Tour v533
TEVA
TEVA PHARMACEUTICAL
$40.82 -3.02%
◀ 11/2 14:09 ▶

Option Volume

Detail
ℹ
Current (11/02 2:05pm) 7,058
Calls: 4,379 (62%)
Puts: 2,679 (38%)
Prior (10/09) 4,399
Calls: 3,899 (89%)
Puts: 500 (11%)
Current vs Prior +60.45%
Calls: +12.31% (Calls)
Puts: +435.80% (Puts)
Prior 7-Day Total 107,803
Calls: 77,336 (72%)
Puts: 30,467 (28%)
Prior 7-Day Average 15,400
Calls: 11,048 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -54.17%
Calls: -60.36%
Puts: -38.45%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02 2:05pm) $2.15M
Calls: $1.90M (89%)
Puts: $247.3K (11%)
Prior (10/09) $1.30M
Calls: $1.26M (98%)
Puts: $32.2K (2%)
Current vs Prior +65.94%
Calls: +50.61%
Puts: +666.88%
Prior 7-Day Total $17.01M
Calls: $12.89M (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 -11.47%
Calls: +3.42%
Puts: -58.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02 2:05pm) 0.61
Prior (10/09) 0.13
Current vs Prior +377.07%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +15.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02 2:05pm) 286,845
Calls: 191,946 (67%)
Puts: 94,899 (33%)
Prior (10/09) 302,855
Calls: 198,018 (65%)
Puts: 104,837 (35%)
Current vs Prior -5.29%
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 -32.23%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.81% | 8.92%9.77% | 13.01%
Prior 3.50% | 4.65%3.50% | 10.07%
Current vs Prior +123.04% | +91.94%+178.97% | +29.18%
Prior 7-Day Avg 6.02% | 8.04%6.69% | 12.15%
Current vs 7-Day Avg +29.75% | +10.98%+46.11% | +7.08%
Prior 7-Day Eod 3.50% | 4.65%10.17% | 13.28%
Current vs 7-Day Eod +123.04% | +91.94%-3.88% | -2.05%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.47% | 15.96%
Calls: 13.25% | 15.26%
Puts: 15.69% | 16.67%
Prior 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs Prior -81.53% | -46.96%
Prior 7-Day Avg 73.71% | 53.84%
Calls: 80.49% | 47.31%
Puts: 66.95% | 60.37%
Current vs 7-Day Avg -80.37% | -70.36%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.90M) vs puts ($247.3K). Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 60% vs prior. Bullish P/C ratio of 0.61.

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
14:05BULLISHBULLISHBULLISH
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 2 of results (avg 9.2%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Nov 62.512.73$2.628.4%130.7141
$40.00Nov 272.302.54$2.429.9%--0.5931
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. 52 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Nov 207.659.20$8.4318.4%--1.00100
$33.50Nov 66.958.20$7.5716.5%780.992
$34.00Nov 66.657.80$7.2315.9%820.982
$34.50Nov 66.107.25$6.6817.2%760.973
$35.00Nov 65.656.75$6.2017.7%140.979
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Nov 66.157.55$6.8520.4%10.94--
$48.50Nov 66.858.00$7.4315.5%30.93--
$47.50Nov 65.557.10$6.3224.5%10.93--
$46.00Nov 64.355.70$5.0326.8%20.90--
$47.00Nov 205.606.75$6.1818.6%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 4.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.50Nov 201.451.73$1.5917.6%1.0K0.4734
$41.00Nov 61.291.52$1.4116.3%4140.50683
$39.50Nov 62.072.37$2.2213.5%2310.66242
$46.00Nov 60.150.20$0.1827.8%890.10101
$33.00Nov 67.608.70$8.1513.5%840.902
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Nov 61.411.65$1.5315.7%3730.504
$37.50Nov 200.470.63$0.5529.1%2060.202
$36.00Nov 270.231.02$0.63125.4%1340.18--
$38.00Nov 270.650.85$0.7526.7%1310.25--
$43.00Nov 202.833.30$3.0715.3%1150.6625

