Tour v536
TEVA
TEVA PHARMACEUTICAL
$41.78 -0.17%
$41.00 (-1.87%)🌙
as of 11/05 06:56 PM
◀ 11/5 18:56 ▶

Option Volume

Detail
ℹ
Current (11/05) 5,539
Calls: 2,132 (38%)
Puts: 3,407 (62%)
Prior (11/04) 5,635
Calls: 2,705 (48%)
Puts: 2,930 (52%)
Current vs Prior -1.70%
Calls: -21.18% (Calls)
Puts: +16.28% (Puts)
Prior 7-Day Total 53,223
Calls: 39,489 (74%)
Puts: 13,734 (26%)
Prior 7-Day Average 7,603
Calls: 5,641 (74%)
Puts: 1,962 (26%)
Current vs Prior 7-Day Avg -27.15%
Calls: -62.21%
Puts: +73.65%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $1.54M
Calls: $1.37M (89%)
Puts: $165.9K (11%)
Prior (11/04) $1.11M
Calls: $982.9K (88%)
Puts: $129.7K (12%)
Current vs Prior +38.22%
Calls: +39.58%
Puts: +27.89%
Prior 7-Day Total $16.35M
Calls: $15.09M (92%)
Puts: $1.25M (8%)
Prior 7-Day Average $2.34M
Calls: $2.16M (92%)
Puts: $179.1K (8%)
Current vs Prior 7-Day Avg -34.15%
Calls: -36.37%
Puts: -7.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.60
Prior (11/04) 1.08
Current vs Prior +47.53%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +188.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 121,224
Calls: 106,740 (88%)
Puts: 14,484 (12%)
Prior (11/04) 130,899
Calls: 104,817 (80%)
Puts: 26,082 (20%)
Current vs Prior -7.39%
Prior 7-Day Total 1,007,659
Calls: 761,755 (76%)
Puts: 245,904 (24%)
Prior 7-Day Average 143,951
Calls: 108,822 (76%)
Puts: 35,129 (24%)
Current vs Prior 7-Day Avg -15.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.97% | 5.74%7.20% | 10.39%
Prior 3.61% | 5.57%6.93% | 10.70%
Current vs Prior -17.74% | +3.18%+3.97% | -2.96%
Prior 7-Day Avg 4.77% | 7.55%9.18% | 12.47%
Current vs 7-Day Avg -37.80% | -23.96%-21.51% | -16.70%
Prior 7-Day Eod 3.61% | 5.57%6.93% | 10.70%
Current vs 7-Day Eod -17.74% | +3.18%+3.97% | -2.96%
Sentiment BULLISHBEARISH

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 68.30% | 26.90%
Calls: 30.76% | 19.29%
Puts: 105.84% | 34.52%
Current vs 7-Day Avg -72.90% | -52.60%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.37M) vs puts ($165.9K). Extreme bearish P/C ratio of 1.60 - heavy put buying. P/C ratio rising 48% - increased hedging/bearish positioning. Call-heavy open interest (106,740 calls vs 14,484 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Nov 66.407.05$6.739.7%70.9011
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. 29 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Dec 187.508.75$8.1315.4%1200.951.1K
$36.00Nov 65.356.25$5.8015.5%20.959
$35.00Dec 186.657.90$7.2817.2%10.92295
$33.50Nov 67.858.70$8.2710.3%340.9212
$35.50Nov 65.856.75$6.3014.3%50.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Nov 65.607.50$6.5529.0%11.00--
$49.00Nov 66.558.45$7.5025.3%11.00--
$45.00Nov 203.404.65$4.0331.0%51.00--
$42.00Nov 60.400.88$0.6475.0%3660.89153
$42.50Nov 131.211.58$1.4026.4%260.799

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 3.3K, top 843)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Dec 187.508.75$8.1315.4%1200.951.1K
$43.00Nov 60.010.18$0.10170.0%1050.16193
$44.00Nov 200.320.77$0.5581.8%1000.28--
$42.00Nov 60.200.74$0.47114.9%900.46371
$44.00Dec 180.991.17$1.0816.7%860.36555
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 60.120.34$0.2395.7%8430.361.0K
$41.50Nov 60.210.69$0.45106.7%4710.74611
$42.00Nov 60.400.88$0.6475.0%3660.89153
$41.50Nov 130.861.06$0.9620.8%2130.50320
$38.00Nov 200.140.43$0.29100.0%1400.14621

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 54.5%, max 119.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$42.00Nov 6Dec 1869.3%31.6%119.3%12112.4K
$43.00Nov 6Dec 1856.9%32.4%75.8%1061.4K
$42.50Nov 6Nov 1362.9%38.3%64.4%29169
$40.00Nov 20Dec 1839.2%29.1%35.1%6318.8K
$41.00Nov 20Dec 1840.1%30.4%32.2%171.1K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.00Nov 6Dec 1157.6%34.2%68.2%8441.0K
$41.50Nov 6Nov 1350.6%44.3%14.3%684931

