Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.49 -0.59%
9/15 10:05

Option Volume

Detail
Current (09/15 10:05am) 392
Calls: 324 (83%)
Puts: 68 (17%)
Prior (09/02) 429
Calls: 309 (72%)
Puts: 120 (28%)
Current vs Prior -8.62%
Calls: +4.85% (Calls)
Puts: -43.33% (Puts)
Prior 7-Day Total 107,394
Calls: 76,928 (72%)
Puts: 30,466 (28%)
Prior 7-Day Average 15,342
Calls: 10,989 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -97.44%
Calls: -97.05%
Puts: -98.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:05am) $263.8K
Calls: $257.6K (98%)
Puts: $6.2K (2%)
Prior (09/02) $102.2K
Calls: $89.1K (87%)
Puts: $13.1K (13%)
Current vs Prior +158.23%
Calls: +189.08%
Puts: -52.26%
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 -88.92%
Calls: -85.63%
Puts: -98.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:05am) 0.21
Prior (09/02) 0.39
Current vs Prior -45.96%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -63.04%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:05am) 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 3.61% | 5.48%3.61% | 10.05%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -7.03% | -26.02%-49.58% | -12.26%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -43.95% | -36.26%-56.27% | -18.87%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -7.03% | -26.02%-24.33% | -2.12%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 90.28% | 91.25%
Calls: 76.14% | 106.36%
Puts: 104.41% | 76.14%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -1.51% | -33.15%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +23.77% | +57.87%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($257.6K) vs puts ($6.2K). Massive premium surge with dollar volume up 158% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (324 calls vs 68 puts). P/C ratio dropping 46% - sentiment shifting bullish.

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
10:05BULLISHBULLISHBULLISH
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 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. 38 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--0.98648
$32.00Sep 186.256.75$6.507.7%--0.981.5K
$33.00Sep 185.056.50$5.7825.1%--0.983.2K
$34.00Sep 184.005.20$4.6026.1%--0.972.6K
$34.00Oct 234.505.70$5.1023.5%--0.9620
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.781.36$1.0754.2%--0.7958
$40.00Oct 91.702.45$2.0836.1%--0.6522
$39.00Sep 180.431.15$0.7991.1%--0.63118
$40.00Oct 161.982.67$2.3329.6%--0.6210
$39.00Sep 250.641.71$1.1890.7%--0.56138

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%110.34--
$39.50Sep 180.090.31$0.20110.0%40.27187
$36.50Sep 181.802.52$2.1633.3%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. 9 strikes (avg 33.4%, max 65.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Sep 18Oct 3052.2%36.2%44.3%--12.0K
$37.50Sep 18Sep 2556.3%41.0%37.3%--112
$38.00Sep 18Oct 3043.7%35.5%23.2%--3.0K
$38.50Sep 18Sep 2539.2%36.3%8.0%297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 266.6%40.2%65.8%167
$37.50Sep 18Oct 256.3%36.5%54.3%--119
$37.00Sep 18Oct 1652.2%38.6%35.2%--915
$38.00Sep 18Oct 1643.7%33.3%31.3%--901
$40.00Oct 9Oct 1633.9%33.6%0.8%--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 0.52, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$40.00Oct 23$3.94$2.06$3.9496%0.52$37.94
$35.00$37.00Oct 30$1.10$0.90$1.1082%0.82$36.10
$36.00$37.00Oct 16$0.31$0.69$0.3176%2.23$36.31
$35.00$36.00Sep 25$0.42$0.58$0.4284%1.38$35.42
$38.00$39.00Oct 16$0.36$0.64$0.3661%1.78$38.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 16$0.17$0.83$0.1740%4.88$37.83
$34.00$32.00Oct 2$0.10$1.90$0.1016%19.00$33.90
$39.50$39.00Sep 18$0.28$0.22$0.2879%0.79$39.22
$38.00$37.00Sep 25$0.23$0.77$0.2339%3.35$37.77
$38.50$38.00Sep 18$0.14$0.36$0.1446%2.57$38.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 2.12, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.68$0.68$0.3249%2.12$39.68
$41.00$42.00Oct 16$0.38$0.38$0.6267%0.61$41.38
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$38.50$39.00Sep 18$0.32$0.32$0.1844%1.78$38.82
$43.00$44.00Oct 16$0.14$0.14$0.8682%0.16$43.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$36.00$35.00Oct 16$0.33$0.33$0.6776%0.49$35.67
$36.50$36.00Sep 18$0.15$0.15$0.3583%0.43$36.35
$37.50$37.00Sep 18$0.17$0.17$0.3372%0.52$37.33
$34.00$33.00Oct 16$0.15$0.15$0.8586%0.18$33.85
$37.00$36.50Sep 25$0.12$0.12$0.3873%0.32$36.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.46, cheapest $0.34)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3443.7%39.3%
$38.50Sep 18Sep 25$0.3739.2%36.3%
$39.00Sep 18Sep 25$0.4434.5%37.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3743.7%39.3%
$40.00Oct 9Oct 16$0.2533.9%33.6%
$39.00Sep 18Sep 25$0.3934.5%37.4%
$38.50Sep 18Oct 2$1.0339.2%49.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.99% of stock, avg 7.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Sep 18$0.36$0.79$1.15$37.85$40.152.99%
$38.50Sep 18$0.68$0.50$1.18$37.32$39.683.07%
$38.00Sep 18$0.89$0.36$1.25$36.75$39.253.25%
$39.50Sep 18$0.20$1.07$1.27$38.23$40.773.30%
$37.50Sep 18$1.30$0.36$1.66$35.84$39.164.31%
$37.00Sep 18$1.71$0.19$1.90$35.10$38.904.94%
$38.00Sep 25$1.23$0.73$1.96$36.04$39.965.09%
$39.00Sep 25$0.80$1.18$1.98$37.02$40.985.14%
$37.00Sep 25$1.65$0.50$2.15$34.85$39.155.59%
$36.50Sep 18$2.16$0.23$2.39$34.11$38.896.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.73% of stock, avg 2.71%)

