Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$37.26 +2.96%
9/2 10:05

Option Volume

Detail
Current (09/02 10:05am) 429
Calls: 309 (72%)
Puts: 120 (28%)
Prior (07/29) 4,077
Calls: 3,770 (92%)
Puts: 307 (8%)
Current vs Prior -89.48%
Calls: -91.80% (Calls)
Puts: -60.91% (Puts)
Prior 7-Day Total 105,701
Calls: 75,275 (71%)
Puts: 30,426 (29%)
Prior 7-Day Average 15,100
Calls: 10,753 (71%)
Puts: 4,346 (29%)
Current vs Prior 7-Day Avg -97.16%
Calls: -97.13%
Puts: -97.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:05am) $102.2K
Calls: $89.1K (87%)
Puts: $13.1K (13%)
Prior (07/29) $643.0K
Calls: $617.7K (96%)
Puts: $25.3K (4%)
Current vs Prior -84.11%
Calls: -85.57%
Puts: -48.47%
Prior 7-Day Total $16.59M
Calls: $12.48M (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 -95.69%
Calls: -95.00%
Puts: -97.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:05am) 0.39
Prior (07/29) 0.08
Current vs Prior +376.90%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -36.62%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:05am) 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 4.32% | 5.77%6.41% | 10.71%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +33.66% | +14.11%+2.72% | +1.98%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -37.87% | -34.71%-25.61% | -15.70%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +33.66% | +14.11%+2.72% | +1.98%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 77.02% | 100.05%
Calls: 91.04% | 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 +33.05% | +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 +11.30% | +137.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($89.1K) vs puts ($13.1K). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 89% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (309 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
10:05BULLISHBULLISHBULLISH
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 -- 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. 2 found (avg $0.42, cheapest $0.13)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 180.650.76$0.7115.5%230.392.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 180.120.14$0.1315.4%10.10563

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 42.453.85$3.1544.4%--1.0019
$30.00Sep 186.657.40$7.0310.7%81.0031.1K
$31.00Sep 185.406.70$6.0521.5%--1.00678
$32.00Sep 184.555.70$5.1322.4%11.001.5K
$30.00Sep 46.557.45$7.0012.9%20.971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 181.792.94$2.3748.5%--0.7564
$38.50Sep 111.272.52$1.9065.8%--0.7565
$38.00Sep 40.712.34$1.53106.5%--0.7449
$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. 35 active (total vol 338, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 41.201.76$1.4837.8%400.80152
$35.00Sep 182.402.94$2.6720.2%400.844.6K
$40.00Oct 160.550.88$0.7245.8%390.28238
$38.00Sep 40.100.34$0.22109.1%310.26228
$38.00Sep 180.650.76$0.7115.5%230.392.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.000.23$0.12191.7%710.10437
$36.50Sep 40.130.58$0.36125.0%100.36128
$35.00Sep 180.230.29$0.2623.1%30.18669
$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. 18 strikes (avg 98.3%, max 283.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18120.6%31.5%283.3%--31
$40.00Sep 4Oct 1697.5%33.1%194.4%39301
$39.50Sep 4Sep 1887.1%31.8%173.6%--226
$37.00Sep 4Oct 1662.7%32.3%94.1%9299
$36.00Sep 4Oct 1658.7%32.5%80.5%40206
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1893.9%32.3%190.9%240
$35.00Sep 4Oct 1684.1%33.2%152.9%--151
$35.50Sep 4Sep 1867.6%33.5%101.7%--488
$37.00Sep 4Oct 1662.7%32.3%94.1%--309
$36.00Sep 4Oct 1658.7%32.5%80.5%--162

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 0.82, avg 2.34)

