Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.19 +0.39%
9/1 16:01

Option Volume

Detail
Current (09/01 4:00pm) 10,196
Calls: 4,125 (40%)
Puts: 6,071 (60%)
Prior --
Calls: 8,989 (38%)
Puts: 14,433 (62%)
Current vs Prior +0.00%
Calls: -54.11% (Calls)
Puts: -57.94% (Puts)
Prior 7-Day Total 104,906
Calls: 80,005 (76%)
Puts: 24,901 (24%)
Prior 7-Day Average 14,986
Calls: 11,429 (76%)
Puts: 3,557 (24%)
Current vs Prior 7-Day Avg -31.97%
Calls: -63.91%
Puts: +70.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01 4:00pm) $2.20M
Calls: $1.08M (49%)
Puts: $1.12M (51%)
Prior --
Calls: $1.31M (47%)
Puts: $1.49M (53%)
Current vs Prior +0.00%
Calls: -17.31%
Puts: -24.61%
Prior 7-Day Total $15.88M
Calls: $12.87M (81%)
Puts: $3.01M (19%)
Prior 7-Day Average $2.27M
Calls: $1.84M (81%)
Puts: $430.5K (19%)
Current vs Prior 7-Day Avg -2.88%
Calls: -41.10%
Puts: +160.37%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01 4:00pm) 1.47
Prior 1.00
Current vs Prior +47.18%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +351.18%
Sentiment BEARISH

Open Interest

Detail
Current (09/01 4:00pm) 391,415
Calls: 275,468 (70%)
Puts: 115,947 (30%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 -9.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.23% | 5.06%6.24% | 10.50%
Prior 8.26% | 9.37%11.03% | 14.71%
Current vs Prior -60.87% | -46.06%-43.37% | -28.63%
Prior 7-Day Avg 6.96% | 9.05%9.67% | 13.60%
Current vs 7-Day Avg -53.54% | -44.14%-35.42% | -22.80%
Prior 7-Day Eod 8.26% | 9.37%6.32% | 10.43%
Current vs 7-Day Eod -60.87% | -46.06%-1.26% | +0.67%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Prior 15.14% | 17.34%
Calls: 13.48% | 16.77%
Puts: 16.81% | 17.91%
Current vs Prior +282.36% | +206.17%
Prior 7-Day Avg 39.56% | 45.60%
Calls: 26.03% | 32.43%
Puts: 53.09% | 58.77%
Current vs 7-Day Avg +46.35% | +16.43%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.47 indicates protective positioning. P/C ratio rising 47% - increased hedging/bearish positioning. Call-heavy open interest (275,468 calls vs 115,947 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
16:00BEARISHBEARISHBEARISH
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 8.9%, best 8.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 46.907.50$7.208.3%80.88--
$31.00Sep 185.005.45$5.238.6%51.00682
$30.00Sep 185.756.30$6.039.1%1001.0031.2K
$31.00Sep 44.905.40$5.159.7%110.862
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. 53 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 186.858.00$7.4315.5%--1.00180
$30.00Sep 185.756.30$6.039.1%1001.0031.2K
$31.00Sep 185.005.45$5.238.6%51.00682
$34.00Sep 41.812.66$2.2437.9%--0.9719
$34.50Sep 41.462.42$1.9449.5%--0.9610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Sep 44.405.10$4.7514.7%10.92--
$41.50Sep 44.706.10$5.4025.9%10.921
$38.00Sep 41.612.14$1.8828.2%10.9050
$37.50Sep 41.281.67$1.4826.4%10.8636
$39.00Sep 182.773.50$3.1423.2%--0.8664

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 3.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 250.320.97$0.65100.0%2960.30439
$38.00Sep 180.180.50$0.3494.1%2160.242.9K
$40.00Sep 180.050.30$0.18138.9%1890.128.5K
$30.00Sep 185.756.30$6.039.1%1001.0031.2K
$35.50Sep 110.631.27$0.9567.4%960.64--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 180.030.31$0.17164.7%1.0K0.102.0K
$34.00Sep 40.010.09$0.05160.0%1190.07424
$35.50Sep 40.000.74$0.37200.0%520.3492
$36.00Sep 40.150.65$0.40125.0%520.4655
$35.00Sep 40.050.20$0.13115.4%500.1897

