Tour v531
TEVA
TEVA PHARMACEUTICAL
$40.39 +1.10%
$40.37 (-0.05%)🌙
as of 10/27 06:56 PM
◀ 10/27 18:56 ▶

Option Volume

Detail
ℹ
Current (10/27) 6,333
Calls: 6,150 (97%)
Puts: 183 (3%)
Prior (10/26) 10,943
Calls: 9,956 (91%)
Puts: 987 (9%)
Current vs Prior -42.13%
Calls: -38.23% (Calls)
Puts: -81.46% (Puts)
Prior 7-Day Total 66,554
Calls: 53,735 (81%)
Puts: 12,819 (19%)
Prior 7-Day Average 9,507
Calls: 7,676 (81%)
Puts: 1,831 (19%)
Current vs Prior 7-Day Avg -33.39%
Calls: -19.88%
Puts: -90.01%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.95M
Calls: $1.92M (98%)
Puts: $31.4K (2%)
Prior (10/26) $2.24M
Calls: $1.99M (89%)
Puts: $253.6K (11%)
Current vs Prior -13.09%
Calls: -3.60%
Puts: -87.60%
Prior 7-Day Total $14.32M
Calls: $12.81M (89%)
Puts: $1.50M (11%)
Prior 7-Day Average $2.05M
Calls: $1.83M (89%)
Puts: $214.9K (11%)
Current vs Prior 7-Day Avg -4.64%
Calls: +4.83%
Puts: -85.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.03
Prior (10/26) 0.10
Current vs Prior -69.98%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -89.75%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 63,544
Calls: 58,596 (92%)
Puts: 4,948 (8%)
Prior (10/26) 85,289
Calls: 65,836 (77%)
Puts: 19,453 (23%)
Current vs Prior -25.50%
Prior 7-Day Total 574,516
Calls: 472,959 (82%)
Puts: 101,557 (18%)
Prior 7-Day Average 82,073
Calls: 67,565 (82%)
Puts: 14,508 (18%)
Current vs Prior 7-Day Avg -22.58%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.44% | 8.89%10.52% | 13.42%
Prior 4.06% | 8.64%10.09% | 13.74%
Current vs Prior -15.13% | +2.92%+4.31% | -2.35%
Prior 7-Day Avg 3.69% | 6.09%10.60% | 13.74%
Current vs 7-Day Avg -6.65% | +45.83%-0.69% | -2.33%
Prior 7-Day Eod 4.06% | 8.64%10.09% | 13.74%
Current vs 7-Day Eod -15.13% | +2.92%+4.31% | -2.35%
Sentiment BULLISHBEARISH

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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($1.92M) vs puts ($31.4K). Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.03 - heavy call buying (6,150 calls vs 183 puts). P/C ratio dropping 70% - 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 5 of results (avg 8.5%, best 6.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Nov 202.682.85$2.776.1%100.64127
$37.50Nov 203.603.95$3.789.3%20.75--
$33.00Oct 307.107.80$7.459.4%440.8810
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 61.331.45$1.398.6%100.44--
$42.00Nov 202.682.94$2.819.3%20.6135

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 300.500.61$0.5520.0%20.50430
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.75, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Oct 303.604.15$3.8814.2%60.9648
$35.00Oct 305.105.80$5.4512.8%440.9432
$37.00Oct 302.903.95$3.4330.6%10.91--
$34.00Oct 306.106.75$6.4310.1%440.8917
$33.00Oct 307.107.80$7.459.4%440.8810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Oct 305.257.05$6.1529.3%20.94--
$46.50Oct 305.807.50$6.6525.6%20.85--
$41.50Oct 301.071.47$1.2731.5%20.83--
$42.00Nov 132.372.90$2.6420.1%20.625
$42.00Nov 202.682.94$2.819.3%20.6135

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 758, top 208)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 300.561.03$0.8058.7%2080.622.7K
$38.00Nov 203.153.80$3.4718.7%840.71121
$33.00Oct 307.107.80$7.459.4%440.8810
$34.00Oct 306.106.75$6.4310.1%440.8917
$35.00Oct 305.105.80$5.4512.8%440.9432
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 300.440.73$0.5949.2%230.5192
$39.50Oct 300.050.52$0.29162.1%200.2787
$40.50Nov 61.561.77$1.6712.6%200.4980
$40.00Oct 300.350.50$0.4334.9%150.38293
$39.00Oct 300.000.25$0.13192.3%120.16158

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 7.9%, max 8.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Oct 30Dec 443.9%40.8%7.6%2092.7K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.00Nov 13Nov 2052.4%48.4%8.2%440

