Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.02 +2.28%
9/2 09:35

Option Volume

Detail
Current (09/02 9:35am) 95
Calls: 66 (69%)
Puts: 29 (31%)
Prior (07/29) 1,164
Calls: 1,051 (90%)
Puts: 113 (10%)
Current vs Prior -91.84%
Calls: -93.72% (Calls)
Puts: -74.34% (Puts)
Prior 7-Day Total 104,885
Calls: 74,688 (71%)
Puts: 30,197 (29%)
Prior 7-Day Average 20,977
Calls: 10,669 (71%)
Puts: 4,313 (29%)
Current vs Prior 7-Day Avg -99.55%
Calls: -99.38%
Puts: -99.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:35am) $51.0K
Calls: $39.6K (78%)
Puts: $11.4K (22%)
Prior (07/29) $326.9K
Calls: $324.3K (99%)
Puts: $2.6K (1%)
Current vs Prior -84.41%
Calls: -87.80%
Puts: +336.91%
Prior 7-Day Total $16.39M
Calls: $12.30M (75%)
Puts: $4.09M (25%)
Prior 7-Day Average $3.28M
Calls: $1.76M (75%)
Puts: $583.7K (25%)
Current vs Prior 7-Day Avg -98.45%
Calls: -97.75%
Puts: -98.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:35am) 0.44
Prior (07/29) 0.11
Current vs Prior +308.68%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -37.38%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:35am) 392,126
Calls: 275,268 (70%)
Puts: 116,858 (30%)
Prior (07/29) 417,292
Calls: 304,216 (73%)
Puts: 113,076 (27%)
Current vs Prior -6.03%
Prior 7-Day Total 2,169,936
Calls: 1,505,428 (69%)
Puts: 664,508 (31%)
Prior 7-Day Average 433,987
Calls: 301,085 (69%)
Puts: 132,901 (31%)
Current vs Prior 7-Day Avg -9.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.94% | 5.40%5.86% | 10.56%
Prior 6.91% | 6.08%8.60% | 12.90%
Current vs Prior -42.90% | -11.09%-31.83% | -18.11%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -43.29% | -38.87%-32.02% | -16.86%
Prior 7-Day Eod 6.91% | 6.08%6.24% | 10.50%
Current vs 7-Day Eod -42.90% | -11.09%-6.13% | +0.59%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 85.59% | 123.62%
Calls: 104.26% | 158.00%
Puts: 66.93% | 89.25%
Prior 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs Prior -49.49% | +505.39%
Prior 7-Day Avg 72.03% | 39.30%
Calls: 94.52% | 29.06%
Puts: 49.54% | 49.55%
Current vs 7-Day Avg +18.83% | +214.51%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($39.6K) vs puts ($11.4K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 92% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (66 calls vs 29 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BEARISHBEARISHBEARISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 38 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.407.15$6.7811.1%81.0031.1K
$31.00Sep 185.406.25$5.8314.6%--1.00678
$32.00Sep 184.505.30$4.9016.3%--1.001.5K
$33.00Sep 183.554.30$3.9319.1%--0.953.2K
$34.00Sep 42.453.40$2.9332.4%--0.9119
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 182.082.94$2.5134.3%--0.7964
$38.00Sep 41.022.14$1.5870.9%--0.7849
$38.50Sep 111.612.51$2.0643.7%--0.7665
$38.50Sep 181.752.24$2.0024.5%--0.7356
$37.50Sep 40.611.46$1.0382.5%--0.7135

