Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.67 -0.13%
9/15 10:10

Option Volume

Detail
Current (09/15 10:10am) 392
Calls: 324 (83%)
Puts: 68 (17%)
Prior (09/02) 570
Calls: 430 (75%)
Puts: 140 (25%)
Current vs Prior -31.23%
Calls: -24.65% (Calls)
Puts: -51.43% (Puts)
Prior 7-Day Total 107,534
Calls: 77,068 (72%)
Puts: 30,466 (28%)
Prior 7-Day Average 15,362
Calls: 11,009 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -97.45%
Calls: -97.06%
Puts: -98.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:10am) $263.8K
Calls: $257.6K (98%)
Puts: $6.2K (2%)
Prior (09/02) $111.2K
Calls: $95.6K (86%)
Puts: $15.6K (14%)
Current vs Prior +137.34%
Calls: +169.48%
Puts: -59.96%
Prior 7-Day Total $16.82M
Calls: $12.69M (75%)
Puts: $4.12M (25%)
Prior 7-Day Average $2.40M
Calls: $1.81M (75%)
Puts: $588.9K (25%)
Current vs Prior 7-Day Avg -89.02%
Calls: -85.80%
Puts: -98.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:10am) 0.21
Prior (09/02) 0.33
Current vs Prior -35.54%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -61.50%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:10am) 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 3.54% | 5.69%3.54% | 10.01%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -8.79% | -23.23%-50.54% | -12.67%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -45.01% | -33.85%-57.10% | -19.24%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -8.79% | -23.23%-25.76% | -2.57%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.56% | 56.06%
Calls: 70.37% | 71.28%
Puts: 94.74% | 40.84%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -9.93% | -58.93%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +13.18% | -3.01%
Liquidity Expensive
+
Add Card

🤖 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 137% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (324 calls vs 68 puts). P/C ratio dropping 36% - 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
10:10BULLISHBULLISHBULLISH
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 1 of results (avg 7.7%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.256.75$6.507.7%--1.001.5K
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 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--1.00648
$32.00Sep 186.256.75$6.507.7%--1.001.5K
$33.00Sep 185.056.50$5.7825.1%--1.003.2K
$34.00Sep 184.005.20$4.6026.1%--1.002.6K
$35.00Sep 183.254.15$3.7024.3%10.962.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.781.36$1.0754.2%--0.7458
$40.00Oct 91.702.45$2.0836.1%--0.6522
$39.00Sep 180.431.15$0.7991.1%--0.62118
$40.00Oct 161.982.67$2.3329.6%--0.6110
$39.00Sep 250.641.71$1.1890.7%--0.55138

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 180.110.32$0.2295.5%40.26187
$36.50Sep 181.802.52$2.1633.3%20.84162
$38.50Sep 180.390.77$0.5865.5%20.5384
$35.00Sep 183.254.15$3.7024.3%10.962.8K
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. 11 strikes (avg 28.4%, max 85.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Sep 18Oct 3050.5%34.6%46.1%--12.0K
$37.50Sep 18Sep 2554.2%40.7%33.0%--112
$38.00Sep 18Oct 3041.5%33.7%23.2%--3.0K
$40.00Sep 18Oct 2337.5%30.7%22.0%210.1K
$38.50Sep 18Sep 2536.5%36.0%1.5%297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 264.9%34.9%85.7%167
$37.50Sep 18Oct 254.2%36.5%48.4%--119
$38.00Sep 18Oct 1641.5%33.0%25.8%--901
$37.00Sep 18Oct 1650.5%40.4%25.0%--915
$40.00Oct 9Oct 1634.7%34.1%1.7%--32

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 1.38, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.00Sep 25$0.42$0.58$0.4288%1.38$35.42
$34.00$40.00Oct 23$3.94$2.06$3.9488%0.52$37.94
$36.00$37.00Oct 16$0.31$0.69$0.3176%2.23$36.31
$35.00$37.00Oct 30$1.10$0.90$1.1080%0.82$36.10
$38.00$39.00Oct 16$0.36$0.64$0.3660%1.78$38.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$39.50$39.00Sep 18$0.28$0.22$0.2874%0.79$39.22
$38.50$38.00Sep 18$0.14$0.36$0.1447%2.57$38.36
$38.00$37.00Sep 25$0.25$0.75$0.2539%3.00$37.75
$37.50$37.00Oct 2$0.12$0.38$0.1232%3.17$37.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 5.67, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.68$0.68$0.3250%2.12$39.68
$41.00$42.00Oct 16$0.42$0.42$0.5868%0.72$41.42
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$39.50$40.00Sep 18$0.11$0.11$0.3974%0.28$39.61
$43.00$44.00Oct 16$0.14$0.14$0.8682%0.16$43.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.50$37.50Oct 2$0.85$0.85$0.1555%5.67$37.65
$36.00$35.00Oct 16$0.33$0.33$0.6776%0.49$35.67
$36.50$36.00Sep 25$0.20$0.20$0.3078%0.67$36.30
$36.50$36.00Sep 18$0.15$0.15$0.3582%0.43$36.35
$37.00$36.50Oct 2$0.21$0.21$0.2973%0.72$36.79

