Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.29 +3.04%
9/2 10:01

Option Volume

Detail
Current (09/02 10:00am) 420
Calls: 300 (71%)
Puts: 120 (29%)
Prior (07/29) 4,077
Calls: 3,770 (92%)
Puts: 307 (8%)
Current vs Prior -89.70%
Calls: -92.04% (Calls)
Puts: -60.91% (Puts)
Prior 7-Day Total 105,614
Calls: 75,206 (71%)
Puts: 30,408 (29%)
Prior 7-Day Average 15,087
Calls: 10,743 (71%)
Puts: 4,344 (29%)
Current vs Prior 7-Day Avg -97.22%
Calls: -97.21%
Puts: -97.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:00am) $99.9K
Calls: $87.5K (88%)
Puts: $12.4K (12%)
Prior (07/29) $643.0K
Calls: $617.7K (96%)
Puts: $25.3K (4%)
Current vs Prior -84.46%
Calls: -85.83%
Puts: -51.24%
Prior 7-Day Total $16.57M
Calls: $12.47M (75%)
Puts: $4.11M (25%)
Prior 7-Day Average $2.37M
Calls: $1.78M (75%)
Puts: $587.1K (25%)
Current vs Prior 7-Day Avg -95.78%
Calls: -95.08%
Puts: -97.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:00am) 0.40
Prior (07/29) 0.08
Current vs Prior +391.21%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -35.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:00am) 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 4.24% | 5.77%6.41% | 10.70%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +31.06% | +14.02%+2.63% | +1.90%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -39.08% | -34.76%-25.67% | -15.77%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +31.06% | +14.02%+2.63% | +1.90%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 72.54% | 100.05%
Calls: 82.09% | 95.79%
Puts: 62.99% | 104.30%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +25.31% | +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 +4.83% | +137.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($87.5K) vs puts ($12.4K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 90% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (300 calls vs 120 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
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 -- 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. 41 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 42.453.70$3.0840.6%--1.0019
$30.00Sep 186.457.40$6.9313.7%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%--0.973.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.50Sep 111.272.52$1.9065.8%--0.7565
$39.00Sep 181.792.94$2.3748.5%--0.7464
$38.00Sep 40.712.14$1.43100.0%--0.7249
$38.50Sep 181.472.24$1.8641.4%--0.7056
$39.00Sep 251.803.60$2.7066.7%--0.69138

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 331, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 41.181.76$1.4739.5%400.70152
$35.00Sep 182.402.94$2.6720.2%400.844.6K
$40.00Oct 160.550.88$0.7245.8%390.28238
$38.00Sep 40.170.35$0.2669.2%290.28228
$38.00Sep 180.650.88$0.7729.9%230.392.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.000.03$0.02150.0%710.02437
$36.50Sep 40.130.59$0.36127.8%100.35128
$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

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 105.8%, max 275.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18118.2%31.5%275.9%--31
$40.00Sep 4Oct 1695.3%33.1%187.7%39301
$39.50Sep 4Sep 1884.9%31.8%166.7%--226
$36.00Sep 4Oct 1684.7%32.5%160.2%40206
$35.00Sep 4Oct 286.3%41.4%108.6%--123
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1896.0%32.3%197.5%240
$36.00Sep 4Oct 1684.7%32.5%160.2%--162
$35.00Sep 4Oct 1686.3%33.2%159.7%--151
$35.50Sep 4Sep 1870.0%33.5%108.9%--488
$37.00Sep 4Oct 1657.5%32.3%77.9%--309