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 76.7%, max 110.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$43.00Nov 6Dec 1190.1%42.8%110.6%1388
$45.00Nov 6Dec 490.9%44.9%102.7%16381
$39.00Nov 6Dec 485.3%43.4%96.6%1641
$40.00Nov 6Nov 2785.2%44.2%92.9%868
$44.00Nov 6Nov 2789.0%46.6%90.8%1575
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Nov 6Dec 490.9%44.9%102.7%110
$40.00Nov 6Nov 2785.2%44.2%92.9%50196
$39.00Nov 6Nov 2785.3%44.3%92.6%44191
$38.00Nov 6Dec 480.2%43.7%83.7%4278
$43.00Nov 6Nov 2090.1%51.1%76.1%11685

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 0.54, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$37.00Nov 20$1.30$0.70$1.3091%0.54$36.30
$36.00$36.50Nov 6$0.15$0.35$0.1593%2.33$36.15
$35.00$35.50Nov 6$0.32$0.18$0.3297%0.56$35.32
$40.00$41.00Nov 27$0.44$0.56$0.4459%1.27$40.44
$39.00$40.00Nov 20$0.54$0.46$0.5468%0.85$39.54
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$44.50$43.00Nov 6$0.84$0.66$0.8481%0.79$43.66
$38.00$36.00Nov 27$0.12$1.88$0.1225%15.67$37.88
$44.00$43.50Nov 13$0.23$0.27$0.2374%1.17$43.77
$42.00$41.50Nov 20$0.24$0.26$0.2458%1.08$41.76
$38.50$38.00Nov 20$0.10$0.40$0.1028%4.00$38.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 0.39, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$45.00$46.00Nov 27$0.28$0.28$0.7277%0.39$45.28
$43.00$43.50Nov 6$0.23$0.23$0.2769%0.85$43.23
$42.50$43.00Nov 20$0.26$0.26$0.2461%1.08$42.76
$46.00$47.00Nov 13$0.16$0.16$0.8484%0.19$46.16
$45.00$45.50Nov 20$0.14$0.14$0.3678%0.39$45.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$36.00Nov 13$0.36$0.36$1.6477%0.22$37.64
$36.00$35.00Nov 27$0.22$0.22$0.7882%0.28$35.78
$38.50$38.00Nov 6$0.17$0.17$0.3376%0.52$38.33
$38.00$37.00Dec 4$0.29$0.29$0.7173%0.41$37.71
$37.00$36.50Nov 6$0.11$0.11$0.3988%0.28$36.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.22, cheapest $0.21)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Nov 6Nov 20$0.4385.4%49.6%
$43.00Nov 6Nov 13$0.1390.1%60.6%
$41.50Nov 6Nov 13$0.1788.1%60.3%
$42.00Nov 6Nov 13$0.1787.8%60.2%
$40.00Nov 6Nov 13$0.2285.2%58.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$43.00Nov 6Nov 20$0.2190.1%51.1%
$42.00Nov 6Nov 20$0.2987.8%51.3%
$41.50Nov 6Nov 13$0.1988.1%60.3%
$40.50Nov 6Nov 13$0.2085.4%58.2%
$40.00Nov 6Nov 13$0.2085.2%58.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 7.20% of stock, avg 9.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$41.00Nov 6$1.41$1.53$2.94$38.06$43.947.20%
$40.50Nov 6$1.66$1.30$2.96$37.54$43.467.25%
$40.00Nov 6$1.96$1.07$3.03$36.97$43.037.42%
$41.50Nov 6$1.23$1.80$3.03$38.47$44.537.42%
$39.50Nov 6$2.22$0.87$3.09$36.41$42.597.57%
$42.00Nov 6$1.03$2.12$3.15$38.85$45.157.72%
$39.00Nov 6$2.62$0.70$3.32$35.68$42.328.13%
$41.00Nov 13$1.59$1.74$3.33$37.67$44.338.16%
$41.50Nov 13$1.40$1.99$3.39$38.11$44.898.30%
$40.00Nov 13$2.18$1.27$3.45$36.55$43.458.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 2.01% of stock, avg 5.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$47.00$35.00Nov 27$0.41$0.41$0.82$34.18$47.82
$47.00$36.00Nov 27$0.41$0.63$1.04$34.96$48.04
$45.00$35.00Nov 27$0.62$0.41$1.03$33.97$46.03
$47.00$37.00Dec 4$0.47$0.64$1.11$35.89$48.11
$43.50$39.00Nov 6$0.52$0.70$1.22$37.78$44.72
$47.00$38.00Nov 27$0.41$0.75$1.16$36.84$48.16
$44.00$38.00Nov 13$0.66$0.60$1.26$36.74$45.26
$45.00$36.00Nov 27$0.62$0.63$1.25$34.75$46.25
$45.00$38.00Nov 27$0.62$0.75$1.37$36.63$46.37
$45.00$37.00Dec 4$0.77$0.64$1.41$35.59$46.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 2.12, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3743/44Nov 6$0.34$0.1656%2.12$36.66$43.34
35/3645/46Nov 27$0.50$0.5059%1.00$35.50$45.50
38/3943/44Nov 6$0.39$0.1140%3.55$38.61$43.39
38/3945/46Nov 20$0.34$0.1646%2.12$38.66$45.34
38/3845/46Nov 20$0.30$0.2053%1.50$37.70$45.30
38/3944/44Nov 20$0.37$0.1336%2.85$38.63$43.87
38/3944/45Nov 20$0.34$0.1642%2.12$38.66$44.84
38/3844/44Nov 20$0.33$0.1744%1.94$37.67$43.83
38/3844/45Nov 20$0.30$0.2050%1.50$37.70$44.80
38/3945/46Nov 27$0.60$0.4045%1.50$38.40$45.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$40.50$41.00Nov 6$0.05$0.4511%9.00
$46.00$47.00$48.00Nov 20$0.07$0.938%13.29
$42.00$42.50$43.00Nov 13$0.06$0.448%7.33
$40.50$41.00$41.50Nov 6$0.07$0.4310%6.14
$41.00$42.00$43.00Nov 27$0.13$0.8716%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$39.00$40.00Nov 27$0.09$0.9116%10.11
$35.00$36.00$37.00Nov 20$0.07$0.9310%13.29
$41.00$41.50$42.00Nov 6$0.05$0.4510%9.00
$34.00$35.00$36.00Nov 20$0.06$0.946%15.67
$38.00$39.00$40.00Nov 13$0.13$0.8717%6.69

