Tour v531
TEVA
TEVA PHARMACEUTICAL
$39.95 +1.37%
$39.00 (-2.38%)🌙
as of 10/26 06:57 PM
◀ 10/26 18:57 ▶

Option Volume

Detail
ℹ
Current (10/26) 10,943
Calls: 9,956 (91%)
Puts: 987 (9%)
Prior (10/23) 4,495
Calls: 3,253 (72%)
Puts: 1,242 (28%)
Current vs Prior +143.45%
Calls: +206.06% (Calls)
Puts: -20.53% (Puts)
Prior 7-Day Total 59,696
Calls: 47,459 (80%)
Puts: 12,237 (20%)
Prior 7-Day Average 8,528
Calls: 6,779 (80%)
Puts: 1,748 (20%)
Current vs Prior 7-Day Avg +28.32%
Calls: +46.85%
Puts: -43.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $2.24M
Calls: $1.99M (89%)
Puts: $253.6K (11%)
Prior (10/23) $1.44M
Calls: $1.29M (90%)
Puts: $148.6K (10%)
Current vs Prior +56.37%
Calls: +54.71%
Puts: +70.68%
Prior 7-Day Total $13.13M
Calls: $11.83M (90%)
Puts: $1.31M (10%)
Prior 7-Day Average $1.88M
Calls: $1.69M (90%)
Puts: $186.7K (10%)
Current vs Prior 7-Day Avg +19.59%
Calls: +17.79%
Puts: +35.84%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.10
Prior (10/23) 0.38
Current vs Prior -74.03%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -66.11%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26) 85,289
Calls: 65,836 (77%)
Puts: 19,453 (23%)
Prior (10/23) 101,356
Calls: 71,697 (71%)
Puts: 29,659 (29%)
Current vs Prior -15.85%
Prior 7-Day Total 612,313
Calls: 523,704 (86%)
Puts: 88,609 (14%)
Prior 7-Day Average 87,473
Calls: 74,814 (86%)
Puts: 12,658 (14%)
Current vs Prior 7-Day Avg -2.50%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 4.06% | 8.64%10.09% | 13.74%
Prior 4.29% | 8.25%10.12% | 13.35%
Current vs Prior -5.44% | +4.72%-0.36% | +2.96%
Prior 7-Day Avg 3.68% | 5.70%9.72% | 13.48%
Current vs 7-Day Avg +10.32% | +51.42%+3.75% | +1.93%
Prior 7-Day Eod 4.29% | 8.25%10.12% | 13.35%
Current vs 7-Day Eod -5.44% | +4.72%-0.36% | +2.96%
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 89% of dollar volume in calls ($1.99M) vs puts ($253.6K). Elevated premium activity with dollar volume up 56% vs prior. Unusually high activity with volume up 143% vs prior - elevated interest. Extreme bullish P/C ratio of 0.10 - heavy call buying (9,956 calls vs 987 puts).

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 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Oct 307.508.20$7.858.9%750.936
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. 21 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Oct 300.811.06$0.9426.6%181.00--
$40.00Oct 300.550.70$0.6323.8%1681.002.7K
$34.00Oct 305.656.35$6.0011.7%770.938
$32.00Oct 307.508.20$7.858.9%750.936
$33.00Oct 306.607.30$6.9510.1%780.927
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 300.651.34$1.0069.0%51.0092
$41.50Oct 301.492.54$2.0252.0%11.00--
$45.00Oct 304.806.30$5.5527.0%11.00--
$45.50Oct 305.356.85$6.1024.6%11.00--
$41.00Nov 132.002.63$2.3227.2%190.641

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 1.7K, top 191)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 201.461.63$1.5511.0%1910.451.8K
$40.00Oct 300.550.70$0.6323.8%1681.002.7K
$44.50Nov 60.070.58$0.32159.4%1020.16--
$33.00Oct 306.607.30$6.9510.1%780.927
$34.00Oct 305.656.35$6.0011.7%770.938
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 131.521.98$1.7526.3%1710.548
$39.00Nov 130.981.64$1.3150.4%1520.4310
$38.50Nov 201.151.40$1.2719.7%1000.39201
$40.00Nov 271.732.39$2.0632.0%1000.525
$37.50Oct 300.000.15$0.08187.5%240.093

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 48.0%, max 91.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Oct 30Dec 480.2%41.9%91.3%10825
$39.00Nov 6Nov 2755.4%41.2%34.4%2161
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Nov 6Nov 1354.0%45.6%18.3%260

