Tour v536
TEVA
TEVA PHARMACEUTICAL
$41.85 -0.14%
$41.73 (-0.29%)🌙
as of 11/04 06:58 PM
◀ 11/4 18:58 ▶

Option Volume

Detail
ℹ
Current (11/04) 5,635
Calls: 2,705 (48%)
Puts: 2,930 (52%)
Prior (11/03) 15,459
Calls: 11,717 (76%)
Puts: 3,742 (24%)
Current vs Prior -63.55%
Calls: -76.91% (Calls)
Puts: -21.70% (Puts)
Prior 7-Day Total 58,531
Calls: 46,740 (80%)
Puts: 11,791 (20%)
Prior 7-Day Average 8,361
Calls: 6,677 (80%)
Puts: 1,684 (20%)
Current vs Prior 7-Day Avg -32.61%
Calls: -59.49%
Puts: +73.95%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.11M
Calls: $982.9K (88%)
Puts: $129.7K (12%)
Prior (11/03) $6.26M
Calls: $6.08M (97%)
Puts: $175.3K (3%)
Current vs Prior -82.23%
Calls: -83.85%
Puts: -26.00%
Prior 7-Day Total $17.48M
Calls: $16.10M (92%)
Puts: $1.38M (8%)
Prior 7-Day Average $2.50M
Calls: $2.30M (92%)
Puts: $196.8K (8%)
Current vs Prior 7-Day Avg -55.44%
Calls: -57.27%
Puts: -34.08%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.08
Prior (11/03) 0.32
Current vs Prior +239.17%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +162.54%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 130,899
Calls: 104,817 (80%)
Puts: 26,082 (20%)
Prior (11/03) 290,842
Calls: 192,924 (66%)
Puts: 97,918 (34%)
Current vs Prior -54.99%
Prior 7-Day Total 962,049
Calls: 722,774 (75%)
Puts: 239,275 (25%)
Prior 7-Day Average 137,435
Calls: 103,253 (75%)
Puts: 34,182 (25%)
Current vs Prior 7-Day Avg -4.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.61% | 5.57%6.93% | 10.70%
Prior 4.20% | 6.13%7.23% | 10.83%
Current vs Prior -14.08% | -9.21%-4.15% | -1.18%
Prior 7-Day Avg 4.84% | 7.99%9.63% | 12.90%
Current vs 7-Day Avg -25.38% | -30.34%-28.04% | -17.04%
Prior 7-Day Eod 4.20% | 6.13%7.23% | 10.83%
Current vs 7-Day Eod -14.08% | -9.21%-4.15% | -1.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.51% | 12.75%
Calls: 17.02% | 10.37%
Puts: 20.00% | 15.13%
Prior 18.51% | 12.75%
Calls: 17.02% | 10.37%
Puts: 20.00% | 15.13%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 80.89% | 30.32%
Calls: 34.32% | 21.34%
Puts: 127.46% | 39.31%
Current vs 7-Day Avg -77.12% | -57.95%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($982.9K) vs puts ($129.7K). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 64% vs prior. Slightly bearish P/C ratio of 1.08.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 -- 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. 4 found (avg $0.74, cheapest $0.44)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 130.690.84$0.7619.7%50.4191
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.50Nov 60.400.47$0.4415.9%5720.4061
$41.50Nov 130.810.92$0.8712.6%3080.4442
$41.00Nov 200.850.96$0.9112.1%110.38100

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Nov 65.406.55$5.9819.2%80.989
$35.00Nov 206.357.90$7.1321.7%10.96--
$38.00Nov 63.454.20$3.8319.6%20.96--
$37.50Nov 63.805.20$4.5031.1%30.953
$38.50Nov 62.754.05$3.4038.2%20.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.50Nov 61.923.40$2.6655.6%11.00--
$47.50Nov 64.706.20$5.4527.5%31.00--
$44.00Nov 61.492.72$2.1158.3%10.92--
$43.00Nov 61.091.50$1.3031.5%10.80--
$48.50Nov 65.708.00$6.8533.6%30.77--

