Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.54 -0.46%
9/15 10:25

Option Volume

Detail
Current (09/15 10:25am) 650
Calls: 581 (89%)
Puts: 69 (11%)
Prior (09/02) 2,235
Calls: 2,036 (91%)
Puts: 199 (9%)
Current vs Prior -70.92%
Calls: -71.46% (Calls)
Puts: -65.33% (Puts)
Prior 7-Day Total 107,676
Calls: 77,210 (72%)
Puts: 30,466 (28%)
Prior 7-Day Average 15,382
Calls: 11,030 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -95.77%
Calls: -94.73%
Puts: -98.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:25am) $435.3K
Calls: $429.0K (99%)
Puts: $6.3K (1%)
Prior (09/02) $153.5K
Calls: $124.1K (81%)
Puts: $29.5K (19%)
Current vs Prior +183.54%
Calls: +245.79%
Puts: -78.66%
Prior 7-Day Total $16.90M
Calls: $12.78M (76%)
Puts: $4.12M (24%)
Prior 7-Day Average $2.41M
Calls: $1.83M (76%)
Puts: $588.9K (24%)
Current vs Prior 7-Day Avg -81.97%
Calls: -76.50%
Puts: -98.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:25am) 0.12
Prior (09/02) 0.10
Current vs Prior +21.51%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -77.84%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:25am) 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 3.50% | 5.01%3.50% | 10.04%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -9.82% | -32.42%-51.09% | -12.38%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -45.63% | -41.77%-57.58% | -18.97%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -9.82% | -32.42%-26.60% | -2.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 38.74%
Calls: 68.52% | 50.00%
Puts: 88.16% | 27.48%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -14.53% | -71.62%
Prior 7-Day Avg 72.94% | 57.80%
Calls: 82.48% | 48.93%
Puts: 63.41% | 66.68%
Current vs 7-Day Avg +7.40% | -32.98%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($429.0K) vs puts ($6.3K). Massive premium surge with dollar volume up 184% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (581 calls vs 69 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
10:25BULLISHBULLISHBULLISH
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. -- 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 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--0.98648
$32.00Sep 186.257.05$6.6512.0%70.981.5K
$33.00Sep 185.056.45$5.7524.3%--0.983.2K
$34.00Sep 184.055.15$4.6023.9%--0.962.6K
$35.00Sep 183.254.15$3.7024.3%10.942.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.791.36$1.0852.8%--0.7458
$40.00Oct 91.742.45$2.1033.8%--0.6622
$39.00Sep 180.441.11$0.7885.9%--0.64118
$40.00Oct 161.992.66$2.3328.8%--0.6110
$39.00Sep 250.641.36$1.0072.0%--0.57138

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 104, 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%70.981.5K
$39.50Sep 180.140.34$0.2483.3%40.27187
$36.50Sep 181.842.51$2.1730.9%20.83162
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Sep 180.040.11$0.0887.5%220.085.7K
$36.50Sep 180.000.46$0.23200.0%10.1739
$36.50Oct 20.330.66$0.5066.0%10.2328

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 33.9%, max 55.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Sep 18Sep 2554.6%35.6%53.6%--112
$37.00Sep 18Oct 3050.9%34.6%47.2%--12.0K
$38.00Sep 18Oct 3041.9%33.6%24.5%--3.0K
$38.50Sep 18Sep 2535.6%33.0%7.8%297
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 265.3%42.0%55.4%267
$37.50Sep 18Oct 254.6%37.7%45.0%--119
$37.00Sep 18Oct 1650.9%40.9%24.5%--915
$38.00Sep 18Oct 1641.9%36.9%13.5%--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 2.55)

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$0.30$0.70$0.3076%2.33$36.30
$35.00$37.00Oct 30$1.10$0.90$1.1080%0.82$36.10
$35.00$36.00Oct 16$0.58$0.42$0.5885%0.72$35.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$38.00$37.00Oct 16$0.24$0.76$0.2441%3.17$37.76
$38.00$37.00Sep 25$0.18$0.82$0.1838%4.56$37.82
$38.50$38.00Sep 18$0.12$0.38$0.1247%3.17$38.38
$39.50$39.00Sep 18$0.30$0.20$0.3074%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 0.66)

