Tour v526
TEVA
TEVA PHARMACEUTICAL ADR
$36.64 +1.24%
9/2 10:15

Option Volume

Detail
Current (09/02 10:15am) 2,148
Calls: 2,008 (93%)
Puts: 140 (7%)
Prior (07/29) 4,077
Calls: 3,770 (92%)
Puts: 307 (8%)
Current vs Prior -47.31%
Calls: -46.74% (Calls)
Puts: -54.40% (Puts)
Prior 7-Day Total 105,884
Calls: 75,427 (71%)
Puts: 30,457 (29%)
Prior 7-Day Average 15,126
Calls: 10,775 (71%)
Puts: 4,351 (29%)
Current vs Prior 7-Day Avg -85.80%
Calls: -81.36%
Puts: -96.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:15am) $140.8K
Calls: $125.2K (89%)
Puts: $15.6K (11%)
Prior (07/29) $643.0K
Calls: $617.7K (96%)
Puts: $25.3K (4%)
Current vs Prior -78.10%
Calls: -79.73%
Puts: -38.43%
Prior 7-Day Total $16.60M
Calls: $12.49M (75%)
Puts: $4.11M (25%)
Prior 7-Day Average $2.37M
Calls: $1.78M (75%)
Puts: $587.8K (25%)
Current vs Prior 7-Day Avg -94.06%
Calls: -92.98%
Puts: -97.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:15am) 0.07
Prior (07/29) 0.08
Current vs Prior -14.38%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -88.44%
Sentiment BULLISH

Open Interest

Detail
Current (09/02 10:15am) 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 4.37% | 6.14%7.01% | 11.41%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +35.07% | +21.44%+12.32% | +8.65%
Prior 7-Day Avg 6.95% | 8.84%8.62% | 12.70%
Current vs 7-Day Avg -37.21% | -30.52%-18.66% | -10.19%
Prior 7-Day Eod 3.23% | 5.06%6.24% | 10.50%
Current vs 7-Day Eod +35.07% | +21.44%+12.32% | +8.65%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 77.90% | 133.59%
Calls: 74.75% | 214.29%
Puts: 81.05% | 52.90%
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +34.57% | +151.63%
Prior 7-Day Avg 69.20% | 42.06%
Calls: 85.98% | 30.91%
Puts: 52.43% | 53.22%
Current vs 7-Day Avg +12.57% | +217.60%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($125.2K) vs puts ($15.6K). Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (2,008 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
10:15BULLISHBULLISHBULLISH
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 1 of results (avg 2.2%, best 2.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.656.80$6.732.2%80.9931.1K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.66, cheapest $0.66)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.600.72$0.6618.2%20.353.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 45 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.656.80$6.732.2%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%--0.933.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Sep 41.011.86$1.4459.0%--0.9349
$39.00Sep 181.792.94$2.3748.5%--0.9064
$38.50Sep 111.272.59$1.9368.4%--0.7765
$37.50Sep 40.481.28$0.8890.9%--0.7535
$38.50Sep 181.472.24$1.8641.4%--0.7456

