Tour v533
TEVA
TEVA PHARMACEUTICAL
$41.91 +2.97%
$41.81 (-0.24%)🌙
as of 11/03 06:07 PM
◀ 11/3 18:07

Option Volume

Detail
ℹ
Current (11/03) 15,459
Calls: 11,717 (76%)
Puts: 3,742 (24%)
Prior (11/02) 10,571
Calls: 5,703 (54%)
Puts: 4,868 (46%)
Current vs Prior +46.24%
Calls: +105.45% (Calls)
Puts: -23.13% (Puts)
Prior 7-Day Total 47,567
Calls: 38,276 (80%)
Puts: 9,291 (20%)
Prior 7-Day Average 6,795
Calls: 5,468 (80%)
Puts: 1,327 (20%)
Current vs Prior 7-Day Avg +127.50%
Calls: +114.28%
Puts: +181.93%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $6.26M
Calls: $6.08M (97%)
Puts: $175.3K (3%)
Prior (11/02) $2.56M
Calls: $2.16M (84%)
Puts: $396.3K (16%)
Current vs Prior +144.90%
Calls: +181.72%
Puts: -55.77%
Prior 7-Day Total $12.65M
Calls: $11.30M (89%)
Puts: $1.35M (11%)
Prior 7-Day Average $1.81M
Calls: $1.61M (89%)
Puts: $193.0K (11%)
Current vs Prior 7-Day Avg +246.26%
Calls: +276.78%
Puts: -9.16%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.32
Prior (11/02) 0.85
Current vs Prior -62.59%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -24.22%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 290,842
Calls: 192,924 (66%)
Puts: 97,918 (34%)
Prior (11/02) 286,845
Calls: 191,946 (67%)
Puts: 94,899 (33%)
Current vs Prior +1.39%
Prior 7-Day Total 772,563
Calls: 601,547 (78%)
Puts: 171,016 (22%)
Prior 7-Day Average 110,366
Calls: 85,935 (78%)
Puts: 24,430 (22%)
Current vs Prior 7-Day Avg +163.52%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.20% | 6.13%7.23% | 10.83%
Prior 7.69% | 8.70%9.58% | 13.10%
Current vs Prior -45.39% | -29.50%-24.55% | -17.28%
Prior 7-Day Avg 4.85% | 8.29%10.04% | 13.26%
Current vs 7-Day Avg -13.38% | -26.07%-28.02% | -18.33%
Prior 7-Day Eod 7.69% | 8.70%9.58% | 13.10%
Current vs 7-Day Eod -45.39% | -29.50%-24.55% | -17.28%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.51% | 12.75%
Calls: 17.02% | 10.37%
Puts: 20.00% | 15.13%
Prior 14.47% | 15.96%
Calls: 13.25% | 15.26%
Puts: 15.69% | 16.67%
Current vs Prior +27.92% | -20.11%
Prior 7-Day Avg 93.48% | 33.75%
Calls: 37.89% | 23.39%
Puts: 149.07% | 44.10%
Current vs 7-Day Avg -80.20% | -62.22%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($6.08M) vs puts ($175.3K). Massive premium surge with dollar volume up 145% vs prior. Dollar volume significantly above 7-day average (246% higher). Volume explosion - 128% above 7-day average (15,459 vs avg 6,795).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.72, cheapest $0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Dec 180.660.77$0.7215.3%370.24516
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Nov 66.108.25$7.1829.9%140.973
$34.00Nov 67.609.10$8.3518.0%120.9614
$37.00Nov 64.606.05$5.3227.3%160.9535
$36.50Nov 65.057.25$6.1535.8%130.941
$37.50Nov 64.055.70$4.8833.8%70.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 64.106.35$5.2343.0%31.001
$46.50Nov 63.155.40$4.2852.6%30.87--
$48.50Nov 65.507.05$6.2824.7%30.862
$43.00Nov 61.121.69$1.4140.4%10.7861
$44.50Nov 202.623.35$2.9924.4%40.75--

