Tour v528
TEVA
TEVA PHARMACEUTICAL
$40.06 +2.77%
$39.96 (-0.25%)🌙
as of 09/21 07:06 PM
9/21 19:06

Option Volume

Detail
Current (09/21) 10,182
Calls: 7,645 (75%)
Puts: 2,537 (25%)
Prior (09/18) 4,107
Calls: 3,290 (80%)
Puts: 817 (20%)
Current vs Prior +147.92%
Calls: +132.37% (Calls)
Puts: +210.53% (Puts)
Prior 7-Day Total 55,151
Calls: 38,674 (70%)
Puts: 16,477 (30%)
Prior 7-Day Average 7,878
Calls: 5,524 (70%)
Puts: 2,353 (30%)
Current vs Prior 7-Day Avg +29.23%
Calls: +38.37%
Puts: +7.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.54M
Calls: $1.30M (85%)
Puts: $238.0K (15%)
Prior (09/18) $924.5K
Calls: $891.5K (96%)
Puts: $33.0K (4%)
Current vs Prior +66.53%
Calls: +46.00%
Puts: +621.35%
Prior 7-Day Total $12.16M
Calls: $10.73M (88%)
Puts: $1.42M (12%)
Prior 7-Day Average $1.74M
Calls: $1.53M (88%)
Puts: $203.3K (12%)
Current vs Prior 7-Day Avg -11.36%
Calls: -15.13%
Puts: +17.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.33
Prior (09/18) 0.25
Current vs Prior +33.63%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -41.73%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 161,246
Calls: 119,681 (74%)
Puts: 41,565 (26%)
Prior (09/18) 206,184
Calls: 178,491 (87%)
Puts: 27,693 (13%)
Current vs Prior -21.80%
Prior 7-Day Total 988,844
Calls: 829,811 (84%)
Puts: 159,033 (16%)
Prior 7-Day Average 141,263
Calls: 118,544 (84%)
Puts: 22,719 (16%)
Current vs Prior 7-Day Avg +14.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.17% | 5.49%7.64% | 14.15%
Prior 4.52% | 5.23%1.77% | 9.00%
Current vs Prior -29.79% | +4.94%+331.53% | +57.18%
Prior 7-Day Avg 3.72% | 5.37%4.36% | 9.92%
Current vs 7-Day Avg -14.87% | +2.34%+75.38% | +42.71%
Prior 7-Day Eod 4.52% | 5.23%1.77% | 9.00%
Current vs 7-Day Eod -29.79% | +4.94%+331.53% | +57.18%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Prior 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 87.85% | 106.09%
Calls: 66.01% | 110.06%
Puts: 109.71% | 102.12%
Current vs 7-Day Avg -10.83% | -71.64%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($1.30M) vs puts ($238.0K). Elevated premium activity with dollar volume up 67% vs prior. Unusually high activity with volume up 148% vs prior - elevated interest. Extreme bullish P/C ratio of 0.33 - heavy call buying (7,645 calls vs 2,537 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

📈 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. 41 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Sep 256.007.95$6.9827.9%101.00--
$35.00Sep 254.106.00$5.0537.6%30.92--
$32.50Sep 256.458.50$7.4827.4%110.92--
$36.00Sep 253.104.90$4.0045.0%60.91223
$34.00Oct 165.857.45$6.6524.1%100.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Sep 257.158.95$8.0522.4%10.87--
$43.00Oct 302.784.75$3.7652.4%200.72--
$41.00Oct 21.152.38$1.7769.5%500.655
$42.00Oct 302.074.15$3.1166.9%20.64--
$40.50Sep 250.330.97$0.6598.5%30.61--

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 7.8K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Sep 250.190.31$0.2548.0%2.3K0.27931
$40.00Oct 161.381.55$1.4711.6%1.1K0.521.1K
$39.00Oct 161.792.45$2.1231.1%5720.645.2K
$42.00Oct 230.670.98$0.8337.3%4330.346
$37.00Oct 162.894.40$3.6541.4%2400.81449
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.50Oct 20.140.29$0.2268.2%8030.15131
$40.00Oct 20.781.02$0.9026.7%2050.482
$36.00Oct 160.160.49$0.33100.0%1280.14932
$38.00Oct 160.290.70$0.5082.0%1040.2598
$40.00Oct 161.181.45$1.3220.5%560.4878

