Tour v536
TEVA
TEVA PHARMACEUTICAL
$42.61 +1.99%
$42.21 (-0.94%)🌙
as of 11/06 06:55 PM
◀ 11/6 18:55

Option Volume

Detail
ℹ
Current (11/06) 7,441
Calls: 4,704 (63%)
Puts: 2,737 (37%)
Prior (11/05) 5,539
Calls: 2,132 (38%)
Puts: 3,407 (62%)
Current vs Prior +34.34%
Calls: +120.64% (Calls)
Puts: -19.67% (Puts)
Prior 7-Day Total 52,429
Calls: 35,471 (68%)
Puts: 16,958 (32%)
Prior 7-Day Average 7,489
Calls: 5,067 (68%)
Puts: 2,422 (32%)
Current vs Prior 7-Day Avg -0.65%
Calls: -7.17%
Puts: +12.98%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.69M
Calls: $1.59M (94%)
Puts: $101.9K (6%)
Prior (11/05) $1.54M
Calls: $1.37M (89%)
Puts: $165.9K (11%)
Current vs Prior +10.21%
Calls: +16.11%
Puts: -38.56%
Prior 7-Day Total $15.93M
Calls: $14.55M (91%)
Puts: $1.39M (9%)
Prior 7-Day Average $2.28M
Calls: $2.08M (91%)
Puts: $198.3K (9%)
Current vs Prior 7-Day Avg -25.55%
Calls: -23.35%
Puts: -48.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.58
Prior (11/05) 1.60
Current vs Prior -63.59%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -25.14%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 136,771
Calls: 103,750 (76%)
Puts: 33,021 (24%)
Prior (11/05) 121,224
Calls: 106,740 (88%)
Puts: 14,484 (12%)
Current vs Prior +12.83%
Prior 7-Day Total 1,065,339
Calls: 809,899 (76%)
Puts: 255,440 (24%)
Prior 7-Day Average 152,191
Calls: 115,699 (76%)
Puts: 36,491 (24%)
Current vs Prior 7-Day Avg -10.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.93% | 5.35%7.06% | 10.77%
Prior 2.97% | 5.74%7.20% | 10.39%
Current vs Prior +80.29% | +22.97%-1.95% | +3.70%
Prior 7-Day Avg 4.70% | 7.10%8.70% | 12.04%
Current vs 7-Day Avg +13.75% | -0.57%-18.85% | -10.51%
Prior 7-Day Eod 2.97% | 5.74%7.20% | 10.39%
Current vs 7-Day Eod +80.29% | +22.97%-1.95% | +3.70%
Sentiment BEARISHBULLISH

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 55.71% | 23.48%
Calls: 27.19% | 17.23%
Puts: 84.23% | 29.72%
Current vs 7-Day Avg -66.77% | -45.69%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($1.59M) vs puts ($101.9K). Bullish P/C ratio of 0.58. P/C ratio dropping 64% - sentiment shifting bullish. Call-heavy open interest (103,750 calls vs 33,021 puts) suggests bullish 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 BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 5 of results (avg 8.5%, best 6.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Dec 183.503.75$3.636.9%150.7117.9K
$41.00Dec 182.893.15$3.028.6%300.62--
$35.00Nov 67.157.80$7.488.7%1730.8215
$34.50Nov 67.508.20$7.858.9%290.8217
$36.00Nov 66.106.70$6.409.4%210.809
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. 34 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Nov 64.505.20$4.8514.4%101.00--
$41.00Nov 60.671.83$1.2592.8%361.00444
$42.00Nov 60.000.84$0.42200.0%711.00304
$39.00Nov 203.354.20$3.7822.5%10.8796
$34.50Nov 67.508.20$7.858.9%290.8217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Nov 68.259.55$8.9014.6%20.99--
$50.00Nov 67.308.85$8.0719.2%10.96--
$42.50Nov 60.000.78$0.39200.0%710.7578
$44.00Nov 61.301.93$1.6238.9%50.646
$43.00Nov 131.021.51$1.2738.6%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 3.3K, top 595)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Nov 270.000.35$0.18194.4%5950.103
$46.00Dec 180.600.82$0.7131.0%3400.25534
$47.00Nov 270.010.46$0.24187.5%2100.1365
$46.00Dec 110.520.76$0.6437.5%2040.254
$35.00Nov 67.157.80$7.488.7%1730.8215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Nov 60.000.78$0.39200.0%710.7578
$40.00Nov 200.240.56$0.4080.0%710.211.5K
$40.00Nov 270.420.78$0.6060.0%540.25104
$42.00Nov 130.610.85$0.7332.9%340.4232
$41.50Nov 130.350.65$0.5060.0%320.33258

