Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.67 -0.13%
9/15 10:20

Option Volume

Detail
Current (09/15 10:20am) 534
Calls: 466 (87%)
Puts: 68 (13%)
Prior (09/02) 2,224
Calls: 2,032 (91%)
Puts: 192 (9%)
Current vs Prior -75.99%
Calls: -77.07% (Calls)
Puts: -64.58% (Puts)
Prior 7-Day Total 107,625
Calls: 77,159 (72%)
Puts: 30,466 (28%)
Prior 7-Day Average 15,375
Calls: 11,022 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -96.53%
Calls: -95.77%
Puts: -98.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:20am) $344.8K
Calls: $338.6K (98%)
Puts: $6.2K (2%)
Prior (09/02) $153.8K
Calls: $126.1K (82%)
Puts: $27.7K (18%)
Current vs Prior +124.17%
Calls: +168.46%
Puts: -77.49%
Prior 7-Day Total $16.89M
Calls: $12.77M (76%)
Puts: $4.12M (24%)
Prior 7-Day Average $2.41M
Calls: $1.82M (76%)
Puts: $588.9K (24%)
Current vs Prior 7-Day Avg -85.71%
Calls: -81.43%
Puts: -98.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:20am) 0.15
Prior (09/02) 0.09
Current vs Prior +54.43%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -72.91%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:20am) 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 3.57% | 5.22%3.57% | 9.98%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -8.13% | -29.51%-50.18% | -12.90%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -44.61% | -39.26%-56.79% | -19.45%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -8.13% | -29.51%-25.22% | -2.83%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 82.05% | 47.98%
Calls: 75.93% | 68.09%
Puts: 88.16% | 27.86%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -10.48% | -64.85%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +12.48% | -16.99%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($338.6K) vs puts ($6.2K). Massive premium surge with dollar volume up 124% vs prior. Below-average activity with volume down 76% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (466 calls vs 68 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
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.37, cheapest $0.37)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Oct 20.340.40$0.3716.2%--0.2128

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--1.00648
$32.00Sep 186.257.05$6.6512.0%71.001.5K
$33.00Sep 185.056.45$5.7524.3%--1.003.2K
$34.00Sep 184.055.15$4.6023.9%--0.962.6K
$35.00Sep 183.254.15$3.7024.3%10.952.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.791.36$1.0852.8%--0.7258
$40.00Oct 91.742.45$2.1033.8%--0.6422
$39.00Sep 180.441.11$0.7885.9%--0.62118
$40.00Oct 161.992.66$2.3328.8%--0.6010
$39.00Sep 250.641.37$1.0172.3%--0.55138

Most actively traded options today. High liquidity = easy entry/exit. 12 active (total vol 103, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 161.242.21$1.7356.1%500.515.1K
$41.00Oct 300.001.77$0.89198.9%110.32--
$32.00Sep 186.257.05$6.6512.0%71.001.5K
$39.50Sep 180.140.34$0.2483.3%40.28187
$36.50Sep 181.842.51$2.1730.9%20.83162
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. 8 strikes (avg 38.9%, max 82.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Sep 18Sep 2555.1%36.9%49.3%--112
$37.00Sep 18Oct 3051.2%34.6%48.2%--12.0K
$38.00Sep 18Oct 3042.4%33.7%26.0%--3.0K
$38.50Sep 18Sep 2536.3%34.7%4.6%297
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 265.6%36.0%82.2%167
$37.50Sep 18Oct 255.1%36.5%50.7%--119
$37.00Sep 18Oct 1651.2%40.8%25.7%--915
$38.00Sep 18Oct 1642.4%34.2%24.2%--901

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 1.22, avg 2.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$36.00Sep 25$0.45$0.55$0.4588%1.22$35.45
$34.00$40.00Oct 23$3.94$2.06$3.9488%0.52$37.94
$36.00$37.00Oct 16$0.33$0.67$0.3376%2.03$36.33
$35.00$37.00Oct 30$1.10$0.90$1.1079%0.82$36.10
$35.00$36.00Oct 16$0.55$0.45$0.5584%0.82$35.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 16$0.12$0.88$0.1240%7.33$37.88
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$38.50$38.00Sep 18$0.12$0.38$0.1246%3.17$38.38
$38.00$37.00Sep 25$0.20$0.80$0.2037%4.00$37.80
$39.50$39.00Sep 18$0.30$0.20$0.3072%0.67$39.20