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$0.1569%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1939%4.26$38.19
$35.50$36.00Sep 4$0.30$0.20$0.3087%0.67$35.80
$36.00$37.00Oct 16$0.48$0.52$0.4864%1.08$36.48
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$0.4561%1.22$37.55
$37.50$37.00Sep 4$0.23$0.27$0.2364%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. 39 found (best R:R 0.57, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Sep 25$0.32$0.32$0.6870%0.47$39.32
$38.00$38.50Sep 18$0.25$0.25$0.2562%1.00$38.25
$40.00$40.50Sep 18$0.11$0.11$0.3984%0.28$40.11
$38.00$39.00Oct 2$0.40$0.40$0.6059%0.67$38.40
$38.50$39.00Sep 11$0.14$0.14$0.3675%0.39$38.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2772%0.57$33.27
$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
$34.50$34.00Sep 4$0.13$0.13$0.3784%0.35$34.37
$36.50$36.00Sep 11$0.26$0.26$0.2459%1.08$36.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.31, cheapest $0.22)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2662.7%42.0%
$37.50Sep 4Sep 11$0.3248.0%37.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2262.7%42.0%
$37.50Sep 4Sep 11$0.2848.0%37.5%
$36.50Sep 4Sep 11$0.4747.9%44.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.27% of stock, avg 6.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Sep 4$0.34$0.88$1.22$36.28$38.723.27%
$36.50Sep 4$0.99$0.36$1.35$35.15$37.853.62%
$37.00Sep 4$0.73$0.65$1.38$35.62$38.383.70%
$38.00Sep 4$0.22$1.53$1.75$36.25$39.754.70%
$36.00Sep 4$1.48$0.30$1.78$34.22$37.784.78%
$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%
$35.50Sep 4$1.78$0.25$2.03$33.47$37.535.45%
$36.00Sep 11$1.46$0.57$2.03$33.97$38.035.45%
$38.00Sep 18$0.71$1.39$2.10$35.90$40.105.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.05% of stock, avg 3.25%)

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
$38.00$35.50Sep 4$0.22$0.25$0.47$35.03$38.47
$38.50$36.00Sep 4$0.14$0.30$0.44$35.56$38.94
$39.50$35.00Sep 18$0.24$0.26$0.50$34.50$40.00
$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
$39.00$35.00Sep 11$0.17$0.33$0.50$34.50$39.50
$38.00$35.00Sep 4$0.22$0.28$0.50$34.50$38.50
$38.00$36.00Sep 4$0.22$0.30$0.52$35.48$38.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.12, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3538/39Sep 11$0.34$0.1654%2.12$34.66$38.84
34/3538/38Sep 11$0.36$0.1445%2.57$34.64$38.36
34/3539/40Sep 25$0.68$0.3240%2.12$34.32$39.68
35/3640/40Sep 18$0.27$0.2358%1.17$35.23$40.27
34/3440/41Sep 4$0.23$0.2766%0.85$34.27$40.73
35/3639/40Sep 18$0.29$0.2150%1.38$35.21$39.29
35/3638/39Sep 11$0.28$0.2248%1.27$35.22$38.78
33/3439/40Sep 25$0.51$0.4949%1.04$33.49$39.51
35/3638/38Sep 11$0.30$0.2039%1.50$35.20$38.30
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. 44 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$42.00$43.00Sep 18$0.05$0.954%19.00
$35.00$36.00$37.00Oct 2$0.14$0.8620%6.14
$38.00$39.00$40.00Oct 2$0.14$0.8619%6.14
$40.00$41.00$42.00Oct 16$0.10$0.9012%9.00
$42.00$43.00$44.00Oct 16$0.09$0.919%10.11
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
$34.50$35.00$35.50Sep 18$0.08$0.4212%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-0.75, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.50$34.001:2Sep 4-$0.75$1.75
$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
$39.00$40.001:2Oct 2-$0.19$0.81
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
$38.00$37.501:2Sep 4-$0.23$0.27
$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. 22 found (best yield 2.76%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.030.452.0%2.76%4.75%--179
$39.00Oct 16$0.710.364.7%1.91%6.58%--5.1K
$40.00Oct 16$0.550.287.3%1.48%8.83%39238
$41.00Oct 16$0.290.2110.0%0.78%10.82%--15
$38.00Sep 18$0.650.392.0%1.74%3.73%232.7K
$42.00Oct 16$0.180.1612.7%0.48%13.20%--77
$38.00Oct 2$0.590.412.0%1.58%3.57%--160
$40.00Oct 2$0.270.227.3%0.72%8.08%120
$39.00Oct 2$0.320.314.7%0.86%5.53%--62
$39.00Sep 18$0.330.254.7%0.89%5.56%21.5K

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 309
Total Puts 120
Put/Call Ratio 0.39
Net Difference 189

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 75,275
Total Puts 30,426
Average Put/Call Ratio 0.61
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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