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 2.0K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 180.080.27$0.18105.6%1.6K0.158.4K
$40.00Oct 160.550.87$0.7145.1%1390.28238
$36.00Sep 40.901.76$1.3364.7%400.75152
$35.00Sep 182.042.94$2.4936.1%400.804.6K
$38.00Sep 180.470.63$0.5529.1%340.362.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Sep 40.000.23$0.12191.7%710.10437
$36.50Sep 40.130.58$0.36125.0%100.37128
$35.00Sep 180.280.39$0.3432.4%30.21669
$35.00Sep 250.281.44$0.86134.9%30.31203
$35.00Oct 20.401.61$1.01119.8%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. 18 strikes (avg 100.3%, max 267.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Sep 4Sep 18117.6%32.0%267.3%--31
$40.00Sep 4Oct 1694.7%35.0%170.8%139301
$39.50Sep 4Sep 1884.3%32.6%158.8%--226
$35.00Sep 4Oct 287.2%42.1%107.3%--123
$36.00Sep 4Oct 1661.4%30.2%103.8%40206
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.50Sep 4Sep 1897.0%33.6%188.9%240
$35.00Sep 4Oct 1687.2%31.2%179.4%--151
$35.50Sep 4Sep 1870.7%32.6%116.9%--488
$36.00Sep 4Oct 1661.4%30.2%103.8%--162
$37.00Sep 4Oct 1656.7%33.2%70.7%--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 1.86, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$36.50Sep 11$0.15$0.35$0.1561%2.33$36.15
$38.00$39.00Sep 25$0.19$0.81$0.1938%4.26$38.19
$35.00$36.00Oct 2$0.55$0.45$0.5568%0.82$35.55
$35.00$36.00Sep 25$0.60$0.40$0.6070%0.67$35.60
$39.00$40.00Oct 16$0.24$0.76$0.2434%3.17$39.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Sep 18$0.35$0.65$0.3568%1.86$37.65
$36.00$35.00Oct 2$0.13$0.87$0.1340%6.69$35.87
$38.50$37.50Sep 11$0.57$0.43$0.5777%0.75$37.93
$36.00$35.00Sep 25$0.20$0.80$0.2039%4.00$35.80
$37.50$37.00Sep 4$0.23$0.27$0.2375%1.17$37.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.57, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.50$39.00Sep 18$0.26$0.26$0.2470%1.08$38.76
$37.00$37.50Sep 11$0.35$0.35$0.1554%2.33$37.35
$37.50$38.00Sep 18$0.32$0.32$0.1855%1.78$37.82
$39.00$40.00Sep 25$0.32$0.32$0.6870%0.47$39.32
$38.00$39.00Oct 16$0.45$0.45$0.5556%0.82$38.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.73$0.73$1.2771%0.57$33.27
$35.00$34.00Sep 25$0.36$0.36$0.6469%0.56$34.64
$36.00$35.50Sep 11$0.27$0.27$0.2361%1.17$35.73
$36.00$35.50Sep 18$0.24$0.24$0.2665%0.92$35.76
$34.50$34.00Sep 4$0.13$0.13$0.3784%0.35$34.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.42, cheapest $0.29)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.3656.7%49.9%
$37.50Sep 4Sep 11$0.3044.6%43.4%
$36.50Sep 4Sep 11$0.3651.0%52.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Sep 4Sep 11$0.2956.7%49.9%
$36.50Sep 4Sep 11$0.8051.0%52.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 3.33% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$37.50Sep 4$0.34$0.88$1.22$36.28$38.723.33%
$37.00Sep 4$0.63$0.65$1.28$35.72$38.283.49%
$36.50Sep 4$0.95$0.36$1.31$35.19$37.813.58%
$38.00Sep 4$0.17$1.44$1.61$36.39$39.614.39%
$36.00Sep 4$1.33$0.30$1.63$34.37$37.634.45%
$37.00Sep 11$0.99$0.94$1.93$35.07$38.935.27%
$37.50Sep 11$0.64$1.36$2.00$35.50$39.505.46%
$35.50Sep 4$1.78$0.25$2.03$33.47$37.535.54%
$38.00Sep 18$0.55$1.52$2.07$35.93$40.075.65%
$36.00Sep 11$1.46$0.74$2.20$33.80$38.206.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.06% of stock, avg 3.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.50$34.50Sep 4$0.14$0.25$0.39$34.11$38.89
$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$0.17$0.25$0.42$35.08$38.42
$38.00$34.50Sep 4$0.17$0.25$0.42$34.08$38.42
$38.00$36.00Sep 4$0.17$0.30$0.47$35.53$38.47
$38.50$36.00Sep 4$0.14$0.30$0.44$35.56$38.94
$38.00$35.00Sep 4$0.17$0.28$0.45$34.55$38.45
$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

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 3.17, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
34/3538/39Sep 18$0.38$0.1249%3.17$34.62$38.88
34/3539/40Sep 25$0.68$0.3239%2.12$34.32$39.68
34/3440/41Sep 4$0.23$0.2765%0.85$34.27$40.73
33/3439/40Sep 25$0.51$0.4949%1.04$33.49$39.51
33/3442/43Oct 16$0.35$0.6562%0.54$33.65$42.35
32/3342/43Oct 16$0.28$0.7268%0.39$32.72$42.28
34/3542/43Oct 16$0.38$0.6254%0.61$34.62$42.38
33/3440/41Oct 16$0.41$0.5950%0.69$33.59$40.41
32/3340/41Oct 16$0.34$0.6657%0.52$32.66$40.34
33/3441/42Oct 16$0.32$0.6857%0.47$33.68$41.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Sep 18$0.11$0.8928%8.09
$36.00$36.50$37.00Sep 4$0.06$0.4421%7.33
$37.50$38.00$38.50Sep 11$0.06$0.4415%7.33
$41.00$42.00$43.00Sep 18$0.05$0.954%19.00
$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
$34.00$35.00$36.00Oct 16$0.11$0.8917%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
$35.00$36.00$37.00Sep 25$0.15$0.8520%5.67

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, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Sep 11-$0.77$1.23
$32.00$34.001:2Sep 4-$1.25$0.75
$37.00$37.501:2Sep 4-$0.05$0.45
$36.00$37.001:2Sep 18-$0.46$0.54
$37.00$38.001:2Sep 25-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$37.001:2Sep 25-$0.12$1.88
$37.00$36.501:2Sep 4-$0.07$0.43
$38.00$37.501:2Sep 4-$0.32$0.18
$35.00$34.001:2Sep 25-$0.14$0.86
$34.00$33.001:2Sep 25-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.14%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$38.00Oct 16$1.150.443.7%3.14%6.85%--179
$37.00Oct 16$1.550.521.0%4.23%5.21%3216
$39.00Oct 16$0.710.346.4%1.94%8.38%--5.1K
$40.00Oct 16$0.550.289.2%1.50%10.67%139238
$41.00Oct 16$0.290.2111.9%0.79%12.69%--15
$37.00Oct 2$1.010.501.0%2.76%3.74%--52
$38.00Oct 2$0.590.403.7%1.61%5.32%--160
$42.00Oct 16$0.180.1614.6%0.49%15.12%--77
$39.00Oct 2$0.320.306.4%0.87%7.31%--62
$37.00Sep 25$0.830.501.0%2.27%3.25%--230

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 2,008
Total Puts 140
Put/Call Ratio 0.07
Net Difference 1,868

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 75,427
Total Puts 30,457
Average Put/Call Ratio 0.60
Ratio Trend Falling

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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