Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.43 -0.75%
9/15 09:50

Option Volume

Detail
Current (09/15 9:50am) 243
Calls: 175 (72%)
Puts: 68 (28%)
Prior (09/02) 333
Calls: 231 (69%)
Puts: 102 (31%)
Current vs Prior -27.03%
Calls: -24.24% (Calls)
Puts: -33.33% (Puts)
Prior 7-Day Total 107,359
Calls: 76,915 (72%)
Puts: 30,444 (28%)
Prior 7-Day Average 15,337
Calls: 10,987 (72%)
Puts: 4,349 (28%)
Current vs Prior 7-Day Avg -98.42%
Calls: -98.41%
Puts: -98.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 9:50am) $116.0K
Calls: $109.7K (95%)
Puts: $6.3K (5%)
Prior (09/02) $88.7K
Calls: $76.8K (87%)
Puts: $11.9K (13%)
Current vs Prior +30.75%
Calls: +42.84%
Puts: -47.18%
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 -95.13%
Calls: -93.88%
Puts: -98.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 9:50am) 0.39
Prior (09/02) 0.44
Current vs Prior -12.00%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -29.81%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 9:50am) 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 3.80% | 7.96%3.80% | 9.68%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -2.19% | +7.45%-46.96% | -15.53%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -41.03% | -7.41%-54.00% | -21.89%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -2.19% | +7.45%-20.39% | -5.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 118.18% | 201.82%
Calls: 118.18% | 201.82%
Puts: -- | --
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior +28.93% | +47.86%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +62.02% | +249.17%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($109.7K) vs puts ($6.3K). Extreme bullish P/C ratio of 0.39 - heavy call buying (175 calls vs 68 puts). Call-heavy open interest (279,593 calls vs 121,392 puts) suggests bullish positioning.

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
09:50BULLISHBULLISHBULLISH
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 8.5%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.206.75$6.488.5%--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 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 185.909.50$7.7046.8%--0.99648
$32.00Sep 186.206.75$6.488.5%--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 183.254.15$3.7024.3%10.952.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.591.40$0.9981.8%--0.8658
$40.00Oct 90.993.15$2.07104.3%--0.6422
$40.00Oct 161.792.71$2.2540.9%--0.6410
$39.00Sep 180.041.31$0.68186.8%--0.63118
$39.00Sep 250.143.05$1.60181.9%--0.54138

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 42, top 22)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 300.001.77$0.89198.9%110.34--
$39.50Sep 180.090.31$0.20110.0%40.27187
$35.00Sep 183.254.15$3.7024.3%10.952.8K
$40.00Sep 180.030.17$0.10140.0%10.1610.1K
$40.00Oct 160.491.36$0.9393.5%10.40636
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.040.11$0.0887.5%220.085.7K
$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. 9 strikes (avg 32.0%, max 62.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 3053.4%35.4%50.5%--3.0K
$37.00Sep 18Oct 3052.5%36.2%45.3%--12.0K
$37.50Sep 18Sep 2558.2%46.9%24.3%--112
$39.00Sep 18Oct 1639.0%39.0%0.0%--6.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 1653.4%32.9%62.0%--901
$37.00Sep 18Oct 1652.5%37.5%40.1%--915
$37.50Sep 18Oct 258.2%44.3%31.6%--119
$36.50Sep 18Oct 266.9%54.7%22.3%167
$40.00Oct 9Oct 1634.7%31.0%11.7%--32