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 6.0K, top 719)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.50Nov 130.030.55$0.29179.3%7190.191
$42.00Nov 60.550.84$0.7041.4%3760.4966
$45.00Nov 270.370.80$0.5972.9%3150.251.8K
$43.00Nov 60.000.43$0.22195.5%2340.2570
$41.00Nov 201.702.14$1.9222.9%1720.621.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 200.550.78$0.6734.3%5670.28891
$38.50Nov 200.080.69$0.38160.5%1590.17302
$37.00Dec 110.260.47$0.3756.8%1540.14--
$42.00Nov 60.610.91$0.7639.5%1460.519
$41.00Nov 60.180.68$0.43116.3%1440.32289

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 46.7%, max 145.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Nov 6Nov 1372.9%42.3%72.2%122248
$41.00Nov 6Dec 1854.6%33.5%63.3%1551.1K
$42.00Nov 6Dec 1849.0%31.9%53.4%40012.1K
$44.00Nov 6Dec 1851.6%35.9%43.6%35588
$42.50Nov 6Nov 2050.1%36.5%37.3%8866
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Nov 6Nov 20108.2%44.1%145.1%161445
$39.50Nov 6Nov 1372.9%42.3%72.2%5102
$41.00Nov 6Dec 1854.6%33.5%63.3%146331
$40.50Nov 6Nov 2056.4%41.1%37.2%19164
$41.50Nov 6Nov 2052.2%38.0%37.2%3749

