Tour v456
TEVA
TEVA PHARMACEUTICAL ADR
$34.89 +10.17%
7/29 14:07

Option Volume

Detail
Current (07/29 2:05pm) 35,622
Calls: 31,209 (88%)
Puts: 4,413 (12%)
Prior (07/28) 6,522
Calls: 5,945 (91%)
Puts: 577 (9%)
Current vs Prior +446.18%
Calls: +424.96% (Calls)
Puts: +664.82% (Puts)
Prior 7-Day Total 71,621
Calls: 50,947 (71%)
Puts: 20,674 (29%)
Prior 7-Day Average 10,231
Calls: 7,278 (71%)
Puts: 2,953 (29%)
Current vs Prior 7-Day Avg +248.16%
Calls: +328.80%
Puts: +49.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 2:05pm) $6.28M
Calls: $5.32M (85%)
Puts: $966.3K (15%)
Prior (07/28) $781.9K
Calls: $716.0K (92%)
Puts: $65.9K (8%)
Current vs Prior +703.42%
Calls: +642.38%
Puts: +1366.85%
Prior 7-Day Total $10.07M
Calls: $8.02M (80%)
Puts: $2.06M (20%)
Prior 7-Day Average $1.44M
Calls: $1.15M (80%)
Puts: $293.8K (20%)
Current vs Prior 7-Day Avg +336.61%
Calls: +364.23%
Puts: +228.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 2:05pm) 0.14
Prior (07/28) 0.10
Current vs Prior +45.69%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -55.59%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 2:05pm) 417,292
Calls: 304,216 (73%)
Puts: 113,076 (27%)
Prior (07/28) 412,759
Calls: 300,632 (73%)
Puts: 112,127 (27%)
Current vs Prior +1.10%
Prior 7-Day Total 3,030,397
Calls: 2,142,608 (71%)
Puts: 887,789 (29%)
Prior 7-Day Average 432,913
Calls: 306,086 (71%)
Puts: 126,827 (29%)
Current vs Prior 7-Day Avg -3.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.91% | 6.08%8.60% | 12.90%
Prior 8.26% | 9.37%11.03% | 14.71%
Current vs Prior -16.39% | -35.18%-22.02% | -12.33%
Prior 7-Day Avg 8.21% | 11.02%11.03% | 14.71%
Current vs 7-Day Avg -15.88% | -44.86%-22.02% | -12.33%
Prior 7-Day Eod 8.26% | 9.37%11.21% | 15.12%
Current vs 7-Day Eod -16.39% | -35.18%-23.29% | -14.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Prior 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Current vs Prior +1019.15% | +17.76%
Prior 7-Day Avg 39.56% | 45.60%
Calls: 26.03% | 32.43%
Puts: 53.09% | 58.77%
Current vs 7-Day Avg +328.35% | -55.22%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($5.32M) vs puts ($966.3K). Massive premium surge with dollar volume up 703% vs prior. Dollar volume significantly above 7-day average (337% higher). Unusually high activity with volume up 446% vs prior - elevated interest.

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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
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 4 of results (avg 9.3%, best 8.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 311.091.19$1.148.8%5490.82331
$33.00Aug 142.332.55$2.449.0%20.8033
$34.00Aug 281.952.15$2.059.8%60.6210
$33.00Aug 212.412.66$2.549.8%140.724.7K
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. 60 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Jul 313.307.00$5.1571.8%251.0025
$31.00Jul 313.455.45$4.4544.9%2411.00325
$31.50Jul 311.363.80$2.5894.6%541.00152
$32.00Jul 310.854.50$2.68136.2%1211.00300
$32.50Jul 310.704.10$2.40141.7%1.1K1.001.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Jul 311.565.20$3.38107.7%10.91--
$37.00Jul 310.883.65$2.27122.0%20.88--
$39.00Aug 212.676.35$4.5181.6%--0.8010
$37.50Jul 311.743.95$2.8577.5%10.79--
$40.50Jul 313.957.70$5.8364.3%10.73--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 20.4K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 210.500.71$0.6134.4%6.1K0.2914.8K
$35.00Aug 211.211.44$1.3317.3%4.1K0.5010.5K
$31.50Aug 71.424.00$2.7195.2%2.1K0.842.1K
$32.50Jul 310.704.10$2.40141.7%1.1K1.001.0K
$37.00Aug 280.640.79$0.7220.8%1.0K0.3162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 310.110.75$0.43148.8%3770.3311
$34.00Jul 310.190.90$0.55129.1%1840.4439
$32.00Aug 280.420.66$0.5444.4%790.212
$33.00Aug 210.520.77$0.6538.5%660.28277
$31.00Aug 280.240.47$0.3663.9%660.132