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 3.41, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.00$43.50Nov 6$0.34$1.16$0.3436%3.41$42.34
$41.50$42.00Nov 6$0.12$0.38$0.1241%3.17$41.62
$37.50$38.00Nov 20$0.31$0.19$0.3175%0.61$37.81
$40.00$41.00Nov 20$0.46$0.54$0.4655%1.17$40.46
$40.00$40.50Oct 30$0.25$0.25$0.2562%1.00$40.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.50$40.00Oct 30$0.16$0.34$0.1651%2.13$40.34
$40.00$39.50Oct 30$0.14$0.36$0.1438%2.57$39.86
$42.00$41.00Nov 20$0.56$0.44$0.5661%0.79$41.44
$39.00$38.00Nov 6$0.28$0.72$0.2834%2.57$38.72
$40.00$39.50Nov 6$0.22$0.28$0.2244%1.27$39.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.33, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$41.50Oct 30$0.21$0.21$0.2964%0.72$41.21
$42.00$45.00Nov 13$0.73$0.73$2.2763%0.32$42.73
$41.00$45.00Nov 27$1.19$1.19$2.8152%0.42$42.19
$41.00$42.00Nov 20$0.42$0.42$0.5853%0.72$41.42
$43.00$45.00Nov 20$0.45$0.45$1.5568%0.29$43.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$36.00Nov 6$0.50$0.50$1.5074%0.33$37.50
$38.00$33.00Nov 20$0.69$0.69$4.3171%0.16$37.31
$40.00$38.00Nov 20$0.81$0.81$1.1955%0.68$39.19
$39.50$39.00Oct 30$0.16$0.16$0.3473%0.47$39.34
$39.50$39.00Nov 6$0.20$0.20$0.3061%0.67$39.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.94, cheapest $0.17)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.00Oct 30Nov 20$1.3740.3%49.3%
$40.00Oct 30Nov 6$1.1243.9%59.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.00Nov 13Nov 20$0.1752.4%48.4%
$40.00Oct 30Nov 6$0.9643.9%59.9%
$40.50Oct 30Nov 6$1.0840.1%62.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 2.82% of stock, avg 7.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Oct 30$0.55$0.59$1.14$39.36$41.642.82%
$40.00Oct 30$0.80$0.43$1.23$38.77$41.233.05%
$41.50Oct 30$0.14$1.27$1.41$40.09$42.913.49%
$39.00Oct 30$1.54$0.13$1.67$37.33$40.674.13%
$40.00Nov 6$1.92$1.39$3.31$36.69$43.318.20%
$42.00Nov 13$1.11$2.64$3.75$38.25$45.759.28%
$40.00Nov 20$2.18$1.70$3.88$36.12$43.889.61%
$41.00Nov 20$1.72$2.25$3.97$37.03$44.979.83%
$42.00Nov 20$1.30$2.81$4.11$37.89$46.1110.18%
$38.00Nov 20$3.47$0.89$4.36$33.64$42.3610.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 0.47% of stock, avg 3.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.50$39.00Oct 30$0.06$0.13$0.19$38.81$42.69
$42.50$38.00Oct 30$0.06$0.14$0.20$37.80$42.70
$42.00$39.00Oct 30$0.09$0.13$0.22$38.78$42.22
$42.00$38.00Oct 30$0.09$0.14$0.23$37.77$42.23
$41.50$39.00Oct 30$0.14$0.13$0.27$38.73$41.77
$41.50$38.00Oct 30$0.14$0.14$0.28$37.72$41.78
$42.50$39.50Oct 30$0.06$0.29$0.35$39.15$42.85
$42.00$39.50Oct 30$0.09$0.29$0.38$39.12$42.38
$41.50$39.50Oct 30$0.14$0.29$0.43$39.07$41.93
$47.00$33.00Nov 20$0.28$0.20$0.48$32.52$47.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.23, avg credit $1.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
33/3845/47Nov 20$0.94$4.0651%0.23$37.06$45.94
33/3843/45Nov 20$1.14$3.8639%0.30$36.86$44.14

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$43.00$45.00$47.00Nov 20$0.20$1.8020%9.00
$38.00$39.00$40.00Nov 20$0.11$0.8916%8.09
$41.00$42.00$43.00Nov 20$0.10$0.9015%9.00
$36.00$36.50$37.00Oct 30$0.05$0.456%9.00
$39.00$40.00$41.00Nov 20$0.13$0.8716%6.69
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$39.50$40.00$40.50Nov 6$0.06$0.4410%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.35, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.50$39.001:2Oct 30-$0.35$1.15
$39.00$40.001:2Oct 30-$0.06$0.94
$40.00$41.501:2Nov 6-$0.18$1.32
$43.00$45.001:2Nov 20-$0.08$1.92
$45.00$47.001:2Nov 20-$0.03$1.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$40.001:2Nov 13-$0.38$1.62
$40.00$38.001:2Nov 20-$0.08$1.92
$40.00$39.501:2Oct 30-$0.15$0.35
$39.00$38.001:2Oct 30-$0.15$0.85
$40.50$40.001:2Oct 30-$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.96%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Nov 20$1.600.471.5%3.96%5.47%201.9K
$42.00Nov 20$1.220.394.0%3.02%7.01%5--
$41.00Nov 27$1.460.481.5%3.61%5.13%1--
$43.00Nov 20$0.870.326.5%2.15%8.62%352.7K
$42.00Nov 13$0.850.374.0%2.10%6.09%1--
$42.00Nov 6$0.830.364.0%2.05%6.04%13--
$45.00Nov 20$0.450.2011.4%1.11%12.53%10--
$45.00Nov 27$0.330.2211.4%0.82%12.23%1--
$41.50Nov 6$0.850.412.8%2.10%4.85%1126
$43.50Nov 6$0.460.257.7%1.14%8.84%12--

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 6,150
Total Puts 183
Put/Call Ratio 0.03
Net Difference 5,967

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 53,735
Total Puts 12,819
Average Put/Call Ratio 0.29
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