Tour v290
TEVA
TEVA PHARMACEUTICAL ADR
$34.64 +3.59%
$34.55 (-0.26%)🌙
as of 07/02 07:04 PM
7/2 19:04

Option Volume

Detail
Current (07/02) 17,256
Calls: 14,250 (83%)
Puts: 3,006 (17%)
Prior (07/01) 13,327
Calls: 12,430 (93%)
Puts: 897 (7%)
Current vs Prior +29.48%
Calls: +14.64% (Calls)
Puts: +235.12% (Puts)
Prior 7-Day Total 96,327
Calls: 83,331 (87%)
Puts: 12,996 (13%)
Prior 7-Day Average 13,761
Calls: 11,904 (87%)
Puts: 1,856 (13%)
Current vs Prior 7-Day Avg +25.40%
Calls: +19.70%
Puts: +61.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $1.51M
Calls: $1.35M (89%)
Puts: $167.1K (11%)
Prior (07/01) $2.19M
Calls: $2.10M (96%)
Puts: $85.4K (4%)
Current vs Prior -30.93%
Calls: -36.06%
Puts: +95.59%
Prior 7-Day Total $14.59M
Calls: $12.88M (88%)
Puts: $1.71M (12%)
Prior 7-Day Average $2.08M
Calls: $1.84M (88%)
Puts: $243.9K (12%)
Current vs Prior 7-Day Avg -27.44%
Calls: -26.90%
Puts: -31.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.21
Prior (07/01) 0.07
Current vs Prior +192.32%
Prior 7-Day Average 0.21
Current vs Prior 7-Day Avg -1.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 182,379
Calls: 144,475 (79%)
Puts: 37,904 (21%)
Prior (07/01) 152,483
Calls: 142,960 (94%)
Puts: 9,523 (6%)
Current vs Prior +19.61%
Prior 7-Day Total 1,130,220
Calls: 1,041,701 (92%)
Puts: 96,157 (8%)
Prior 7-Day Average 161,460
Calls: 148,814 (92%)
Puts: 13,736 (8%)
Current vs Prior 7-Day Avg +12.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 2.17% | 5.37%6.96% | 14.38%
Prior 3.92% | 5.68%-- | --
Current vs Prior +37.06% | +22.45%-- | --
Prior 7-Day Avg 3.80% | 5.57%-- | --
Current vs 7-Day Avg +41.41% | +24.89%-- | --
Prior 7-Day Eod 3.92% | 5.68%-- | --
Current vs 7-Day Eod +37.06% | +22.45%-- | --
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 59.74% | 64.03%
Calls: 51.19% | 34.26%
Puts: 70.53% | 96.82%
Current vs 7-Day Avg -11.22% | -14.12%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.35M) vs puts ($167.1K). Extreme bullish P/C ratio of 0.21 - heavy call buying (14,250 calls vs 3,006 puts). P/C ratio rising 192% - increased hedging/bearish positioning. Call-heavy open interest (144,475 calls vs 37,904 puts) suggests bullish 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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. 1 found (avg $0.93, cheapest $0.93)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 170.851.00$0.9316.1%850.48147

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 21.032.56$1.8085.0%601.0090
$34.50Jul 20.000.24$0.12200.0%1631.00422
$31.00Jul 172.703.90$3.3036.4%680.94866
$28.00Aug 75.058.30$6.6848.7%20.94--
$29.50Jul 23.006.40$4.7072.3%10.903
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 20.000.31$0.16193.8%461.0039
$35.00Jul 20.290.96$0.63106.3%5950.95291
$38.00Jul 23.054.45$3.7537.3%10.891
$39.00Jul 23.155.45$4.3053.5%10.831
$36.50Jul 21.682.95$2.3254.7%20.641