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 11.0%, max 18.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$41.50Sep 25Oct 939.7%33.6%18.0%16308
$40.50Sep 25Oct 935.9%31.1%15.1%143146
$39.00Sep 25Oct 3037.9%33.6%13.0%44455
$39.50Sep 25Oct 935.3%31.9%10.5%9147
$40.00Sep 25Oct 2334.5%32.3%6.9%194880
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Sep 25Oct 240.7%35.1%16.0%10147
$39.00Sep 25Oct 3037.9%33.6%13.0%18802
$39.50Sep 25Oct 1635.3%32.3%9.2%2157
$40.00Sep 25Oct 3034.5%33.1%4.2%2025

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 0.75, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$38.00Oct 16$0.57$0.43$0.5781%0.75$37.57
$44.00$47.00Oct 30$0.20$2.80$0.2022%14.00$44.20
$36.00$37.00Oct 16$0.65$0.35$0.6585%0.54$36.65
$44.00$46.00Oct 23$0.11$1.89$0.1119%17.18$44.11
$34.50$35.00Sep 25$0.30$0.20$0.3087%0.67$34.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$35.00Oct 23$0.13$1.87$0.1320%14.38$36.87
$38.00$37.00Oct 16$0.11$0.89$0.1125%8.09$37.89
$39.00$38.00Oct 9$0.18$0.82$0.1834%4.56$38.82
$43.00$42.00Oct 30$0.65$0.35$0.6572%0.54$42.35
$37.00$35.00Oct 9$0.14$1.86$0.1416%13.29$36.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.22, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.50$43.00Oct 16$0.20$0.20$0.3074%0.67$42.70
$42.00$43.00Oct 30$0.37$0.37$0.6363%0.59$42.37
$41.50$44.00Oct 9$0.41$0.41$2.0968%0.20$41.91
$40.50$41.00Oct 2$0.19$0.19$0.3156%0.61$40.69
$40.50$41.00Sep 25$0.15$0.15$0.3561%0.43$40.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$34.00Oct 30$0.91$0.91$4.0962%0.22$38.09
$35.50$35.00Sep 25$0.15$0.15$0.3588%0.43$35.35
$39.00$38.00Oct 16$0.38$0.38$0.6264%0.61$38.62
$40.00$39.00Oct 9$0.50$0.50$0.5051%1.00$39.50
$40.00$39.00Oct 30$0.44$0.44$0.5653%0.79$39.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.39, cheapest $0.33)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Sep 25Oct 2$0.4835.3%33.4%
$40.00Sep 25Oct 2$0.3634.5%33.1%
$40.50Sep 25Oct 2$0.3535.9%34.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Sep 25Oct 2$0.3335.3%33.4%
$41.00Oct 2Oct 23$0.3034.5%32.7%
$40.00Sep 25Oct 2$0.3534.5%33.1%
$40.50Sep 25Oct 2$0.5735.9%34.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 2.62% of stock, avg 6.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.50Sep 25$0.40$0.65$1.05$39.45$41.552.62%
$40.00Sep 25$0.62$0.55$1.17$38.83$41.172.92%
$39.50Sep 25$0.94$0.35$1.29$38.21$40.793.22%
$39.00Sep 25$1.21$0.23$1.44$37.56$40.443.59%
$40.00Oct 2$0.98$0.90$1.88$38.12$41.884.69%
$40.50Oct 2$0.75$1.22$1.97$38.53$42.474.92%
$39.50Oct 2$1.42$0.68$2.10$37.40$41.605.24%
$39.00Oct 9$1.66$0.62$2.28$36.72$41.285.69%
$40.00Oct 9$1.20$1.12$2.32$37.68$42.325.79%
$41.00Oct 2$0.56$1.77$2.33$38.67$43.335.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.62% of stock, avg 2.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$42.00$38.50Sep 25$0.09$0.16$0.25$38.25$42.25