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 1688.7%, max 6448.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$44.00Nov 6Dec 181442.3%39.3%3568.7%34679
$41.50Nov 6Nov 13935.2%38.4%2337.0%751
$43.00Nov 6Nov 27283.8%39.8%612.8%45193
$42.50Nov 6Nov 20190.1%38.7%391.3%67109
$40.00Nov 20Dec 1839.6%31.0%27.6%1717.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Nov 6Dec 182467.2%37.7%6448.6%317.6K
$40.00Nov 6Nov 271561.4%37.7%4045.9%60337
$41.50Nov 6Nov 13935.2%38.4%2337.0%50673
$42.50Nov 6Nov 20190.1%38.7%391.3%7784
$42.00Nov 6Nov 2762.0%33.0%88.1%19195

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 1.50, avg 2.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$35.50Nov 6$0.20$0.30$0.2082%1.50$35.20
$39.00$40.00Dec 18$0.52$0.48$0.5274%0.92$39.52
$42.00$43.00Nov 27$0.29$0.71$0.2956%2.45$42.29
$41.00$42.00Nov 20$0.47$0.53$0.4769%1.13$41.47
$41.00$41.50Nov 6$0.30$0.20$0.30100%0.67$41.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$39.00Nov 27$0.15$0.85$0.1525%5.67$39.85
$42.00$40.00Nov 27$0.58$1.42$0.5845%2.45$41.42
$38.00$37.00Dec 18$0.13$0.87$0.1318%6.69$37.87
$43.00$42.50Nov 20$0.25$0.25$0.2557%1.00$42.75
$41.50$41.00Nov 13$0.13$0.37$0.1333%2.85$41.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 1.00, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$46.00Nov 20$0.30$0.30$0.7076%0.43$45.30
$44.50$45.00Nov 20$0.28$0.28$0.2268%1.27$44.78
$43.00$44.00Nov 27$0.48$0.48$0.5255%0.92$43.48
$44.00$45.00Dec 18$0.43$0.43$0.5761%0.75$44.43
$46.00$47.00Nov 27$0.19$0.19$0.8180%0.23$46.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.00$40.50Nov 20$0.75$0.75$0.7556%1.00$41.25
$39.00$38.00Dec 18$0.38$0.38$0.6274%0.61$38.62
$42.00$41.50Nov 13$0.23$0.23$0.2758%0.85$41.77
$42.50$42.00Nov 6$0.34$0.34$0.1625%2.13$42.16
$40.00$39.00Nov 20$0.16$0.16$0.8479%0.19$39.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.45, cheapest $0.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.50Nov 6Nov 13$0.55935.2%38.4%
$43.50Nov 13Nov 20$0.2639.2%35.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.00Nov 6Nov 13$0.6862.0%39.8%
$43.00Nov 13Nov 20$0.2939.8%36.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 1.10% of stock, avg 5.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$42.00Nov 6$0.42$0.05$0.47$41.53$42.471.10%
$42.50Nov 6$0.09$0.39$0.48$42.02$42.981.13%
$41.00Nov 6$1.25$0.01$1.26$39.74$42.262.96%
$41.50Nov 6$0.95$0.91$1.86$39.64$43.364.37%
$42.00Nov 13$1.18$0.73$1.91$40.09$43.914.48%
$43.00Nov 13$0.67$1.27$1.94$41.06$44.944.55%
$42.50Nov 13$1.01$0.96$1.97$40.53$44.474.62%
$41.50Nov 13$1.50$0.50$2.00$39.50$43.504.69%
$41.00Nov 13$1.92$0.37$2.29$38.71$43.295.37%
$43.00Nov 20$0.96$1.56$2.52$40.48$45.525.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.33% of stock, avg 2.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.50$42.00Nov 6$0.09$0.05$0.14$41.86$42.64
