Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.58 -0.36%
9/15 10:00

Option Volume

Detail
Current (09/15 10:00am) 252
Calls: 184 (73%)
Puts: 68 (27%)
Prior (09/02) 420
Calls: 300 (71%)
Puts: 120 (29%)
Current vs Prior -40.00%
Calls: -38.67% (Calls)
Puts: -43.33% (Puts)
Prior 7-Day Total 107,389
Calls: 76,923 (72%)
Puts: 30,466 (28%)
Prior 7-Day Average 15,341
Calls: 10,989 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -98.36%
Calls: -98.33%
Puts: -98.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:00am) $121.6K
Calls: $115.3K (95%)
Puts: $6.3K (5%)
Prior (09/02) $99.9K
Calls: $87.5K (88%)
Puts: $12.4K (12%)
Current vs Prior +21.73%
Calls: +31.75%
Puts: -49.21%
Prior 7-Day Total $16.67M
Calls: $12.55M (75%)
Puts: $4.12M (25%)
Prior 7-Day Average $2.38M
Calls: $1.79M (75%)
Puts: $588.9K (25%)
Current vs Prior 7-Day Avg -94.89%
Calls: -93.57%
Puts: -98.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:00am) 0.37
Prior (09/02) 0.40
Current vs Prior -7.61%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -35.10%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:00am) 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 3.53% | 5.13%3.53% | 9.64%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -9.25% | -30.74%-50.78% | -15.86%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -45.29% | -40.32%-57.31% | -22.19%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -9.25% | -30.74%-26.13% | -6.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 136.34% | 106.91%
Calls: 105.56% | 148.94%
Puts: 167.11% | 64.89%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior +48.75% | -21.67%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +86.91% | +84.97%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($115.3K) vs puts ($6.3K). Extreme bullish P/C ratio of 0.37 - heavy call buying (184 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
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 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 185.909.45$7.6846.2%--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%--0.962.6K
$35.00Sep 183.254.15$3.7024.3%10.952.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.591.36$0.9878.6%--0.7758
$40.00Oct 90.993.15$2.07104.3%--0.6322
$40.00Oct 161.792.71$2.2540.9%--0.6310
$39.00Sep 180.041.31$0.68186.8%--0.59118
$39.00Sep 250.141.84$0.99171.7%--0.54138

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 46, top 22)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 300.001.77$0.89198.9%110.32--
$39.50Sep 180.090.31$0.20110.0%40.27187
$36.50Sep 181.792.91$2.3547.7%20.83162
$38.50Sep 180.390.96$0.6883.8%20.5684
$35.00Sep 183.254.15$3.7024.3%10.952.8K
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. 12 strikes (avg 31.3%, max 66.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 3054.2%32.7%66.0%--3.0K
$37.00Sep 18Oct 3053.1%33.7%57.4%--12.0K
$37.50Sep 18Sep 2558.9%45.5%29.4%--112
$38.50Sep 18Sep 2541.4%35.5%16.4%297
$39.00Sep 18Oct 1638.4%35.2%9.2%--6.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Sep 18Oct 1654.2%33.7%61.0%--901
$37.00Sep 18Oct 1653.1%38.1%39.3%--915
$37.50Sep 18Oct 258.9%44.4%32.8%--119
$36.50Sep 18Oct 267.4%54.7%23.1%167
$39.00Sep 18Sep 2538.4%31.7%21.2%--256

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 2.23, avg 2.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$36.00$37.00Oct 16$0.31$0.69$0.3176%2.23$36.31
$35.00$36.00Sep 25$0.42$0.58$0.4281%1.38$35.42
$38.00$39.00Oct 2$0.13$0.87$0.1361%6.69$38.13
$35.00$37.00Oct 30$1.06$0.94$1.0678%0.89$36.06
$32.00$33.00Sep 18$0.65$0.35$0.6598%0.54$32.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 16$0.20$0.80$0.2039%4.00$37.80
$34.00$32.00Oct 2$0.10$1.90$0.1016%19.00$33.90
$38.00$37.00Sep 25$0.18$0.82$0.1837%4.56$37.82
$39.00$38.00Sep 25$0.33$0.67$0.3354%2.03$38.67
$39.00$38.50Sep 18$0.17$0.33$0.1759%1.94$38.83

