Tour v452
TEVA
TEVA PHARMACEUTICAL ADR
$34.48 +8.87%
7/29 09:45

Option Volume

Detail
Current (07/29 9:45am) 2,337
Calls: 2,151 (92%)
Puts: 186 (8%)
Prior --
Calls: 8,989 (38%)
Puts: 14,433 (62%)
Current vs Prior +0.00%
Calls: -76.07% (Calls)
Puts: -98.71% (Puts)
Prior 7-Day Total 62,188
Calls: 42,198 (68%)
Puts: 19,990 (32%)
Prior 7-Day Average 12,437
Calls: 6,028 (68%)
Puts: 2,855 (32%)
Current vs Prior 7-Day Avg -81.21%
Calls: -64.32%
Puts: -93.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 9:45am) $471.1K
Calls: $461.9K (98%)
Puts: $9.2K (2%)
Prior --
Calls: $1.31M (47%)
Puts: $1.49M (53%)
Current vs Prior +0.00%
Calls: -64.72%
Puts: -99.38%
Prior 7-Day Total $8.67M
Calls: $6.67M (77%)
Puts: $2.01M (23%)
Prior 7-Day Average $1.73M
Calls: $952.4K (77%)
Puts: $286.7K (23%)
Current vs Prior 7-Day Avg -72.84%
Calls: -51.50%
Puts: -96.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 9:45am) 0.09
Prior 1.00
Current vs Prior -91.35%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -79.35%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 9:45am) 417,292
Calls: 304,216 (73%)
Puts: 113,076 (27%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 2,195,813
Calls: 1,534,176 (70%)
Puts: 661,637 (30%)
Prior 7-Day Average 439,162
Calls: 306,835 (70%)
Puts: 132,327 (30%)
Current vs Prior 7-Day Avg -4.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.51% | 8.06%9.83% | 13.69%
Prior 8.26% | 9.37%11.03% | 14.71%
Current vs Prior -33.30% | -13.99%-10.83% | -6.96%
Prior 7-Day Avg 8.21% | 11.02%11.03% | 14.71%
Current vs 7-Day Avg -32.89% | -26.83%-10.83% | -6.96%
Prior 7-Day Eod 8.26% | 9.37%11.21% | 15.12%
Current vs 7-Day Eod -33.30% | -13.99%-12.29% | -9.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 98.77% | 122.78%
Calls: 44.12% | 129.33%
Puts: 153.41% | 116.22%
Prior 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Current vs Prior +552.38% | +608.07%
Prior 7-Day Avg 39.56% | 45.60%
Calls: 26.03% | 32.43%
Puts: 53.09% | 58.77%
Current vs 7-Day Avg +149.69% | +169.25%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($461.9K) vs puts ($9.2K). Extreme bullish P/C ratio of 0.09 - heavy call buying (2,151 calls vs 186 puts). P/C ratio dropping 91% - sentiment shifting bullish. Call-heavy open interest (304,216 calls vs 113,076 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 211.601.76$1.689.5%10.52130

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. 39 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 215.557.90$6.7334.9%--0.9758
$29.00Aug 214.657.10$5.8841.7%--0.9436
$29.50Jul 313.956.45$5.2048.1%--0.9425
$30.00Aug 213.756.00$4.8846.1%--0.91215
$30.00Aug 73.505.95$4.7251.9%--0.8710
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Aug 212.915.75$4.3365.6%--0.9410
$37.00Aug 212.123.85$2.9957.9%--0.75132
$36.00Aug 211.373.05$2.2176.0%--0.67198
$35.00Aug 211.601.76$1.689.5%10.52130

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 1.7K, top 303)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 71.812.15$1.9817.2%3030.7386
$34.00Jul 310.801.25$1.0244.1%2270.61331
$33.50Jul 311.111.66$1.3939.6%1530.71909
$35.00Jul 310.390.74$0.5662.5%1440.41745
$37.00Aug 210.450.75$0.6050.0%1050.2914.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 310.390.73$0.5660.7%850.3939
$31.50Jul 310.000.95$0.48197.9%170.2094
$33.50Jul 310.250.48$0.3762.2%100.2911
$30.00Aug 210.090.32$0.21109.5%100.10328
$30.00Jul 310.010.34$0.18183.3%90.09107