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 3.17, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$40.00Nov 20$0.24$0.76$0.2461%3.17$39.24
$39.50$40.00Oct 30$0.31$0.19$0.31100%0.61$39.81
$39.00$40.00Nov 27$0.42$0.58$0.4262%1.38$39.42
$43.00$44.00Nov 13$0.12$0.88$0.1227%7.33$43.12
$37.50$38.00Nov 20$0.27$0.23$0.2774%0.85$37.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.50$39.00Oct 30$0.79$0.71$0.79100%0.90$39.71
$40.00$39.50Nov 6$0.19$0.31$0.1956%1.63$39.81
$40.00$39.00Nov 13$0.44$0.56$0.4454%1.27$39.56
$39.00$38.50Nov 6$0.16$0.34$0.1642%2.12$38.84
$41.00$40.00Nov 13$0.57$0.43$0.5764%0.75$40.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 0.21, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$43.00$45.00Oct 30$0.35$0.35$1.6579%0.21$43.35
$43.00$47.00Dec 4$0.81$0.81$3.1965%0.25$43.81
$43.00$43.50Nov 6$0.21$0.21$0.2974%0.72$43.21
$43.00$43.50Nov 20$0.21$0.21$0.2970%0.72$43.21
$44.00$45.00Nov 13$0.22$0.22$0.7878%0.28$44.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.50Nov 6$0.26$0.26$0.2482%1.08$35.74
$37.50$37.00Nov 6$0.28$0.28$0.2272%1.27$37.22
$39.00$38.00Nov 13$0.48$0.48$0.5257%0.92$38.52
$38.50$38.00Nov 6$0.26$0.26$0.2463%1.08$38.24
$37.00$36.00Nov 13$0.22$0.22$0.7876%0.28$36.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.48, cheapest $0.09)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Nov 6Nov 20$0.0955.4%40.5%
$40.50Oct 30Nov 6$1.1028.7%58.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Nov 6Nov 13$0.1354.0%45.6%
$40.00Nov 6Nov 13$0.1852.5%49.9%
$39.00Oct 30Nov 6$0.9128.7%55.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 3.20% of stock, avg 7.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Oct 30$0.28$1.00$1.28$39.22$41.783.20%
$41.50Oct 30$0.19$2.02$2.21$39.29$43.715.53%
$40.00Nov 6$1.61$1.57$3.18$36.82$43.187.96%
$39.00Nov 6$2.17$1.12$3.29$35.71$42.298.24%
$39.00Nov 20$2.26$1.32$3.58$35.42$42.588.96%
$40.00Nov 27$2.21$2.06$4.27$35.73$44.2710.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.50% of stock, avg 3.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.00$37.50Oct 30$0.12$0.08$0.20$37.30$42.20
$41.50$37.50Oct 30$0.19$0.08$0.27$37.23$41.77
$42.00$38.50Oct 30$0.12$0.24$0.36$38.14$42.36
$42.00$39.00Oct 30$0.12$0.21$0.33$38.67$42.33
$41.50$38.50Oct 30$0.19$0.24$0.43$38.07$41.93
$41.00$37.50Oct 30$0.30$0.08$0.38$37.12$41.38
$41.50$39.00Oct 30$0.19$0.21$0.40$38.60$41.90
$40.50$37.50Oct 30$0.28$0.08$0.36$37.14$40.86
$40.50$39.00Oct 30$0.28$0.21$0.49$38.51$40.99
$43.00$37.50Oct 30$0.37$0.08$0.45$37.05$43.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.79, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3744/45Nov 13$0.44$0.5654%0.79$36.56$44.44
36/3642/43Nov 6$0.48$0.5249%0.92$35.52$42.48
36/3742/43Nov 13$0.53$0.4741%1.13$36.47$42.53
37/3844/45Nov 13$0.46$0.5446%0.85$37.54$44.46
37/3842/43Nov 6$0.50$0.5039%1.00$37.00$42.50
37/3842/43Nov 13$0.55$0.4533%1.22$37.45$42.55
36/3743/44Nov 13$0.34$0.6650%0.52$36.66$43.34
37/3843/44Nov 13$0.36$0.6441%0.56$37.64$43.36
38/3841/42Oct 30$0.27$0.7344%0.37$38.23$41.27
38/3843/45Oct 30$0.51$1.4953%0.34$37.99$43.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 6.69, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$42.00$43.00Nov 6$0.13$0.8717%6.69
$40.00$40.50$41.00Oct 30$0.37$0.1370%0.35
$44.00$44.50$45.00Nov 6$0.08$0.425%5.25
$41.00$41.50$42.00Nov 20$0.09$0.417%4.56
$44.00$45.00$46.00Nov 13$0.15$0.8510%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$40.00$41.00Nov 13$0.13$0.8721%6.69
$38.50$39.00$39.50Nov 6$0.10$0.4012%4.00
$37.00$38.00$39.00Nov 13$0.24$0.7619%3.17
$37.50$38.00$38.50Nov 6$0.29$0.219%0.72
$36.50$37.00$37.50Nov 6$0.32$0.188%0.56

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 $-0.33, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$42.001:2Nov 27-$0.33$1.67
$39.50$40.001:2Oct 30-$0.32$0.18
$44.00$45.001:2Nov 13-$0.09$0.91
$45.00$46.001:2Nov 20-$0.09$0.91
$41.00$41.501:2Oct 30-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$36.001:2Nov 13-$0.15$0.85
$39.00$38.001:2Nov 13-$0.35$0.65
$35.50$33.501:2Nov 6-$0.19$1.81
$37.50$37.001:2Nov 6-$0.17$0.33
$38.00$37.001:2Nov 13-$0.35$0.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 5.01%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Nov 27$2.000.540.1%5.01%5.13%20--
$41.00Nov 20$1.460.452.6%3.65%6.28%1911.8K
$40.00Nov 20$1.850.530.1%4.63%4.76%5835
$41.50Nov 20$1.220.413.9%3.05%6.93%4--
$42.00Nov 20$1.060.385.1%2.65%7.78%16--
$43.00Dec 4$0.680.357.6%1.70%9.34%5--
$42.00Nov 27$0.940.395.1%2.35%7.48%13
$42.50Nov 20$0.870.336.4%2.18%8.56%1--
$43.00Nov 20$0.790.307.6%1.98%9.61%282.6K
$43.00Nov 27$0.650.317.6%1.63%9.26%12

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 9,956
Total Puts 987
Put/Call Ratio 0.10
Net Difference 8,969

Prior's Put/Call Breakdown

Total Calls 3,253
Total Puts 1,242
Put/Call Ratio 0.38
Net Difference 2,011

Prior 7-Day Put/Call Summary

Total Calls 47,459
Total Puts 12,237
Average Put/Call Ratio 0.29
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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