Tour v533
TEVA
TEVA PHARMACEUTICAL
$40.70 -3.30%
◀ 11/2 18:04 ▶

Option Volume

Detail
ℹ
Current (11/02) 10,571
Calls: 5,703 (54%)
Puts: 4,868 (46%)
Prior (10/30) 4,815
Calls: 4,261 (88%)
Puts: 554 (12%)
Current vs Prior +119.54%
Calls: +33.84% (Calls)
Puts: +778.70% (Puts)
Prior 7-Day Total 43,304
Calls: 38,440 (89%)
Puts: 4,864 (11%)
Prior 7-Day Average 6,186
Calls: 5,491 (89%)
Puts: 694 (11%)
Current vs Prior 7-Day Avg +70.88%
Calls: +3.85%
Puts: +600.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.56M
Calls: $2.16M (84%)
Puts: $396.3K (16%)
Prior (10/30) $2.36M
Calls: $2.10M (89%)
Puts: $252.6K (11%)
Current vs Prior +8.41%
Calls: +2.60%
Puts: +56.86%
Prior 7-Day Total $11.85M
Calls: $10.85M (92%)
Puts: $1.01M (8%)
Prior 7-Day Average $1.69M
Calls: $1.55M (92%)
Puts: $143.6K (8%)
Current vs Prior 7-Day Avg +50.95%
Calls: +39.37%
Puts: +175.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.85
Prior (10/30) 0.13
Current vs Prior +556.52%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +175.09%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02) 286,845
Calls: 191,946 (67%)
Puts: 94,899 (33%)
Prior (10/30) 129,913
Calls: 123,998 (95%)
Puts: 5,915 (5%)
Current vs Prior +120.80%
Prior 7-Day Total 542,302
Calls: 463,147 (85%)
Puts: 79,155 (15%)
Prior 7-Day Average 77,471
Calls: 66,163 (85%)
Puts: 11,307 (15%)
Current vs Prior 7-Day Avg +270.26%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.69% | 8.70%9.58% | 13.10%
Prior 7.91% | 8.65%10.17% | 13.28%
Current vs Prior -2.80% | +0.57%-5.77% | -1.40%
Prior 7-Day Avg 4.19% | 7.78%10.11% | 13.37%
Current vs 7-Day Avg +83.70% | +11.74%-5.25% | -2.04%
Prior 7-Day Eod 7.91% | 8.65%10.17% | 13.28%
Current vs 7-Day Eod -2.80% | +0.57%-5.77% | -1.40%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.47% | 15.96%
Calls: 13.25% | 15.26%
Puts: 15.69% | 16.67%
Prior 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Current vs Prior -86.43% | -56.52%
Prior 7-Day Avg 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Current vs 7-Day Avg -86.43% | -56.52%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($2.16M) vs puts ($396.3K). Dollar volume significantly above 7-day average (51% higher). Unusually high activity with volume up 120% vs prior - elevated interest. P/C ratio rising 557% - increased hedging/bearish 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.2%, best 9.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Nov 62.783.05$2.929.2%10.7060

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.64, cheapest $0.49)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Nov 60.450.53$0.4916.3%1.6K0.2278
$38.00Nov 270.710.85$0.7817.9%1360.26--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Nov 66.107.40$6.7519.3%760.973
$33.00Nov 207.659.20$8.4318.4%--0.97100
$33.50Nov 67.058.40$7.7317.5%790.952
$34.00Nov 66.457.90$7.1820.2%830.942
$35.50Nov 65.106.30$5.7021.1%100.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.50Nov 66.708.00$7.3517.7%30.92--
$48.00Nov 66.157.55$6.8520.4%10.92--
$47.50Nov 65.607.10$6.3523.6%10.92--
$46.00Nov 64.355.70$5.0326.8%20.88--
$47.00Nov 205.406.75$6.0822.2%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 7.0K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.50Nov 201.331.95$1.6437.8%1.0K0.4734
$41.00Nov 61.241.44$1.3414.9%4850.48683
$41.00Nov 201.611.85$1.7313.9%3000.501.4K
$39.50Nov 62.032.44$2.2418.3%2310.65242
$46.00Nov 60.140.30$0.2272.7%910.12101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Nov 60.450.53$0.4916.3%1.6K0.2278
$41.00Nov 61.451.69$1.5715.3%4860.524
$37.50Nov 60.230.48$0.3669.4%2740.1717
$37.50Nov 200.270.71$0.4989.8%2060.202
$41.00Dec 42.052.55$2.3021.7%1380.50--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 80.3%, max 129.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Nov 6Dec 1193.3%45.0%107.4%2188
$42.00Nov 6Dec 1188.3%44.7%97.6%2161
$39.00Nov 6Dec 487.8%44.7%96.6%1641
$40.00Nov 6Nov 2785.4%43.9%94.5%1468
$45.00Nov 6Dec 492.0%47.5%93.6%23381
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Nov 6Dec 489.7%39.1%129.3%1.6K78
$40.00Nov 6Nov 2785.4%43.9%94.5%57196
$39.00Nov 6Nov 2787.8%45.3%94.1%47191
$45.00Nov 6Dec 492.0%47.5%93.6%110
$37.50Nov 6Nov 2087.5%47.0%86.2%48019

