NEW Tour v246
TEVA
TEVA PHARMACEUTICAL ADR
$33.88 +1.71%
$33.97 (+0.27%)🌙
as of 06/30 06:57 PM
6/30 18:57

Option Volume

Detail
Current (06/30) 25,172
Calls: 24,367 (97%)
Puts: 805 (3%)
Prior (06/29) 2,527
Calls: 1,785 (71%)
Puts: 742 (29%)
Current vs Prior +896.12%
Calls: +1265.10% (Calls)
Puts: +8.49% (Puts)
Prior 7-Day Total 120,290
Calls: 96,497 (80%)
Puts: 23,793 (20%)
Prior 7-Day Average 17,184
Calls: 13,785 (80%)
Puts: 3,399 (20%)
Current vs Prior 7-Day Avg +46.48%
Calls: +76.76%
Puts: -76.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $2.68M
Calls: $2.59M (96%)
Puts: $95.6K (4%)
Prior (06/29) $533.3K
Calls: $462.5K (87%)
Puts: $70.8K (13%)
Current vs Prior +403.48%
Calls: +459.86%
Puts: +35.09%
Prior 7-Day Total $18.60M
Calls: $15.38M (83%)
Puts: $3.21M (17%)
Prior 7-Day Average $2.66M
Calls: $2.20M (83%)
Puts: $459.3K (17%)
Current vs Prior 7-Day Avg +1.07%
Calls: +17.84%
Puts: -79.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.03
Prior (06/29) 0.42
Current vs Prior -92.05%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -87.98%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 114,266
Calls: 98,807 (86%)
Puts: 15,459 (14%)
Prior (06/29) 139,150
Calls: 133,650 (96%)
Puts: 5,500 (4%)
Current vs Prior -17.88%
Prior 7-Day Total 1,186,858
Calls: 1,052,110 (89%)
Puts: 134,748 (11%)
Prior 7-Day Average 169,551
Calls: 150,301 (89%)
Puts: 19,249 (11%)
Current vs Prior 7-Day Avg -32.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.76% | 7.20%5.76% | 7.20%7.20% | 14.70%
Prior 4.02% | 5.70%-- | ---- | --
Current vs Prior -20.03% | +0.90%-- | ---- | --
Prior 7-Day Avg 4.17% | 5.76%-- | ---- | --
Current vs 7-Day Avg -22.78% | -0.00%-- | ---- | --
Prior 7-Day Eod 4.02% | 5.70%-- | ---- | --
Current vs 7-Day Eod -20.03% | +0.90%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Prior 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 57.06% | 55.67%
Calls: 54.78% | 37.61%
Puts: 59.33% | 73.73%
Current vs 7-Day Avg -7.04% | -1.22%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($2.59M) vs puts ($95.6K). Massive premium surge with dollar volume up 403% vs prior. Unusually high activity with volume up 896% vs prior - elevated interest. Extreme bullish P/C ratio of 0.03 - heavy call buying (24,367 calls vs 805 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 4 of results (avg 8.2%, best 7.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 171.922.06$1.997.0%10.74--
$34.00Jul 171.051.14$1.108.2%2.2K0.51717
$33.00Jul 171.561.71$1.649.1%240.65980
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 171.621.76$1.698.3%40.64--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.66)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 170.600.71$0.6616.7%20.351.0K
$33.50Jul 170.780.92$0.8516.5%10.42--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.71, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 172.116.00$4.0695.8%1210.92305
$30.00Jul 21.954.35$3.1576.2%10.90--
$29.00Jul 22.947.00$4.9781.7%10.90--
$29.50Jul 22.446.50$4.4790.8%20.89--
$29.00Jul 173.006.95$4.9779.5%10.8919
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 24.457.45$5.9550.4%10.88--