$43.00$38.50Sep 25$0.14$0.16$0.30$38.20$43.30
$41.50$38.50Sep 25$0.18$0.16$0.34$38.16$41.84
$44.00$35.00Oct 9$0.20$0.14$0.34$34.66$44.34
$42.00$39.00Sep 25$0.09$0.23$0.32$38.68$42.32
$42.00$36.50Sep 25$0.09$0.30$0.39$36.11$42.39
$43.00$39.00Sep 25$0.14$0.23$0.37$38.63$43.37
$41.50$39.00Sep 25$0.18$0.23$0.41$38.59$41.91
$43.00$36.50Sep 25$0.14$0.30$0.44$36.06$43.44
$41.00$38.50Sep 25$0.25$0.16$0.41$38.09$41.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.92, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3942/42Oct 2$0.24$0.2639%0.92$38.76$41.74
37/3842/43Oct 16$0.31$0.6949%0.45$37.69$42.81
37/3843/44Oct 16$0.23$0.7756%0.30$37.77$43.23
35/3744/46Oct 23$0.24$1.7661%0.14$36.76$44.24
35/3743/44Oct 23$0.31$1.6954%0.18$36.69$43.31
35/3742/44Oct 9$0.55$1.9552%0.28$36.45$42.05
35/3742/43Oct 23$0.37$1.6347%0.23$36.63$42.37
37/3842/44Oct 9$0.57$1.9344%0.30$37.43$42.07
38/3942/44Oct 9$0.59$1.9134%0.31$38.41$42.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$42.00$43.00$44.00Oct 23$0.06$0.9414%15.67
$41.00$42.00$43.00Oct 23$0.08$0.9217%11.50
$40.00$40.50$41.00Sep 25$0.07$0.4325%6.14
$39.00$40.00$41.00Oct 16$0.15$0.8523%5.67
$39.50$40.00$40.50Sep 25$0.10$0.4026%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$36.00$37.00$38.00Oct 16$0.05$0.9510%19.00
$39.00$39.50$40.00Oct 2$0.05$0.4516%9.00
$39.00$39.50$40.00Sep 25$0.08$0.4224%5.25
$39.00$40.00$41.00Oct 30$0.12$0.8818%7.33
$39.50$40.00$40.50Oct 2$0.10$0.4017%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.12, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$41.001:2Oct 30-$0.12$1.88
$44.00$47.001:2Oct 30-$0.14$2.86
$37.00$38.501:2Oct 2-$1.04$0.46
$44.00$46.001:2Oct 23-$0.19$1.81
$40.50$41.001:2Sep 25-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$39.001:2Oct 9-$0.12$0.88
$37.00$35.001:2Oct 9$0.00$2.00
$39.00$38.001:2Oct 16-$0.12$0.88
$37.00$35.001:2Oct 23-$0.21$1.79
$38.00$37.001:2Oct 9-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.92%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$41.00Oct 30$1.170.452.4%2.92%5.27%6482
$42.00Oct 30$0.820.374.8%2.05%6.89%586
$43.00Oct 30$0.580.287.3%1.45%8.79%4953
$41.00Oct 23$0.970.432.4%2.42%4.77%20--
$42.00Oct 23$0.670.344.8%1.67%6.52%4336
$44.00Oct 30$0.400.229.8%1.00%10.83%2--
$41.00Oct 16$0.830.412.4%2.07%4.42%62145
$43.00Oct 23$0.450.267.3%1.12%8.46%65
$42.00Oct 16$0.530.304.8%1.32%6.17%272.7K
$42.50Oct 16$0.430.266.1%1.07%7.16%20--

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 7,645
Total Puts 2,537
Put/Call Ratio 0.33
Net Difference 5,108

Prior's Put/Call Breakdown

Total Calls 3,290
Total Puts 817
Put/Call Ratio 0.25
Net Difference 2,473

Prior 7-Day Put/Call Summary

Total Calls 38,674
Total Puts 16,477
Average Put/Call Ratio 0.57
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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