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 74.1%, max 287.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Sep 4Oct 16125.2%32.3%287.9%9292
$39.50Sep 4Sep 1892.7%31.7%192.2%1226
$42.00Sep 11Oct 1695.0%35.0%171.9%--177
$35.50Sep 4Sep 1848.0%33.7%42.6%5821
$36.00Sep 4Oct 1634.1%31.5%8.3%91236
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.50Sep 11Sep 1867.7%35.9%88.6%2143
$35.50Sep 4Sep 1848.0%33.7%42.6%52468
$38.50Sep 11Sep 1835.8%28.8%24.3%--121
$35.00Sep 4Oct 1638.0%32.3%17.8%50118
$36.00Sep 4Oct 1634.1%31.5%8.3%53118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 0.67, avg 2.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$34.50Sep 4$0.30$0.20$0.3097%0.67$34.30
$37.00$38.00Sep 25$0.15$0.85$0.1539%5.67$37.15
$35.50$36.00Sep 11$0.14$0.36$0.1464%2.57$35.64
$36.50$37.00Sep 11$0.10$0.40$0.1044%4.00$36.60
$36.00$36.50Sep 18$0.18$0.32$0.1853%1.78$36.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.50Sep 18$0.11$0.39$0.1148%3.55$35.89
$37.00$36.50Sep 18$0.20$0.30$0.2064%1.50$36.80
$37.00$36.00Sep 25$0.45$0.55$0.4561%1.22$36.55
$38.50$38.00Sep 18$0.32$0.18$0.3284%0.56$38.18
$37.00$36.50Sep 11$0.23$0.27$0.2366%1.17$36.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 1.17, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$38.00Oct 16$0.54$0.54$0.4656%1.17$37.54
$40.00$40.50Sep 4$0.20$0.20$0.3080%0.67$40.20
$39.00$39.50Sep 11$0.15$0.15$0.3584%0.43$39.15
$37.50$38.00Sep 11$0.20$0.20$0.3073%0.67$37.70
$40.50$41.00Sep 4$0.12$0.12$0.3887%0.32$40.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.55$0.55$0.4551%1.22$35.45
$35.50$35.00Sep 4$0.24$0.24$0.2666%0.92$35.26
$33.50$33.00Sep 18$0.17$0.17$0.3383%0.52$33.33
$35.00$34.50Sep 11$0.18$0.18$0.3273%0.56$34.82
$32.00$31.00Sep 18$0.12$0.12$0.8890%0.14$31.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.23, cheapest $0.17)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.50Sep 4Sep 11$0.1448.0%35.3%
$36.50Sep 4Sep 11$0.2434.1%27.6%
$36.00Sep 4Sep 11$0.3034.1%28.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.50Sep 4Sep 11$0.1748.0%35.3%
$36.50Sep 4Sep 11$0.3634.1%27.6%
$36.00Sep 4Sep 11$0.1734.1%28.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 2.51% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.00Sep 4$0.51$0.40$0.91$35.09$36.912.51%
$36.50Sep 4$0.28$0.66$0.94$35.56$37.442.60%
$37.00Sep 4$0.13$1.03$1.16$35.84$38.163.21%
$35.50Sep 4$0.81$0.37$1.18$34.32$36.683.26%
$35.00Sep 4$1.22$0.13$1.35$33.65$36.353.73%
$36.00Sep 11$0.81$0.57$1.38$34.62$37.383.81%
$35.50Sep 11$0.95$0.54$1.49$34.01$36.994.12%
$36.50Sep 11$0.52$1.02$1.54$34.96$38.044.26%
$37.50Sep 4$0.09$1.48$1.57$35.93$39.074.34%
$37.00Sep 11$0.42$1.25$1.67$35.33$38.674.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.41% of stock, avg 2.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.50$34.50Sep 4$0.09$0.06$0.15$34.35$37.65
