Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.51 -0.54%
9/15 09:40

Option Volume

Detail
Current (09/15 9:40am) 190
Calls: 167 (88%)
Puts: 23 (12%)
Prior (09/02) 108
Calls: 77 (71%)
Puts: 31 (29%)
Current vs Prior +75.93%
Calls: +116.88% (Calls)
Puts: -25.81% (Puts)
Prior 7-Day Total 107,331
Calls: 76,910 (72%)
Puts: 30,421 (28%)
Prior 7-Day Average 15,333
Calls: 10,987 (72%)
Puts: 4,345 (28%)
Current vs Prior 7-Day Avg -98.76%
Calls: -98.48%
Puts: -99.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 9:40am) $107.8K
Calls: $102.9K (95%)
Puts: $4.9K (5%)
Prior (09/02) $55.8K
Calls: $44.4K (80%)
Puts: $11.4K (20%)
Current vs Prior +93.18%
Calls: +131.80%
Puts: -57.15%
Prior 7-Day Total $16.66M
Calls: $12.54M (75%)
Puts: $4.12M (25%)
Prior 7-Day Average $2.38M
Calls: $1.79M (75%)
Puts: $588.7K (25%)
Current vs Prior 7-Day Avg -95.47%
Calls: -94.26%
Puts: -99.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 9:40am) 0.14
Prior (09/02) 0.40
Current vs Prior -65.79%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -74.26%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 9:40am) 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 2,963,047
Calls: 2,060,289 (70%)
Puts: 902,758 (30%)
Prior 7-Day Average 423,292
Calls: 294,327 (70%)
Puts: 128,965 (30%)
Current vs Prior 7-Day Avg -5.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.74% | 7.66%3.74% | 9.82%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -3.73% | +3.37%-47.79% | -14.35%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -41.96% | -10.93%-54.72% | -20.79%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -3.73% | +3.37%-21.64% | -4.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 180.46% | 168.30%
Calls: 192.50% | 225.53%
Puts: 168.42% | 111.07%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior +96.88% | +23.31%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +147.40% | +191.18%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($102.9K) vs puts ($4.9K). Elevated premium activity with dollar volume up 93% vs prior. Above-average activity with volume up 76% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (167 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
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 7.7%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.256.75$6.507.7%--0.981.5K
PUTS (0)
No puts meet the criteria

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 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 185.909.60$7.7547.7%--0.98648
$32.00Sep 186.256.75$6.507.7%--0.981.5K
$33.00Sep 185.056.65$5.8527.4%--0.983.2K
$34.00Sep 183.655.85$4.7546.3%--0.972.6K
$35.00Sep 183.354.15$3.7521.3%10.952.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.591.36$0.9878.6%--0.8058
$40.00Oct 90.993.15$2.07104.3%--0.6422
$40.00Oct 161.792.71$2.2540.9%--0.6310
$39.00Sep 180.031.31$0.67191.0%--0.61118
$39.00Sep 250.143.05$1.60181.9%--0.53138

