Tour v452
TEVA
TEVA PHARMACEUTICAL ADR
$31.47 +1.25%
7/28 14:07

Option Volume

Detail
Current (07/28 2:05pm) 6,522
Calls: 5,945 (91%)
Puts: 577 (9%)
Prior (04/29) 29,123
Calls: 24,420 (84%)
Puts: 4,703 (16%)
Current vs Prior -77.61%
Calls: -75.66% (Calls)
Puts: -87.73% (Puts)
Prior 7-Day Total 52,545
Calls: 33,409 (64%)
Puts: 19,136 (36%)
Prior 7-Day Average 26,272
Calls: 4,772 (64%)
Puts: 2,733 (36%)
Current vs Prior 7-Day Avg -75.18%
Calls: +24.56%
Puts: -78.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 2:05pm) $781.9K
Calls: $716.0K (92%)
Puts: $65.9K (8%)
Prior (04/29) $4.33M
Calls: $3.88M (90%)
Puts: $445.8K (10%)
Current vs Prior -81.92%
Calls: -81.55%
Puts: -85.22%
Prior 7-Day Total $7.12M
Calls: $5.19M (73%)
Puts: $1.93M (27%)
Prior 7-Day Average $3.56M
Calls: $741.3K (73%)
Puts: $276.1K (27%)
Current vs Prior 7-Day Avg -78.04%
Calls: -3.41%
Puts: -76.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 2:05pm) 0.10
Prior (04/29) 0.19
Current vs Prior -49.60%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -89.20%
Sentiment BULLISH

Open Interest

Detail
Current (07/28 2:05pm) 412,759
Calls: 300,632 (73%)
Puts: 112,127 (27%)
Prior (04/29) 487,426
Calls: 316,616 (65%)
Puts: 170,810 (35%)
Current vs Prior -15.32%
Prior 7-Day Total 948,470
Calls: 625,112 (66%)
Puts: 323,358 (34%)
Prior 7-Day Average 474,235
Calls: 312,556 (66%)
Puts: 161,679 (34%)
Current vs Prior 7-Day Avg -12.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.26% | 9.37%11.03% | 14.71%
Prior 12.15% | 14.98%-- | --
Current vs Prior -32.00% | -37.43%-- | --
Prior 7-Day Avg 8.19% | 11.84%-- | --
Current vs 7-Day Avg +0.93% | -20.84%-- | --
Prior 7-Day Eod 12.15% | 14.98%-- | --
Current vs 7-Day Eod -32.00% | -37.43%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Prior 50.49% | 64.47%
Calls: 33.53% | 67.44%
Puts: 67.46% | 61.50%
Current vs Prior -70.01% | -73.10%
Prior 7-Day Avg 50.49% | 64.47%
Calls: 33.53% | 67.44%
Puts: 67.46% | 61.50%
Current vs 7-Day Avg -70.01% | -73.10%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($716.0K) vs puts ($65.9K). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 78% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (5,945 calls vs 577 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 12 of results (avg 7.6%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 211.341.45$1.407.9%10.472.6K
$33.00Aug 210.951.03$0.998.1%60.384.7K
$30.00Aug 72.102.30$2.209.1%50.695
$32.50Aug 211.121.23$1.189.3%70.4228
$30.00Aug 212.352.59$2.479.7%20.67215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 211.321.37$1.353.7%2310.4342
$31.50Aug 211.551.62$1.594.4%100.4810
$33.50Jul 312.432.58$2.516.0%100.7321
$33.50Aug 72.532.72$2.637.2%100.70--
$33.00Jul 312.052.21$2.137.5%--0.6852

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.75, cheapest $0.48)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.440.51$0.4814.6%10.2210.5K
$34.00Aug 210.640.75$0.7015.7%150.29736
$33.50Aug 210.770.87$0.8212.2%--0.3310
$33.00Aug 210.951.03$0.998.1%60.384.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 210.580.66$0.6212.9%10.24133
$30.00Aug 210.860.96$0.9111.0%50.33325