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 28, top 8)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.407.15$6.7811.1%81.0031.1K
$37.00Sep 40.180.67$0.43114.0%50.4683
$38.00Sep 180.370.72$0.5464.8%50.342.7K
$36.50Sep 40.671.23$0.9558.9%20.67138
$38.50Sep 40.000.30$0.15200.0%10.17464
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 250.271.44$0.86136.0%20.31203
$35.00Oct 20.431.63$1.03116.5%20.3367
$35.00Sep 180.260.43$0.3548.6%10.22669
$36.00Sep 180.490.72$0.6137.7%10.353.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 100.7%, max 298.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18125.4%31.5%298.3%--31
$40.00Sep 4Oct 16102.2%34.1%199.9%--301
$39.50Sep 4Sep 1892.1%31.2%194.7%--226
$36.00Sep 4Oct 1673.5%30.9%138.0%--206
$38.50Sep 4Sep 1860.0%31.1%92.8%1543
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Sep 4Oct 1678.0%32.6%139.4%--151
$36.00Sep 4Oct 1673.5%30.9%138.0%--162
$34.50Sep 4Sep 1188.1%44.9%96.2%--271
$35.50Sep 4Sep 1861.3%32.1%91.2%--488
$38.00Sep 4Oct 1652.4%33.9%54.8%--60