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 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.77$0.77$0.2348%3.35$39.77
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$41.00$42.00Oct 16$0.35$0.35$0.6567%0.54$41.35
$39.00$39.50Sep 18$0.23$0.23$0.2757%0.85$39.23
$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$0.27$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 $0.41, cheapest $0.18)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.6954.2%39.1%
$39.00Sep 18Sep 25$0.3038.4%31.7%
$38.50Sep 18Sep 25$0.3141.4%35.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1854.2%39.1%
$39.00Sep 18Sep 25$0.3138.4%31.7%
$40.00Oct 9Oct 16$0.1835.6%30.4%
$38.50Sep 18Oct 2$0.8741.4%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.88% of stock, avg 7.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Sep 18$0.43$0.68$1.11$37.89$40.112.88%
$39.50Sep 18$0.20$0.98$1.18$38.32$40.683.06%
$38.50Sep 18$0.68$0.51$1.19$37.31$39.693.08%
$38.00Sep 18$0.86$0.48$1.34$36.66$39.343.47%
$39.00Sep 25$0.73$0.99$1.72$37.28$40.724.46%
$37.00Sep 18$1.58$0.19$1.77$35.23$38.774.59%
$37.50Sep 18$1.40$0.38$1.78$35.72$39.284.61%
$37.00Sep 25$1.65$0.48$2.13$34.87$39.135.52%
$38.00Sep 25$1.55$0.66$2.21$35.79$40.215.73%
$36.00Sep 18$2.42$0.08$2.50$33.50$38.506.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.73% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$37.00Sep 18$0.09$0.19$0.28$36.72$41.28
$40.00$37.00Sep 18$0.11$0.19$0.30$36.70$40.30
$40.00$36.50Sep 18$0.11$0.23$0.34$36.16$40.34
$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$0.11$0.38$0.49$37.01$40.49
$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. 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
36/3640/41Sep 18$0.34$0.1660%2.13$36.16$40.84
37/3840/41Sep 18$0.38$0.1250%3.17$37.12$40.88
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. 28 found (best R:R 5.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Sep 25$0.08$0.9213%11.50
$39.00$40.00$41.00Sep 25$0.15$0.8524%5.67
$33.00$34.00$35.00Sep 18$0.05$0.953%19.00
$39.00$39.50$40.00Sep 18$0.14$0.3626%2.57
$41.00$42.00$43.00Sep 18$0.11$0.890%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Sep 25$0.15$0.8528%5.67
$38.50$39.00$39.50Sep 18$0.13$0.3733%2.85
$36.00$37.00$38.00Oct 16$0.11$0.8914%8.09
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$38.00$38.50$39.00Sep 18$0.14$0.3624%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-0.42, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.42$1.58
$39.00$40.001:2Oct 16-$0.16$0.84
$41.00$42.001:2Oct 16-$0.10$0.90
$39.00$40.001:2Sep 25-$0.23$0.77
$38.50$39.001:2Sep 18-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.50$35.501:2Oct 2-$0.08$0.92
$39.00$38.001:2Sep 25-$0.33$0.67
$34.00$33.001:2Oct 16-$0.06$0.94
$38.00$37.001:2Sep 25-$0.30$0.70
$39.50$39.001:2Sep 18-$0.38$0.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 3.08%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.190.521.1%3.08%4.17%--5.1K
$40.00Oct 23$0.700.413.7%1.81%5.50%11
$41.00Oct 16$0.440.336.3%1.14%7.41%--92
$40.00Oct 16$0.490.403.7%1.27%4.95%1636
$42.00Oct 16$0.150.238.9%0.39%9.25%--148
$45.00Oct 16$0.060.1216.6%0.16%16.80%--13
$40.00Oct 9$0.290.383.7%0.75%4.43%--207
$39.50Oct 2$0.240.462.4%0.62%3.01%--50
$40.00Oct 2$0.190.333.7%0.49%4.17%--271
$39.50Sep 18$0.090.272.4%0.23%2.62%4187

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 184
Total Puts 68
Put/Call Ratio 0.37
Net Difference 116

Prior's Put/Call Breakdown

Total Calls 300
Total Puts 120
Put/Call Ratio 0.40
Net Difference 180

Prior 7-Day Put/Call Summary

Total Calls 76,923
Total Puts 30,466
Average Put/Call Ratio 0.57
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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