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 4.2K, top 823)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Nov 130.250.41$0.3348.5%2050.2242
$46.00Nov 270.020.45$0.24179.2%1900.14--
$44.00Nov 60.020.22$0.12166.7%1740.1350
$42.00Nov 60.300.65$0.4872.9%1570.47383
$45.00Nov 200.220.44$0.3366.7%1330.195.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 60.150.30$0.2268.2%8230.26270
$41.50Nov 60.400.47$0.4415.9%5720.4061
$41.50Nov 130.810.92$0.8712.6%3080.4442
$42.00Nov 60.550.83$0.6940.6%1250.55105
$39.00Nov 60.000.13$0.07185.7%1170.0736

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 35.2%, max 68.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.50Nov 13Nov 2058.0%34.4%68.6%2331
$43.50Nov 6Nov 2057.5%34.9%64.8%16174
$41.00Nov 6Dec 1846.8%33.2%41.1%121543
$41.50Nov 6Nov 2050.4%35.7%41.1%371.1K
$42.00Nov 6Dec 1844.5%31.6%40.9%18512.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.50Nov 6Nov 1350.4%39.4%28.0%880103
$41.00Nov 6Nov 2046.8%37.9%23.7%834370
$42.00Nov 6Nov 1344.5%41.5%7.1%134115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 1.00, avg 2.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$37.50Nov 6$0.25$0.25$0.2589%1.00$37.25
$35.50$36.00Nov 6$0.30$0.20$0.3088%0.67$35.80
$40.00$41.00Dec 18$0.48$0.52$0.4867%1.08$40.48
$42.00$44.00Dec 18$0.74$1.26$0.7451%1.70$42.74
$45.00$46.00Dec 18$0.14$0.86$0.1428%6.14$45.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$43.00$42.00Nov 6$0.61$0.39$0.6180%0.64$42.39
$41.50$41.00Nov 13$0.16$0.34$0.1644%2.12$41.34
$42.50$42.00Nov 13$0.26$0.24$0.2659%0.92$42.24
$42.00$41.50Nov 13$0.22$0.28$0.2252%1.27$41.78
$41.00$40.00Nov 13$0.28$0.72$0.2837%2.57$40.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 0.20, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$44.00$45.00Dec 18$0.45$0.45$0.5563%0.82$44.45
$43.00$43.50Nov 20$0.26$0.26$0.2461%1.08$43.26
$45.00$45.50Nov 20$0.13$0.13$0.3781%0.35$45.13
$45.00$46.00Nov 27$0.20$0.20$0.8078%0.25$45.20
$42.00$42.50Nov 13$0.24$0.24$0.2651%0.92$42.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$36.00Nov 20$0.85$0.85$4.1562%0.20$40.15
$38.00$36.00Nov 27$0.25$0.25$1.7584%0.14$37.75
$40.00$38.00Nov 13$0.29$0.29$1.7175%0.17$39.71
$41.50$41.00Nov 6$0.22$0.22$0.2860%0.79$41.28
$38.00$37.00Dec 18$0.19$0.19$0.8180%0.23$37.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.42, cheapest $0.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.50Nov 6Nov 13$0.4250.4%39.4%
$42.50Nov 6Nov 13$0.4645.6%40.6%
$42.00Nov 6Nov 13$0.5244.5%41.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.50Nov 6Nov 13$0.4350.4%39.4%
$42.00Nov 6Nov 13$0.4044.5%41.5%
$42.50Nov 13Nov 20$0.2740.6%37.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.80% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$42.00Nov 6$0.48$0.69$1.17$40.83$43.172.80%
$41.50Nov 6$0.82$0.44$1.26$40.24$42.763.01%
$41.00Nov 6$1.14$0.22$1.36$39.64$42.363.25%
$43.00Nov 6$0.22$1.30$1.52$41.48$44.523.63%
$40.50Nov 6$1.51$0.21$1.72$38.78$42.224.11%
$42.00Nov 13$1.00$1.09$2.09$39.91$44.094.99%
