Tour v533
TEVA
TEVA PHARMACEUTICAL
$42.32 +3.98%
◀ 11/3 14:07 ▶

Option Volume

Detail
ℹ
Current (11/03 2:05pm) 13,912
Calls: 10,867 (78%)
Puts: 3,045 (22%)
Prior (11/02) 7,058
Calls: 4,379 (62%)
Puts: 2,679 (38%)
Current vs Prior +97.11%
Calls: +148.16% (Calls)
Puts: +13.66% (Puts)
Prior 7-Day Total 88,780
Calls: 72,246 (81%)
Puts: 16,534 (19%)
Prior 7-Day Average 12,682
Calls: 10,320 (81%)
Puts: 2,362 (19%)
Current vs Prior 7-Day Avg +9.69%
Calls: +5.29%
Puts: +28.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03 2:05pm) $6.32M
Calls: $6.19M (98%)
Puts: $128.0K (2%)
Prior (11/02) $2.15M
Calls: $1.90M (89%)
Puts: $247.3K (11%)
Current vs Prior +193.87%
Calls: +225.32%
Puts: -48.26%
Prior 7-Day Total $15.51M
Calls: $12.84M (83%)
Puts: $2.67M (17%)
Prior 7-Day Average $2.22M
Calls: $1.83M (83%)
Puts: $381.1K (17%)
Current vs Prior 7-Day Avg +185.32%
Calls: +237.62%
Puts: -66.42%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03 2:05pm) 0.28
Prior (11/02) 0.61
Current vs Prior -54.20%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -12.65%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03 2:05pm) 290,842
Calls: 192,924 (66%)
Puts: 97,918 (34%)
Prior (11/02) 286,845
Calls: 191,946 (67%)
Puts: 94,899 (33%)
Current vs Prior +1.39%
Prior 7-Day Total 2,804,858
Calls: 1,949,811 (70%)
Puts: 855,047 (30%)
Prior 7-Day Average 400,694
Calls: 278,544 (70%)
Puts: 122,149 (30%)
Current vs Prior 7-Day Avg -27.42%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.23% | 6.00%7.30% | 11.11%
Prior 3.81% | 5.16%5.16% | 12.72%
Current vs Prior +11.12% | +16.42%+41.63% | -12.69%
Prior 7-Day Avg 4.83% | 6.63%7.35% | 12.20%
Current vs 7-Day Avg -12.45% | -9.49%-0.69% | -8.93%
Prior 7-Day Eod 3.81% | 5.16%9.58% | 13.10%
Current vs 7-Day Eod +11.12% | +16.42%-23.80% | -15.19%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.51% | 12.75%
Calls: 17.02% | 10.37%
Puts: 20.00% | 15.13%
Prior 106.65% | 36.71%
Calls: 42.00% | 24.75%
Puts: 171.30% | 48.67%
Current vs Prior -82.64% | -65.27%
Prior 7-Day Avg 81.74% | 49.88%
Calls: 81.70% | 41.22%
Puts: 81.78% | 58.54%
Current vs 7-Day Avg -77.35% | -74.44%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($6.19M) vs puts ($128.0K). Massive premium surge with dollar volume up 194% vs prior. Dollar volume significantly above 7-day average (185% higher). Above-average activity with volume up 97% vs prior.

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

📈 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 10 of results (avg 7.9%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Dec 183.503.70$3.605.6%500.7017.8K
$45.00Dec 181.031.11$1.077.5%570.3318.4K
$41.00Nov 131.922.07$2.007.5%270.709
$37.00Dec 185.756.20$5.987.5%630.87278
$34.00Dec 188.208.90$8.558.2%800.961.1K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Dec 182.742.94$2.847.0%80.60--
$43.50Nov 131.691.85$1.779.0%--0.6571
$44.50Nov 202.622.87$2.759.1%40.71--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.72, cheapest $0.51)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Nov 60.460.55$0.5117.6%2080.3870
$42.50Nov 60.650.76$0.7115.5%820.4826
$42.00Nov 60.861.02$0.9417.0%3010.5866
$43.50Nov 130.600.73$0.6719.4%20.368
$43.00Nov 130.800.91$0.8612.8%1050.4218
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Nov 68.059.10$8.5712.3%120.9914
$35.50Nov 66.308.25$7.2826.8%120.983
$36.50Nov 65.457.25$6.3528.3%120.981
$37.00Nov 65.106.10$5.6017.9%160.9635
$34.00Dec 188.208.90$8.558.2%800.961.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.50Nov 64.106.35$5.2343.0%31.001
$46.50Nov 63.155.40$4.2852.6%30.85--
$48.50Nov 65.107.05$6.0732.1%30.852
$44.50Nov 202.622.87$2.759.1%40.71--
$45.00Dec 43.203.60$3.4011.8%--0.6910