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 137.1%, max 284.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Jul 31Aug 21151.7%39.4%284.8%2346
$40.00Jul 31Aug 28175.3%47.3%270.9%--41
$31.50Jul 31Aug 21147.9%43.8%237.9%19230
$31.00Jul 31Aug 21138.2%45.8%202.0%49389
$32.00Jul 31Sep 4119.5%42.3%182.8%106300
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Jul 31Aug 21163.3%46.5%251.4%--33
$28.00Jul 31Aug 21176.3%50.5%249.2%4537
$31.50Jul 31Aug 21147.9%43.8%237.9%17178
$31.00Jul 31Aug 21138.2%45.8%202.0%1367
$29.50Jul 31Aug 21137.8%46.7%195.2%--134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 12.33, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$40.00Aug 28$0.15$1.85$0.1512.33$38.15
$36.00$37.00Aug 21$0.15$0.85$0.155.67$36.15
$38.00$39.00Aug 21$0.15$0.85$0.155.67$38.15
$31.00$31.50Jul 31$0.10$0.40$0.104.00$31.10
$37.00$38.00Aug 21$0.21$0.79$0.213.76$37.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$32.00Aug 21$0.20$0.80$0.204.00$32.80
$29.00$28.50Aug 7$0.11$0.39$0.113.55$28.89
$31.50$31.00Jul 31$0.17$0.33$0.171.94$31.33
$32.00$31.50Aug 21$0.17$0.33$0.171.94$31.83
$34.00$33.50Jul 31$0.19$0.31$0.191.63$33.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 7.33, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$33.00Aug 14$0.88$0.88$0.127.33$32.88
$32.00$33.00Aug 7$0.86$0.86$0.146.14$32.86
$28.00$29.00Aug 21$0.85$0.85$0.155.67$28.85
$34.00$35.00Aug 7$0.80$0.80$0.204.00$34.80
$33.00$33.50Jul 31$0.39$0.39$0.113.55$33.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$37.00$36.00Aug 21$0.78$0.78$0.223.55$36.22
$35.00$34.50Aug 21$0.37$0.37$0.132.85$34.63
$39.00$37.00Aug 21$1.34$1.34$0.662.03$37.66
$33.50$33.00Aug 21$0.33$0.33$0.171.94$33.17
$33.50$32.00Aug 7$0.95$0.95$0.551.73$32.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.44, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 31Aug 7$0.1279.4%44.5%
$30.00Aug 7Aug 21$0.1690.4%48.0%
$33.00Jul 31Aug 7$0.2077.1%58.7%
$32.00Jul 31Aug 7$0.23119.5%64.9%
$38.00Jul 31Aug 7$0.3084.5%63.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Jul 31Aug 7$0.19140.6%90.4%
$28.00Jul 31Aug 7$0.25176.3%119.7%
$29.50Jul 31Aug 7$0.26137.8%97.8%
$28.50Jul 31Aug 7$0.37117.1%113.4%
$31.00Jul 31Aug 7$0.44138.2%101.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 4.58% of stock, avg 10.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.00Jul 31$1.02$0.56$1.58$32.42$35.584.58%
$33.50Jul 31$1.39$0.37$1.76$31.74$35.265.10%
$33.00Jul 31$1.78$0.28$2.06$30.94$35.065.97%
$32.50Jul 31$2.28$0.38$2.66$29.84$35.167.71%
$35.00Aug 21$1.21$1.68$2.89$32.11$37.898.38%
$36.00Aug 21$0.75$2.21$2.96$33.04$38.968.58%
$32.00Jul 31$2.61$0.38$2.99$29.01$34.998.67%
$34.50Aug 21$1.73$1.31$3.04$31.46$37.548.82%
$34.00Aug 28$1.94$1.21$3.15$30.85$37.159.14%