$43.00$42.00Nov 6$0.08$0.05$0.13$41.87$43.13
$44.50$39.00Nov 13$0.32$0.14$0.46$38.54$44.96
$44.50$40.00Nov 13$0.32$0.20$0.52$39.48$45.02
$44.00$39.00Nov 13$0.43$0.14$0.57$38.43$44.57
$44.50$41.00Nov 13$0.32$0.37$0.69$40.31$45.19
$44.00$40.00Nov 13$0.43$0.20$0.63$39.37$44.63
$49.00$37.00Dec 18$0.29$0.42$0.71$36.29$49.71
$47.00$39.00Nov 27$0.24$0.45$0.69$38.31$47.69
$45.00$39.00Nov 20$0.44$0.24$0.68$38.32$45.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 2.23, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3945/46Dec 18$0.69$0.3142%2.23$38.31$45.69
39/4045/46Nov 20$0.46$0.5455%0.85$39.54$45.46
37/3845/46Dec 18$0.44$0.5650%0.79$37.56$45.44
41/4244/44Nov 13$0.24$0.2638%0.92$41.26$44.24
39/4044/45Nov 20$0.44$0.5648%0.79$39.56$44.94
39/4047/48Nov 20$0.26$0.7465%0.35$39.74$47.26
39/4046/47Nov 27$0.34$0.6655%0.52$39.66$46.34
39/4045/46Nov 27$0.33$0.6748%0.49$39.67$45.33
39/4044/45Nov 27$0.36$0.6440%0.56$39.64$44.36
40/4144/44Nov 13$0.28$0.7246%0.39$40.72$44.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 0.56, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.00$42.50$43.00Nov 6$0.32$0.1884%0.56
$44.00$45.00$46.00Dec 18$0.12$0.8814%7.33
$41.00$41.50$42.00Nov 13$0.10$0.4016%4.00
$43.00$43.50$44.00Nov 20$0.10$0.4012%4.00
$46.00$47.00$48.00Nov 27$0.13$0.8710%6.69
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$40.00$41.00Nov 13$0.11$0.8916%8.09
$42.00$42.50$43.00Nov 13$0.08$0.4218%5.25
$41.00$41.50$42.00Nov 13$0.10$0.4016%4.00
$37.00$38.00$39.00Dec 18$0.25$0.7512%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.02, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$44.001:2Dec 18-$0.48$1.52
$48.00$51.001:2Nov 20-$0.03$2.97
$43.00$44.001:2Nov 27-$0.34$0.66
$42.50$43.001:2Nov 6-$0.07$0.43
$47.00$48.001:2Nov 27-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$40.001:2Nov 27-$0.02$1.98
$40.00$39.001:2Nov 20-$0.08$0.92
$39.00$38.001:2Dec 18-$0.17$0.83
$40.00$39.001:2Nov 13-$0.08$0.92
$39.00$37.001:2Nov 20-$0.28$1.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.00%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$44.00Dec 18$1.280.393.3%3.00%6.27%24483
$45.00Dec 18$0.890.325.6%2.09%7.70%418.4K
$46.00Dec 18$0.600.258.0%1.41%9.36%340534
$46.00Dec 11$0.520.258.0%1.22%9.18%2044
$43.00Nov 27$1.110.450.9%2.61%3.52%5--
$44.00Nov 27$0.730.343.3%1.71%4.98%68111
$45.00Nov 27$0.460.275.6%1.08%6.69%822.2K
$45.00Dec 4$0.420.285.6%0.99%6.59%1--
$44.50Nov 20$0.420.324.4%0.99%5.42%230
$47.00Dec 11$0.140.2010.3%0.33%10.63%420

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 4,704
Total Puts 2,737
Put/Call Ratio 0.58
Net Difference 1,967

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,471
Total Puts 16,958
Average Put/Call Ratio 0.78
Ratio Trend Falling

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