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 4.8K, top 719)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.50Nov 130.350.47$0.4129.3%7190.251
$42.00Nov 60.861.02$0.9417.0%3010.5866
$43.00Nov 60.460.55$0.5117.6%2080.3870
$43.00Nov 201.051.32$1.1922.7%1680.452.8K
$41.00Nov 202.102.36$2.2311.7%1670.671.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Nov 200.450.63$0.5433.3%5430.24891
$38.50Nov 200.200.47$0.3479.4%1590.15302
$41.00Nov 60.240.35$0.3036.7%1340.24289
$42.50Nov 60.760.93$0.8520.0%1320.528
$40.00Nov 60.100.19$0.1560.0%1220.13142

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 52.2%, max 150.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Nov 6Dec 1887.5%35.7%145.5%33695
$48.00Nov 13Dec 1869.9%34.8%100.6%418
$41.00Nov 6Dec 1851.9%34.3%51.0%1411.1K
$42.00Nov 6Dec 1849.8%33.7%47.8%31212.1K
$44.00Nov 6Dec 1851.8%35.6%45.4%31588
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Nov 6Nov 20112.6%45.0%150.5%161445
$41.00Nov 6Dec 1851.9%34.3%51.0%136331
$40.50Nov 6Nov 2054.3%39.5%37.5%18164
$41.50Nov 6Nov 2049.7%38.3%29.8%149
$43.00Nov 6Nov 2050.4%40.0%26.0%2186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 3.00, avg 2.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$39.00Nov 20$0.25$0.75$0.2588%3.00$38.25
$39.00$39.50Nov 13$0.10$0.40$0.1088%4.00$39.10
$36.00$36.50Nov 6$0.25$0.25$0.2594%1.00$36.25
$39.00$39.50Nov 6$0.28$0.22$0.2892%0.79$39.28
$34.50$35.00Nov 6$0.28$0.22$0.2888%0.79$34.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$40.00Nov 13$0.20$0.80$0.2030%4.00$40.80
$41.50$41.00Nov 20$0.16$0.34$0.1638%2.12$41.34
$40.00$39.00Nov 20$0.17$0.83$0.1724%4.88$39.83
$41.50$41.00Nov 6$0.12$0.38$0.1232%3.17$41.38
$43.50$42.00Nov 13$0.82$0.68$0.8264%0.83$42.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 6.14, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$49.00$50.00Nov 27$0.86$0.86$0.1474%6.14$49.86
$49.00$50.00Nov 13$0.33$0.33$0.6784%0.49$49.33
$47.00$47.50Nov 6$0.24$0.24$0.2686%0.92$47.24
$49.00$50.00Nov 20$0.27$0.27$0.7386%0.37$49.27
$45.00$45.50Nov 20$0.18$0.18$0.3273%0.56$45.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.00$36.00Nov 20$0.53$0.53$0.4782%1.13$36.47
$35.00$34.00Nov 6$0.37$0.37$0.6389%0.59$34.63
$38.50$38.00Nov 6$0.34$0.34$0.1683%2.12$38.16
$36.00$35.50Nov 6$0.11$0.11$0.3994%0.28$35.89
$36.00$35.00Dec 18$0.13$0.13$0.8790%0.15$35.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.39, cheapest $0.59)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.00Nov 6Nov 13$0.4149.8%39.8%
$43.00Nov 6Nov 13$0.3550.4%40.6%
$41.50Nov 6Nov 13$0.4049.7%40.5%
$42.50Nov 6Nov 13$0.3850.1%41.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$42.50Nov 6Nov 20$0.5950.1%39.7%
$43.00Nov 6Nov 20$0.5750.4%40.0%
$42.00Nov 6Nov 13$0.3449.8%39.8%
$41.50Nov 6Nov 13$0.3349.7%40.5%
$45.00Dec 4Dec 18$0.1537.4%35.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 3.66% of stock, avg 7.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$42.00Nov 6$0.94$0.61$1.55$40.45$43.553.66%
$42.50Nov 6$0.71$0.85$1.56$40.94$44.063.69%
$43.00Nov 6$0.51$1.14$1.65$41.35$44.653.90%
$41.50Nov 6$1.27$0.42$1.69$39.81$43.193.99%
$41.00Nov 6$1.71$0.30$2.01$38.99$43.014.75%