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 14.3K, top 3.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 20.000.01$0.01100.0%3.8K0.05522
$36.00Jul 100.220.51$0.3778.4%1.7K0.27854
$34.00Jul 171.161.50$1.3325.6%1.4K0.603.5K
$36.00Jul 170.210.57$0.3992.3%1.3K0.284.6K
$35.50Jul 170.610.75$0.6820.6%1.0K0.3811
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 20.290.96$0.63106.3%5950.95291
$35.00Jul 100.671.36$1.0267.6%5020.5939
$34.00Jul 100.270.87$0.57105.3%1750.39120
$34.50Jul 170.851.00$0.9316.1%850.48147
$34.50Jul 100.541.14$0.8471.4%560.491

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 1404.5%, max 3997.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 2Jul 171557.0%38.0%3997.4%69866
$39.00Jul 2Jul 311595.0%51.0%3027.5%568
$33.00Jul 2Aug 71693.0%59.0%2769.5%15533
$33.50Jul 2Jul 17868.0%36.0%2311.1%61493
$32.50Jul 2Jul 17441.0%34.0%1197.1%112231
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$33.00Jul 2Aug 71693.0%59.0%2769.5%5--
$33.50Jul 2Jul 17868.0%36.0%2311.1%18150
$31.00Jul 2Jul 311557.0%70.0%2124.3%55
$32.50Jul 2Jul 10441.0%45.0%880.0%521
$34.00Jul 2Jul 24311.0%34.0%814.7%5484

