NEW Tour v251
TEVA
TEVA PHARMACEUTICAL ADR
$33.44 -1.30%
$33.77 (+0.99%)🌙
as of 07/01 07:04 PM
7/1 19:04

Option Volume

Detail
Current (07/01) 13,327
Calls: 12,430 (93%)
Puts: 897 (7%)
Prior (06/30) 25,172
Calls: 24,367 (97%)
Puts: 805 (3%)
Current vs Prior -47.06%
Calls: -48.99% (Calls)
Puts: +11.43% (Puts)
Prior 7-Day Total 93,245
Calls: 78,832 (85%)
Puts: 14,413 (15%)
Prior 7-Day Average 13,320
Calls: 11,261 (85%)
Puts: 2,059 (15%)
Current vs Prior 7-Day Avg +0.05%
Calls: +10.37%
Puts: -56.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $2.19M
Calls: $2.10M (96%)
Puts: $85.4K (4%)
Prior (06/30) $2.68M
Calls: $2.59M (96%)
Puts: $95.6K (4%)
Current vs Prior -18.46%
Calls: -18.74%
Puts: -10.67%
Prior 7-Day Total $13.89M
Calls: $11.95M (86%)
Puts: $1.94M (14%)
Prior 7-Day Average $1.98M
Calls: $1.71M (86%)
Puts: $277.3K (14%)
Current vs Prior 7-Day Avg +10.31%
Calls: +23.22%
Puts: -69.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.07
Prior (06/30) 0.03
Current vs Prior +118.44%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -70.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 152,483
Calls: 142,960 (94%)
Puts: 9,523 (6%)
Prior (06/30) 114,266
Calls: 98,807 (86%)
Puts: 15,459 (14%)
Current vs Prior +33.45%
Prior 7-Day Total 1,107,879
Calls: 996,713 (90%)
Puts: 111,166 (10%)
Prior 7-Day Average 158,268
Calls: 142,387 (90%)
Puts: 15,880 (10%)
Current vs Prior 7-Day Avg -3.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.68% | 7.27%5.68% | 7.27%7.27% | 14.50%
Prior 3.22% | 5.76%-- | ---- | --
Current vs Prior +21.76% | -1.28%-- | ---- | --
Prior 7-Day Avg 3.85% | 5.58%-- | ---- | --
Current vs 7-Day Avg +1.87% | +1.75%-- | ---- | --
Prior 7-Day Eod 3.22% | 5.76%-- | ---- | --
Current vs 7-Day Eod +21.76% | -1.28%-- | ---- | --
Sentiment BEARISH----

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 59.53% | 57.54%
Calls: 54.32% | 35.77%
Puts: 64.74% | 79.31%
Current vs 7-Day Avg -10.90% | -4.43%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($2.10M) vs puts ($85.4K). Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (12,430 calls vs 897 puts). P/C ratio rising 118% - increased hedging/bearish positioning.

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 2 of results (avg 6.7%, best 5.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 171.291.40$1.358.1%2550.61980
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 171.281.35$1.325.3%250.54374

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.60, cheapest $0.35)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 170.620.70$0.6612.1%450.39195
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Jul 170.320.38$0.3517.1%10.21--
$32.00Jul 170.440.51$0.4814.6%20.27--
$32.50Jul 170.600.67$0.6410.9%3940.33501
$33.00Jul 170.790.95$0.8718.4%20.401.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.71, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 25.357.05$6.2027.4%110.91--
$29.00Jul 24.406.05$5.2331.5%10.89--
$29.50Jul 22.815.15$3.9858.8%20.88--
$30.00Jul 23.354.55$3.9530.4%20.88--
$32.00Jul 21.283.20$2.2485.7%10.7689
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$38.00Jul 23.655.55$4.6041.3%10.92--
$39.00Jul 24.706.55$5.6332.9%10.89--
$36.50Jul 22.224.50$3.3667.9%10.85--
$36.00Jul 21.824.15$2.9977.9%10.83--
$35.00Jul 100.892.86$1.88104.8%270.7625

