Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.23 +2.88%
9/2 09:50

Option Volume

Detail
Current (09/02 9:50am) 333
Calls: 231 (69%)
Puts: 102 (31%)
Prior (07/29) 2,770
Calls: 2,554 (92%)
Puts: 216 (8%)
Current vs Prior -87.98%
Calls: -90.96% (Calls)
Puts: -52.78% (Puts)
Prior 7-Day Total 105,155
Calls: 74,891 (71%)
Puts: 30,264 (29%)
Prior 7-Day Average 15,022
Calls: 10,698 (71%)
Puts: 4,323 (29%)
Current vs Prior 7-Day Avg -97.78%
Calls: -97.84%
Puts: -97.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 9:50am) $88.7K
Calls: $76.8K (87%)
Puts: $11.9K (13%)
Prior (07/29) $507.8K
Calls: $496.9K (98%)
Puts: $10.9K (2%)
Current vs Prior -82.54%
Calls: -84.55%
Puts: +9.24%
Prior 7-Day Total $16.52M
Calls: $12.41M (75%)
Puts: $4.11M (25%)
Prior 7-Day Average $2.36M
Calls: $1.77M (75%)
Puts: $587.0K (25%)
Current vs Prior 7-Day Avg -96.24%
Calls: -95.67%
Puts: -97.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 9:50am) 0.44
Prior (07/29) 0.08
Current vs Prior +422.10%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -26.34%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 9:50am) 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 4.41% | 5.77%6.23% | 10.37%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +36.26% | +14.20%-0.21% | -1.26%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -36.66% | -34.66%-27.74% | -18.38%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +36.26% | +14.20%-0.21% | -1.26%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 89.22% | 100.05%
Calls: 91.04% | 95.79%
Puts: 87.40% | 104.30%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +54.12% | +88.45%
Prior 7-Day Avg 69.20% | 42.06%
Calls: 85.98% | 30.91%
Puts: 52.43% | 53.22%
Current vs 7-Day Avg +28.93% | +137.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($76.8K) vs puts ($11.9K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 88% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (231 calls vs 102 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
09:50BULLISHBULLISHBULLISH
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 -- 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. 39 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 42.453.70$3.0840.6%--1.0019
$30.00Sep 186.407.35$6.8813.8%81.0031.1K
$31.00Sep 185.406.70$6.0521.5%--1.00678
$32.00Sep 184.555.70$5.1322.4%11.001.5K
$33.00Sep 183.554.75$4.1528.9%--0.943.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.50Sep 111.272.52$1.9065.8%--0.7465
$39.00Sep 181.792.94$2.3748.5%--0.7464
$38.00Sep 40.712.14$1.43100.0%--0.7149
$38.50Sep 181.472.24$1.8641.4%--0.6956
$39.00Sep 251.803.60$2.7066.7%--0.69138

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 248, top 64)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Sep 182.492.94$2.7216.5%400.824.6K
$40.00Oct 160.550.88$0.7245.8%370.28238
$38.00Sep 40.180.35$0.2763.0%280.29228
$38.00Sep 180.650.88$0.7729.9%230.402.7K
$38.50Sep 40.110.15$0.1330.8%110.17464
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.000.02$0.01200.0%640.02437
$35.00Sep 180.200.36$0.2857.1%30.19669
$35.00Sep 250.271.44$0.86136.0%30.30203
$35.00Oct 20.301.61$0.96136.5%30.3167
$34.50Sep 180.130.23$0.1855.6%20.143

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 105.2%, max 275.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18117.0%31.2%275.6%--31
$40.00Sep 4Oct 1694.2%33.9%177.5%37301
$36.00Sep 4Oct 1685.9%31.5%172.3%--206
$39.50Sep 4Sep 1883.8%31.5%166.1%--226
$35.00Sep 4Oct 287.3%41.4%110.9%--123
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1896.8%32.6%197.2%240
$36.00Sep 4Oct 1685.9%31.5%172.3%--162
$35.00Sep 4Oct 1687.3%32.4%169.4%--151
$35.50Sep 4Sep 1870.9%33.9%109.2%--488
$37.00Sep 4Oct 1657.5%31.1%84.8%--309