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
$40.00$37.50Sep 18$0.11$0.36$0.47$37.03$40.47
$40.50$36.50Sep 18$0.28$0.23$0.51$35.99$41.01
$41.00$37.50Sep 18$0.09$0.36$0.45$37.05$41.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 2.13, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3640/41Sep 18$0.34$0.1660%2.13$36.16$40.84
35/3641/42Oct 16$0.71$0.2943%2.45$35.29$41.71
37/3840/41Sep 18$0.36$0.1450%2.57$37.14$40.86
33/3441/42Oct 16$0.53$0.4754%1.13$33.47$41.53
35/3643/44Oct 16$0.47$0.5358%0.89$35.53$43.47
36/3741/42Oct 16$0.63$0.3735%1.70$36.37$41.63
33/3443/44Oct 16$0.29$0.7168%0.41$33.71$43.29
36/3743/44Oct 16$0.39$0.6150%0.64$36.61$43.39
36/3740/41Sep 25$0.29$0.7141%0.41$36.71$40.29
37/3840/41Oct 2$0.26$0.7434%0.35$37.24$40.26

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
$39.00$40.00$41.00Sep 25$0.08$0.9222%11.50
$39.00$39.50$40.00Sep 18$0.07$0.4324%6.14
$38.50$39.00$39.50Sep 18$0.16$0.3429%2.12
$40.00$41.00$42.00Sep 25$0.15$0.8513%5.67
$41.00$42.00$43.00Sep 18$0.11$0.890%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.00$35.00$36.00Sep 25$0.05$0.954%19.00
$37.00$38.00$39.00Sep 25$0.22$0.7828%3.55
$38.00$38.50$39.00Sep 18$0.15$0.3529%2.33
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$37.50$38.00$38.50Sep 18$0.14$0.3618%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. 54 found (best net $-0.90, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.90$1.10
$36.00$37.001:2Sep 25-$0.42$0.58
$41.00$42.001:2Oct 16-$0.07$0.93
$37.00$38.001:2Oct 2-$0.56$0.44
$39.00$40.001:2Oct 16-$0.35$0.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Sep 25-$0.28$0.72
$39.00$38.501:2Sep 18-$0.21$0.29
$38.00$37.001:2Sep 25-$0.27$0.73
$34.00$33.001:2Oct 16-$0.06$0.94
$38.50$38.001:2Sep 18-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 3.12%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.200.511.3%3.12%4.44%--5.1K
$41.00Oct 16$0.550.336.5%1.43%7.95%--92
$40.00Oct 16$0.700.403.9%1.82%5.74%1636
$40.00Oct 23$0.700.363.9%1.82%5.74%11
$40.00Oct 9$0.400.363.9%1.04%4.96%--207
$42.00Oct 16$0.150.229.1%0.39%9.51%--148
$39.50Oct 2$0.390.462.6%1.01%3.64%--50
$45.00Oct 16$0.060.1116.9%0.16%17.07%--13
$38.50Sep 25$0.690.540.0%1.79%1.82%--13
$40.00Oct 2$0.190.333.9%0.49%4.42%--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 324
Total Puts 68
Put/Call Ratio 0.21
Net Difference 256

Prior's Put/Call Breakdown

Total Calls 309
Total Puts 120
Put/Call Ratio 0.39
Net Difference 189

Prior 7-Day Put/Call Summary

Total Calls 76,928
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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