Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.73 +0.03%
9/15 09:35

Option Volume

Detail
Current (09/15 9:35am) 189
Calls: 166 (88%)
Puts: 23 (12%)
Prior (09/02) 95
Calls: 66 (69%)
Puts: 29 (31%)
Current vs Prior +98.95%
Calls: +151.52% (Calls)
Puts: -20.69% (Puts)
Prior 7-Day Total 109,382
Calls: 78,783 (72%)
Puts: 30,599 (28%)
Prior 7-Day Average 15,626
Calls: 11,254 (72%)
Puts: 4,371 (28%)
Current vs Prior 7-Day Avg -98.79%
Calls: -98.53%
Puts: -99.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 9:35am) $108.1K
Calls: $103.2K (95%)
Puts: $4.9K (5%)
Prior (09/02) $51.0K
Calls: $39.6K (78%)
Puts: $11.4K (22%)
Current vs Prior +112.08%
Calls: +160.82%
Puts: -57.12%
Prior 7-Day Total $16.71M
Calls: $12.56M (75%)
Puts: $4.15M (25%)
Prior 7-Day Average $2.39M
Calls: $1.79M (75%)
Puts: $592.3K (25%)
Current vs Prior 7-Day Avg -95.47%
Calls: -94.25%
Puts: -99.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 9:35am) 0.14
Prior (09/02) 0.44
Current vs Prior -68.47%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -73.81%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 9:35am) 400,985
Calls: 279,593 (70%)
Puts: 121,392 (30%)
Prior (09/02) 392,126
Calls: 275,268 (70%)
Puts: 116,858 (30%)
Current vs Prior +2.26%
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 -4.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.64% | 7.62%3.64% | 9.76%
Prior 3.23% | 5.06%6.24% | 10.50%
Current vs Prior +12.61% | +50.63%-41.70% | -7.05%
Prior 7-Day Avg 6.08% | 8.42%7.66% | 11.96%
Current vs 7-Day Avg -40.09% | -9.55%-52.45% | -18.42%
Prior 7-Day Eod 3.23% | 5.06%4.77% | 10.27%
Current vs 7-Day Eod +12.61% | +50.63%-23.71% | -4.99%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 202.50% | 168.30%
Calls: 202.50% | 225.53%
Puts: -- | --
Prior 57.89% | 53.09%
Calls: 51.79% | 38.27%
Puts: 64.00% | 67.92%
Current vs Prior +249.80% | +217.01%
Prior 7-Day Avg 69.20% | 42.06%
Calls: 85.98% | 30.91%
Puts: 52.43% | 53.22%
Current vs 7-Day Avg +192.63% | +300.12%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($103.2K) vs puts ($4.9K). Massive premium surge with dollar volume up 112% vs prior. Above-average activity with volume up 99% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (166 calls vs 23 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
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
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 -- 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. 37 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 185.909.80$7.8549.7%--0.98648
$32.00Sep 186.207.35$6.7817.0%--0.981.5K
$33.00Sep 185.056.65$5.8527.4%--0.983.2K
$34.00Sep 183.605.90$4.7548.4%--0.962.6K
$35.00Sep 183.354.15$3.7521.3%10.952.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.591.40$0.9981.8%--0.6858
$40.00Oct 90.993.15$2.07104.3%--0.6222
$40.00Oct 161.792.71$2.2540.9%--0.6110
$39.00Sep 180.001.31$0.66198.5%--0.56118
$39.00Sep 250.143.05$1.60181.9%--0.52138

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 17, top 11)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 300.001.77$0.89198.9%110.32--
$35.00Sep 183.354.15$3.7521.3%10.952.8K
$39.50Sep 180.130.51$0.32118.8%10.33187
$40.00Sep 180.030.31$0.17164.7%10.2110.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.040.16$0.10120.0%20.095.7K
$36.50Sep 180.000.46$0.23200.0%10.1739

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 38.5%, max 73.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 3056.7%32.6%73.6%--3.0K
$37.00Sep 18Oct 3054.8%33.7%62.5%--12.0K
$37.50Sep 18Sep 2561.0%47.0%29.8%--112
$40.00Sep 18Oct 1639.0%30.3%28.7%110.7K
$39.00Sep 18Oct 1635.3%35.3%0.2%--6.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 1656.7%33.7%68.2%--901
$37.00Sep 18Oct 1654.8%37.6%45.8%--915
$37.50Sep 18Oct 261.0%45.0%35.5%--119
$36.50Sep 18Oct 269.0%54.7%26.2%167
$40.00Oct 9Oct 1634.7%30.3%14.3%--32