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$0.3441.5%39.1%
$38.50Sep 18Sep 25$0.4436.5%36.0%
$39.00Sep 18Sep 25$0.4237.1%36.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3741.5%39.1%
$40.00Oct 9Oct 16$0.2534.7%34.1%
$39.00Sep 18Sep 25$0.3937.1%36.9%
$38.50Sep 18Oct 2$1.0336.5%49.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.79% of stock, avg 6.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.50Sep 18$0.58$0.50$1.08$37.42$39.582.79%
$39.00Sep 18$0.36$0.79$1.15$37.85$40.152.97%
$38.00Sep 18$0.89$0.36$1.25$36.75$39.253.23%
$39.50Sep 18$0.22$1.07$1.29$38.21$40.793.34%
$37.50Sep 18$1.30$0.36$1.66$35.84$39.164.29%
$37.00Sep 18$1.72$0.19$1.91$35.09$38.914.94%
$38.00Sep 25$1.23$0.73$1.96$36.04$39.965.07%
$39.00Sep 25$0.78$1.18$1.96$37.04$40.965.07%
$37.00Sep 25$1.65$0.48$2.13$34.87$39.135.51%
$36.50Sep 18$2.16$0.23$2.39$34.11$38.896.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.72% of stock, avg 2.72%)

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
$41.00$36.50Sep 18$0.09$0.23$0.32$36.18$41.32
$40.00$36.50Sep 18$0.11$0.23$0.34$36.16$40.34
$39.50$37.00Sep 18$0.22$0.19$0.41$36.59$39.91
$40.50$37.00Sep 18$0.28$0.19$0.47$36.53$40.97
$39.50$36.50Sep 18$0.22$0.23$0.45$36.05$39.95
$40.50$36.50Sep 18$0.28$0.23$0.51$35.99$41.01
$40.00$37.50Sep 18$0.11$0.36$0.47$37.03$40.47
$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. 14 found (best R:R 3.00, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3641/42Oct 16$0.75$0.2543%3.00$35.25$41.75
36/3640/41Sep 18$0.34$0.1661%2.13$36.16$40.84
37/3840/41Sep 18$0.36$0.1450%2.57$37.14$40.86
36/3741/42Oct 16$0.76$0.2435%3.17$36.24$41.76
33/3441/42Oct 16$0.57$0.4354%1.33$33.43$41.57
35/3643/44Oct 16$0.47$0.5358%0.89$35.53$43.47
36/3640/40Sep 18$0.26$0.2456%1.08$36.24$39.76
37/3840/40Sep 18$0.28$0.2246%1.27$37.22$39.78
36/3743/44Oct 16$0.48$0.5250%0.92$36.52$43.48
33/3443/44Oct 16$0.29$0.7169%0.41$33.71$43.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$40.00$41.00Sep 25$0.06$0.9422%15.67
$38.50$39.00$39.50Sep 18$0.08$0.4227%5.25
$38.00$38.50$39.00Sep 18$0.09$0.4128%4.56
$37.50$38.00$38.50Sep 18$0.10$0.4019%4.00
$40.00$41.00$42.00Sep 25$0.15$0.8513%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Sep 25$0.20$0.8028%4.00
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$38.00$38.50$39.00Sep 18$0.15$0.3527%2.33
$37.50$38.00$38.50Sep 18$0.14$0.3619%2.57
$32.00$33.00$34.00Oct 16$0.12$0.886%7.33

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
$37.00$38.001:2Oct 2-$0.56$0.44
$39.00$40.001:2Oct 16-$0.35$0.65
$38.50$39.001:2Sep 18-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Sep 25-$0.28$0.72
$38.00$37.001:2Sep 25-$0.23$0.77
$39.00$38.501:2Sep 18-$0.21$0.29
$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. 13 found (best yield 3.10%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.200.510.8%3.10%3.96%--5.1K
$41.00Oct 16$0.580.336.0%1.50%7.53%--92
$40.00Oct 23$0.700.433.4%1.81%5.25%11
$40.00Oct 16$0.700.403.4%1.81%5.25%1636
$40.00Oct 9$0.400.353.4%1.03%4.47%--207
$42.00Oct 16$0.150.218.6%0.39%9.00%--148
$39.50Oct 2$0.390.462.1%1.01%3.15%--50
$45.00Oct 16$0.060.1116.4%0.16%16.52%--13
$40.00Oct 2$0.190.333.4%0.49%3.93%--271
$39.00Sep 25$0.440.450.8%1.14%1.99%--400

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

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 430
Total Puts 140
Put/Call Ratio 0.33
Net Difference 290

Prior 7-Day Put/Call Summary

Total Calls 77,068
Total Puts 30,466
Average Put/Call Ratio 0.55
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All