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 1.94, avg 2.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.50$35.00Nov 6$0.17$0.33$0.1788%1.94$34.67
$38.00$39.00Nov 20$0.58$0.42$0.5888%0.72$38.58
$39.00$39.50Nov 13$0.18$0.32$0.1885%1.78$39.18
$36.00$36.50Nov 6$0.25$0.25$0.2594%1.00$36.25
$39.00$39.50Nov 6$0.21$0.29$0.2190%1.38$39.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.00$41.00Dec 4$0.19$0.81$0.1949%4.26$41.81
$40.00$39.00Dec 18$0.20$0.80$0.2035%4.00$39.80
$42.00$40.00Nov 27$0.65$1.35$0.6549%2.08$41.35
$41.50$41.00Nov 20$0.14$0.36$0.1444%2.57$41.36
$44.50$43.00Nov 20$1.00$0.50$1.0075%0.50$43.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 1.56, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$46.00Nov 27$0.36$0.36$0.6475%0.56$45.36
$47.00$47.50Nov 6$0.18$0.18$0.3289%0.56$47.18
$45.00$47.00Dec 4$0.47$0.47$1.5372%0.31$45.47
$42.50$43.00Nov 6$0.28$0.28$0.2261%1.27$42.78
$42.00$42.50Nov 20$0.34$0.34$0.1649%2.12$42.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$38.00Dec 18$0.61$0.61$0.3971%1.56$38.39
$38.50$38.00Nov 6$0.33$0.33$0.1782%1.94$38.17
$39.00$38.00Nov 27$0.48$0.48$0.5273%0.92$38.52
$35.00$34.00Nov 6$0.27$0.27$0.7389%0.37$34.73
$41.00$40.00Nov 13$0.37$0.37$0.6363%0.59$40.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.39, cheapest $0.24)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.00Nov 6Nov 13$0.2454.6%40.8%
$41.50Nov 6Nov 13$0.4052.2%39.7%
$42.50Nov 6Nov 13$0.3650.1%41.8%
$42.00Nov 6Nov 13$0.3649.0%41.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.00Nov 6Nov 13$0.3154.6%40.8%
$42.50Nov 6Nov 20$0.6950.1%36.5%
$41.50Nov 6Nov 13$0.3452.2%39.7%
$42.00Nov 6Nov 13$0.4149.0%41.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 3.48% of stock, avg 7.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$42.00Nov 6$0.70$0.76$1.46$40.54$43.463.48%
$42.50Nov 6$0.50$1.00$1.50$41.00$44.003.58%
$41.50Nov 6$1.00$0.59$1.59$39.91$43.093.79%
$43.00Nov 6$0.22$1.41$1.63$41.37$44.633.89%
$41.00Nov 6$1.38$0.43$1.81$39.19$42.814.32%
$40.50Nov 6$1.74$0.31$2.05$38.45$42.554.89%
$42.00Nov 13$1.06$1.17$2.23$39.77$44.235.32%
$40.00Nov 6$2.11$0.15$2.26$37.74$42.265.39%
$41.50Nov 13$1.40$0.93$2.33$39.17$43.835.56%
$41.00Nov 13$1.62$0.74$2.36$38.64$43.365.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 0.98% of stock, avg 3.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.00$39.50Nov 6$0.15$0.26$0.41$39.09$44.41
$44.00$40.50Nov 6$0.15$0.31$0.46$40.04$44.46
$43.50$39.50Nov 6$0.23$0.26$0.49$39.01$43.99
$43.00$39.50Nov 6$0.22$0.26$0.48$39.02$43.48
$43.00$40.50Nov 6$0.22$0.31$0.53$39.97$43.53
$43.50$40.50Nov 6$0.23$0.31$0.54$39.96$44.04
$50.00$37.00Dec 4$0.12$0.40$0.52$36.48$50.52
$44.00$38.50Nov 6$0.15$0.41$0.56$37.94$44.56
$44.00$39.00Nov 13$0.31$0.23$0.54$38.46$44.54
$49.00$37.00Dec 4$0.18$0.40$0.58$36.42$49.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 6.69, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3946/47Dec 18$0.87$0.1346%6.69$38.13$46.87
38/3945/46Nov 27$0.84$0.1648%5.25$38.16$45.84
38/3948/49Dec 18$0.76$0.2455%3.17$38.24$48.76
34/3547/48Nov 6$0.45$0.5578%0.82$34.55$47.45
38/3945/46Dec 18$0.78$0.2241%3.55$38.22$45.78
39/4047/48Nov 6$0.32$0.1871%1.78$39.18$47.32
40/4047/48Nov 6$0.34$0.1665%2.13$40.16$47.34
40/4147/48Nov 6$0.30$0.2057%1.50$40.70$47.30
39/4044/44Nov 13$0.31$0.1951%1.63$39.19$43.81
38/3846/46Nov 20$0.24$0.2665%0.92$38.26$45.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$41.50$42.00Nov 6$0.08$0.4219%5.25
$41.00$41.50$42.00Nov 20$0.06$0.4411%7.33
$46.00$47.00$48.00Nov 20$0.06$0.945%15.67
$42.50$43.00$43.50Nov 20$0.06$0.449%7.33
$39.00$40.00$41.00Dec 18$0.10$0.9011%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$39.00$41.00Dec 11$0.24$1.7627%7.33
$41.50$42.00$42.50Nov 6$0.07$0.4321%6.14
$38.00$38.50$39.00Nov 13$0.06$0.447%7.33
$41.00$41.50$42.00Nov 20$0.10$0.4011%4.00
$34.00$35.00$36.00Dec 18$0.10$0.906%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-0.71, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$41.001:2Dec 4-$0.71$1.29
$47.00$49.001:2Dec 4-$0.10$1.90
$45.00$46.001:2Nov 13-$0.06$0.94
$43.50$44.001:2Nov 13-$0.10$0.40
$46.00$47.001:2Nov 20-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.50$42.001:2Nov 13-$0.22$1.28
$42.00$40.001:2Nov 27-$0.18$1.82
$41.00$39.001:2Dec 11-$0.13$1.87
$39.00$37.001:2Dec 11$0.00$2.00
$41.00$40.001:2Nov 13$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.48%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$43.00Dec 18$1.460.442.6%3.48%6.08%121.2K
$44.00Dec 18$1.110.375.0%2.65%7.64%3558
$42.00Dec 18$1.820.510.2%4.34%4.56%2412.0K
$45.00Dec 18$0.740.307.4%1.77%9.14%10018.4K
$46.00Dec 18$0.660.249.8%1.57%11.33%37516
$42.00Dec 11$1.560.500.2%3.72%3.94%51
$43.00Dec 11$1.070.422.6%2.55%5.15%--34
$42.00Nov 27$1.330.520.2%3.17%3.39%12655
$45.00Dec 4$0.440.287.4%1.05%8.42%--30
$42.00Nov 20$1.200.510.2%2.86%3.08%195.2K

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 11,717
Total Puts 3,742
Put/Call Ratio 0.32
Net Difference 7,975

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,276
Total Puts 9,291
Average Put/Call Ratio 0.42
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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