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$0.39$0.39$0.6168%0.64$41.39
$40.50$41.00Sep 18$0.19$0.19$0.3178%0.61$40.69
$39.50$40.00Sep 18$0.15$0.15$0.3573%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$0.6875%0.47$35.68
$36.50$36.00Sep 18$0.15$0.15$0.3582%0.43$36.35
$36.50$36.00Sep 25$0.17$0.17$0.3378%0.52$36.33
$37.00$36.00Oct 16$0.35$0.35$0.6567%0.54$36.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.37, cheapest $0.16)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1641.9%30.3%
$38.50Sep 18Sep 25$0.3635.6%33.0%
$39.00Sep 18Sep 25$0.3733.2%33.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1741.9%30.3%
$39.00Sep 18Sep 25$0.2233.2%33.8%
$40.00Oct 9Oct 16$0.2331.5%35.5%
$38.50Sep 18Oct 2$1.0535.6%50.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.72% of stock, avg 6.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.50Sep 18$0.57$0.48$1.05$37.45$39.552.72%
$39.00Sep 18$0.31$0.78$1.09$37.91$40.092.83%
$38.00Sep 18$0.88$0.36$1.24$36.76$39.243.22%
$39.50Sep 18$0.24$1.08$1.32$38.18$40.823.43%
$38.00Sep 25$1.04$0.53$1.57$36.43$39.574.07%
$37.50Sep 18$1.30$0.36$1.66$35.84$39.164.31%
$39.00Sep 25$0.68$1.00$1.68$37.32$40.684.36%
$37.00Sep 18$1.73$0.19$1.92$35.08$38.924.98%
$37.00Sep 25$1.65$0.35$2.00$35.00$39.005.19%
$36.50Sep 18$2.17$0.23$2.40$34.10$38.906.23%

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
$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
$39.50$36.50Sep 18$0.24$0.23$0.47$36.03$39.97
$40.00$37.50Sep 18$0.09$0.36$0.45$37.05$40.45
$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 2.13, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3640/41Sep 18$0.34$0.1661%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
36/3741/42Oct 16$0.74$0.2635%2.85$36.26$41.74
33/3441/42Oct 16$0.54$0.4654%1.17$33.46$41.54
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$0.1844%1.78$37.18$39.82
36/3743/44Oct 16$0.50$0.5049%1.00$36.50$43.50
33/3443/44Oct 16$0.30$0.7068%0.43$33.70$43.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$38.50$39.00Sep 18$0.05$0.4529%9.00
$37.50$38.00$38.50Sep 18$0.11$0.3919%3.55
$38.50$39.00$39.50Sep 18$0.19$0.3126%1.63
$41.00$42.00$43.00Sep 18$0.11$0.890%8.09
$43.00$44.00$45.00Oct 16$0.16$0.847%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$34.50$35.00$35.50Sep 18$0.07$0.435%6.14
$37.50$38.00$38.50Sep 18$0.12$0.3819%3.17
$37.00$38.00$39.00Sep 25$0.29$0.7133%2.45
$38.00$38.50$39.00Sep 18$0.18$0.3229%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. 59 found (best net $-0.71, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Oct 2-$0.71$1.29
$36.00$37.001:2Sep 25-$0.30$0.70
$39.00$40.001:2Sep 25-$0.08$0.92
$38.50$39.001:2Sep 18-$0.05$0.45
$37.00$38.001:2Oct 2-$0.59$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$38.001:2Oct 16-$0.25$1.75
$39.00$38.001:2Sep 25-$0.06$0.94
$36.00$35.001:2Oct 16-$0.06$0.94
$38.00$37.001:2Sep 25-$0.17$0.83
$39.00$38.501:2Sep 18-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.22%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.240.511.2%3.22%4.41%505.1K
$40.00Oct 16$0.840.413.8%2.18%5.97%1636
$41.00Oct 16$0.580.326.4%1.50%7.89%--92
$40.00Oct 23$0.700.433.8%1.82%5.60%11
$40.00Oct 9$0.440.343.8%1.14%4.93%--207
$42.00Oct 16$0.150.229.0%0.39%9.37%--148
$39.50Oct 2$0.390.472.5%1.01%3.50%--50
$45.00Oct 16$0.060.1116.8%0.16%16.92%--13
$40.00Oct 2$0.210.343.8%0.54%4.33%--271
$39.00Sep 25$0.440.431.2%1.14%2.34%--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 581
Total Puts 69
Put/Call Ratio 0.12
Net Difference 512

Prior's Put/Call Breakdown

Total Calls 2,036
Total Puts 199
Put/Call Ratio 0.10
Net Difference 1,837

Prior 7-Day Put/Call Summary

Total Calls 77,210
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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