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 6.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 170.771.21$0.9944.4%1.3K0.472.3K
$36.00Jul 170.240.34$0.2934.5%1.3K0.213.4K
$34.00Jul 100.440.99$0.7276.4%7050.432.2K
$36.00Jul 100.000.52$0.26200.0%6760.19179
$35.00Jul 100.270.33$0.3020.0%6640.255.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 170.600.67$0.6410.9%3940.33501
$34.00Jul 241.271.71$1.4929.5%920.55182
$33.00Jul 100.430.61$0.5234.6%540.39319
$33.50Jul 20.270.48$0.3855.3%520.49104
$34.50Jul 171.541.80$1.6715.6%350.63112

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 63.5%, max 257.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 2Aug 7147.5%41.3%257.0%546
$32.00Jul 2Jul 31139.1%42.9%224.2%589
$33.00Jul 2Aug 782.3%47.9%71.9%18541
$34.50Jul 2Jul 1758.0%36.1%60.5%52195
$33.50Jul 2Jul 1757.5%41.3%39.3%14239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.50Jul 2Jul 1798.1%40.6%141.3%397504
$33.00Jul 2Jul 3182.3%47.3%73.8%24230
$34.00Jul 2Jul 2457.2%33.6%70.0%95266
$33.50Jul 2Jul 1757.5%41.3%39.3%65104
$35.00Jul 10Jul 2439.7%34.0%16.7%29113

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 15.67, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$37.00$39.00Jul 17$0.12$1.88$0.1215.67$37.12
$36.00$37.00Jul 17$0.13$0.87$0.136.69$36.13
$34.00$34.50Jul 2$0.11$0.39$0.113.55$34.11
$35.00$36.00Jul 17$0.23$0.77$0.233.35$35.23
$34.50$35.00Jul 10$0.12$0.38$0.123.17$34.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$28.00Jul 24$0.33$3.67$0.3311.12$31.67
$31.50$30.50Jul 17$0.18$0.82$0.184.56$31.32
$32.00$31.50Jul 17$0.13$0.37$0.132.85$31.87
$33.00$32.00Jul 10$0.27$0.73$0.272.70$32.73
$33.00$32.00Jul 24$0.29$0.71$0.292.45$32.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 5.90, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Jul 2$1.71$1.71$0.295.90$31.71
$32.50$33.00Jul 17$0.35$0.35$0.152.33$32.85
$32.00$33.00Jul 31$0.69$0.69$0.312.23$32.69
$35.00$36.00Aug 7$0.67$0.67$0.332.03$35.67
$34.00$34.50Jul 17$0.33$0.33$0.171.94$34.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.50$33.50Jul 10$0.83$0.83$0.174.88$33.67
$38.00$36.50Jul 2$1.24$1.24$0.264.77$36.76
$35.00$34.00Jul 24$0.82$0.82$0.184.56$34.18
$36.50$36.00Jul 2$0.37$0.37$0.132.85$36.13
$34.50$34.00Jul 17$0.35$0.35$0.152.33$34.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.28, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.50Jul 10Jul 17$0.0643.6%40.6%
$33.00Jul 2Jul 10$0.1982.3%35.8%
$35.00Jul 2Jul 10$0.2659.9%39.7%
$34.50Jul 2Jul 10$0.3358.0%39.0%
$33.50Jul 2Jul 10$0.4157.5%37.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.50Jul 10Jul 17$0.0639.0%36.1%
$30.50Jul 10Jul 17$0.0745.6%41.1%
$31.50Jul 10Jul 17$0.0946.4%41.0%
$35.00Jul 10Jul 17$0.1239.7%37.0%
$33.00Jul 2Jul 10$0.1982.3%35.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 2.36% of stock, avg 6.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.50Jul 2$0.41$0.38$0.79$32.71$34.292.36%
$34.00Jul 2$0.20$0.70$0.90$33.10$34.902.69%
$33.00Jul 2$0.93$0.33$1.26$31.74$34.263.77%
$33.50Jul 10$0.82$0.78$1.60$31.90$35.104.78%
$33.00Jul 10$1.12$0.52$1.64$31.36$34.644.90%
$34.50Jul 10$0.42$1.61$2.03$32.47$36.536.07%
$35.00Jul 10$0.30$1.88$2.18$32.82$37.186.52%
$33.00Jul 17$1.35$0.87$2.22$30.78$35.226.64%
$34.00Jul 17$0.99$1.32$2.31$31.69$36.316.91%
$34.50Jul 17$0.66$1.67$2.33$32.17$36.836.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.90% of stock, avg 3.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.00$32.50Jul 2$0.04$0.26$0.30$32.20$35.30
$34.50$32.50Jul 2$0.09$0.26$0.35$32.15$34.85
$35.00$33.00Jul 2$0.04$0.33$0.37$32.63$35.37
$34.50$33.00Jul 2$0.09$0.33$0.42$32.58$34.92
$35.00$33.50Jul 2$0.04$0.38$0.42$33.08$35.42
$34.00$32.50Jul 2$0.20$0.26$0.46$32.04$34.46
$34.50$33.50Jul 2$0.09$0.38$0.47$33.03$34.97
$36.00$32.50Jul 2$0.23$0.26$0.49$32.01$36.49
$37.50$32.50Jul 2$0.24$0.26$0.50$32.00$38.00
$36.00$32.00Jul 10$0.26$0.25$0.51$31.49$36.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 3.17, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3434/35Jul 10$0.38$0.123.17$33.12$34.88
34/3434/35Jul 17$0.38$0.123.17$33.62$34.88
32/3334/35Jul 17$0.37$0.132.85$32.63$34.87
33/3434/35Jul 17$0.35$0.152.33$33.15$34.85
30/3232/32Jul 17$0.65$0.351.86$30.85$32.65
32/3334/35Jul 24$0.63$0.371.70$32.37$34.63
32/3234/35Jul 17$0.30$0.201.50$32.20$34.80
34/3435/36Jul 17$0.58$0.421.38$33.92$35.58
32/3334/34Jul 10$0.57$0.431.33$32.43$34.57
30/3134/35Jul 10$0.28$0.221.27$30.72$34.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 9.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Jul 17$0.10$0.909.00
$34.00$34.50$35.00Jul 2$0.06$0.447.33
$34.50$35.00$35.50Jul 10$0.09$0.414.56
$33.50$34.00$34.50Jul 2$0.10$0.404.00
$32.00$32.50$33.00Jul 17$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$32.00$32.50$33.00Jul 17$0.07$0.436.14
$33.00$34.00$35.00Jul 24$0.20$0.804.00
$33.50$34.00$34.50Jul 17$0.11$0.393.55
$32.00$33.00$34.00Jul 24$0.33$0.672.03
$33.00$33.50$34.00Jul 2$0.27$0.230.85