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 145.3%, max 612.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Jul 31Aug 28283.1%39.7%612.6%--41
$29.00Jul 31Aug 21311.8%63.9%388.0%136
$39.00Jul 31Sep 4162.6%39.7%309.6%1156
$30.00Jul 31Sep 4198.1%53.0%273.8%73
$28.00Jul 31Aug 21224.4%69.7%222.1%158
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 31Aug 21311.8%63.9%388.0%42264
$30.00Jul 31Sep 4198.1%53.0%273.8%36107
$28.00Jul 31Aug 21224.4%69.7%222.1%10537
$31.00Jul 31Aug 28117.4%39.3%198.9%6786
$34.50Jul 31Aug 21105.2%38.1%176.1%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 6.41, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$40.00Aug 28$0.27$1.73$0.276.41$38.27
$37.00$38.00Aug 14$0.16$0.84$0.165.25$37.16
$37.00$38.00Aug 28$0.19$0.81$0.194.26$37.19
$37.00$38.00Aug 21$0.21$0.79$0.213.76$37.21
$36.50$37.00Aug 7$0.11$0.39$0.113.55$36.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$32.00Aug 7$0.14$0.86$0.146.14$32.86
$32.00$31.00Aug 28$0.18$0.82$0.184.56$31.82
$34.00$30.00Sep 4$0.76$3.24$0.764.26$33.24
$34.00$33.50Jul 31$0.12$0.38$0.123.17$33.88
$34.00$33.50Aug 7$0.14$0.36$0.142.57$33.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 12.33, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Sep 4$1.84$1.84$0.1611.50$31.84
$32.00$33.00Aug 14$0.79$0.79$0.213.76$32.79
$30.00$31.00Aug 7$0.78$0.78$0.223.55$30.78
$33.50$34.00Aug 14$0.39$0.39$0.113.55$33.89
$31.00$31.50Aug 21$0.39$0.39$0.113.55$31.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$39.00$37.00Aug 21$1.85$1.85$0.1512.33$37.15
$34.50$34.00Aug 21$0.39$0.39$0.113.55$34.11
$33.50$33.00Aug 14$0.34$0.34$0.162.13$33.16
$37.00$36.00Aug 21$0.68$0.68$0.322.13$36.32
$37.00$34.50Jul 31$1.68$1.68$0.822.05$35.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 31Aug 14$0.05283.1%96.0%
$34.50Jul 31Aug 7$0.09105.2%44.3%
$36.50Jul 31Aug 7$0.1091.5%39.6%
$30.00Jul 31Aug 7$0.11198.1%127.6%
$37.00Jul 31Aug 7$0.1182.6%39.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 31Aug 7$0.0575.9%46.8%
$28.00Jul 31Aug 7$0.06224.4%121.4%
$33.00Jul 31Aug 7$0.1058.0%45.0%
$31.00Jul 31Aug 7$0.13117.4%76.2%
$34.50Jul 31Aug 7$0.16105.2%44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 4.76% of stock, avg 9.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.50Jul 31$1.07$0.59$1.66$32.84$36.164.76%
$34.00Jul 31$1.14$0.55$1.69$32.31$35.694.84%
$33.00Jul 31$1.50$0.21$1.71$31.29$34.714.90%
$35.00Aug 7$0.89$0.96$1.85$33.15$36.855.30%
$35.50Aug 7$0.65$1.23$1.88$33.62$37.385.39%
$34.50Aug 7$1.16$0.75$1.91$32.59$36.415.47%
$33.50Jul 31$1.49$0.43$1.92$31.58$35.425.50%
$34.00Aug 7$1.48$0.55$2.03$31.97$36.035.82%
$33.00Aug 7$1.80$0.31$2.11$30.89$35.116.05%
$33.50Aug 21$1.42$0.79$2.21$31.29$35.716.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.20% of stock, avg 4.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$33.00Jul 31$0.21$0.21$0.42$32.58$36.42