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 0.82, avg 2.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$35.00Sep 18$0.55$0.45$0.5594%0.82$34.55
$36.00$36.50Sep 11$0.15$0.35$0.1570%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1939%4.26$38.19
$36.00$37.00Oct 16$0.48$0.52$0.4864%1.08$36.48
$35.50$36.00Sep 4$0.30$0.20$0.3084%0.67$35.80
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$0.18$0.82$0.1839%4.56$35.82
$38.00$37.00Sep 18$0.45$0.55$0.4560%1.22$37.55
$37.50$37.00Sep 4$0.23$0.27$0.2360%1.17$37.27
$36.00$35.50Sep 18$0.10$0.40$0.1031%4.00$35.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 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$0.1961%1.63$38.31
$39.00$40.00Sep 25$0.32$0.32$0.6870%0.47$39.32
$38.00$38.50Sep 11$0.23$0.23$0.2765%0.85$38.23
$39.00$39.50Sep 18$0.17$0.17$0.3374%0.52$39.17
$38.50$39.00Sep 11$0.15$0.15$0.3575%0.43$38.65
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$0.23$0.23$0.2784%0.85$34.27
$36.00$35.50Sep 4$0.29$0.29$0.2168%1.38$35.71
$35.00$34.50Sep 11$0.20$0.20$0.3079%0.67$34.80
$35.00$34.00Sep 25$0.36$0.36$0.6470%0.56$34.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.30, cheapest $0.22)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.50Sep 4Sep 11$0.2253.7%37.4%
$37.00Sep 4Sep 11$0.2957.5%41.9%
$36.50Sep 4Sep 11$0.3251.5%44.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.50Sep 4Sep 11$0.2853.7%37.4%
$37.00Sep 4Sep 11$0.2257.5%41.9%
$36.50Sep 4Sep 11$0.4751.5%44.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.54% of stock, avg 7.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Sep 4$0.44$0.88$1.32$36.18$38.823.54%
$36.50Sep 4$0.99$0.36$1.35$35.15$37.853.62%
$37.00Sep 4$0.70$0.65$1.35$35.65$38.353.62%
$38.00Sep 4$0.26$1.43$1.69$36.31$39.694.53%
$37.50Sep 11$0.66$1.16$1.82$35.68$39.324.88%
$37.00Sep 11$0.99$0.87$1.86$35.14$38.864.99%
$36.00Sep 4$1.47$0.54$2.01$33.99$38.015.39%
$35.50Sep 4$1.77$0.25$2.02$33.48$37.525.42%
$36.00Sep 11$1.46$0.57$2.03$33.97$38.035.44%
$36.50Sep 11$1.31$0.83$2.14$34.36$38.645.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.05% of stock, avg 3.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$35.50Sep 4$0.14$0.25$0.39$35.11$38.89
$38.50$35.00Sep 4$0.14$0.28$0.42$34.58$38.92
$39.50$35.50Sep 4$0.23$0.25$0.48$35.02$39.98
$39.00$35.00Sep 11$0.16$0.33$0.49$34.51$39.49
$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$0.26$0.25$0.51$34.99$38.51
$38.00$35.00Sep 4$0.26$0.28$0.54$34.46$38.54
$40.50$35.50Sep 4$0.33$0.25$0.58$34.92$41.08
$38.50$36.50Sep 4$0.14$0.36$0.50$36.00$39.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 1.94, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3440/41Sep 4$0.33$0.1766%1.94$34.17$40.83
36/3640/41Sep 4$0.39$0.1150%3.55$35.61$40.89
34/3438/38Sep 4$0.35$0.1556%2.33$34.15$38.35
34/3538/39Sep 11$0.35$0.1554%2.33$34.65$38.85
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$0.2558%1.00$35.25$40.25
34/3540/40Sep 18$0.21$0.2965%0.72$34.79$40.21
35/3638/39Sep 11$0.29$0.2148%1.38$35.21$38.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.50$38.00$38.50Sep 4$0.06$0.4423%7.33
$37.00$37.50$38.00Sep 4$0.08$0.4226%5.25
$38.00$38.50$39.00Sep 4$0.07$0.4316%6.14
$38.00$38.50$39.00Sep 11$0.08$0.4219%5.25
$41.00$42.00$43.00Sep 18$0.05$0.955%19.00
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
$31.00$32.00$33.00Oct 16$0.06$0.947%15.67
$34.00$35.00$36.00Oct 16$0.11$0.8915%8.09
$34.00$34.50$35.00Sep 18$0.06$0.449%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 $-0.11, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$34.001:2Sep 4-$0.11$2.89
$32.00$34.001:2Sep 11-$0.77$1.23
$36.00$37.001:2Sep 18-$0.47$0.53
$37.00$38.001:2Sep 25-$0.36$0.64
$37.50$38.001:2Sep 4-$0.08$0.42
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-$0.07$0.43
$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. 22 found (best yield 2.76%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.030.451.9%2.76%4.67%--179
$39.00Oct 16$0.710.364.6%1.90%6.49%--5.1K
$40.00Oct 16$0.550.287.3%1.47%8.74%39238
$41.00Oct 16$0.290.219.9%0.78%10.73%--15
$42.00Oct 16$0.180.1612.6%0.48%13.11%--77
$38.00Sep 18$0.650.391.9%1.74%3.65%232.7K
$38.00Oct 2$0.590.411.9%1.58%3.49%--160
$40.00Oct 2$0.270.227.3%0.72%7.99%120
$39.00Oct 2$0.320.314.6%0.86%5.44%--62
$39.00Sep 18$0.300.264.6%0.80%5.39%11.5K

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 300
Total Puts 120
Put/Call Ratio 0.40
Net Difference 180

Prior's Put/Call Breakdown

Total Calls 3,770
Total Puts 307
Put/Call Ratio 0.08
Net Difference 3,463

Prior 7-Day Put/Call Summary

Total Calls 75,206
Total Puts 30,408
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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