Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.41 +3.37%
9/2 09:45

Option Volume

Detail
Current (09/02 9:45am) 162
Calls: 126 (78%)
Puts: 36 (22%)
Prior (07/29) 2,337
Calls: 2,151 (92%)
Puts: 186 (8%)
Current vs Prior -93.07%
Calls: -94.14% (Calls)
Puts: -80.65% (Puts)
Prior 7-Day Total 105,088
Calls: 74,831 (71%)
Puts: 30,257 (29%)
Prior 7-Day Average 15,012
Calls: 10,690 (71%)
Puts: 4,322 (29%)
Current vs Prior 7-Day Avg -98.92%
Calls: -98.82%
Puts: -99.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:45am) $71.3K
Calls: $59.5K (83%)
Puts: $11.8K (17%)
Prior (07/29) $471.1K
Calls: $461.9K (98%)
Puts: $9.2K (2%)
Current vs Prior -84.86%
Calls: -87.12%
Puts: +28.16%
Prior 7-Day Total $16.50M
Calls: $12.39M (75%)
Puts: $4.11M (25%)
Prior 7-Day Average $2.36M
Calls: $1.77M (75%)
Puts: $586.9K (25%)
Current vs Prior 7-Day Avg -96.97%
Calls: -96.64%
Puts: -97.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:45am) 0.29
Prior (07/29) 0.09
Current vs Prior +230.41%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -54.03%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:45am) 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 2,954,188
Calls: 2,055,964 (70%)
Puts: 898,224 (30%)
Prior 7-Day Average 422,026
Calls: 293,709 (70%)
Puts: 128,317 (30%)
Current vs Prior 7-Day Avg -7.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.52% | 5.51%6.31% | 10.32%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +39.73% | +8.90%+1.02% | -1.73%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -35.04% | -37.69%-26.84% | -18.78%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +39.73% | +8.90%+1.02% | -1.73%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 86.69% | 87.37%
Calls: 97.01% | 74.74%
Puts: 76.38% | 100.00%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +49.75% | +64.57%
Prior 7-Day Avg 69.20% | 42.06%
Calls: 85.98% | 30.91%
Puts: 52.43% | 53.22%
Current vs 7-Day Avg +25.27% | +107.72%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($59.5K) vs puts ($11.8K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 93% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (126 calls vs 36 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
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 -- 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. 40 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 42.453.50$2.9835.2%--1.0019
$34.50Sep 42.043.10$2.5741.2%--1.0010
$35.00Sep 41.572.55$2.0647.6%--1.00107
$35.50Sep 41.252.29$1.7758.8%11.0070
$30.00Sep 186.407.50$6.9515.8%81.0031.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.50Sep 111.282.52$1.9065.3%--0.7565
$39.00Sep 181.892.94$2.4243.4%--0.7464
$38.00Sep 40.812.14$1.4889.9%--0.7449
$38.50Sep 181.542.24$1.8937.0%--0.7056
$39.00Sep 252.003.60$2.8057.1%--0.69138

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 80, top 20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.470.80$0.6451.6%200.27238
$38.00Sep 40.160.36$0.2676.9%100.28228
$30.00Sep 186.407.50$6.9515.8%81.0031.1K
$38.00Sep 180.650.84$0.7525.3%70.392.7K
$37.00Sep 40.381.03$0.7191.5%60.5683
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 250.271.44$0.86136.0%30.30203
$35.00Oct 20.431.61$1.02115.7%30.3267
$35.00Sep 180.200.41$0.3167.7%20.20669
$36.00Sep 180.410.66$0.5446.3%20.323.1K
$34.50Sep 180.140.21$0.1838.9%10.143

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 112.5%, max 283.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18122.4%31.9%283.3%--31
$40.00Sep 4Oct 1699.3%32.0%210.0%20301
$39.50Sep 4Sep 1889.0%31.9%178.7%--226
$36.00Sep 4Oct 1678.0%32.7%138.8%--206
$37.00Sep 4Oct 1660.8%31.1%95.4%6299
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1891.1%31.3%190.6%140
$35.00Sep 4Oct 1681.1%33.6%141.1%--151
$36.00Sep 4Oct 1678.0%32.7%138.8%--162
$35.50Sep 4Sep 1864.5%32.7%97.3%--488
$37.00Sep 4Oct 1660.8%31.1%95.4%--309