$33.00Aug 21$2.44$0.73$3.17$29.83$36.179.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.33% of stock, avg 3.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$33.00Jul 31$0.18$0.28$0.46$32.54$36.46
$36.00$33.50Jul 31$0.18$0.37$0.55$32.95$36.55
$36.00$32.50Jul 31$0.18$0.38$0.56$31.94$36.56
$39.00$33.00Jul 31$0.35$0.28$0.63$32.37$39.63
$36.00$31.50Jul 31$0.18$0.48$0.66$30.84$36.66
$35.50$33.00Jul 31$0.41$0.28$0.69$32.31$36.19
$37.00$32.00Aug 7$0.27$0.42$0.69$31.31$37.69
$39.00$33.50Jul 31$0.35$0.37$0.72$32.78$39.72
$39.00$32.50Jul 31$0.35$0.38$0.73$31.77$39.73
$36.00$34.00Jul 31$0.18$0.56$0.74$33.26$36.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 7.82, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3435/36Aug 7$1.33$0.177.82$32.17$36.33
32/3436/37Aug 7$1.17$0.333.55$32.33$37.17
30/3135/36Aug 7$0.76$0.243.17$30.24$35.76
28/2932/32Aug 7$0.37$0.132.85$28.63$31.87
28/2930/31Aug 7$0.73$0.272.70$28.27$30.73
32/3334/35Aug 21$0.72$0.282.57$32.28$35.22
30/3035/36Jul 31$0.35$0.152.33$30.15$35.35
30/3133/34Aug 7$0.69$0.312.23$30.31$33.69
34/3435/36Jul 31$0.34$0.162.13$33.66$35.34
30/3034/34Jul 31$0.32$0.181.78$30.18$34.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$37.00$38.00$39.00Aug 21$0.06$0.9415.67
$38.00$39.00$40.00Aug 21$0.08$0.9211.50
$35.00$36.00$37.00Aug 7$0.16$0.845.25
$36.00$37.00$38.00Aug 28$0.18$0.824.56
$32.50$33.00$33.50Jul 31$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$29.50$30.00Aug 21$0.08$0.425.25
$28.50$29.00$29.50Jul 31$0.10$0.404.00
$31.50$32.00$32.50Jul 31$0.10$0.404.00
$33.00$33.50$34.00Jul 31$0.10$0.404.00
$28.00$28.50$29.00Aug 7$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.31, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Aug 28-$0.23$1.77
$32.00$34.001:2Aug 28-$0.56$1.44
$33.50$35.001:2Aug 14-$0.36$1.14
$36.00$37.001:2Aug 7-$0.05$0.95
$34.00$35.001:2Aug 7-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$28.001:2Aug 14-$0.31$3.69
$33.00$32.001:2Aug 21-$0.33$0.67
$30.00$29.501:2Jul 31-$0.06$0.44
$30.00$29.501:2Aug 21-$0.07$0.43
$31.50$31.001:2Jul 31-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.22%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.50Aug 21$1.110.560.1%3.22%3.28%--12
$35.00Aug 28$1.030.491.5%2.99%4.50%249
$35.00Aug 21$1.000.501.5%2.90%4.41%3110.5K
$35.50Aug 21$0.830.463.0%2.41%5.37%145
$36.00Aug 28$0.690.414.4%2.00%6.41%37
$35.00Aug 7$0.680.481.5%1.97%3.48%4457
$36.00Aug 21$0.600.384.4%1.74%6.15%211.0K
$37.00Sep 4$0.540.367.3%1.57%8.87%1--
$34.50Jul 31$0.530.520.1%1.54%1.60%3037
$37.00Aug 21$0.450.297.3%1.31%8.61%10514.8K

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 2,151
Total Puts 186
Put/Call Ratio 0.09
Net Difference 1,965

Prior's Put/Call Breakdown

Total Calls 8,989
Total Puts 14,433
Put/Call Ratio 1.00
Net Difference -5,444

Prior 7-Day Put/Call Summary

Total Calls 42,198
Total Puts 19,990
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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