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 1.63, avg 3.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$46.00Dec 18$0.11$0.89$0.1129%8.09$45.11
$41.50$42.00Nov 6$0.13$0.37$0.1362%2.85$41.63
$40.50$41.00Nov 20$0.21$0.29$0.2167%1.38$40.71
$43.00$44.00Nov 20$0.20$0.80$0.2037%4.00$43.20
$43.00$44.00Dec 18$0.29$0.71$0.2944%2.45$43.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.00$41.50Nov 6$0.19$0.31$0.1989%1.63$41.81
$42.50$42.00Nov 13$0.20$0.30$0.2079%1.50$42.30
$39.50$38.00Nov 20$0.18$1.32$0.1824%7.33$39.32
$41.50$41.00Nov 6$0.22$0.28$0.2274%1.27$41.28
$42.00$41.50Nov 13$0.24$0.26$0.2464%1.08$41.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 0.23, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$46.00$50.00Dec 18$0.53$0.53$3.4776%0.15$46.53
$43.00$43.50Nov 13$0.21$0.21$0.2964%0.72$43.21
$42.00$43.00Dec 18$0.53$0.53$0.4748%1.13$42.53
$42.00$42.50Nov 6$0.23$0.23$0.2754%0.85$42.23
$42.50$43.00Nov 6$0.14$0.14$0.3670%0.39$42.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$34.00Dec 11$1.31$1.31$5.6957%0.23$39.69
$39.00$36.00Dec 18$0.56$0.56$2.4474%0.23$38.44
$41.00$39.50Nov 20$0.55$0.55$0.9558%0.58$40.45
$41.00$39.00Nov 13$0.49$0.49$1.5159%0.32$40.51
$41.50$41.00Nov 13$0.26$0.26$0.2450%1.08$41.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.43, cheapest $0.46)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.00Nov 6Nov 13$0.4669.3%38.7%
$42.50Nov 6Nov 13$0.4662.9%38.3%
$41.50Nov 6Nov 13$0.6050.6%44.3%
$41.00Nov 20Nov 27$0.1640.1%35.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.00Nov 6Nov 13$0.4757.6%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.51% of stock, avg 4.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$41.50Nov 6$0.60$0.45$1.05$40.45$42.552.51%
$42.00Nov 6$0.47$0.64$1.11$40.89$43.112.66%
$42.50Nov 13$0.70$1.40$2.10$40.40$44.605.03%
$42.00Nov 13$0.93$1.20$2.13$39.87$44.135.10%
$41.50Nov 13$1.20$0.96$2.16$39.34$43.665.17%
$41.00Nov 20$1.85$1.02$2.87$38.13$43.876.87%
$43.00Nov 27$1.04$2.13$3.17$39.83$46.177.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 0.24% of stock, avg 2.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.00$39.00Nov 6$0.05$0.05$0.10$38.90$44.10
$43.50$39.00Nov 6$0.09$0.05$0.14$38.86$43.64
$43.00$39.00Nov 6$0.10$0.05$0.15$38.85$43.15
$48.00$36.00Nov 20$0.12$0.13$0.25$35.75$48.25
$46.00$36.00Nov 20$0.22$0.13$0.35$35.65$46.35
$42.50$39.00Nov 6$0.24$0.05$0.29$38.71$42.79
$44.00$41.00Nov 6$0.05$0.23$0.28$40.72$44.28
$43.00$41.00Nov 6$0.10$0.23$0.33$40.67$43.33
$43.50$41.00Nov 6$0.09$0.23$0.32$40.68$43.82
$50.00$36.00Dec 18$0.15$0.26$0.41$35.59$50.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.15, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3846/48Nov 20$0.26$1.7472%0.15$37.74$46.26
36/3844/46Nov 20$0.49$1.5158%0.32$37.51$44.49
38/4046/48Nov 20$0.28$1.7263%0.16$39.22$46.28
38/4044/46Nov 20$0.51$1.4948%0.34$38.99$44.51
36/3946/50Dec 18$1.09$2.9149%0.37$37.91$47.09
36/3945/46Dec 18$0.67$2.3345%0.29$38.33$45.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 10.11, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Dec 18$0.09$0.9119%10.11
$44.00$46.00$48.00Nov 20$0.23$1.7721%7.70
$42.00$42.50$43.00Nov 6$0.09$0.4130%4.56
$42.00$42.50$43.00Nov 13$0.12$0.3815%3.17
$42.50$43.00$43.50Nov 6$0.13$0.3717%2.85
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$39.50$41.00Nov 20$0.37$1.1328%3.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.07, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$43.001:2Nov 27-$0.07$1.93
$46.00$48.001:2Nov 20-$0.02$1.98
$42.00$43.001:2Nov 20-$0.29$0.71
$44.00$45.001:2Nov 6-$0.05$0.95
$43.00$44.001:2Nov 27-$0.34$0.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$41.501:2Nov 6-$0.26$0.24
$39.50$38.001:2Nov 20-$0.11$1.39
$38.00$37.501:2Nov 13-$0.11$0.39
$41.50$41.001:2Nov 13-$0.44$0.06
$42.00$41.001:2Dec 4-$0.86$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 4.26%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$42.00Dec 18$1.780.520.5%4.26%4.79%3112.0K
$44.00Dec 18$0.990.365.3%2.37%7.68%86555
$45.00Dec 18$0.690.297.7%1.65%9.36%3418.4K
$43.00Dec 18$1.090.432.9%2.61%5.53%11.2K
$46.00Dec 18$0.510.2410.1%1.22%11.32%3534
$43.00Nov 27$0.790.412.9%1.89%4.81%3913
$45.00Dec 4$0.420.267.7%1.01%8.71%1--
$44.00Nov 27$0.520.315.3%1.24%6.56%1--
$42.00Nov 20$1.080.500.5%2.58%3.11%405.2K
$43.00Nov 20$0.560.372.9%1.34%4.26%6--

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 2,132
Total Puts 3,407
Put/Call Ratio 1.60
Net Difference -1,275

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,489
Total Puts 13,734
Average Put/Call Ratio 0.55
Ratio Trend Rising

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