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 6.69, avg 2.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$36.00Aug 7$0.20$0.80$0.204.00$35.20
$34.50$35.00Jul 2$0.11$0.39$0.113.55$34.61
$34.00$35.00Jul 24$0.22$0.78$0.223.55$34.22
$35.00$37.00Jul 31$0.51$1.49$0.512.92$35.51
$35.00$35.50Jul 17$0.16$0.34$0.162.13$35.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$32.00Jul 17$0.13$0.87$0.136.69$32.87
$32.00$31.00Jul 17$0.15$0.85$0.155.67$31.85
$33.00$31.00Jul 31$0.38$1.62$0.384.26$32.62
$31.50$31.00Jul 10$0.10$0.40$0.104.00$31.40
$33.50$33.00Jul 10$0.11$0.39$0.113.55$33.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 5.25, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$31.00$32.50Jul 2$1.26$1.26$0.245.25$32.26
$37.00$38.00Aug 14$0.83$0.83$0.174.88$37.83
$31.00$32.00Jul 17$0.81$0.81$0.194.26$31.81
$33.00$35.00Aug 7$1.56$1.56$0.443.55$34.56
$34.00$34.50Jul 2$0.37$0.37$0.132.85$34.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.00Jul 24$0.66$0.66$0.341.94$34.34
$39.00$38.00Jul 2$0.55$0.55$0.451.22$38.45
$34.50$34.00Jul 10$0.27$0.27$0.231.17$34.23
$34.00$33.50Jul 10$0.25$0.25$0.251.00$33.75
$34.00$33.50Jul 17$0.24$0.24$0.260.92$33.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.37, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.50Jul 10Jul 17$0.0949.0%38.0%
$32.50Jul 2Jul 10$0.13441.0%45.0%
$36.50Jul 10Jul 17$0.1540.0%36.0%
$37.00Jul 2Jul 10$0.16615.0%47.0%
$31.00Jul 2Jul 17$0.241557.0%38.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.50Jul 2Jul 10$0.21441.0%45.0%
$35.00Jul 2Jul 10$0.39105.0%39.0%
$34.00Jul 2Jul 10$0.44311.0%38.0%
$34.50Jul 2Jul 10$0.68-999.0%41.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 0.81% of stock, avg 6.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$34.50Jul 2$0.12$0.16$0.28$34.22$34.780.81%
$34.00Jul 2$0.49$0.13$0.62$33.38$34.621.79%
$35.00Jul 2$0.01$0.63$0.64$34.36$35.641.85%
$33.50Jul 2$1.06$0.47$1.53$31.97$35.034.42%
$35.00Jul 10$0.58$1.02$1.60$33.40$36.604.62%
$33.50Jul 10$1.35$0.32$1.67$31.83$35.174.82%
$34.00Jul 10$1.10$0.57$1.67$32.33$35.674.82%
$34.50Jul 10$0.84$0.84$1.68$32.82$36.184.85%
$32.50Jul 2$1.80$0.02$1.82$30.68$34.325.25%
$34.50Jul 17$1.02$0.93$1.95$32.55$36.455.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.52% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$37.00$34.00Jul 2$0.05$0.13$0.18$33.82$37.18
$36.50$33.00Jul 10$0.19$0.21$0.40$32.60$36.90
$36.50$32.50Jul 10$0.19$0.23$0.42$32.08$36.92
$37.00$33.00Jul 10$0.21$0.21$0.42$32.58$37.42
$37.00$32.00Jul 17$0.18$0.24$0.42$31.58$37.42
$37.00$31.00Jul 2$0.05$0.38$0.43$30.57$37.43
$37.00$32.50Jul 10$0.21$0.23$0.44$32.06$37.44
$39.00$34.00Jul 2$0.36$0.13$0.49$33.51$39.49
$36.50$33.50Jul 10$0.19$0.32$0.51$32.99$37.01
$37.00$33.50Jul 2$0.05$0.47$0.52$32.98$37.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 7.33, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3435/36Jul 24$0.88$0.127.33$33.12$35.88
34/3435/36Jul 17$0.40$0.104.00$33.60$35.40
31/3233/34Jul 17$0.77$0.233.35$31.23$33.77
33/3434/34Jul 10$0.37$0.132.85$33.13$34.37
33/3434/35Jul 10$0.37$0.132.85$33.13$34.87
33/3434/35Jul 17$0.37$0.132.85$33.13$34.87
33/3436/37Jul 24$0.74$0.262.85$33.26$36.74
31/3234/34Jul 10$0.36$0.142.57$31.14$34.36
31/3234/35Jul 10$0.36$0.142.57$31.14$34.86
34/3536/36Jul 10$0.36$0.142.57$34.64$36.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 6.41, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$37.00$39.00Jul 2$0.27$1.736.41
$35.00$36.00$37.00Jul 24$0.14$0.866.14
$32.50$33.00$33.50Jul 2$0.08$0.425.25
$34.00$34.50$35.00Jul 17$0.13$0.372.85
$33.50$34.00$34.50Jul 2$0.20$0.301.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$34.00$35.00Jul 24$0.24$0.763.17
$32.50$33.00$33.50Jul 10$0.13$0.372.85
$33.00$33.50$34.00Jul 10$0.14$0.362.57
$33.00$33.50$34.00Jul 2$0.26$0.240.92
$34.00$34.50$35.00Jul 17$0.33$0.170.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.04, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$33.001:2Aug 7-$0.04$4.96
$35.00$37.001:2Jul 2-$0.09$1.91
$33.00$35.001:2Aug 7-$0.24$1.76
$35.00$37.001:2Jul 31-$0.61$1.39
$37.00$39.001:2Jul 2-$0.67$1.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$29.001:2Jul 17-$0.03$1.97
$33.00$31.001:2Jul 31-$0.85$1.15
$32.50$31.501:2Jul 10-$0.09$0.91
$33.00$32.001:2Jul 17-$0.11$0.89
$34.00$33.001:2Jul 24-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.90%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Jul 31$1.350.481.0%3.90%4.94%190489
$36.00Aug 7$1.240.403.9%3.58%7.51%301
$35.00Aug 7$1.140.461.0%3.29%4.33%126
$35.00Jul 24$1.000.451.0%2.89%3.93%6--
$35.00Jul 17$0.720.451.0%2.08%3.12%6653.0K
$37.00Aug 14$0.710.406.8%2.05%8.86%30--
$35.50Jul 17$0.610.382.5%1.76%4.24%1.0K11
$37.00Jul 31$0.610.346.8%1.76%8.57%437
$35.00Jul 10$0.460.411.0%1.33%2.37%965.7K
$36.00Jul 24$0.450.333.9%1.30%5.23%889

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 14,250
Total Puts 3,006
Put/Call Ratio 0.21
Net Difference 11,244

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 83,331
Total Puts 12,996
Average Put/Call Ratio 0.21
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All