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 $-0.79, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$39.001:2Nov 6-$0.89$1.11
$45.00$47.001:2Dec 4-$0.17$1.83
$45.00$46.001:2Nov 27-$0.06$0.94
$46.00$47.001:2Nov 20-$0.13$0.87
$47.00$48.001:2Nov 20-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$46.00$43.001:2Nov 20-$0.79$2.21
$43.50$41.501:2Nov 13-$0.68$1.32
$36.00$35.001:2Nov 13$0.00$1.00
$35.00$33.001:2Nov 13-$0.04$1.96
$34.00$33.001:2Nov 20$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 2.79%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$43.00Dec 11$1.140.385.3%2.79%8.13%--34
$41.00Nov 27$1.790.510.4%4.39%4.83%1612
$42.00Nov 27$1.360.432.9%3.33%6.22%1675
$43.00Nov 27$1.010.365.3%2.47%7.81%--13
$41.50Nov 20$1.450.471.7%3.55%5.22%1.0K34
$41.00Nov 20$1.640.510.4%4.02%4.46%191.4K
$42.50Nov 20$1.070.394.1%2.62%6.74%395
$42.00Nov 20$1.230.422.9%3.01%5.90%15.2K
$44.00Nov 27$0.730.297.8%1.79%9.58%--60
$45.00Dec 4$0.570.2510.2%1.40%11.64%--30

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 4,379
Total Puts 2,679
Put/Call Ratio 0.61
Net Difference 1,700

Prior's Put/Call Breakdown

Total Calls 3,899
Total Puts 500
Put/Call Ratio 0.13
Net Difference 3,399

Prior 7-Day Put/Call Summary

Total Calls 77,336
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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