$35.00Jul 20.011.80$0.91196.7%60.83--
$36.00Jul 171.113.75$2.43108.6%10.77--
$34.50Jul 20.401.03$0.7287.5%50.7034
$35.00Jul 101.372.11$1.7442.5%30.69--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 22.9K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 100.310.52$0.4250.0%6.2K0.32238
$34.00Jul 100.671.02$0.8541.2%3.5K0.511.5K
$33.00Jul 101.351.51$1.4311.2%3.3K0.693.9K
$33.00Jul 20.971.94$1.4666.4%2.5K0.792.6K
$34.00Jul 171.051.14$1.108.2%2.2K0.51717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 241.101.37$1.2421.8%1730.4915
$33.50Jul 20.210.50$0.3680.6%870.3725
$30.00Jul 170.060.20$0.13107.7%420.09229
$34.00Jul 20.420.55$0.4926.5%400.5255
$28.00Jul 240.001.18$0.59200.0%300.15--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 59.7%, max 221.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 2Jul 17139.4%43.4%221.2%122305
$31.00Jul 2Jul 24126.3%42.4%198.0%1261
$29.00Jul 2Jul 17181.4%64.5%181.2%219
$33.50Jul 2Jul 1755.4%36.4%52.2%37518
$36.00Jul 2Jul 2452.9%35.8%48.0%3141
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.50Jul 2Jul 1755.4%36.4%52.2%8825
$35.00Jul 2Jul 2447.1%37.4%26.1%7--
$34.00Jul 2Aug 746.0%43.6%5.7%4555
$33.00Jul 2Aug 747.7%47.7%0.0%14220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 8.23, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$37.00Jul 24$0.14$0.86$0.146.14$36.14
$35.00$36.00Jul 10$0.19$0.81$0.194.26$35.19
$34.50$35.00Jul 2$0.10$0.40$0.104.00$34.60
$35.50$36.00Jul 17$0.11$0.39$0.113.55$35.61
$35.00$39.00Jul 31$0.95$3.05$0.953.21$35.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.00$28.00Jul 24$0.65$5.35$0.658.23$33.35
$32.00$31.00Jul 17$0.18$0.82$0.184.56$31.82
$34.00$33.50Jul 2$0.13$0.37$0.132.85$33.87
$33.00$32.50Jul 10$0.13$0.37$0.132.85$32.87
$33.00$32.00Jul 17$0.27$0.73$0.272.70$32.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 8.09, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$31.00$32.00Jul 17$0.77$0.77$0.233.35$31.77
$32.50$33.00Jul 17$0.35$0.35$0.152.33$32.85
$32.00$34.00Jul 24$1.38$1.38$0.622.23$33.38
$33.00$33.50Jul 10$0.33$0.33$0.171.94$33.33
$31.00$32.00Jul 24$0.65$0.65$0.351.86$31.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.00Jul 10$0.89$0.89$0.118.09$34.11
$36.00$35.00Jul 17$0.74$0.74$0.262.85$35.26
$35.00$34.00Jul 24$0.67$0.67$0.332.03$34.33
$35.00$34.00Jul 17$0.59$0.59$0.411.44$34.41
$34.00$33.50Jul 17$0.25$0.25$0.251.00$33.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.46, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Jul 2Jul 10$0.1952.9%39.2%
$35.00Jul 2Jul 10$0.3047.1%36.8%
$34.50Jul 2Jul 10$0.3745.6%37.0%
$35.50Jul 2Jul 17$0.4249.4%36.5%
$34.00Jul 2Jul 10$0.4346.0%38.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.50Jul 2Jul 10$0.2655.4%37.2%
$33.00Jul 2Jul 10$0.3047.7%37.6%
$34.00Jul 2Jul 10$0.3646.0%38.7%
$35.00Jul 2Jul 10$0.8347.1%36.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.69% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.00Jul 2$0.42$0.49$0.91$33.09$34.912.69%
$34.50Jul 2$0.22$0.72$0.94$33.56$35.442.77%
$33.50Jul 2$0.60$0.36$0.96$32.54$34.462.83%
$35.00Jul 2$0.12$0.91$1.03$33.97$36.033.04%
$33.00Jul 2$1.46$0.14$1.60$31.40$34.604.72%
$34.00Jul 10$0.85$0.85$1.70$32.30$35.705.02%