$42.00Nov 13$1.35$0.95$2.30$39.70$44.305.43%
$41.50Nov 13$1.67$0.75$2.42$39.08$43.925.72%
$43.50Nov 13$0.67$1.77$2.44$41.06$45.945.77%
$41.00Nov 13$2.00$0.56$2.56$38.44$43.566.05%
$40.00Nov 6$2.47$0.15$2.62$37.38$42.626.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.09% of stock, avg 3.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.00$40.50Nov 6$0.25$0.21$0.46$40.04$44.46
$46.00$40.50Nov 6$0.28$0.21$0.49$40.01$46.49
$44.00$41.00Nov 6$0.25$0.30$0.55$40.45$44.55
$43.50$40.50Nov 6$0.35$0.21$0.56$39.94$44.06
$46.00$41.00Nov 6$0.28$0.30$0.58$40.42$46.58
$43.50$41.00Nov 6$0.35$0.30$0.65$40.35$44.15
$46.00$38.50Nov 6$0.28$0.41$0.69$37.81$46.69
$44.00$38.50Nov 6$0.25$0.41$0.66$37.84$44.66
$44.00$41.50Nov 6$0.25$0.42$0.67$40.83$44.67
$43.50$41.50Nov 6$0.35$0.42$0.77$40.73$44.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 4.00, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3749/50Nov 20$0.80$0.2068%4.00$36.20$49.80
36/3748/49Nov 20$0.74$0.2663%2.85$36.26$48.74
34/3547/48Nov 6$0.61$0.3976%1.56$34.39$47.61
36/3745/46Nov 20$0.71$0.2956%2.45$36.29$45.71
36/3647/48Nov 6$0.35$0.1580%2.33$35.65$47.35
36/3744/44Nov 20$0.70$0.3048%2.33$36.30$44.70
41/4247/48Nov 6$0.36$0.1454%2.57$41.14$47.36
39/4049/50Nov 13$0.49$0.5164%0.96$39.51$49.49
40/4149/50Nov 13$0.53$0.4753%1.13$40.47$49.53
39/4049/50Nov 20$0.44$0.5662%0.79$39.56$49.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$43.00$44.00$45.00Nov 27$0.07$0.9318%13.29
$40.00$41.00$42.00Nov 27$0.08$0.9219%11.50
$46.00$47.00$48.00Dec 18$0.05$0.9511%19.00
$42.00$43.00$44.00Nov 27$0.11$0.8919%8.09
$43.00$43.50$44.00Nov 6$0.06$0.4416%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.50$42.00$42.50Nov 6$0.05$0.4520%9.00
$42.00$42.50$43.00Nov 6$0.05$0.4520%9.00
$40.00$41.00$42.00Dec 4$0.09$0.9117%10.11
$41.00$41.50$42.00Nov 6$0.07$0.4318%6.14
$34.00$35.00$36.00Dec 18$0.06$0.946%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.13, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$47.001:2Dec 4$0.00$2.00
$39.00$41.001:2Dec 4-$1.11$0.89
$47.50$49.001:2Nov 6-$0.03$1.47
$46.00$47.001:2Nov 27-$0.16$0.84
$44.00$44.501:2Nov 6-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.50$42.001:2Nov 13-$0.13$1.37
$40.00$38.001:2Dec 4-$0.01$1.99
$44.50$43.001:2Nov 20-$0.67$0.83
$41.00$40.001:2Nov 13-$0.16$0.84
$39.00$38.501:2Nov 13-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.06%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$43.00Dec 18$1.720.481.6%4.06%5.67%111.2K
$44.00Dec 18$1.310.414.0%3.10%7.07%3558
$45.00Dec 18$1.030.336.3%2.43%8.77%5718.4K
$43.00Dec 11$1.550.471.6%3.66%5.27%--34
$46.00Dec 18$0.730.288.7%1.72%10.42%21516
$46.00Dec 11$0.620.278.7%1.47%10.16%4--
$47.00Dec 18$0.530.2211.1%1.25%12.31%451
$45.00Dec 4$0.700.316.3%1.65%7.99%--30
$43.00Nov 27$1.170.451.6%2.76%4.37%--13
$44.00Nov 27$0.820.364.0%1.94%5.91%360

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 10,867
Total Puts 3,045
Put/Call Ratio 0.28
Net Difference 7,822

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 72,246
Total Puts 16,534
Average Put/Call Ratio 0.32
Ratio Trend Falling

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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