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 314.905.80$5.3516.8%30.94--
$25.50Jul 315.456.45$5.9516.8%30.941
$26.00Aug 215.106.05$5.5717.1%--0.9115
$27.00Aug 214.255.20$4.7220.1%--0.8716
$28.00Aug 213.454.20$3.8319.6%--0.8258
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 213.956.30$5.1345.8%--0.91132
$36.00Jul 314.355.35$4.8520.6%10.89--
$35.50Jul 313.904.85$4.3821.7%10.88--
$36.00Aug 214.555.35$4.9516.2%--0.84198
$36.00Aug 283.706.35$5.0352.7%50.82--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 4.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Aug 71.301.47$1.3912.2%2.0K0.525
$31.00Jul 311.311.50$1.4113.5%1.2K0.58163
$32.00Jul 310.821.02$0.9221.7%2450.44163
$34.00Jul 310.290.46$0.3844.7%2030.22131
$35.00Jul 310.160.56$0.36111.1%450.19718
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 211.321.37$1.353.7%2310.4342
$31.00Jul 310.851.05$0.9521.1%250.4258
$31.50Jul 311.091.29$1.1916.8%210.4936
$31.50Aug 71.221.46$1.3417.9%200.481
$29.50Jul 310.350.51$0.4337.2%160.23109

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 105.4%, max 164.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 31Aug 28124.8%47.2%164.4%58764
$37.00Jul 31Aug 28118.3%48.8%142.5%11660
$36.00Jul 31Aug 21113.2%49.8%127.3%11.1K
$34.00Jul 31Aug 28105.1%47.8%119.8%203141
$26.00Jul 31Aug 21120.3%56.1%114.3%315
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 31Aug 28113.2%46.8%141.7%6--
$27.00Jul 31Aug 21124.2%56.2%120.8%163
$34.00Jul 31Aug 28105.1%47.8%119.8%--59
$29.00Jul 31Aug 21106.1%49.9%112.6%9238
$30.00Jul 31Aug 21102.8%48.5%112.2%20411

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 8.52, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$37.00Aug 14$0.21$1.79$0.218.52$35.21
$35.00$37.00Aug 28$0.26$1.74$0.266.69$35.26
$35.00$36.00Jul 31$0.20$0.80$0.204.00$35.20
$33.50$35.00Aug 14$0.30$1.20$0.304.00$33.80
$33.00$35.00Aug 7$0.42$1.58$0.423.76$33.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$27.00Aug 21$0.13$0.87$0.136.69$27.87
$29.00$28.00Jul 31$0.15$0.85$0.155.67$28.85
$29.00$28.00Aug 7$0.15$0.85$0.155.67$28.85
$29.00$28.00Aug 21$0.17$0.83$0.174.88$28.83
$37.00$36.00Aug 21$0.18$0.82$0.184.56$36.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 9.00, avg 1.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$28.00Aug 21$0.89$0.89$0.118.09$27.89
$26.00$27.00Aug 21$0.85$0.85$0.155.67$26.85
$26.00$29.50Jul 31$2.96$2.96$0.545.48$28.96
$29.00$30.00Aug 21$0.73$0.73$0.272.70$29.73
$29.50$31.00Jul 31$0.98$0.98$0.521.88$30.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.00Aug 21$0.90$0.90$0.109.00$34.10
$35.50$34.00Jul 31$1.34$1.34$0.168.37$34.16
$36.00$34.00Aug 28$1.73$1.73$0.276.41$34.27
$36.00$35.00Aug 21$0.85$0.85$0.155.67$35.15
$33.50$33.00Jul 31$0.38$0.38$0.123.17$33.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.22, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Jul 31Aug 7$0.06113.2%67.7%
$37.00Jul 31Aug 7$0.10118.3%75.6%
$33.00Jul 31Aug 7$0.14101.9%62.9%
$32.00Jul 31Aug 7$0.17101.0%62.7%
$31.00Jul 31Aug 7$0.20101.4%64.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 31Aug 14$0.10124.2%60.9%
$36.00Jul 31Aug 21$0.10113.2%49.8%
$33.50Jul 31Aug 7$0.12102.0%63.4%
$28.00Jul 31Aug 7$0.13109.7%73.0%
$29.00Jul 31Aug 7$0.13106.1%68.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 7.44% of stock, avg 11.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.50Jul 31$1.15$1.19$2.34$29.16$33.847.44%
$31.00Jul 31$1.41$0.95$2.36$28.64$33.367.50%
$32.00Jul 31$0.92$1.47$2.39$29.61$34.397.59%
$32.50Jul 31$0.74$1.78$2.52$29.98$35.028.01%
$32.00Aug 7$1.09$1.61$2.70$29.30$34.708.58%
$31.00Aug 7$1.61$1.10$2.71$28.29$33.718.61%
$33.00Jul 31$0.59$2.13$2.72$30.28$35.728.64%
$31.50Aug 7$1.39$1.34$2.73$28.77$34.238.67%
$29.50Jul 31$2.39$0.43$2.82$26.68$32.328.96%
$30.00Aug 7$2.20$0.73$2.93$27.07$32.939.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 1.43% of stock, avg 5.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.00$27.00Aug 14$0.21$0.24$0.45$26.55$37.45
$35.00$27.00Aug 14$0.42$0.24$0.66$26.34$35.66
$36.00$29.00Aug 7$0.22$0.47$0.69$28.31$36.69
$37.00$28.00Aug 14$0.21$0.48$0.69$27.31$37.69
$37.00$26.00Aug 28$0.31$0.46$0.77$25.23$37.77
$35.00$29.00Aug 7$0.31$0.47$0.78$28.22$35.78
$36.00$29.50Aug 7$0.22$0.58$0.80$28.70$36.80
$34.00$29.50Jul 31$0.38$0.43$0.81$28.69$34.81
$33.50$29.50Jul 31$0.46$0.43$0.89$28.61$34.39
$35.00$29.50Aug 7$0.31$0.58$0.89$28.61$35.89

