.31$37.69$40.313.26%
$40.00Oct 30$1.04$0.67$1.71$38.29$41.714.25%
$40.50Oct 30$0.82$1.02$1.84$38.66$42.344.58%
$42.00Oct 23$0.01$1.85$1.86$40.14$43.864.63%
$41.00Oct 30$0.58$1.33$1.91$39.09$42.914.75%
$43.00Oct 23$0.01$3.22$3.23$39.77$46.238.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 51 found (cheapest 0.27% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.50$39.00Oct 23$0.03$0.08$0.11$38.89$41.61
$41.00$39.00Oct 23$0.08$0.08$0.16$38.84$41.16
$41.00$39.50Oct 23$0.08$0.32$0.40$39.10$41.40
$41.00$40.00Oct 23$0.08$0.28$0.36$39.64$41.36
$41.50$39.50Oct 23$0.03$0.32$0.35$39.15$41.85
$41.50$40.00Oct 23$0.03$0.28$0.31$39.69$41.81
$42.00$39.00Oct 30$0.27$0.23$0.50$38.50$42.50
$42.50$39.00Oct 30$0.32$0.23$0.55$38.45$43.05
$44.00$39.00Oct 30$0.30$0.23$0.53$38.47$44.53
$42.00$39.50Oct 30$0.27$0.54$0.81$38.69$42.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.82, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
39/4044/45Oct 30$0.45$0.5548%0.82$39.05$44.45
36/3843/44Nov 20$0.94$1.0638%0.89$37.06$43.94
36/3844/45Nov 20$0.62$1.3846%0.45$37.38$44.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 4.00, cheapest $0.22)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$43.00$44.00$45.00Nov 20$0.32$0.6813%2.12
$40.00$40.50$41.00Nov 20$0.38$0.128%0.32
$34.50$35.00$35.50Oct 23$0.43$0.077%0.16
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$38.00$40.00Nov 20$0.40$1.6030%4.00
$39.50$40.00$40.50Oct 30$0.22$0.2818%1.27
$35.00$35.50$36.00Nov 6$0.22$0.287%1.27
$39.50$40.00$40.50Oct 23$0.33$0.1732%0.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-1.19, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$43.501:2Nov 6-$0.08$2.42
$39.00$39.501:2Oct 23-$0.05$0.45
$38.00$40.001:2Nov 20-$1.07$0.93
$43.00$44.001:2Nov 20-$0.21$0.79
$42.50$43.001:2Oct 30-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$43.001:2Oct 23-$1.19$0.81
$40.00$38.001:2Nov 20-$0.01$1.99
$43.00$42.001:2Oct 23-$0.48$0.52
$42.00$41.501:2Oct 23-$0.13$0.37
$41.00$40.501:2Oct 23-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.95%, avg 1.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Nov 20$1.590.472.0%3.95%5.92%501.8K
$41.50Nov 20$1.270.443.2%3.16%6.37%1--
$43.00Nov 20$0.700.336.9%1.74%8.68%10--
$40.50Nov 20$1.420.500.7%3.53%4.25%25--
$42.00Nov 20$0.830.394.5%2.06%6.52%65.2K
$44.00Nov 20$0.500.249.4%1.24%10.67%10694
$45.50Nov 20$0.400.1913.2%0.99%14.15%30--
$45.00Nov 20$0.240.2011.9%0.60%12.51%3--
$41.00Nov 6$0.580.412.0%1.44%3.41%9--
$40.50Oct 30$0.580.480.7%1.44%2.16%5813

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 5,867
Total Puts 441
Put/Call Ratio 0.08
Net Difference 5,426

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,012
Total Puts 12,706
Average Put/Call Ratio 0.31
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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