Tour v294
TEVA
TEVA PHARMACEUTICAL ADR
$35.29 +1.88%
$35.39 (+0.28%)🌙
as of 07/06 07:03 PM
7/6 19:03

Option Volume

Detail
Current (07/06) 30,843
Calls: 29,235 (95%)
Puts: 1,608 (5%)
Prior (07/02) 17,256
Calls: 14,250 (83%)
Puts: 3,006 (17%)
Current vs Prior +78.74%
Calls: +105.16% (Calls)
Puts: -46.51% (Puts)
Prior 7-Day Total 69,645
Calls: 61,798 (89%)
Puts: 7,847 (11%)
Prior 7-Day Average 11,607
Calls: 8,828 (89%)
Puts: 1,121 (11%)
Current vs Prior 7-Day Avg +165.72%
Calls: +231.15%
Puts: +43.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $3.72M
Calls: $3.58M (96%)
Puts: $143.0K (4%)
Prior (07/02) $1.51M
Calls: $1.35M (89%)
Puts: $167.1K (11%)
Current vs Prior +146.19%
Calls: +166.13%
Puts: -14.41%
Prior 7-Day Total $8.50M
Calls: $7.82M (92%)
Puts: $684.5K (8%)
Prior 7-Day Average $1.42M
Calls: $1.12M (92%)
Puts: $97.8K (8%)
Current vs Prior 7-Day Avg +162.81%
Calls: +220.66%
Puts: +46.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.06
Prior (07/02) 0.21
Current vs Prior -73.93%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -75.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 253,894
Calls: 217,524 (86%)
Puts: 36,370 (14%)
Prior (07/02) 182,379
Calls: 144,475 (79%)
Puts: 37,904 (21%)
Current vs Prior +39.21%
Prior 7-Day Total 942,890
Calls: 850,638 (90%)
Puts: 92,252 (10%)
Prior 7-Day Average 157,148
Calls: 141,773 (90%)
Puts: 15,375 (10%)
Current vs Prior 7-Day Avg +61.56%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.19% | 7.14%7.14% | 15.44%
Prior 5.37% | 6.96%-- | --
Current vs Prior -3.43% | +2.64%-- | --
Prior 7-Day Avg 4.12% | 5.94%-- | --
Current vs 7-Day Avg +25.93% | +20.24%-- | --
Prior 7-Day Eod 5.37% | 6.96%-- | --
Current vs 7-Day Eod -3.43% | +2.64%-- | --
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 56.91% | 66.31%
Calls: 42.65% | 25.71%
Puts: 71.16% | 106.91%
Current vs 7-Day Avg -6.79% | -17.07%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($3.58M) vs puts ($143.0K). Massive premium surge with dollar volume up 146% vs prior. Dollar volume significantly above 7-day average (163% higher). Above-average activity with volume up 79% 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 6 of results (avg 7.5%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 241.551.63$1.595.0%160.56236
$34.50Jul 101.231.32$1.277.1%20.68289
$35.50Jul 171.051.13$1.097.3%20.5K0.501.0K
$34.00Jul 171.892.04$1.977.6%910.702.2K
$36.00Jul 170.810.88$0.858.2%8010.433.5K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.84, cheapest $0.70)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 100.640.76$0.7017.1%2900.48195
$37.00Jul 240.650.78$0.7218.1%220.34--
$36.00Jul 170.810.88$0.858.2%8010.433.5K
$35.00Jul 100.911.02$0.9711.3%1.6K0.585.6K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 100.780.94$0.8618.6%1670.53--
$35.00Jul 170.871.04$0.9617.7%700.43199

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 174.855.65$5.2515.2%10.96--
$31.00Jul 173.955.60$4.7834.5%40.91--
$32.00Jul 173.103.85$3.4821.6%20.88--
$33.00Jul 102.342.76$2.5516.5%730.873.3K
$32.50Jul 102.463.15$2.8124.6%20.861.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Jul 175.507.50$6.5030.8%11.00--
$39.00Jul 103.354.35$3.8526.0%10.95--
$40.00Jul 104.455.70$5.0824.6%10.94--
$41.00Jul 105.056.80$5.9329.5%20.891
$38.00Jul 102.563.35$2.9626.7%20.88--