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 6.14, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
27/2829/30Aug 21$0.86$0.146.14$27.14$29.86
30/3031/32Jul 31$0.40$0.104.00$29.60$31.40
29/3030/31Aug 21$0.79$0.213.76$28.71$30.79
31/3232/33Jul 31$0.39$0.113.55$31.11$32.89
29/3032/33Aug 21$0.39$0.113.55$29.11$32.89
30/3132/32Aug 21$0.39$0.113.55$30.61$31.89
30/3132/32Jul 31$0.38$0.123.17$30.62$32.38
28/2930/31Aug 21$0.76$0.243.17$28.24$30.76
28/2930/31Jul 31$1.13$0.373.05$27.87$30.63
30/3032/32Jul 31$0.37$0.132.85$29.63$31.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Aug 7$0.08$0.9211.50
$33.00$33.50$34.00Aug 21$0.05$0.459.00
$34.50$35.00$35.50Aug 21$0.05$0.459.00
$31.00$31.50$32.00Aug 21$0.06$0.447.33
$29.00$30.00$31.00Aug 21$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$32.00$33.00$34.00Aug 21$0.09$0.9110.11
$30.50$31.00$31.50Aug 21$0.06$0.447.33
$31.00$31.50$32.00Aug 21$0.06$0.447.33
$27.00$27.50$28.00Jul 31$0.09$0.414.56
$33.00$34.00$35.00Aug 21$0.20$0.804.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $--, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Aug 14$0.00$2.00
$35.00$37.001:2Aug 28-$0.05$1.95
$33.50$35.001:2Aug 14-$0.12$1.38
$29.50$31.001:2Jul 31-$0.43$1.07
$36.00$37.001:2Jul 31-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$27.001:2Aug 14$0.00$1.00
$33.50$32.001:2Aug 7-$0.59$0.91
$29.00$28.001:2Aug 7-$0.17$0.83
$28.00$27.001:2Aug 21-$0.19$0.81
$29.00$28.001:2Aug 21-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 4.70%, avg 1.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.50Aug 21$1.480.520.1%4.70%4.80%55
$32.00Aug 21$1.340.471.7%4.26%5.94%12.6K
$31.50Aug 7$1.300.520.1%4.13%4.23%2.0K5
$32.50Aug 21$1.120.423.3%3.56%6.83%728
$32.00Aug 14$1.110.471.7%3.53%5.21%251
$31.50Jul 31$1.060.510.1%3.37%3.46%228
$32.00Aug 7$0.970.461.7%3.08%4.77%222
$33.00Aug 21$0.950.384.9%3.02%7.88%64.7K
$32.00Jul 31$0.820.441.7%2.61%4.29%245163
$33.50Aug 21$0.770.336.5%2.45%8.90%--10

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 5,945
Total Puts 577
Put/Call Ratio 0.10
Net Difference 5,368

Prior's Put/Call Breakdown

Total Calls 24,420
Total Puts 4,703
Put/Call Ratio 0.19
Net Difference 19,717

Prior 7-Day Put/Call Summary

Total Calls 33,409
Total Puts 19,136
Average Put/Call Ratio 0.90
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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