Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.86 +1.84%
9/2 10:10

Option Volume

Detail
Current (09/02 10:10am) 570
Calls: 430 (75%)
Puts: 140 (25%)
Prior (07/29) 4,077
Calls: 3,770 (92%)
Puts: 307 (8%)
Current vs Prior -86.02%
Calls: -88.59% (Calls)
Puts: -54.40% (Puts)
Prior 7-Day Total 105,734
Calls: 75,297 (71%)
Puts: 30,437 (29%)
Prior 7-Day Average 15,104
Calls: 10,756 (71%)
Puts: 4,348 (29%)
Current vs Prior 7-Day Avg -96.23%
Calls: -96.00%
Puts: -96.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:10am) $111.2K
Calls: $95.6K (86%)
Puts: $15.6K (14%)
Prior (07/29) $643.0K
Calls: $617.7K (96%)
Puts: $25.3K (4%)
Current vs Prior -82.71%
Calls: -84.52%
Puts: -38.56%
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: $587.3K (25%)
Current vs Prior 7-Day Avg -95.31%
Calls: -94.64%
Puts: -97.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:10am) 0.33
Prior (07/29) 0.08
Current vs Prior +299.82%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -46.96%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:10am) 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 4.45% | 5.91%6.24% | 10.82%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +37.62% | +16.96%-0.08% | +3.09%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -36.02% | -33.08%-27.64% | -14.79%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +37.62% | +16.96%-0.08% | +3.09%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 73.86% | 138.31%
Calls: 66.67% | 214.29%
Puts: 81.05% | 62.32%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +27.59% | +160.52%
Prior 7-Day Avg 69.20% | 42.06%
Calls: 85.98% | 30.91%
Puts: 52.43% | 53.22%
Current vs 7-Day Avg +6.73% | +228.82%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($95.6K) vs puts ($15.6K). Light premium activity with dollar volume down 83% vs prior. Below-average activity with volume down 86% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (430 calls vs 140 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
10:10BULLISHBULLISHBULLISH
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 2 of results (avg 7.0%, best 4.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.656.95$6.804.4%80.9931.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.600.66$0.639.5%20.333.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.51, cheapest $0.33)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 180.300.36$0.3318.2%90.241.5K
$38.00Sep 180.530.63$0.5817.2%340.382.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.600.66$0.639.5%20.333.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.656.95$6.804.4%80.9931.1K
$31.00Sep 185.406.70$6.0521.5%--0.98678
$32.00Sep 184.555.70$5.1322.4%10.961.5K
$30.00Sep 46.607.40$7.0011.4%20.951
$33.00Sep 183.554.75$4.1528.9%--0.943.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 181.792.94$2.3748.5%--0.8264
$38.00Sep 41.011.86$1.4459.0%--0.8149
$38.50Sep 111.272.52$1.9065.8%--0.7965
$38.50Sep 181.472.24$1.8641.4%--0.7456
$39.00Sep 251.803.60$2.7066.7%--0.70138

Most actively traded options today. High liquidity = easy entry/exit. 35 active (total vol 456, top 139)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 160.550.87$0.7145.1%1390.28238
$36.00Sep 40.901.76$1.3364.7%400.74152
$35.00Sep 182.132.94$2.5431.9%400.814.6K
$38.00Sep 180.530.63$0.5817.2%340.382.7K
$38.00Sep 40.100.33$0.22104.5%310.26228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.000.23$0.12191.7%710.10437
$36.50Sep 40.130.58$0.36125.0%100.35128
$35.00Sep 180.270.37$0.3231.2%30.20669
$35.00Sep 250.271.44$0.86136.0%30.30203
$35.00Oct 20.301.61$0.96136.5%30.3267

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 99.4%, max 281.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18117.9%30.9%281.4%--31
$40.00Sep 4Oct 1695.0%33.5%183.5%139301
$39.50Sep 4Sep 1884.6%31.2%171.0%--226
$35.00Sep 4Oct 287.0%41.4%110.1%--123
$36.00Sep 4Oct 1662.0%31.9%94.2%40206
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1896.6%34.3%182.1%240
$35.00Sep 4Oct 1687.0%32.7%165.8%--151
$35.50Sep 4Sep 1870.5%34.2%106.4%--488
$36.00Sep 4Oct 1662.0%31.9%94.2%--162
$37.00Sep 4Oct 1657.9%31.5%83.4%--309

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 2.33, avg 2.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$36.50Sep 11$0.15$0.35$0.1566%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1938%4.26$38.19
$39.00$40.00Oct 16$0.24$0.76$0.2436%3.17$39.24
$38.00$38.50Sep 18$0.12$0.38$0.1238%3.17$38.12
$36.50$37.00Sep 4$0.26$0.24$0.2666%0.92$36.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$35.00Oct 2$0.18$0.82$0.1840%4.56$35.82
$36.00$35.00Sep 25$0.17$0.83$0.1739%4.88$35.83
$36.50$36.00Sep 18$0.11$0.39$0.1140%3.55$36.39
$38.00$37.00Sep 18$0.51$0.49$0.5166%0.96$37.49
$37.00$36.00Sep 25$0.37$0.63$0.3750%1.70$36.63