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 0.89, avg 2.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$37.00Oct 30$1.06$0.94$1.0680%0.89$36.06
$35.00$36.00Sep 25$0.42$0.58$0.4281%1.38$35.42
$32.00$33.00Sep 18$0.63$0.37$0.6398%0.59$32.63
$37.00$37.50Sep 18$0.17$0.33$0.1783%1.94$37.17
$40.00$41.00Oct 16$0.13$0.87$0.1340%6.69$40.13
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$0.17$0.33$0.1763%1.94$38.83
$39.50$39.00Sep 18$0.31$0.19$0.3186%0.61$39.19
$35.00$34.00Sep 25$0.13$0.87$0.1320%6.69$34.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 3.17, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.76$0.76$0.2448%3.17$39.76
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$39.00$40.00Sep 25$0.52$0.52$0.4852%1.08$39.52
$41.00$42.00Oct 16$0.35$0.35$0.6568%0.54$41.35
$38.50$39.00Sep 25$0.35$0.35$0.1545%2.33$38.85
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
$36.50$36.00Sep 18$0.15$0.15$0.3583%0.43$36.35
$37.50$37.00Sep 18$0.19$0.19$0.3172%0.61$37.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.62, cheapest $0.30)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.8053.4%43.3%
$39.00Sep 18Sep 25$0.5739.0%43.2%
$38.50Sep 18Sep 25$0.6740.0%55.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3053.4%43.3%
$40.00Oct 9Oct 16$0.1834.7%31.0%
$39.00Sep 18Sep 25$0.9239.0%43.2%
$38.50Sep 18Oct 2$0.8740.0%44.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.89% of stock, avg 7.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Sep 18$0.43$0.68$1.11$37.89$40.112.89%
$38.50Sep 18$0.68$0.51$1.19$37.31$39.693.10%
$39.50Sep 18$0.20$0.99$1.19$38.31$40.693.10%
$38.00Sep 18$0.95$0.48$1.43$36.57$39.433.72%
$37.00Sep 18$1.58$0.19$1.77$35.23$38.774.61%
$37.50Sep 18$1.41$0.38$1.79$35.71$39.294.66%
$37.00Sep 25$1.65$0.48$2.13$34.87$39.135.54%
$36.00Sep 18$2.42$0.08$2.50$33.50$38.506.51%
$38.00Sep 25$1.75$0.78$2.53$35.47$40.536.58%
$36.50Sep 18$2.33$0.23$2.56$33.94$39.066.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.75% of stock, avg 3.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$37.00Sep 18$0.10$0.19$0.29$36.71$40.29
$41.00$37.00Sep 18$0.09$0.19$0.28$36.72$41.28
$40.00$36.50Sep 18$0.10$0.23$0.33$36.17$40.33
$41.00$36.50Sep 18$0.09$0.23$0.32$36.18$41.32
$39.50$37.00Sep 18$0.20$0.19$0.39$36.61$39.89
$39.50$36.50Sep 18$0.20$0.23$0.43$36.07$39.93
$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
$40.00$37.50Sep 18$0.10$0.38$0.48$37.02$40.48
$41.00$37.50Sep 18$0.09$0.38$0.47$37.03$41.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 4.00, avg credit $0.44)

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
36/3640/41Sep 18$0.34$0.1660%2.13$36.16$40.84
37/3840/41Sep 18$0.38$0.1249%3.17$37.12$40.88
33/3441/42Oct 16$0.50$0.5054%1.00$33.50$41.50
36/3640/40Sep 18$0.25$0.2556%1.00$36.25$39.75
37/3840/40Sep 18$0.29$0.2145%1.38$37.21$39.79
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. 28 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Sep 25$0.08$0.9212%11.50
$33.00$34.00$35.00Sep 18$0.05$0.953%19.00
$39.00$39.50$40.00Sep 18$0.13$0.3727%2.85
$36.00$37.00$38.00Oct 16$0.13$0.8714%6.69
$34.00$35.00$36.00Oct 16$0.15$0.8512%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.50$39.00$39.50Sep 18$0.14$0.3639%2.57
$36.00$37.00$38.00Oct 16$0.11$0.8914%8.09
$38.00$38.50$39.00Sep 18$0.14$0.3627%2.57
$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. 52 found (best net $-0.42, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.42$1.58
$39.00$40.001:2Oct 16-$0.17$0.83
$41.00$42.001:2Oct 16-$0.10$0.90
$38.50$39.001:2Sep 18-$0.18$0.32
$40.00$41.001:2Sep 25-$0.28$0.72
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-$0.37$0.13
$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. 14 found (best yield 3.07%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.180.521.5%3.07%4.55%--5.1K
$40.00Oct 23$0.700.404.1%1.82%5.91%11
$41.00Oct 16$0.440.326.7%1.14%7.83%--92
$40.00Oct 16$0.490.404.1%1.28%5.36%1636
$41.00Oct 2$0.230.296.7%0.60%7.29%--10
$42.00Oct 16$0.150.229.3%0.39%9.68%--148
$40.00Oct 9$0.290.384.1%0.75%4.84%--207
$45.00Oct 16$0.060.1117.1%0.16%17.25%--13
$39.50Oct 2$0.240.462.8%0.62%3.41%--50
$40.00Oct 2$0.190.334.1%0.49%4.58%--271

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 175
Total Puts 68
Put/Call Ratio 0.39
Net Difference 107

Prior's Put/Call Breakdown

Total Calls 231
Total Puts 102
Put/Call Ratio 0.44
Net Difference 129

Prior 7-Day Put/Call Summary

Total Calls 76,915
Total Puts 30,444
Average Put/Call Ratio 0.55
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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