$37.00$34.50Sep 4$0.13$0.06$0.19$34.31$37.19
$37.50$35.00Sep 4$0.09$0.13$0.22$34.78$37.72
$37.00$35.00Sep 4$0.13$0.13$0.26$34.74$37.26
$39.50$34.50Sep 4$0.23$0.06$0.29$34.21$39.79
$39.50$35.00Sep 4$0.23$0.13$0.36$34.64$39.86
$37.50$32.00Sep 4$0.09$0.32$0.41$31.59$37.91
$40.00$32.00Sep 25$0.25$0.20$0.45$31.55$40.45
$36.50$34.50Sep 4$0.28$0.06$0.34$34.16$36.84
$38.50$33.50Sep 18$0.18$0.29$0.47$33.03$38.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.94, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
33/3438/38Sep 18$0.33$0.1759%1.94$33.17$38.33
35/3640/41Sep 4$0.36$0.1452%2.57$35.14$40.86
34/3539/40Sep 11$0.33$0.1757%1.94$34.67$39.33
34/3538/38Sep 11$0.38$0.1245%3.17$34.62$37.88
34/3439/40Sep 11$0.25$0.2569%1.00$33.75$39.25
34/3438/38Sep 11$0.30$0.2058%1.50$33.70$37.80
31/3238/38Sep 18$0.28$0.7266%0.39$31.72$38.28
32/3341/42Oct 16$0.34$0.6660%0.52$32.66$41.34
33/3441/42Oct 16$0.41$0.5953%0.69$33.59$41.41
32/3339/40Oct 16$0.42$0.5851%0.72$32.58$39.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Oct 2$0.07$0.9322%13.29
$36.00$36.50$37.00Sep 4$0.08$0.4234%5.25
$35.50$36.00$36.50Sep 4$0.07$0.4330%6.14
$38.00$39.00$40.00Oct 2$0.07$0.9314%13.29
$35.00$36.00$37.00Oct 16$0.10$0.9019%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$33.00$34.00$35.00Sep 25$0.05$0.9518%19.00
$33.00$34.00$35.00Oct 16$0.07$0.9316%13.29
$32.00$33.00$34.00Oct 16$0.07$0.9312%13.29
$36.00$36.50$37.00Sep 4$0.11$0.3933%3.55
$31.00$32.00$33.00Oct 16$0.06$0.949%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-0.21, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 11-$0.21$1.79
$34.00$35.001:2Sep 11-$0.56$0.44
$36.00$36.501:2Sep 4-$0.05$0.45
$37.00$38.001:2Oct 16-$0.23$0.77
$34.00$35.001:2Sep 18-$0.66$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Sep 25-$0.23$1.77
$36.50$36.001:2Sep 11-$0.12$0.38
$36.50$36.001:2Sep 4-$0.14$0.36
$35.00$34.001:2Sep 18-$0.15$0.85
$37.00$36.501:2Sep 4-$0.29$0.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.26%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.180.442.2%3.26%5.50%40191
$39.00Oct 16$0.590.277.8%1.63%9.39%--5.1K
$37.00Oct 2$0.870.412.2%2.40%4.64%252
$41.00Oct 16$0.260.1813.3%0.72%14.01%1119
$40.00Oct 16$0.340.2010.5%0.94%11.47%9229
$38.00Oct 16$0.480.335.0%1.33%6.33%1178
$37.00Sep 25$0.680.392.2%1.88%4.12%2231
$38.00Oct 2$0.350.315.0%0.97%5.97%5160
$42.00Oct 16$0.170.1216.1%0.47%16.52%--77
$38.00Sep 25$0.320.305.0%0.88%5.89%296439

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 4,125
Total Puts 6,071
Put/Call Ratio 1.47
Net Difference -1,946

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 80,005
Total Puts 24,901
Average Put/Call Ratio 0.33
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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