$41.50Nov 13$1.24$0.87$2.11$39.39$43.615.04%
$42.50Nov 13$0.76$1.35$2.11$40.39$44.615.04%
$41.00Nov 13$1.51$0.71$2.22$38.78$43.225.30%
$44.00Nov 6$0.12$2.11$2.23$41.77$46.235.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 0.60% of stock, avg 2.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.00$40.00Nov 6$0.12$0.13$0.25$39.75$44.25
$43.50$40.00Nov 6$0.17$0.13$0.30$39.70$43.80
$44.00$40.50Nov 6$0.12$0.21$0.33$40.17$44.33
$44.00$41.00Nov 6$0.12$0.22$0.34$40.66$44.34
$43.50$40.50Nov 6$0.17$0.21$0.38$40.12$43.88
$43.00$40.00Nov 6$0.22$0.13$0.35$39.65$43.35
$46.00$36.00Nov 27$0.24$0.13$0.37$35.63$46.37
$43.50$41.00Nov 6$0.17$0.22$0.39$40.61$43.89
$43.00$40.50Nov 6$0.22$0.21$0.43$40.07$43.43
$43.00$41.00Nov 6$0.22$0.22$0.44$40.56$43.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 0.43, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3848/49Dec 18$0.30$0.7066%0.43$37.70$48.30
37/3845/46Dec 18$0.33$0.6752%0.49$37.67$45.33
36/3845/46Nov 27$0.45$1.5562%0.29$37.55$45.45
37/3846/48Dec 18$0.49$1.5157%0.32$37.51$46.49
36/3844/45Nov 27$0.44$1.5655%0.28$37.56$44.44
38/4044/45Nov 13$0.45$1.5553%0.29$39.55$44.45
38/4044/44Nov 13$0.41$1.5947%0.26$39.59$43.91
38/4043/44Nov 13$0.43$1.5741%0.27$39.57$43.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.50$41.00$41.50Nov 6$0.05$0.4519%9.00
$42.00$42.50$43.00Nov 13$0.07$0.4314%6.14
$42.00$42.50$43.00Nov 6$0.10$0.4023%4.00
$41.50$42.00$42.50Nov 6$0.16$0.3428%2.13
$43.00$43.50$44.00Nov 20$0.19$0.3111%1.63
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$42.00$43.00$44.00Nov 6$0.20$0.8037%4.00
$41.00$41.50$42.00Nov 13$0.06$0.4415%7.33
$35.50$36.00$36.50Nov 13$0.12$0.382%3.17
$40.50$41.00$41.50Nov 6$0.21$0.2920%1.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.14, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$40.501:2Nov 6-$0.14$1.36
$42.00$44.001:2Dec 18-$0.48$1.52
$46.00$48.001:2Dec 18-$0.03$1.97
$41.50$42.001:2Nov 6-$0.14$0.36
$44.00$45.001:2Nov 20-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$42.001:2Nov 6-$0.08$0.92
$42.50$41.001:2Nov 20-$0.20$1.30
$44.00$43.001:2Nov 6-$0.49$0.51
$41.00$40.001:2Nov 13-$0.15$0.85
$42.00$41.501:2Nov 6-$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.32%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$42.00Dec 18$1.810.510.4%4.32%4.68%2812.0K
$44.00Dec 18$1.060.375.1%2.53%7.67%15560
$45.00Dec 18$0.630.287.5%1.51%9.03%2418.4K
$46.00Dec 18$0.520.239.9%1.24%11.16%25522
$42.00Nov 20$1.120.510.4%2.68%3.03%485.2K
$43.00Nov 20$0.700.392.8%1.67%4.42%32.9K
$48.00Dec 18$0.240.1414.7%0.57%15.27%5--
$44.00Nov 27$0.440.295.1%1.05%6.19%5062
$44.00Nov 20$0.430.285.1%1.03%6.16%55692
$45.00Nov 27$0.330.227.5%0.79%8.32%502.2K

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 2,705
Total Puts 2,930
Put/Call Ratio 1.08
Net Difference -225

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,740
Total Puts 11,791
Average Put/Call Ratio 0.41
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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