Tour v527
TEVA
TEVA PHARMACEUTICAL
$38.53 -0.50%
9/15 10:35

Option Volume

Detail
Current (09/15 10:35am) 661
Calls: 592 (90%)
Puts: 69 (10%)
Prior (09/02) 2,257
Calls: 2,056 (91%)
Puts: 201 (9%)
Current vs Prior -70.71%
Calls: -71.21% (Calls)
Puts: -65.67% (Puts)
Prior 7-Day Total 107,800
Calls: 77,333 (72%)
Puts: 30,467 (28%)
Prior 7-Day Average 15,400
Calls: 11,047 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -95.71%
Calls: -94.64%
Puts: -98.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15 10:35am) $456.6K
Calls: $450.3K (99%)
Puts: $6.3K (1%)
Prior (09/02) $163.4K
Calls: $133.2K (82%)
Puts: $30.2K (18%)
Current vs Prior +179.41%
Calls: +238.04%
Puts: -79.19%
Prior 7-Day Total $17.00M
Calls: $12.88M (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 -81.20%
Calls: -75.53%
Puts: -98.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15 10:35am) 0.12
Prior (09/02) 0.10
Current vs Prior +19.22%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -78.08%
Sentiment BULLISH

Open Interest

Detail
Current (09/15 10:35am) 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% | 4.65%3.50% | 10.07%
Prior 3.88% | 7.41%7.16% | 11.46%
Current vs Prior -9.80% | -37.31%-51.08% | -12.13%
Prior 7-Day Avg 6.44% | 8.60%8.26% | 12.39%
Current vs 7-Day Avg -45.62% | -45.98%-57.57% | -18.74%
Prior 7-Day Eod 3.88% | 7.41%4.77% | 10.27%
Current vs 7-Day Eod -9.80% | -37.31%-26.58% | -1.97%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Prior 91.66% | 136.49%
Calls: 65.00% | 139.02%
Puts: 118.33% | 133.96%
Current vs Prior -14.53% | -77.95%
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% | -47.94%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($450.3K) vs puts ($6.3K). Massive premium surge with dollar volume up 179% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (592 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
10:35BULLISHBULLISHBULLISH
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. 38 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 186.858.35$7.6019.7%--0.98648
$32.00Sep 186.356.75$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
$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%--0.6722
$39.00Sep 180.441.11$0.7885.9%--0.64118
$40.00Oct 161.992.66$2.3328.8%--0.6110
$39.00Sep 250.641.23$0.9462.8%--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%500.515.1K
$41.00Oct 300.001.77$0.89198.9%110.32--
$32.00Sep 186.356.75$6.556.1%80.981.5K
$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. 9 strikes (avg 33.5%, max 67.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.50Sep 18Sep 2554.7%32.6%67.6%--112
$37.00Sep 18Oct 3050.9%34.6%47.3%--12.0K
$38.00Sep 18Oct 3041.9%33.6%24.7%--3.0K
$38.50Sep 18Sep 2535.7%30.2%17.9%297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.50Sep 18Oct 265.3%42.0%55.5%267
$37.50Sep 18Oct 254.7%37.7%45.1%--119
$37.00Sep 18Oct 1650.9%41.5%22.8%--915
$38.00Sep 18Oct 1641.9%36.2%15.7%--901
$39.00Sep 18Sep 2533.2%31.8%4.6%--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 2.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$40.00Oct 23$3.94$2.06$3.9488%0.52$37.94
$35.00$36.00Sep 25$0.45$0.55$0.4588%1.22$35.45
$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
$38.00$37.00Oct 16$0.18$0.82$0.1841%4.56$37.82
$34.00$32.00Oct 2$0.10$1.90$0.1015%19.00$33.90
$38.00$37.00Sep 25$0.17$0.83$0.1737%4.88$37.83
$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$0.64$0.64$0.3649%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$0.3573%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
$37.00$36.00Oct 16$0.38$0.38$0.6267%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 $0.32, cheapest $0.11)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1141.9%27.9%
$38.50Sep 18Sep 25$0.2835.7%30.2%
$39.00Sep 18Sep 25$0.3133.2%31.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Sep 18Sep 25$0.1141.9%27.9%
$39.00Sep 18Sep 25$0.1633.2%31.8%
$40.00Oct 9Oct 16$0.2329.8%35.5%
$38.50Sep 18Oct 2$1.0535.7%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.73% of stock, avg 6.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.50Sep 18$0.57$0.48$1.05$37.45$39.552.73%
$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$0.99$0.47$1.46$36.54$39.463.79%
$39.00Sep 25$0.62$0.94$1.56$37.44$40.564.05%
$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 2.68%)

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$0.1661%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$0.5358%0.89$35.53$43.47
37/3840/40Sep 18$0.32$0.1844%1.78$37.18$39.82
36/3743/44Oct 16$0.53$0.4749%1.13$36.47$43.53
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. 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$0.847%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
$37.00$38.00$39.00Sep 25$0.30$0.7035%2.33
$38.00$38.50$39.00Sep 18$0.18$0.3229%1.78

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
$37.50$38.001:2Sep 25-$0.28$0.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$38.001:2Oct 16-$0.19$1.81
$39.00$38.001:2Sep 25$0.00$1.00
$38.00$37.001:2Sep 25-$0.13$0.87
$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 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 16$1.260.511.2%3.27%4.49%505.1K
$40.00Oct 16$0.840.413.8%2.18%6.00%1636
$41.00Oct 16$0.580.326.4%1.51%7.92%--92
$40.00Oct 23$0.700.433.8%1.82%5.63%11
$40.00Oct 9$0.440.333.8%1.14%4.96%--207
$42.00Oct 16$0.150.229.0%0.39%9.40%--148
$39.50Oct 2$0.390.472.5%1.01%3.53%--50
$45.00Oct 16$0.060.1116.8%0.16%16.95%--13
$40.00Oct 2$0.210.343.8%0.55%4.36%--271
$39.00Sep 25$0.440.431.2%1.14%2.36%--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 592
Total Puts 69
Put/Call Ratio 0.12
Net Difference 523

Prior's Put/Call Breakdown

Total Calls 2,056
Total Puts 201
Put/Call Ratio 0.10
Net Difference 1,855

Prior 7-Day Put/Call Summary

Total Calls 77,333
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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