Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.54 -0.46%
9/15 10:30

Option Volume

Detail
Current (09/15 10:30am) 658
Calls: 589 (90%)
Puts: 69 (10%)
Prior (09/02) 2,240
Calls: 2,039 (91%)
Puts: 201 (9%)
Current vs Prior -70.62%
Calls: -71.11% (Calls)
Puts: -65.67% (Puts)
Prior 7-Day Total 107,792
Calls: 77,325 (72%)
Puts: 30,467 (28%)
Prior 7-Day Average 15,398
Calls: 11,046 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -95.73%
Calls: -94.67%
Puts: -98.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:30am) $451.0K
Calls: $444.7K (99%)
Puts: $6.3K (1%)
Prior (09/02) $157.5K
Calls: $127.3K (81%)
Puts: $30.2K (19%)
Current vs Prior +186.25%
Calls: +249.20%
Puts: -79.18%
Prior 7-Day Total $16.99M
Calls: $12.87M (76%)
Puts: $4.12M (24%)
Prior 7-Day Average $2.43M
Calls: $1.84M (76%)
Puts: $588.9K (24%)
Current vs Prior 7-Day Avg -81.42%
Calls: -75.81%
Puts: -98.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:30am) 0.12
Prior (09/02) 0.10
Current vs Prior +18.84%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -78.00%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:30am) 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% | 4.77%3.50% | 10.07%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -9.82% | -35.57%-51.09% | -12.15%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -45.63% | -44.49%-57.58% | -18.76%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -9.82% | -35.57%-26.60% | -1.99%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 33.05%
Calls: 68.52% | 42.05%
Puts: 88.16% | 24.05%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -14.53% | -75.79%
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% | -42.82%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($444.7K) vs puts ($6.3K). Massive premium surge with dollar volume up 186% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (589 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
10:30BULLISHBULLISHBULLISH
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 1 of results (avg 6.1%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 186.356.75$6.556.1%80.981.5K
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 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--0.98648
$32.00Sep 186.356.75$6.556.1%80.981.5K
$33.00Sep 185.056.45$5.7524.3%--0.983.2K
$34.00Sep 184.055.15$4.6023.9%--0.962.6K
$34.00Oct 234.505.70$5.1023.5%--0.9520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Sep 180.791.36$1.0852.8%--0.7558
$40.00Oct 91.742.45$2.1033.8%--0.6722
$39.00Sep 180.441.11$0.7885.9%--0.65118
$40.00Oct 161.992.66$2.3328.8%--0.6110
$39.00Sep 250.641.27$0.9665.6%--0.58138

Most actively traded options today. High liquidity = easy entry/exit. 13 active (total vol 105, top 50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 161.262.21$1.7454.6%500.505.1K
$41.00Oct 300.001.77$0.89198.9%110.34--
$32.00Sep 186.356.75$6.556.1%80.981.5K
$39.50Sep 180.140.34$0.2483.3%40.28187
$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%10.1839
$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. 9 strikes (avg 30.7%, max 58.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Sep 18Sep 2554.6%34.4%58.8%--112
$37.00Sep 18Oct 3050.9%36.2%40.6%--12.0K
$38.00Sep 18Oct 3041.9%35.5%18.0%--3.0K
$38.50Sep 18Sep 2535.5%31.2%13.9%297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 265.3%42.0%55.5%267
$37.50Sep 18Oct 254.6%37.6%45.2%--119
$37.00Sep 18Oct 1650.9%40.4%26.0%--915
$38.00Sep 18Oct 1641.9%35.7%17.3%--901
$39.00Sep 18Sep 2533.2%32.9%0.8%--256

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 0.52, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$40.00Oct 23$3.94$2.06$3.9495%0.52$37.94
$35.00$36.00Sep 25$0.45$0.55$0.4588%1.22$35.45
$35.00$37.00Oct 30$1.10$0.90$1.1081%0.82$36.10
$36.00$37.00Oct 16$0.30$0.70$0.3076%2.33$36.30
$35.00$36.00Oct 16$0.58$0.42$0.5884%0.72$35.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 16$0.21$0.79$0.2142%3.76$37.79
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$38.00$37.00Sep 25$0.18$0.82$0.1838%4.56$37.82
$38.50$38.00Sep 18$0.12$0.38$0.1248%3.17$38.38
$39.50$39.00Sep 18$0.30$0.20$0.3075%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$0.64$0.64$0.3650%1.78$39.64
$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$0.3572%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$0.6875%0.47$35.68
$37.00$36.00Oct 16$0.38$0.38$0.6266%0.61$36.62
$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

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.33, cheapest $0.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1241.9%29.1%
$38.50Sep 18Sep 25$0.3135.5%31.2%
$39.00Sep 18Sep 25$0.3333.2%32.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1241.9%29.1%
$39.00Sep 18Sep 25$0.1833.2%32.9%
$40.00Oct 9Oct 16$0.2330.0%36.8%
$38.50Sep 18Oct 2$1.0535.5%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 6.82%)

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$1.00$0.48$1.48$36.52$39.483.84%
$39.00Sep 25$0.64$0.96$1.60$37.40$40.604.15%
$37.50Sep 18$1.30$0.36$1.66$35.84$39.164.31%
$37.00Sep 18$1.73$0.19$1.92$35.08$38.924.98%
$37.00Sep 25$1.65$0.30$1.95$35.05$38.955.06%
$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 2.91%)

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 $0.41)

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
36/3741/42Oct 16$0.77$0.2335%3.35$36.23$41.77
37/3840/41Sep 18$0.36$0.1450%2.57$37.14$40.86
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$0.5357%0.89$35.53$43.47
37/3840/40Sep 18$0.32$0.1844%1.78$37.18$39.82
36/3743/44Oct 16$0.53$0.4749%1.13$36.47$43.53
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 15.67, 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$0.846%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$36.00$37.00Oct 16$0.06$0.9417%15.67
$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
$38.00$38.50$39.00Sep 18$0.18$0.3230%1.78
$37.00$38.00$39.00Sep 25$0.30$0.7034%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.71, 49 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
$37.00$38.001:2Oct 2-$0.43$0.57
$38.50$39.001:2Sep 18-$0.05$0.45
$43.00$44.001:2Oct 16-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$38.001:2Oct 16-$0.25$1.75
$39.00$38.001:2Sep 25$0.00$1.00
$38.00$37.001:2Sep 25-$0.12$0.88
$36.00$35.001:2Oct 16-$0.06$0.94
$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 3.27%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.260.501.2%3.27%4.46%505.1K
$40.00Oct 16$0.840.403.8%2.18%5.97%1636
$41.00Oct 16$0.580.326.4%1.50%7.89%--92
$40.00Oct 23$0.700.363.8%1.82%5.60%11
$40.00Oct 9$0.440.333.8%1.14%4.93%--207
$42.00Oct 16$0.150.219.0%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 589
Total Puts 69
Put/Call Ratio 0.12
Net Difference 520

Prior's Put/Call Breakdown

Total Calls 2,039
Total Puts 201
Put/Call Ratio 0.10
Net Difference 1,838

Prior 7-Day Put/Call Summary

Total Calls 77,325
Total Puts 30,467
Average Put/Call Ratio 0.53
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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