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 0.72, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$35.50Sep 4$0.29$0.21$0.29100%0.72$35.29
$35.00$36.00Sep 18$0.62$0.38$0.6288%0.61$35.62
$36.00$36.50Sep 11$0.15$0.35$0.1571%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1939%4.26$38.19
$36.50$37.00Sep 4$0.24$0.26$0.2491%1.08$36.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.16$0.84$0.1638%5.25$35.84
$36.00$35.00Oct 2$0.20$0.80$0.2039%4.00$35.80
$38.00$37.00Sep 18$0.45$0.55$0.4561%1.22$37.55
$37.00$36.00Sep 25$0.38$0.62$0.3849%1.63$36.62
$37.00$36.00Oct 2$0.40$0.60$0.4049%1.50$36.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 0.57, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$38.50Sep 18$0.30$0.30$0.2061%1.50$38.30
$39.00$39.50Sep 18$0.16$0.16$0.3475%0.47$39.16
$38.00$39.00Oct 2$0.41$0.41$0.5959%0.69$38.41
$42.00$43.00Oct 16$0.17$0.17$0.8384%0.20$42.17
$37.50$38.00Sep 11$0.23$0.23$0.2757%0.85$37.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2772%0.57$33.27
$36.00$35.50Sep 4$0.29$0.29$0.2166%1.38$35.71
$35.00$34.00Sep 25$0.36$0.36$0.6470%0.56$34.64
$34.50$34.00Sep 4$0.14$0.14$0.3683%0.39$34.36
$35.00$34.50Sep 18$0.13$0.13$0.3780%0.35$34.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.25, cheapest $0.11)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.1860.8%37.6%
$37.50Sep 4Sep 11$0.2847.0%35.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.1178.0%44.8%
$37.00Sep 4Sep 11$0.2560.8%37.6%
$37.50Sep 4Sep 11$0.1947.0%35.8%
$36.50Sep 4Sep 11$0.4744.5%43.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.50% of stock, avg 6.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$36.50Sep 4$0.95$0.36$1.31$35.19$37.813.50%
$37.50Sep 4$0.33$0.98$1.31$36.19$38.813.50%
$37.00Sep 4$0.71$0.63$1.34$35.66$38.343.58%
$38.00Sep 4$0.26$1.48$1.74$36.26$39.744.65%
$37.00Sep 11$0.89$0.88$1.77$35.23$38.774.73%
$37.50Sep 11$0.61$1.17$1.78$35.72$39.284.76%
$36.00Sep 4$1.33$0.54$1.87$34.13$37.875.00%
$35.50Sep 4$1.77$0.25$2.02$33.48$37.525.40%
$37.00Sep 18$1.13$0.95$2.08$34.92$39.085.56%
$36.00Sep 11$1.46$0.65$2.11$33.89$38.115.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.07% of stock, avg 3.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$34.50Sep 4$0.15$0.25$0.40$34.10$38.90
$38.50$35.50Sep 4$0.15$0.25$0.40$35.10$38.90
$38.50$35.00Sep 4$0.15$0.28$0.43$34.57$38.93
$39.50$34.50Sep 4$0.23$0.25$0.48$34.02$39.98
$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
$38.00$35.50Sep 4$0.26$0.25$0.51$34.99$38.51
$39.50$35.00Sep 18$0.23$0.31$0.54$34.46$40.04
$38.00$34.50Sep 4$0.26$0.25$0.51$33.99$38.51
$40.50$34.50Sep 4$0.33$0.25$0.58$33.92$41.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 3.55, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3640/41Sep 4$0.39$0.1149%3.55$35.61$40.89
34/3440/41Sep 4$0.24$0.2666%0.92$34.26$40.74
34/3539/40Sep 18$0.29$0.2155%1.38$34.71$39.29
34/3438/38Sep 4$0.25$0.2555%1.00$34.25$38.25
35/3639/40Sep 18$0.27$0.2349%1.17$35.23$39.27
34/3542/43Oct 16$0.45$0.5555%0.82$34.55$42.45
36/3639/40Sep 18$0.28$0.2243%1.27$35.72$39.28
32/3342/43Oct 16$0.30$0.7069%0.43$32.70$42.30
34/3540/41Sep 25$0.51$0.4948%1.04$34.49$40.51
33/3442/43Oct 16$0.35$0.6563%0.54$33.65$42.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.00$35.00$36.00Sep 18$0.05$0.9527%19.00
$37.00$38.00$39.00Oct 16$0.06$0.9418%15.67
$37.00$37.50$38.00Sep 11$0.05$0.4522%9.00
$38.00$39.00$40.00Oct 16$0.09$0.9118%10.11
$36.00$37.00$38.00Oct 16$0.11$0.8919%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Oct 16$0.06$0.9418%15.67
$34.00$35.00$36.00Oct 16$0.05$0.9516%19.00
$36.00$37.00$38.00Oct 16$0.09$0.9118%10.11
$36.50$37.00$37.50Sep 4$0.08$0.4228%5.25
$33.00$34.00$35.00Oct 16$0.10$0.9014%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-0.73, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 11-$0.73$1.27
$36.00$37.001:2Sep 18-$0.35$0.65
$37.00$38.001:2Sep 25-$0.36$0.64
$38.00$39.001:2Oct 2-$0.29$0.71
$36.00$37.001:2Sep 25-$0.56$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Sep 25$0.00$2.00
$38.50$37.501:2Sep 11-$0.44$0.56
$37.00$36.501:2Sep 4-$0.09$0.41
$35.00$34.001:2Sep 25-$0.14$0.86
$38.00$37.001:2Sep 18-$0.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.75%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.030.441.6%2.75%4.33%--179
$39.00Oct 16$0.710.354.2%1.90%6.15%--5.1K
$40.00Oct 16$0.470.276.9%1.26%8.18%20238
$41.00Oct 16$0.290.219.6%0.78%10.37%--15
$42.00Oct 16$0.180.1612.3%0.48%12.75%--77
$38.00Sep 18$0.650.391.6%1.74%3.31%72.7K
$38.00Oct 2$0.590.411.6%1.58%3.15%--160
$39.00Oct 2$0.320.314.2%0.86%5.11%--62
$40.00Oct 2$0.140.266.9%0.37%7.30%--20
$39.00Sep 18$0.300.254.2%0.80%5.05%--1.5K

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 126
Total Puts 36
Put/Call Ratio 0.29
Net Difference 90

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 74,831
Total Puts 30,257
Average Put/Call Ratio 0.62
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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