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 $-0.53, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Jul 2-$0.53$1.47
$34.00$36.001:2Jul 31-$0.57$1.43
$33.00$35.001:2Aug 7-$0.64$1.36
$36.00$37.501:2Jul 2-$0.25$1.25
$35.00$36.001:2Jul 17-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$33.001:2Jul 24-$0.25$0.75
$33.00$32.001:2Jul 24-$0.29$0.71
$33.00$32.001:2Jul 31-$0.44$0.56
$34.00$33.501:2Jul 2-$0.06$0.44
$35.00$34.001:2Jul 24-$0.67$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 4.13%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Jul 31$1.380.471.7%4.13%5.80%6--
$35.00Aug 7$1.150.474.7%3.44%8.10%1120
$33.50Jul 17$0.990.540.2%2.96%3.14%12--
$36.00Aug 7$0.870.377.7%2.60%10.26%1--
$34.00Jul 17$0.770.471.7%2.30%3.98%1.3K2.3K
$34.00Jul 24$0.760.461.7%2.27%3.95%8--
$36.00Jul 31$0.710.337.7%2.12%9.78%124
$33.50Jul 10$0.660.510.2%1.97%2.15%17117
$34.50Jul 17$0.620.393.2%1.85%5.02%45195
$35.00Jul 17$0.460.324.7%1.38%6.04%233.0K

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 12,430
Total Puts 897
Put/Call Ratio 0.07
Net Difference 11,533

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 78,832
Total Puts 14,413
Average Put/Call Ratio 0.24
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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