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 0.69, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$41.00Dec 4$0.82$1.18$0.8265%1.44$39.82
$36.00$36.50Nov 6$0.27$0.23$0.2789%0.85$36.27
$39.50$40.00Nov 13$0.14$0.36$0.1464%2.57$39.64
$42.00$43.00Nov 27$0.23$0.77$0.2342%3.35$42.23
$45.00$47.00Dec 4$0.25$1.75$0.2526%7.00$45.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$46.00$43.00Nov 20$1.78$1.22$1.7884%0.69$44.22
$44.50$43.00Nov 6$0.78$0.72$0.7884%0.92$43.72
$43.50$41.50Nov 13$1.11$0.89$1.1172%0.80$42.39
$42.00$41.50Nov 20$0.14$0.36$0.1459%2.57$41.86
$40.50$40.00Nov 20$0.15$0.35$0.1546%2.33$40.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.75, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$46.00Nov 27$0.36$0.36$0.6476%0.56$45.36
$41.50$42.00Nov 20$0.38$0.38$0.1254%3.17$41.88
$44.00$44.50Nov 6$0.22$0.22$0.2877%0.79$44.22
$42.00$42.50Nov 6$0.29$0.29$0.2162%1.38$42.29
$41.50$42.00Nov 13$0.30$0.30$0.2055%1.50$41.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$34.00Dec 11$0.43$0.43$0.5783%0.75$34.57
$38.00$37.50Nov 20$0.31$0.31$0.1974%1.63$37.69
$37.00$36.00Nov 13$0.26$0.26$0.7482%0.35$36.74
$38.00$37.50Nov 13$0.23$0.23$0.2776%0.85$37.77
$40.00$39.00Nov 20$0.49$0.49$0.5159%0.96$39.51