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 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$40.00Oct 16$0.63$0.63$0.3749%1.70$39.63
$41.00$42.00Oct 16$0.41$0.41$0.5967%0.69$41.41
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$39.50$40.00Sep 18$0.15$0.15$0.3572%0.43$39.65
$43.00$44.00Oct 16$0.15$0.15$0.8582%0.18$43.15
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$0.32$0.32$0.6876%0.47$35.68
$36.50$36.00Sep 18$0.15$0.15$0.3583%0.43$36.35
$36.50$36.00Sep 25$0.17$0.17$0.3378%0.52$36.33
$37.00$36.50Oct 2$0.20$0.20$0.3072%0.67$36.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.41, cheapest $0.19)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.3542.4%32.3%
$38.50Sep 18Sep 25$0.4136.3%34.7%
$39.00Sep 18Sep 25$0.4432.6%35.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1942.4%32.3%
$40.00Oct 9Oct 16$0.2333.5%35.3%
$39.00Sep 18Sep 25$0.2332.6%35.4%
$38.50Sep 18Oct 2$1.0536.3%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 6.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.50Sep 18$0.60$0.48$1.08$37.42$39.582.79%
$39.00Sep 18$0.31$0.78$1.09$37.91$40.092.82%
$38.00Sep 18$0.88$0.36$1.24$36.76$39.243.21%
$39.50Sep 18$0.24$1.08$1.32$38.18$40.823.41%
$37.50Sep 18$1.30$0.36$1.66$35.84$39.164.29%
$39.00Sep 25$0.75$1.01$1.76$37.24$40.764.55%
$38.00Sep 25$1.23$0.55$1.78$36.22$39.784.60%
$37.00Sep 18$1.73$0.19$1.92$35.08$38.924.97%
$37.00Sep 25$1.65$0.35$2.00$35.00$39.005.17%
$36.50Sep 18$2.17$0.23$2.40$34.10$38.906.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.72% of stock, avg 2.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$37.00Sep 18$0.09$0.19$0.28$36.72$40.28
$41.00$37.00Sep 18$0.09$0.19$0.28$36.72$41.28
$40.00$36.50Sep 18$0.09$0.23$0.32$36.18$40.32
$41.00$36.50Sep 18$0.09$0.23$0.32$36.18$41.32
$39.50$37.00Sep 18$0.24$0.19$0.43$36.57$39.93
$40.50$37.00Sep 18$0.28$0.19$0.47$36.53$40.97
$40.00$37.50Sep 18$0.09$0.36$0.45$37.05$40.45
$39.50$36.50Sep 18$0.24$0.23$0.47$36.03$39.97
$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. 14 found (best R:R 2.70, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
35/3641/42Oct 16$0.73$0.2743%2.70$35.27$41.73
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$0.75$0.2535%3.00$36.25$41.75
33/3441/42Oct 16$0.56$0.4454%1.27$33.44$41.56
36/3640/40Sep 18$0.30$0.2055%1.50$36.20$39.80
35/3643/44Oct 16$0.47$0.5358%0.89$35.53$43.47
37/3840/40Sep 18$0.32$0.1845%1.78$37.18$39.82
36/3743/44Oct 16$0.49$0.5150%0.96$36.51$43.49
33/3443/44Oct 16$0.30$0.7069%0.43$33.70$43.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 13.29, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Sep 25$0.07$0.9310%13.29
$37.50$38.00$38.50Sep 18$0.14$0.3618%2.57
$41.00$42.00$43.00Sep 18$0.11$0.890%8.09
$39.00$40.00$41.00Sep 25$0.25$0.7523%3.00
$35.00$36.00$37.00Oct 16$0.22$0.7816%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$37.00$38.00$39.00Sep 25$0.26$0.7431%2.85
$37.50$38.00$38.50Sep 18$0.12$0.3818%3.17
$38.00$38.50$39.00Sep 18$0.18$0.3228%1.78
$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. 57 found (best net $-0.77, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.77$1.23
$36.00$37.001:2Sep 25-$0.30$0.70
$39.00$40.001:2Sep 25-$0.11$0.89
$37.00$38.001:2Oct 2-$0.56$0.44
$43.00$44.001:2Oct 16-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Sep 25-$0.09$0.91
$38.00$37.001:2Sep 25-$0.15$0.85
$36.00$35.001:2Oct 16-$0.06$0.94
$39.00$38.501:2Sep 18-$0.18$0.32
$34.00$33.001:2Oct 16-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.21%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.240.510.8%3.21%4.06%505.1K
$41.00Oct 16$0.610.336.0%1.58%7.60%--92
$40.00Oct 16$0.830.413.4%2.15%5.59%1636
$40.00Oct 23$0.700.433.4%1.81%5.25%11
$40.00Oct 9$0.440.363.4%1.14%4.58%--207
$42.00Oct 16$0.150.228.6%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$0.210.333.4%0.54%3.98%--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
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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 466
Total Puts 68
Put/Call Ratio 0.15
Net Difference 398

Prior's Put/Call Breakdown

Total Calls 2,032
Total Puts 192
Put/Call Ratio 0.09
Net Difference 1,840

Prior 7-Day Put/Call Summary

Total Calls 77,159
Total Puts 30,466
Average Put/Call Ratio 0.54
Ratio Trend Rising

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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