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 1.22, avg 2.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.00Sep 25$0.45$0.55$0.4581%1.22$35.45
$37.00$37.50Sep 18$0.15$0.35$0.1583%2.33$37.15
$40.00$41.00Oct 16$0.12$0.88$0.1240%7.33$40.12
$35.00$37.00Oct 30$1.32$0.68$1.3279%0.52$36.32
$38.00$39.00Oct 16$0.44$0.56$0.4462%1.27$38.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$38.00$37.00Oct 16$0.22$0.78$0.2239%3.55$37.78
$39.00$38.50Sep 18$0.15$0.35$0.1556%2.33$38.85
$35.00$34.00Sep 25$0.13$0.87$0.1319%6.69$34.87
$38.00$37.00Sep 25$0.30$0.70$0.3038%2.33$37.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 3.35, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.77$0.77$0.2349%3.35$39.77
$39.00$40.00Sep 25$0.52$0.52$0.4852%1.08$39.52
$40.50$41.00Sep 18$0.19$0.19$0.3177%0.61$40.69
$41.00$42.00Oct 16$0.35$0.35$0.6568%0.54$41.35
$43.00$44.00Oct 16$0.19$0.19$0.8181%0.23$43.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Oct 16$0.45$0.45$0.5575%0.82$35.55
$36.50$35.50Oct 2$0.40$0.40$0.6071%0.67$36.10
$37.50$37.00Oct 2$0.29$0.29$0.2165%1.38$37.21
$37.50$37.00Sep 18$0.19$0.19$0.3173%0.61$37.31
$36.50$36.00Sep 18$0.13$0.13$0.3783%0.35$36.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.67, cheapest $0.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.8056.7%43.5%
$39.00Sep 18Sep 25$0.5735.3%43.2%
$38.50Sep 18Sep 25$0.6044.4%55.3%
$39.50Sep 18Oct 2$1.1040.8%52.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3056.7%43.5%
$40.00Oct 9Oct 16$0.1834.7%30.3%
$38.50Sep 18Oct 2$0.8744.4%44.7%
$39.00Sep 18Sep 25$0.9435.3%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.81% of stock, avg 7.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Sep 18$0.43$0.66$1.09$37.91$40.092.81%
$38.50Sep 18$0.75$0.51$1.26$37.24$39.763.25%
$39.50Sep 18$0.32$0.99$1.31$38.19$40.813.38%
$38.00Sep 18$0.95$0.48$1.43$36.57$39.433.69%
$37.00Sep 18$1.60$0.19$1.79$35.21$38.794.62%
$37.50Sep 18$1.45$0.38$1.83$35.67$39.334.73%
$37.00Sep 25$1.67$0.48$2.15$34.85$39.155.55%
$36.00Sep 18$2.42$0.10$2.52$33.48$38.526.51%
$38.00Sep 25$1.75$0.78$2.53$35.47$40.536.53%
$39.00Sep 25$1.00$1.60$2.60$36.40$41.606.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.72% of stock, avg 3.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$37.00Sep 18$0.09$0.19$0.28$36.72$41.28
$41.00$36.50Sep 18$0.09$0.23$0.32$36.18$41.32
$40.00$37.00Sep 18$0.17$0.19$0.36$36.64$40.36
$40.00$36.50Sep 18$0.17$0.23$0.40$36.10$40.40
$40.50$37.00Sep 18$0.28$0.19$0.47$36.53$40.97
$40.50$36.50Sep 18$0.28$0.23$0.51$35.99$41.01
$41.00$37.50Sep 18$0.09$0.38$0.47$37.03$41.47
$40.00$37.50Sep 18$0.17$0.38$0.55$36.95$40.55
$44.00$34.00Oct 16$0.23$0.36$0.59$33.41$44.59
$44.00$35.00Oct 16$0.23$0.36$0.59$34.41$44.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 4.00, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3641/42Oct 16$0.80$0.2042%4.00$35.20$41.80
35/3643/44Oct 16$0.64$0.3656%1.78$35.36$43.64
37/3840/41Sep 18$0.38$0.1250%3.17$37.12$40.88
36/3640/41Sep 18$0.32$0.1860%1.78$36.18$40.82
33/3441/42Oct 16$0.50$0.5054%1.00$33.50$41.50
37/3840/40Sep 18$0.34$0.1640%2.12$37.16$39.84
36/3640/40Sep 18$0.28$0.2250%1.27$36.22$39.78
33/3443/44Oct 16$0.34$0.6667%0.52$33.66$43.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 11.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Sep 25$0.08$0.9212%11.50
$37.00$38.00$39.00Oct 16$0.15$0.8519%5.67
$41.00$42.00$43.00Sep 18$0.07$0.931%13.29
$37.00$38.00$39.00Oct 2$0.20$0.8022%4.00
$33.00$34.00$35.00Sep 18$0.10$0.903%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$38.50$39.00Sep 18$0.12$0.3822%3.17
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$36.00$36.50$37.00Sep 25$0.08$0.427%5.25
$36.00$37.00$38.00Oct 16$0.15$0.8514%5.67
$38.50$39.00$39.50Sep 18$0.18$0.3226%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.33, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.33$1.67
$39.00$40.001:2Oct 16-$0.15$0.85
$41.00$42.001:2Oct 16-$0.10$0.90
$38.50$39.001:2Sep 18-$0.11$0.39
$41.00$42.001:2Sep 18-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.50$35.501:2Oct 2-$0.08$0.92
$38.00$37.001:2Sep 25-$0.18$0.82
$34.00$33.001:2Oct 16-$0.06$0.94
$39.50$39.001:2Sep 18-$0.33$0.17
$32.00$31.001:2Sep 18-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 3.05%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.180.510.7%3.05%3.74%--5.1K
$41.00Oct 16$0.440.335.9%1.14%7.00%--92
$40.00Oct 16$0.380.403.3%0.98%4.26%--636
$42.00Oct 16$0.150.228.4%0.39%8.83%--148
$40.00Oct 9$0.290.383.3%0.75%4.03%--207
$45.00Oct 16$0.060.1116.2%0.15%16.34%--13
$40.00Oct 2$0.190.333.3%0.49%3.77%--271
$39.50Oct 2$0.240.462.0%0.62%2.61%--50
$39.50Sep 18$0.130.332.0%0.34%2.32%1187
$39.00Oct 2$0.090.490.7%0.23%0.93%--226

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 166
Total Puts 23
Put/Call Ratio 0.14
Net Difference 143

Prior's Put/Call Breakdown

Total Calls 66
Total Puts 29
Put/Call Ratio 0.44
Net Difference 37

Prior 7-Day Put/Call Summary

Total Calls 78,783
Total Puts 30,599
Average Put/Call Ratio 0.53
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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