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 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$37.50Sep 4$0.39$0.39$0.1147%3.55$37.39
$37.00$37.50Sep 11$0.35$0.35$0.1547%2.33$37.35
$39.00$40.00Sep 25$0.32$0.32$0.6870%0.47$39.32
$37.00$37.50Sep 18$0.32$0.32$0.1846%1.78$37.32
$38.00$39.00Oct 2$0.40$0.40$0.6059%0.67$38.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2772%0.57$33.27
$35.00$34.00Sep 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
$36.00$35.50Sep 11$0.22$0.22$0.2866%0.79$35.78
$36.00$35.50Sep 18$0.21$0.21$0.2967%0.72$35.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.36, cheapest $0.22)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2657.9%38.4%
$37.50Sep 4Sep 11$0.3045.1%35.0%
$36.50Sep 4Sep 11$0.3251.5%59.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2257.9%38.4%
$37.50Sep 4Sep 11$0.2945.1%35.0%
$36.50Sep 4Sep 11$0.7751.5%59.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.31% of stock, avg 7.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Sep 4$0.34$0.88$1.22$36.28$38.723.31%
$36.50Sep 4$0.99$0.36$1.35$35.15$37.853.66%
$37.00Sep 4$0.73$0.65$1.38$35.62$38.383.74%
$36.00Sep 4$1.33$0.30$1.63$34.37$37.634.42%
$38.00Sep 4$0.22$1.44$1.66$36.34$39.664.50%
$37.50Sep 11$0.64$1.17$1.81$35.69$39.314.91%
$37.00Sep 11$0.99$0.87$1.86$35.14$38.865.05%
$35.50Sep 4$1.78$0.25$2.03$33.47$37.535.51%
$38.00Sep 18$0.58$1.45$2.03$35.97$40.035.51%
$37.00Sep 18$1.16$0.94$2.10$34.90$39.105.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.06% of stock, avg 3.35%)

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
$38.50$36.00Sep 4$0.14$0.30$0.44$35.56$38.94
$39.50$35.50Sep 4$0.23$0.25$0.48$35.02$39.98
$38.00$35.50Sep 4$0.22$0.25$0.47$35.03$38.47
$39.50$35.00Sep 4$0.23$0.28$0.51$34.49$40.01
$38.00$36.00Sep 4$0.22$0.30$0.52$35.48$38.52
$38.00$35.00Sep 4$0.22$0.28$0.50$34.50$38.50
$39.50$35.00Sep 18$0.24$0.32$0.56$34.44$40.06
$39.50$36.00Sep 4$0.23$0.30$0.53$35.47$40.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 2.12, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3539/40Sep 25$0.68$0.3240%2.12$34.32$39.68
36/3640/40Sep 18$0.32$0.1851%1.78$35.68$40.32
36/3638/39Sep 11$0.36$0.1440%2.57$35.64$38.86
34/3440/41Sep 4$0.23$0.2765%0.85$34.27$40.73
34/3540/40Sep 18$0.22$0.2864%0.79$34.78$40.22
36/3638/39Sep 18$0.34$0.1636%2.13$35.66$38.84
36/3638/38Sep 11$0.34$0.1632%2.12$35.66$38.34
33/3439/40Sep 25$0.51$0.4949%1.04$33.49$39.51
34/3538/39Sep 18$0.24$0.2649%0.92$34.76$38.74
33/3442/43Oct 16$0.35$0.6562%0.54$33.65$42.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 18$0.08$0.9226%11.50
$36.00$37.00$38.00Oct 16$0.09$0.9118%10.11
$37.00$37.50$38.00Sep 18$0.06$0.4417%7.33
$36.00$36.50$37.00Sep 4$0.08$0.4221%5.25
$40.00$41.00$42.00Oct 16$0.09$0.9112%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$32.00$33.00$34.00Oct 16$0.07$0.9311%13.29
$35.00$36.00$37.00Oct 16$0.12$0.8819%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
$34.00$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. 76 found (best net $-0.75, 74 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-$0.51$0.49
$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-$0.44$0.56
$38.00$37.001:2Sep 18-$0.43$0.57
$37.00$36.501:2Sep 4-$0.07$0.43
$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. 28 found (best yield 4.40%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$37.00Oct 16$1.620.540.4%4.40%4.77%3216
$38.00Oct 16$1.110.453.1%3.01%6.10%--179
$39.00Oct 16$0.710.365.8%1.93%7.73%--5.1K
$40.00Oct 16$0.550.288.5%1.49%10.01%139238
$41.00Oct 16$0.290.2111.2%0.79%12.02%--15
$37.00Oct 2$1.010.500.4%2.74%3.12%--52
$38.00Oct 2$0.590.413.1%1.60%4.69%--160
$42.00Oct 16$0.180.1613.9%0.49%14.43%--77
$38.00Sep 18$0.530.383.1%1.44%4.53%342.7K
$39.00Oct 2$0.320.305.8%0.87%6.67%--62

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 430
Total Puts 140
Put/Call Ratio 0.33
Net Difference 290

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 75,297
Total Puts 30,437
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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