$36.50$33.00Jul 31$0.24$0.21$0.45$32.55$36.95
$36.00$32.50Jul 31$0.21$0.33$0.54$31.96$36.54
$36.50$32.50Jul 31$0.24$0.33$0.57$31.93$37.07
$40.00$31.00Aug 28$0.26$0.36$0.62$30.38$40.62
$36.00$33.50Jul 31$0.21$0.43$0.64$32.86$36.64
$36.50$33.00Aug 7$0.34$0.31$0.65$32.35$37.15
$36.50$33.50Jul 31$0.24$0.43$0.67$32.83$37.17
$35.50$33.00Jul 31$0.51$0.21$0.72$32.28$36.22
$37.00$33.00Aug 14$0.43$0.29$0.72$32.28$37.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 4.00, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3434/35Aug 14$0.40$0.104.00$33.60$34.90
34/3536/37Sep 4$0.79$0.213.76$34.21$36.79
34/3536/37Aug 28$0.78$0.223.55$34.22$36.78
34/3435/36Aug 7$0.38$0.123.17$33.62$35.38
34/3536/36Aug 7$0.38$0.123.17$34.62$35.88
35/3636/37Aug 7$0.38$0.123.17$35.12$36.88
33/3435/36Aug 14$0.75$0.253.00$32.75$35.75
34/3436/36Aug 7$0.37$0.132.85$34.13$35.87
34/3536/36Aug 7$0.35$0.152.33$34.65$36.35
31/3234/35Aug 28$0.70$0.302.33$31.30$34.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$34.00$34.50$35.00Aug 7$0.05$0.459.00
$34.00$34.50$35.00Aug 14$0.05$0.459.00
$34.00$35.00$36.00Sep 4$0.10$0.909.00
$29.00$29.50$30.00Jul 31$0.06$0.447.33
$36.00$37.00$38.00Aug 14$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Aug 21$0.11$0.898.09
$33.50$34.00$34.50Aug 7$0.06$0.447.33
$34.50$35.00$35.50Aug 7$0.06$0.447.33
$33.50$34.00$34.50Aug 14$0.06$0.447.33
$30.50$31.00$31.50Aug 21$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-1.74, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$39.001:2Sep 4-$0.04$1.96
$32.00$34.001:2Aug 28-$1.00$1.00
$39.00$41.001:2Aug 7-$1.06$0.94
$37.00$38.001:2Aug 14-$0.11$0.89
$36.00$37.001:2Aug 14-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$28.001:2Aug 14-$1.74$2.26
$37.00$35.001:2Sep 4-$0.54$1.46
$39.00$37.001:2Aug 21-$0.81$1.19
$32.00$31.001:2Aug 28-$0.18$0.82
$29.00$28.001:2Aug 21-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.44%, avg 1.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Sep 4$1.550.510.3%4.44%4.76%4--
$35.00Aug 28$1.390.520.3%3.98%4.30%51249
$35.00Aug 21$1.210.500.3%3.47%3.78%4.1K10.5K
$36.00Sep 4$1.110.423.2%3.18%6.36%1--
$35.00Aug 14$1.020.500.3%2.92%3.24%86165
$35.50Aug 21$0.990.441.8%2.84%4.59%2305
$36.00Aug 28$0.960.413.2%2.75%5.93%57
$36.00Aug 21$0.790.393.2%2.26%5.45%1311.0K
$35.00Aug 7$0.780.510.3%2.24%2.55%14057
$37.00Sep 4$0.770.336.0%2.21%8.25%3--

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 31,209
Total Puts 4,413
Put/Call Ratio 0.14
Net Difference 26,796

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,947
Total Puts 20,674
Average Put/Call Ratio 0.32
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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