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 1.27, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.00Sep 25$0.44$0.56$0.4470%1.27$35.44
$35.00$35.50Sep 4$0.26$0.24$0.2686%0.92$35.26
$38.00$39.00Sep 25$0.19$0.81$0.1938%4.26$38.19
$35.00$37.00Oct 2$1.11$0.89$1.1168%0.80$36.11
$37.00$37.50Sep 18$0.14$0.36$0.1449%2.57$37.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$36.00Sep 25$0.35$0.65$0.3550%1.86$36.65
$36.00$35.00Sep 25$0.26$0.74$0.2640%2.85$35.74
$37.00$35.00Oct 2$0.73$1.27$0.7350%1.74$36.27
$37.00$36.50Sep 18$0.19$0.31$0.1951%1.63$36.81
$36.00$35.00Oct 16$0.31$0.69$0.3139%2.23$35.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 0.57, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$39.00Oct 2$0.41$0.41$0.5960%0.69$38.41
$40.00$41.00Oct 16$0.26$0.26$0.7474%0.35$40.26
$37.50$38.00Sep 18$0.24$0.24$0.2658%0.92$37.74
$40.50$41.00Sep 4$0.10$0.10$0.4083%0.25$40.60
$38.00$38.50Sep 18$0.16$0.16$0.3466%0.47$38.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2771%0.57$33.27
$36.00$35.50Sep 4$0.28$0.28$0.2265%1.27$35.72
$35.00$34.00Sep 25$0.36$0.36$0.6469%0.56$34.64
$37.00$36.50Sep 4$0.34$0.34$0.1643%2.12$36.66
$36.50$36.00Sep 11$0.25$0.25$0.2557%1.00$36.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.27, cheapest $0.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.1373.5%43.7%
$37.00Sep 4Sep 11$0.3446.0%36.3%
$36.50Sep 4Sep 11$0.2640.1%45.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.1273.5%43.7%
$37.00Sep 4Sep 11$0.2146.0%36.3%
$36.50Sep 4Sep 11$0.5440.1%45.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 3.05% of stock, avg 6.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.00Sep 4$0.43$0.70$1.13$35.87$38.133.05%
$37.50Sep 4$0.23$1.03$1.26$36.24$38.763.40%
$36.50Sep 4$0.95$0.36$1.31$35.19$37.813.54%
$37.00Sep 11$0.77$0.91$1.68$35.32$38.684.54%
$37.50Sep 11$0.49$1.23$1.72$35.78$39.224.65%
$38.00Sep 4$0.18$1.58$1.76$36.24$39.764.75%
$36.00Sep 4$1.33$0.53$1.86$34.14$37.865.02%
$37.00Sep 18$0.92$1.00$1.92$35.08$38.925.19%
$35.50Sep 4$1.70$0.25$1.95$33.55$37.455.27%
$36.00Sep 11$1.46$0.65$2.11$33.89$38.115.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 1.16% of stock, avg 3.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$35.50Sep 4$0.18$0.25$0.43$35.07$38.43
$38.00$34.50Sep 4$0.18$0.25$0.43$34.07$38.43
$38.00$35.00Sep 4$0.18$0.28$0.46$34.54$38.46
$39.50$34.50Sep 4$0.23$0.25$0.48$34.02$39.98
$39.00$34.00Sep 18$0.28$0.19$0.47$33.53$39.47
$37.50$35.50Sep 4$0.23$0.25$0.48$35.02$37.98
$39.50$35.50Sep 4$0.23$0.25$0.48$35.02$39.98
$39.50$35.00Sep 4$0.23$0.28$0.51$34.49$40.01
$37.50$34.50Sep 4$0.23$0.25$0.48$34.02$37.98
$39.00$34.50Sep 11$0.28$0.25$0.53$33.97$39.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.94, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3638/38Sep 18$0.33$0.1731%1.94$35.67$38.33
32/3340/41Oct 16$0.41$0.5957%0.69$32.59$40.41
34/3540/41Sep 25$0.51$0.4947%1.04$34.49$40.51
34/3540/41Oct 16$0.53$0.4743%1.13$34.47$40.53
33/3440/41Oct 16$0.45$0.5551%0.82$33.55$40.45
34/3539/40Sep 25$0.55$0.4540%1.22$34.45$39.55
32/3341/42Oct 16$0.28$0.7265%0.39$32.72$41.28
34/3541/42Oct 16$0.40$0.6051%0.67$34.60$41.40
33/3441/42Oct 16$0.32$0.6859%0.47$33.68$41.32
33/3440/41Sep 25$0.34$0.6657%0.52$33.66$40.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 10.11, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 18$0.16$0.8430%5.25
$32.00$33.00$34.00Sep 18$0.07$0.9310%13.29
$38.00$38.50$39.00Sep 18$0.06$0.4413%7.33
$37.50$38.00$38.50Sep 18$0.08$0.4216%5.25
$38.00$38.50$39.00Sep 11$0.06$0.449%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 25$0.09$0.9120%10.11
$33.00$34.00$35.00Oct 16$0.08$0.9214%11.50
$36.00$37.00$38.00Oct 16$0.12$0.8818%7.33
$35.50$36.00$36.50Sep 11$0.07$0.4315%6.14
$34.50$35.00$35.50Sep 11$0.06$0.4411%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-0.39, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 11-$0.39$1.61
$35.00$37.001:2Oct 2-$0.42$1.58
$36.00$37.001:2Sep 18-$0.32$0.68
$37.00$38.001:2Sep 25-$0.36$0.64
$40.00$41.001:2Oct 16-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Sep 25-$0.04$1.96
$37.00$35.001:2Oct 2-$0.30$1.70
$38.50$37.501:2Sep 11-$0.40$0.60
$38.00$37.001:2Sep 18-$0.37$0.63
$35.00$34.001:2Sep 25-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.78%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.030.422.6%2.78%5.43%--179
$39.00Oct 16$0.710.335.3%1.92%7.27%--5.1K
$40.00Oct 16$0.470.268.1%1.27%9.32%--238
$41.00Oct 16$0.290.1810.8%0.78%11.53%--15
$38.00Oct 2$0.590.402.6%1.59%4.24%--160
$40.00Oct 2$0.140.268.1%0.38%8.43%--20
$39.00Oct 2$0.320.305.3%0.86%6.21%--62
$42.00Oct 16$0.180.1313.4%0.49%13.94%--77
$38.00Sep 25$0.440.382.6%1.19%3.84%--588
$39.00Sep 25$0.190.305.3%0.51%5.86%--377

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 66
Total Puts 29
Put/Call Ratio 0.44
Net Difference 37

Prior's Put/Call Breakdown

Total Calls 1,051
Total Puts 113
Put/Call Ratio 0.11
Net Difference 938

Prior 7-Day Put/Call Summary

Total Calls 74,688
Total Puts 30,197
Average Put/Call Ratio 0.70
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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