Tour v531
TEVA
TEVA PHARMACEUTICAL
$39.97 -1.04%
$39.81 (-0.40%)🌙
as of 10/28 06:56 PM
◀ 10/28 18:56 ▶

Option Volume

Detail
ℹ
Current (10/28) 1,305
Calls: 550 (42%)
Puts: 755 (58%)
Prior (10/27) 6,333
Calls: 6,150 (97%)
Puts: 183 (3%)
Current vs Prior -79.39%
Calls: -91.06% (Calls)
Puts: +312.57% (Puts)
Prior 7-Day Total 57,305
Calls: 44,871 (78%)
Puts: 12,434 (22%)
Prior 7-Day Average 8,186
Calls: 6,410 (78%)
Puts: 1,776 (22%)
Current vs Prior 7-Day Avg -84.06%
Calls: -91.42%
Puts: -57.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/28) $361.2K
Calls: $170.0K (47%)
Puts: $191.2K (53%)
Prior (10/27) $1.95M
Calls: $1.92M (98%)
Puts: $31.4K (2%)
Current vs Prior -81.48%
Calls: -91.14%
Puts: +508.33%
Prior 7-Day Total $13.02M
Calls: $11.54M (89%)
Puts: $1.48M (11%)
Prior 7-Day Average $1.86M
Calls: $1.65M (89%)
Puts: $211.6K (11%)
Current vs Prior 7-Day Avg -80.58%
Calls: -89.69%
Puts: -9.64%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 1.37
Prior (10/27) 0.03
Current vs Prior +4513.26%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +373.81%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/28) 38,522
Calls: 29,546 (77%)
Puts: 8,976 (23%)
Prior (10/27) 63,544
Calls: 58,596 (92%)
Puts: 4,948 (8%)
Current vs Prior -39.38%
Prior 7-Day Total 540,723
Calls: 437,040 (81%)
Puts: 103,683 (19%)
Prior 7-Day Average 77,246
Calls: 62,434 (81%)
Puts: 14,811 (19%)
Current vs Prior 7-Day Avg -50.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.75% | 5.83%9.93% | 13.03%
Prior 3.44% | 8.89%10.52% | 13.42%
Current vs Prior +9.05% | -34.42%-5.61% | -2.86%
Prior 7-Day Avg 3.65% | 6.60%10.41% | 13.67%
Current vs 7-Day Avg +2.87% | -11.68%-4.61% | -4.65%
Prior 7-Day Eod 3.44% | 8.89%10.52% | 13.42%
Current vs 7-Day Eod +9.05% | -34.42%-5.61% | -2.86%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 79% vs prior. Bearish P/C ratio of 1.37 indicates protective positioning. P/C ratio rising 4513% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.6%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 201.451.58$1.528.6%200.461.9K
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. 23 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Oct 302.284.75$3.5170.4%20.9650
$37.00Oct 302.065.05$3.5684.0%10.9620
$37.50Oct 301.923.80$2.8665.7%10.95--
$35.00Oct 304.555.70$5.1322.4%50.9329
$35.00Nov 64.956.45$5.7026.3%30.932
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Oct 302.074.25$3.1669.0%11.00--
$45.00Nov 205.056.00$5.5317.2%10.845
$43.50Oct 302.264.80$3.5372.0%10.84--
$41.00Oct 300.731.51$1.1269.6%10.79--
$40.50Oct 300.411.18$0.8096.2%430.6091

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 695, top 57)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Nov 270.100.66$0.38147.4%500.15--
$40.50Oct 300.001.19$0.60198.3%430.41431
$41.00Oct 300.050.35$0.20150.0%370.24290
$38.00Nov 202.853.35$3.1016.1%310.71104
$45.00Dec 40.002.64$1.32200.0%300.31--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 300.190.78$0.49120.4%570.53287
$40.00Nov 60.241.75$1.00151.0%500.45--
$40.50Oct 300.411.18$0.8096.2%430.6091
$40.00Nov 201.342.03$1.6940.8%310.47863
$40.50Nov 61.682.06$1.8720.3%300.4992

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 36.8%, max 71.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.50Oct 30Nov 2083.2%48.4%71.8%254
$40.50Oct 30Nov 2073.4%43.4%69.4%68456
$41.00Oct 30Nov 2050.3%47.0%7.2%572.2K
$45.00Nov 6Dec 459.8%58.6%2.1%34342
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Oct 30Nov 2073.4%43.4%69.4%7291
$38.00Nov 13Nov 2047.9%47.5%0.9%2626