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.23, cheapest $0.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Nov 6Nov 20$0.4485.8%49.8%
$43.00Nov 6Nov 13$0.1693.3%62.1%
$41.50Nov 6Nov 13$0.2294.0%64.1%
$42.00Nov 6Nov 13$0.2088.3%60.0%
$41.00Nov 6Nov 13$0.2288.2%60.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$43.00Nov 6Nov 20$0.5893.3%52.0%
$42.00Nov 6Nov 20$0.1688.3%49.7%
$41.50Nov 6Nov 13$0.1894.0%64.1%
$41.00Nov 6Nov 13$0.1688.2%60.2%
$39.00Nov 6Nov 13$0.2087.8%60.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 7.15% of stock, avg 9.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Nov 6$1.56$1.35$2.91$37.59$43.417.15%
$41.00Nov 6$1.34$1.57$2.91$38.09$43.917.15%
$42.50Nov 6$0.66$2.31$2.97$39.53$45.477.30%
$40.00Nov 6$1.94$1.11$3.05$36.95$43.057.49%
$39.50Nov 6$2.24$0.84$3.08$36.42$42.587.57%
$41.50Nov 6$1.23$1.93$3.16$38.34$44.667.76%
$42.00Nov 6$0.95$2.28$3.23$38.77$45.237.94%
$41.00Nov 13$1.56$1.73$3.29$37.71$44.298.08%
$39.00Nov 6$2.54$0.76$3.30$35.70$42.308.11%
$40.00Nov 13$2.17$1.31$3.48$36.52$43.488.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 2.48% of stock, avg 5.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$35.00Nov 27$0.71$0.30$1.01$33.99$46.01
$45.00$36.00Nov 27$0.71$0.43$1.14$34.86$46.14
$42.50$38.50Nov 6$0.66$0.61$1.27$37.23$43.77
$43.00$38.50Nov 6$0.72$0.61$1.33$37.17$44.33
$47.00$37.00Dec 4$0.57$0.79$1.36$35.64$48.36
$44.00$35.00Nov 27$0.88$0.30$1.18$33.82$45.18
$42.50$39.00Nov 6$0.66$0.76$1.42$37.58$43.92
$43.00$39.00Nov 6$0.72$0.76$1.48$37.52$44.48
$47.00$38.00Dec 4$0.57$0.80$1.37$36.63$48.37
$44.00$36.00Nov 27$0.88$0.43$1.31$34.69$45.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 3.17, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3945/46Nov 27$0.76$0.2442%3.17$38.24$45.76
34/3544/44Nov 6$0.32$0.1870%1.78$34.68$44.32
36/3644/44Nov 6$0.33$0.1767%1.94$35.67$44.33
38/3844/44Nov 6$0.35$0.1556%2.33$37.65$44.35
34/3543/44Nov 6$0.31$0.1963%1.63$34.69$43.31
36/3643/44Nov 6$0.32$0.1859%1.78$35.68$43.32
38/3944/44Nov 6$0.37$0.1347%2.85$38.63$44.37
35/3645/46Nov 27$0.49$0.5161%0.96$35.51$45.49
38/3844/44Nov 6$0.34$0.1652%2.12$38.16$44.34
38/3843/44Nov 6$0.34$0.1648%2.12$37.66$43.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Nov 27$0.07$0.9316%13.29
$38.00$39.00$40.00Nov 20$0.09$0.9116%10.11
$45.00$45.50$46.00Nov 6$0.05$0.454%9.00
$41.50$42.00$42.50Nov 13$0.07$0.4310%6.14
$35.00$35.50$36.00Nov 6$0.08$0.424%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$37.50$38.00Nov 6$0.06$0.448%7.33
$40.00$40.50$41.00Nov 20$0.08$0.429%5.25
$36.00$36.50$37.00Nov 6$0.07$0.434%6.14
$45.00$45.50$46.00Nov 6$0.07$0.434%6.14
$38.00$38.50$39.00Nov 20$0.09$0.417%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.65, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$39.001:2Nov 6-$0.65$1.35
$45.00$47.001:2Dec 4-$0.32$1.68
$46.00$47.001:2Nov 13-$0.07$0.93
$44.00$44.501:2Nov 6-$0.06$0.44
$47.00$47.501:2Nov 6-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$46.00$43.001:2Nov 20-$1.72$1.28
$43.50$41.501:2Nov 13-$1.00$1.00
$38.00$36.001:2Nov 27-$0.08$1.92
$35.00$33.001:2Nov 13-$0.02$1.98
$37.00$36.001:2Nov 20-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 3.81%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$42.00Dec 11$1.550.453.2%3.81%7.00%11
$43.00Dec 11$1.200.395.7%2.95%8.60%--34
$41.00Dec 4$1.800.500.7%4.42%5.16%231
$41.00Nov 27$1.680.490.7%4.13%4.86%5612
$42.00Nov 27$1.260.423.2%3.10%6.29%33675
$41.00Nov 20$1.610.500.7%3.96%4.69%3001.4K
$43.00Nov 27$0.930.365.7%2.29%7.94%--13
$41.50Nov 20$1.330.472.0%3.27%5.23%1.0K34
$42.50Nov 20$0.970.394.4%2.38%6.81%395
$45.00Dec 4$0.550.2610.6%1.35%11.92%--30

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 5,703
Total Puts 4,868
Put/Call Ratio 0.85
Net Difference 835

Prior's Put/Call Breakdown

Total Calls 4,261
Total Puts 554
Put/Call Ratio 0.13
Net Difference 3,707

Prior 7-Day Put/Call Summary

Total Calls 38,440
Total Puts 4,864
Average Put/Call Ratio 0.31
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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