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 1.00, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$35.00Sep 18$0.50$0.50$0.5090%1.00$34.50
$36.00$36.50Sep 11$0.15$0.35$0.1569%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1939%4.26$38.19
$39.00$40.00Oct 16$0.23$0.77$0.2335%3.35$39.23
$36.50$37.00Sep 4$0.26$0.24$0.2668%0.92$36.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Sep 25$0.14$0.86$0.1438%6.14$35.86
$36.00$35.00Oct 2$0.20$0.80$0.2039%4.00$35.80
$38.00$37.00Sep 18$0.45$0.55$0.4560%1.22$37.55
$36.00$35.50Sep 18$0.10$0.40$0.1031%4.00$35.90
$38.00$37.00Oct 16$0.48$0.52$0.4856%1.08$37.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.57, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$38.50Sep 18$0.31$0.31$0.1960%1.63$38.31
$39.00$40.00Sep 25$0.32$0.32$0.6870%0.47$39.32
$38.00$38.50Sep 11$0.24$0.24$0.2664%0.92$38.24
$39.00$39.50Sep 18$0.17$0.17$0.3374%0.52$39.17
$40.00$40.50Sep 18$0.11$0.11$0.3984%0.28$40.11
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2772%0.57$33.27
$34.50$34.00Sep 4$0.24$0.24$0.2684%0.92$34.26
$36.00$35.50Sep 4$0.29$0.29$0.2168%1.38$35.71
$35.00$34.00Sep 25$0.36$0.36$0.6470%0.56$34.64
$36.50$36.00Sep 11$0.26$0.26$0.2460%1.08$36.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.27, cheapest $0.13)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Sep 4Sep 11$0.1385.9%44.0%
$37.00Sep 4Sep 11$0.2657.5%38.6%
$37.50Sep 4Sep 11$0.2548.0%34.8%
$36.50Sep 4Sep 11$0.3252.8%46.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2457.5%38.6%
$37.50Sep 4Sep 11$0.2548.0%34.8%
$36.50Sep 4Sep 11$0.4752.8%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.49% of stock, avg 6.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Sep 4$0.39$0.91$1.30$36.20$38.803.49%
$36.50Sep 4$0.99$0.36$1.35$35.15$37.853.63%
$37.00Sep 4$0.73$0.63$1.36$35.64$38.363.65%
$38.00Sep 4$0.27$1.43$1.70$36.30$39.704.57%
$37.50Sep 11$0.64$1.16$1.80$35.70$39.304.83%
$37.00Sep 11$0.99$0.87$1.86$35.14$38.865.00%
$36.00Sep 4$1.33$0.54$1.87$34.13$37.875.02%
$35.50Sep 4$1.77$0.25$2.02$33.48$37.525.43%
$36.00Sep 11$1.46$0.57$2.03$33.97$38.035.45%
$37.00Sep 18$1.13$0.94$2.07$34.93$39.075.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.02% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$35.50Sep 4$0.13$0.25$0.38$35.12$38.88
$38.50$35.00Sep 4$0.13$0.28$0.41$34.59$38.91
$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
$39.50$35.00Sep 18$0.24$0.28$0.52$34.48$40.02
$38.00$35.50Sep 4$0.27$0.25$0.52$34.98$38.52
$38.50$36.50Sep 4$0.13$0.36$0.49$36.01$38.99
$40.50$35.50Sep 4$0.33$0.25$0.58$34.92$41.08
$40.00$35.00Sep 11$0.25$0.33$0.58$34.42$40.58
$38.00$35.00Sep 4$0.27$0.28$0.55$34.45$38.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.12, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3440/41Sep 4$0.34$0.1666%2.12$34.16$40.84
34/3438/38Sep 4$0.38$0.1255%3.17$34.12$38.38
36/3640/41Sep 4$0.39$0.1150%3.55$35.61$40.89
34/3539/40Sep 25$0.68$0.3240%2.12$34.32$39.68
35/3639/40Sep 18$0.31$0.1949%1.63$35.19$39.31
34/3539/40Sep 18$0.27$0.2355%1.17$34.73$39.27
35/3640/40Sep 18$0.25$0.2559%1.00$35.25$40.25
34/3540/40Sep 18$0.21$0.2965%0.72$34.79$40.21
33/3439/40Sep 25$0.51$0.4949%1.04$33.49$39.51
36/3639/40Sep 18$0.27$0.2343%1.17$35.73$39.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Oct 16$0.06$0.9418%15.67
$38.00$39.00$40.00Oct 2$0.12$0.8821%7.33
$40.00$41.00$42.00Oct 16$0.10$0.9012%9.00
$36.00$36.50$37.00Sep 4$0.08$0.4215%5.25
$36.00$37.00$38.00Oct 16$0.15$0.8519%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$32.00$33.00$34.00Oct 16$0.07$0.9310%13.29
$35.00$36.00$37.00Oct 16$0.12$0.8818%7.33
$34.00$35.00$36.00Oct 16$0.11$0.8916%8.09
$31.00$32.00$33.00Oct 16$0.06$0.947%15.67
$34.50$35.00$35.50Sep 11$0.06$0.4410%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 $-0.77, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 11-$0.77$1.23
$36.00$37.001:2Sep 18-$0.33$0.67
$37.00$37.501:2Sep 4-$0.05$0.45
$38.00$38.501:2Sep 11-$0.06$0.44
$37.00$38.001:2Sep 25-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Sep 25-$0.10$1.90
$38.50$37.501:2Sep 11-$0.42$0.58
$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-$0.49$0.51

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.77%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.030.442.1%2.77%4.83%--179
$39.00Oct 16$0.710.354.8%1.91%6.66%--5.1K
$40.00Oct 16$0.550.287.4%1.48%8.92%37238
$41.00Oct 16$0.290.2110.1%0.78%10.91%--15
$38.00Sep 18$0.650.402.1%1.75%3.81%232.7K
$42.00Oct 16$0.180.1612.8%0.48%13.30%--77
$38.00Oct 2$0.590.412.1%1.58%3.65%--160
$39.00Oct 2$0.320.304.8%0.86%5.61%--62
$40.00Oct 2$0.250.207.4%0.67%8.11%--20
$39.00Sep 18$0.300.264.8%0.81%5.56%--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 231
Total Puts 102
Put/Call Ratio 0.44
Net Difference 129

Prior's Put/Call Breakdown

Total Calls 2,554
Total Puts 216
Put/Call Ratio 0.08
Net Difference 2,338

Prior 7-Day Put/Call Summary

Total Calls 74,891
Total Puts 30,264
Average Put/Call Ratio 0.60
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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