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 0.83, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$39.50Nov 20$0.82$0.68$0.8271%0.83$38.82
$41.00$42.00Nov 20$0.35$0.65$0.3546%1.86$41.35
$42.00$42.50Nov 20$0.12$0.38$0.1238%3.17$42.12
$43.00$45.00Nov 20$0.41$1.59$0.4131%3.88$43.41
$45.00$46.00Nov 6$0.11$0.89$0.1118%8.09$45.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$37.00Nov 6$0.28$1.72$0.2831%6.14$38.72
$41.00$40.50Oct 30$0.32$0.18$0.3279%0.56$40.68
$40.50$40.00Nov 20$0.21$0.29$0.2152%1.38$40.29
$40.00$38.50Nov 20$0.57$0.93$0.5747%1.63$39.43
$38.50$38.00Nov 20$0.15$0.35$0.1534%2.33$38.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 4.00, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.50$41.00Oct 30$0.40$0.40$0.1059%4.00$40.90
$40.00$41.50Nov 6$1.01$1.01$0.4935%2.06$41.01
$42.50$43.00Oct 30$0.14$0.14$0.3684%0.39$42.64
$40.00$40.50Nov 20$0.36$0.36$0.1446%2.57$40.36
$42.00$45.00Nov 6$0.82$0.82$2.1857%0.38$42.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.50$36.00Nov 6$0.22$0.22$0.2882%0.79$36.28
$35.00$34.00Nov 6$0.13$0.13$0.8790%0.15$34.87
$36.00$35.50Nov 6$0.11$0.11$0.3987%0.28$35.89
$38.50$38.00Nov 20$0.15$0.15$0.3566%0.43$38.35
$39.00$37.00Nov 6$0.28$0.28$1.7269%0.16$38.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.04, cheapest $0.99)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Oct 30Nov 20$0.9973.4%43.4%
$40.00Oct 30Nov 6$1.6040.2%52.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Oct 30Nov 6$1.0773.4%79.6%
$40.00Oct 30Nov 6$0.5140.2%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.30% of stock, avg 6.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Oct 30$0.43$0.49$0.92$39.08$40.922.30%
$41.00Oct 30$0.20$1.12$1.32$39.68$42.323.30%
$39.00Oct 30$1.23$0.15$1.38$37.62$40.383.45%
$40.50Oct 30$0.60$0.80$1.40$39.10$41.903.50%
$40.00Nov 6$2.03$1.00$3.03$36.97$43.037.58%
$43.00Oct 30$0.05$3.16$3.21$39.79$46.218.03%
$40.50Nov 20$1.59$1.90$3.49$37.01$43.998.73%
$40.00Nov 20$1.95$1.69$3.64$36.36$43.649.11%
$38.00Nov 20$3.10$0.97$4.07$33.93$42.0710.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 43 found (cheapest 0.58% of stock, avg 4.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.00$39.00Oct 30$0.08$0.15$0.23$38.77$42.23
$42.50$39.00Oct 30$0.19$0.15$0.34$38.66$42.84
$41.00$39.00Oct 30$0.20$0.15$0.35$38.65$41.35
$40.00$39.00Oct 30$0.43$0.15$0.58$38.42$40.58
$46.00$36.50Nov 6$0.23$0.55$0.78$35.72$46.78
$45.00$36.50Nov 6$0.34$0.55$0.89$35.61$45.89
$40.50$39.00Oct 30$0.60$0.15$0.75$38.25$41.25
$46.00$39.00Nov 6$0.23$0.65$0.88$38.12$46.88
$45.00$39.00Nov 6$0.34$0.65$0.99$38.01$45.99
$45.00$38.00Nov 13$0.37$0.75$1.12$36.88$46.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.49, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3645/46Nov 6$0.33$0.6764%0.49$36.17$45.33
34/3545/46Nov 6$0.24$0.7672%0.32$34.76$45.24
38/3842/43Nov 20$0.30$0.2031%1.50$38.20$42.80
36/3645/46Nov 6$0.22$0.7869%0.28$35.78$45.22
37/3945/46Nov 6$0.39$1.6152%0.24$38.61$45.39
38/3843/45Nov 20$0.56$1.4435%0.39$37.94$43.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 3.55, cheapest $0.11)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$32.00$33.00$34.00Oct 30$0.13$0.873%6.69
$40.00$40.50$41.00Nov 20$0.29$0.218%0.72
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$35.50$36.00$36.50Nov 6$0.11$0.398%3.55
$35.00$35.50$36.00Nov 6$0.16$0.343%2.12

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 $-0.01, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$41.501:2Nov 6-$0.01$1.49
$43.00$45.001:2Nov 20-$0.08$1.92
$38.50$39.001:2Oct 30-$0.22$0.28
$36.00$38.001:2Nov 20-$1.57$0.43
$45.00$46.001:2Nov 6-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Nov 6-$0.09$1.91
$40.50$40.001:2Oct 30-$0.18$0.32
$40.50$40.001:2Nov 6-$0.13$0.37
$40.00$38.501:2Nov 20-$0.55$0.95
$36.50$36.001:2Nov 6-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.63%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Nov 20$1.450.462.6%3.63%6.20%201.9K
$40.00Nov 20$1.830.540.1%4.58%4.65%21836
$42.00Nov 27$0.930.385.1%2.33%7.41%44
$42.00Nov 20$0.850.385.1%2.13%7.21%25.2K
$40.50Nov 20$1.330.501.3%3.33%4.65%2525
$42.50Nov 20$0.700.356.3%1.75%8.08%1--
$42.00Nov 6$0.710.435.1%1.78%6.86%245
$41.50Nov 6$0.860.473.8%2.15%5.98%331
$43.00Nov 20$0.560.317.6%1.40%8.98%1--
$45.00Nov 20$0.380.1912.6%0.95%13.54%52.6K

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 550
Total Puts 755
Put/Call Ratio 1.37
Net Difference -205

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 44,871
Total Puts 12,434
Average Put/Call Ratio 0.29
Ratio Trend Rising

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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