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 26.1K, top 20.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 171.051.13$1.097.3%20.5K0.501.0K
$35.00Jul 100.911.02$0.9711.3%1.6K0.585.6K
$36.00Jul 170.810.88$0.858.2%8010.433.5K
$35.50Jul 100.640.76$0.7017.1%2900.48195
$35.00Jul 171.241.42$1.3313.5%2780.573.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 170.380.54$0.4634.8%3120.2534
$36.00Jul 101.091.23$1.1612.1%1890.6310
$35.50Jul 100.780.94$0.8618.6%1670.53--
$35.50Jul 171.091.28$1.1916.0%850.517
$34.00Jul 170.500.68$0.5930.5%750.30360

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 32.6%, max 306.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.50Jul 10Jul 1776.2%50.4%51.3%141.5K
$33.50Jul 10Jul 2457.1%46.5%22.7%63116
$34.50Jul 10Jul 2453.3%44.9%18.6%3289
$38.00Jul 10Aug 1460.0%51.0%17.8%263
$33.00Jul 10Aug 759.8%51.2%16.7%743.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 10Aug 7223.7%55.0%306.5%35
$35.00Jul 10Jul 2453.1%44.4%19.7%689
$33.00Jul 10Aug 759.8%51.2%16.7%123
$35.50Jul 10Jul 2453.6%46.0%16.6%170--
$33.50Jul 10Jul 1757.1%49.0%16.5%32691

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 9.00, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$39.00Jul 17$0.12$0.88$0.127.33$38.12
$37.00$40.00Jul 24$0.42$2.58$0.426.14$37.42
$36.50$37.00Jul 10$0.10$0.40$0.104.00$36.60
$37.00$38.00Jul 17$0.21$0.79$0.213.76$37.21
$38.00$40.00Aug 7$0.43$1.57$0.433.65$38.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$30.00Jul 17$0.10$0.90$0.109.00$30.90
$33.50$33.00Jul 17$0.10$0.40$0.104.00$33.40
$33.00$30.00Aug 7$0.66$2.34$0.663.55$32.34
$32.50$32.00Jul 24$0.12$0.38$0.123.17$32.38
$34.00$31.00Jul 31$0.76$2.24$0.762.95$33.24