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 18, top 11)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 300.001.77$0.89198.9%110.32--
$39.50Sep 180.130.33$0.2387.0%20.29187
$35.00Sep 183.354.15$3.7521.3%10.952.8K
$40.00Sep 180.030.31$0.17164.7%10.2110.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.040.16$0.10120.0%20.105.7K
$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 36.9%, max 67.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 3054.7%32.6%67.5%--3.0K
$37.00Sep 18Oct 3053.5%33.7%58.6%--12.0K
$40.00Sep 18Oct 1640.4%30.3%33.3%110.7K
$37.50Sep 18Sep 2559.4%46.9%26.5%--112
$39.00Sep 18Oct 1637.5%35.0%6.9%--6.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 1654.7%33.6%63.0%--901
$37.00Sep 18Oct 1653.5%37.9%41.1%--915
$37.50Sep 18Oct 259.4%44.3%34.0%--119
$36.50Sep 18Oct 267.8%54.7%23.9%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. 34 found (best R:R 1.56, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.00Sep 25$0.39$0.61$0.3981%1.56$35.39
$32.00$33.00Sep 18$0.65$0.35$0.6598%0.54$32.65
$37.00$37.50Sep 18$0.13$0.37$0.1383%2.85$37.13
$40.00$41.00Oct 16$0.12$0.88$0.1240%7.33$40.12
$35.00$37.00Oct 30$1.32$0.68$1.3278%0.52$36.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 16$0.20$0.80$0.2040%4.00$37.80
$34.00$32.00Oct 2$0.10$1.90$0.1016%19.00$33.90
$39.00$38.50Sep 18$0.16$0.34$0.1661%2.12$38.84
$39.50$39.00Sep 18$0.31$0.19$0.3180%0.61$39.19
$35.00$34.00Sep 25$0.13$0.87$0.1319%6.69$34.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 3.35, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.77$0.77$0.2348%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$0.6567%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$0.5574%0.82$35.55
$36.50$35.50Oct 2$0.40$0.40$0.6071%0.67$36.10
$37.50$37.00Oct 2$0.27$0.27$0.2365%1.17$37.23
$37.50$37.00Sep 18$0.19$0.19$0.3172%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. 7 found (avg debit $0.60, cheapest $0.30)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.8054.7%43.4%
$39.00Sep 18Sep 25$0.5737.5%43.2%
$38.50Sep 18Sep 25$0.5841.8%55.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3054.7%43.4%
$40.00Oct 9Oct 16$0.1834.7%30.3%
$38.50Sep 18Oct 2$0.8741.8%44.6%
$39.00Sep 18Sep 25$0.9337.5%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.86% of stock, avg 7.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Sep 18$0.43$0.67$1.10$37.90$40.102.86%
$39.50Sep 18$0.23$0.98$1.21$38.29$40.713.14%
$38.50Sep 18$0.77$0.51$1.28$37.22$39.783.32%
$38.00Sep 18$0.95$0.48$1.43$36.57$39.433.71%
$37.00Sep 18$1.58$0.19$1.77$35.23$38.774.60%
$37.50Sep 18$1.45$0.38$1.83$35.67$39.334.75%
$37.00Sep 25$1.65$0.48$2.13$34.87$39.135.53%
$36.00Sep 18$2.42$0.10$2.52$33.48$38.526.54%
$38.00Sep 25$1.75$0.78$2.53$35.47$40.536.57%
$39.00Sep 25$1.00$1.60$2.60$36.40$41.606.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.73% of stock, avg 3.03%)

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
$39.50$37.00Sep 18$0.23$0.19$0.42$36.58$39.92
$40.50$37.00Sep 18$0.28$0.19$0.47$36.53$40.97
$39.50$36.50Sep 18$0.23$0.23$0.46$36.04$39.96
$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

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 4.00, avg credit $0.50)

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$0.3655%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
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. 29 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
$34.00$35.00$36.00Oct 16$0.11$0.8912%8.09
$37.00$38.00$39.00Oct 16$0.15$0.8518%5.67
$38.50$39.00$39.50Sep 18$0.14$0.3628%2.57
$37.00$38.00$39.00Oct 2$0.20$0.8022%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Oct 16$0.11$0.8914%8.09
$38.50$39.00$39.50Sep 18$0.15$0.3535%2.33
$38.00$38.50$39.00Sep 18$0.13$0.3726%2.85
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$36.00$36.50$37.00Sep 25$0.10$0.407%4.00

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 $-0.43, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.43$1.57
$39.00$40.001:2Oct 16-$0.15$0.85
$38.50$39.001:2Sep 18-$0.09$0.41
$41.00$42.001:2Oct 16-$0.10$0.90
$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-$0.36$0.14
$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. 11 found (best yield 3.06%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.180.521.3%3.06%4.34%--5.1K
$41.00Oct 16$0.440.336.5%1.14%7.61%--92
$40.00Oct 16$0.380.403.9%0.99%4.86%--636
$42.00Oct 16$0.150.239.1%0.39%9.45%--148
$41.00Oct 2$0.230.286.5%0.60%7.06%--10
$40.00Oct 9$0.290.383.9%0.75%4.62%--207
$45.00Oct 16$0.060.1216.9%0.16%17.01%--13
$39.50Oct 2$0.240.462.6%0.62%3.19%--50
$40.00Oct 2$0.190.333.9%0.49%4.36%--271
$39.50Sep 18$0.130.292.6%0.34%2.91%2187

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 167
Total Puts 23
Put/Call Ratio 0.14
Net Difference 144

Prior's Put/Call Breakdown

Total Calls 77
Total Puts 31
Put/Call Ratio 0.40
Net Difference 46

Prior 7-Day Put/Call Summary

Total Calls 76,910
Total Puts 30,421
Average Put/Call Ratio 0.54
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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