$33.50Jul 10$1.10$0.62$1.72$31.78$35.225.08%
$33.00Jul 10$1.43$0.44$1.87$31.13$34.875.52%
$35.00Jul 10$0.42$1.74$2.16$32.84$37.166.38%
$33.50Jul 17$1.34$0.85$2.19$31.31$35.696.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.53% of stock, avg 3.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.00$33.00Jul 2$0.04$0.14$0.18$32.82$36.18
$35.50$33.00Jul 2$0.06$0.14$0.20$32.80$35.70
$35.00$33.00Jul 2$0.12$0.14$0.26$32.74$35.26
$34.50$33.00Jul 2$0.22$0.14$0.36$32.64$34.86
$36.00$33.50Jul 2$0.04$0.36$0.40$33.10$36.40
$35.50$33.50Jul 2$0.06$0.36$0.42$33.08$35.92
$35.00$33.50Jul 2$0.12$0.36$0.48$33.02$35.48
$36.50$31.00Jul 17$0.27$0.21$0.48$30.52$36.98
$36.00$32.50Jul 10$0.23$0.31$0.54$31.96$36.54
$34.00$33.00Jul 2$0.42$0.14$0.56$32.44$34.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 4.26, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
34/3536/37Jul 24$0.81$0.194.26$34.19$36.81
34/3434/35Jul 10$0.40$0.104.00$33.60$34.90
32/3334/34Jul 10$0.39$0.113.55$32.61$34.39
33/3434/35Jul 17$0.39$0.113.55$33.11$34.89
32/3334/34Jul 10$0.38$0.123.17$32.62$33.88
34/3436/36Jul 17$0.36$0.142.57$33.64$35.86
33/3434/35Jul 10$0.35$0.152.33$33.15$34.85
34/3536/36Jul 17$0.70$0.302.33$34.30$36.20
33/3435/36Jul 17$0.34$0.162.12$33.16$35.34
33/3434/35Jul 2$0.32$0.181.78$33.18$34.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$32.50$33.00$33.50Jul 17$0.05$0.459.00
$34.50$35.00$35.50Jul 17$0.05$0.459.00
$33.00$33.50$34.00Jul 17$0.06$0.447.33
$34.00$34.50$35.00Jul 17$0.07$0.436.14
$33.00$33.50$34.00Jul 10$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Jul 17$0.09$0.9110.11
$33.00$33.50$34.00Jul 10$0.05$0.459.00
$30.00$31.00$32.00Jul 17$0.10$0.909.00
$33.00$33.50$34.00Jul 17$0.06$0.447.33
$34.00$35.00$36.00Jul 17$0.15$0.855.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.61, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$39.001:2Jul 17-$0.61$1.39
$35.00$36.001:2Jul 24-$0.14$0.86
$31.50$33.001:2Jul 2-$0.68$0.82
$36.00$37.001:2Jul 24-$0.21$0.79
$34.00$35.001:2Jul 24-$0.46$0.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$30.001:2Jul 17-$0.05$0.95
$33.00$32.001:2Jul 17-$0.12$0.88
$35.00$34.001:2Jul 17-$0.51$0.49
$35.00$34.001:2Jul 24-$0.57$0.43
$33.00$32.501:2Jul 10-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 5.31%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Aug 7$1.800.520.3%5.31%5.67%1--
$34.00Jul 31$1.700.530.3%5.02%5.37%1--
$35.00Aug 7$1.370.453.3%4.04%7.35%20--
$35.00Jul 31$1.230.443.3%3.63%6.94%252239
$34.00Jul 24$1.100.510.3%3.25%3.60%3296
$34.00Jul 17$1.050.510.3%3.10%3.45%2.2K717
$34.50Jul 17$0.740.431.8%2.18%4.01%5--
$35.00Jul 24$0.710.393.3%2.10%5.40%5--
$34.00Jul 10$0.670.510.3%1.98%2.33%3.5K1.5K
$35.00Jul 17$0.530.363.3%1.56%4.87%1.2K2.2K

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 24,367
Total Puts 805
Put/Call Ratio 0.03
Net Difference 23,562

Prior's Put/Call Breakdown

Total Calls 1,785
Total Puts 742
Put/Call Ratio 0.42
Net Difference 1,043

Prior 7-Day Put/Call Summary

Total Calls 96,497
Total Puts 23,793
Average Put/Call Ratio 0.27
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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