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 9.00, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$35.00Jul 31$0.70$0.70$0.302.33$34.70
$34.00$34.50Jul 17$0.34$0.34$0.162.13$34.34
$33.50$34.00Jul 10$0.33$0.33$0.171.94$33.83
$34.50$35.00Jul 24$0.31$0.31$0.191.63$34.81
$34.50$35.00Jul 10$0.30$0.30$0.201.50$34.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$38.00$36.00Jul 10$1.80$1.80$0.209.00$36.20
$39.00$38.00Jul 10$0.89$0.89$0.118.09$38.11
$41.00$40.00Jul 10$0.85$0.85$0.155.67$40.15
$42.00$36.00Jul 17$5.03$5.03$0.975.19$36.97
$36.00$35.50Jul 10$0.30$0.30$0.201.50$35.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.30, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Jul 10Jul 17$0.1159.8%50.3%
$38.00Jul 10Jul 17$0.1760.0%47.1%
$40.00Jul 17Jul 24$0.1949.7%51.4%
$33.50Jul 10Jul 17$0.2357.1%49.0%
$34.00Jul 10Jul 17$0.2755.4%47.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 17Jul 24$0.1351.4%47.6%
$32.50Jul 17Jul 24$0.1950.4%48.2%
$33.00Jul 10Jul 17$0.2259.8%50.3%
$33.50Jul 10Jul 17$0.2557.1%49.0%
$34.00Jul 10Jul 17$0.2955.4%47.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 4.42% of stock, avg 8.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.50Jul 10$0.70$0.86$1.56$33.94$37.064.42%
$35.00Jul 10$0.97$0.62$1.59$33.41$36.594.51%
$36.00Jul 10$0.49$1.16$1.65$34.35$37.654.68%
$34.50Jul 10$1.27$0.43$1.70$32.80$36.204.82%
$34.00Jul 10$1.70$0.30$2.00$32.00$36.005.67%
$33.50Jul 10$2.03$0.21$2.24$31.26$35.746.35%
$35.50Jul 17$1.09$1.19$2.28$33.22$37.786.46%
$35.00Jul 17$1.33$0.96$2.29$32.71$37.296.49%
$36.00Jul 17$0.85$1.47$2.32$33.68$38.326.57%
$34.50Jul 17$1.63$0.75$2.38$32.12$36.886.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.99% of stock, avg 3.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$38.00$33.50Jul 10$0.14$0.21$0.35$33.15$38.35
$37.00$33.50Jul 10$0.23$0.21$0.44$33.06$37.44
$38.00$34.00Jul 10$0.14$0.30$0.44$33.56$38.44
$37.00$34.00Jul 10$0.23$0.30$0.53$33.47$37.53
$36.50$33.50Jul 10$0.33$0.21$0.54$32.96$37.04
$38.00$34.50Jul 10$0.14$0.43$0.57$33.93$38.57
$36.50$34.00Jul 10$0.33$0.30$0.63$33.37$37.13
$37.00$34.50Jul 10$0.23$0.43$0.66$33.84$37.66
$38.00$33.00Jul 17$0.31$0.36$0.67$32.33$38.67
$36.00$33.50Jul 10$0.49$0.21$0.70$32.80$36.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 9.00, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3132/33Jul 17$0.90$0.109.00$30.10$33.40
34/3536/36Jul 10$0.40$0.104.00$34.60$35.90
35/3636/36Jul 10$0.40$0.104.00$35.10$36.40
36/3636/37Jul 10$0.40$0.104.00$35.60$36.90
33/3434/35Jul 17$0.40$0.104.00$33.10$34.90
33/3436/37Jul 24$0.79$0.213.76$33.21$36.79
34/3536/37Jul 24$0.79$0.213.76$34.21$36.79
34/3536/36Jul 17$0.39$0.113.55$34.61$36.39
34/3435/36Jul 17$0.37$0.132.85$33.63$35.37
34/3436/36Jul 17$0.37$0.132.85$33.63$35.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$37.00$38.00$39.00Jul 17$0.09$0.9110.11
$35.50$36.00$36.50Jul 10$0.05$0.459.00
$35.00$35.50$36.00Jul 10$0.06$0.447.33
$36.00$36.50$37.00Jul 10$0.06$0.447.33
$34.50$35.00$35.50Jul 17$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$34.50$35.00$35.50Jul 10$0.05$0.459.00
$34.00$34.50$35.00Jul 10$0.06$0.447.33
$35.00$35.50$36.00Jul 10$0.06$0.447.33
$31.50$32.00$32.50Jul 17$0.06$0.447.33
$29.00$30.00$31.00Jul 17$0.17$0.834.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.42, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Aug 7-$0.30$1.70
$38.00$40.001:2Aug 14-$0.36$1.64
$37.00$38.001:2Jul 10-$0.05$0.95
$38.00$39.001:2Jul 17-$0.07$0.93
$37.00$38.001:2Jul 17-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$30.501:2Jul 10-$0.42$2.08
$34.00$33.001:2Jul 24-$0.05$0.95
$30.00$29.001:2Jul 17-$0.21$0.79
$35.00$34.001:2Jul 24-$0.44$0.56
$33.50$33.001:2Jul 10-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 4.48%, avg 1.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$36.00Jul 31$1.580.472.0%4.48%6.49%17--
$35.50Jul 24$1.240.500.6%3.51%4.11%8--
$37.00Jul 31$1.180.404.8%3.34%8.19%6041
$38.00Aug 14$1.060.367.7%3.00%10.68%4--
$35.50Jul 17$1.050.500.6%2.98%3.57%20.5K1.0K
$38.00Aug 7$1.020.357.7%2.89%10.57%1--
$36.00Jul 24$0.980.452.0%2.78%4.79%2--
$36.00Jul 17$0.810.432.0%2.30%4.31%8013.5K
$40.00Aug 14$0.680.2613.3%1.93%15.27%30--
$37.00Jul 24$0.650.344.8%1.84%6.69%22--

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 29,235
Total Puts 1,608
Put/Call Ratio 0.06
Net Difference 27,627

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 61,798
Total Puts 7,847
Average Put/Call Ratio 0.22
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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