Tour v297
TEVA
TEVA PHARMACEUTICAL ADR
$34.65 -1.81%
$34.61 (-0.12%)🌙
as of 07/07 07:06 PM
7/7 19:06

Option Volume

Detail
Current (07/07) 15,722
Calls: 12,994 (83%)
Puts: 2,728 (17%)
Prior (07/06) 30,843
Calls: 29,235 (95%)
Puts: 1,608 (5%)
Current vs Prior -49.03%
Calls: -55.55% (Calls)
Puts: +69.65% (Puts)
Prior 7-Day Total 100,488
Calls: 91,033 (91%)
Puts: 9,455 (9%)
Prior 7-Day Average 14,355
Calls: 13,004 (91%)
Puts: 1,350 (9%)
Current vs Prior 7-Day Avg +9.52%
Calls: -0.08%
Puts: +101.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $1.66M
Calls: $1.48M (89%)
Puts: $178.8K (11%)
Prior (07/06) $3.72M
Calls: $3.58M (96%)
Puts: $143.0K (4%)
Current vs Prior -55.31%
Calls: -58.52%
Puts: +25.06%
Prior 7-Day Total $12.22M
Calls: $11.40M (93%)
Puts: $827.5K (7%)
Prior 7-Day Average $1.75M
Calls: $1.63M (93%)
Puts: $118.2K (7%)
Current vs Prior 7-Day Avg -4.72%
Calls: -8.79%
Puts: +51.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.21
Prior (07/06) 0.06
Current vs Prior +281.70%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg +6.62%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 122,064
Calls: 110,025 (90%)
Puts: 12,039 (10%)
Prior (07/06) 253,894
Calls: 217,524 (86%)
Puts: 36,370 (14%)
Current vs Prior -51.92%
Prior 7-Day Total 1,196,784
Calls: 1,068,162 (89%)
Puts: 128,622 (11%)
Prior 7-Day Average 170,969
Calls: 152,594 (89%)
Puts: 18,374 (11%)
Current vs Prior 7-Day Avg -28.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.21% | 6.32%6.32% | 14.11%
Prior 5.19% | 7.14%7.14% | 15.44%
Current vs Prior -18.74% | -11.49%-11.49% | -8.62%
Prior 7-Day Avg 4.27% | 6.11%7.14% | 15.44%
Current vs 7-Day Avg -1.33% | +3.43%-11.49% | -8.62%
Prior 7-Day Eod 5.19% | 7.14%-- | --
Current vs 7-Day Eod -18.74% | -11.49%-- | --
Sentiment BULLISHBULLISH

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 56.35% | 64.69%
Calls: 41.00% | 23.90%
Puts: 71.71% | 105.48%
Current vs 7-Day Avg -5.88% | -14.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.48M) vs puts ($178.8K). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (12,994 calls vs 2,728 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 3 of results (avg 6.3%, best 5.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Aug 211.361.43$1.405.0%1.0K0.3913.7K
$36.00Aug 211.681.79$1.746.3%70.461.0K
$33.00Aug 213.203.45$3.337.5%10.67--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.63)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 170.590.66$0.6311.1%2.0K0.3921.3K
$35.00Jul 170.740.90$0.8219.5%1.1K0.473.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 105.206.25$5.7318.3%10.97--
$28.00Jul 106.107.80$6.9524.5%10.95--
$30.00Jul 104.255.15$4.7019.1%30.90--
$28.50Jul 105.657.40$6.5326.8%10.89--
$29.50Jul 104.805.60$5.2015.4%10.881
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 241.802.26$2.0322.7%30.65--
$35.50Jul 171.261.48$1.3716.1%620.6289
$35.00Jul 100.520.94$0.7357.5%130.59512
$35.00Jul 171.021.24$1.1319.5%1440.53208
$35.00Jul 241.071.67$1.3743.8%20.51--

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 12.5K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 100.230.50$0.3773.0%3.5K0.444.8K
$35.50Jul 170.590.66$0.6311.1%2.0K0.3921.3K
$35.00Jul 170.740.90$0.8219.5%1.1K0.473.0K
$36.00Jul 170.220.52$0.3781.1%1.1K0.294.2K
$37.00Aug 211.361.43$1.405.0%1.0K0.3913.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 100.180.38$0.2871.4%6180.29277
$34.50Jul 170.590.94$0.7646.1%5360.45225
$34.00Jul 170.570.74$0.6625.8%4320.37352
$33.50Jul 170.370.58$0.4843.7%3140.29326
$35.00Jul 171.021.24$1.1319.5%1440.53208

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 22.1%, max 68.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Jul 17Aug 2166.4%46.0%44.5%141.7K
$37.00Jul 10Aug 2159.5%45.8%30.0%1.1K13.7K
$35.50Jul 10Jul 2446.2%35.9%28.7%128443
$33.50Jul 10Jul 1754.0%43.5%24.1%27352
$33.00Jul 10Aug 2156.2%47.6%18.0%108--
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.00Jul 10Aug 2181.7%48.6%68.0%20289
$33.50Jul 10Jul 1754.0%43.5%24.1%324326
$33.00Jul 10Aug 2156.2%47.6%18.0%24246
$34.50Jul 10Jul 1743.6%38.9%12.1%545293

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 10.11, avg 2.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$39.00$40.00Aug 21$0.19$0.81$0.194.26$39.19
$36.00$36.50Jul 10$0.10$0.40$0.104.00$36.10
$37.00$40.00Aug 7$0.63$2.37$0.633.76$37.63
$38.00$40.00Jul 17$0.44$1.56$0.443.55$38.44
$36.50$37.00Jul 17$0.13$0.37$0.132.85$36.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$33.00$31.00Jul 24$0.18$1.82$0.1810.11$32.82
$30.00$28.00Aug 21$0.18$1.82$0.1810.11$29.82
$34.50$34.00Jul 10$0.12$0.38$0.123.17$34.38
$32.00$30.00Aug 21$0.56$1.44$0.562.57$31.44
$33.00$32.00Aug 21$0.32$0.68$0.322.13$32.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 2.85, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.50$35.00Jul 10$0.36$0.36$0.142.57$34.86
$35.00$35.50Jul 24$0.36$0.36$0.142.57$35.36
$33.50$34.00Jul 17$0.35$0.35$0.152.33$33.85
$33.00$33.50Jul 17$0.33$0.33$0.171.94$33.33
$34.00$34.50Jul 17$0.32$0.32$0.181.78$34.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.50Jul 17$0.37$0.37$0.132.85$34.63
$35.00$34.50Jul 10$0.33$0.33$0.171.94$34.67
$36.00$35.00Jul 24$0.66$0.66$0.341.94$35.34
$35.00$33.00Jul 24$1.01$1.01$0.991.02$33.99
$35.50$35.00Jul 17$0.24$0.24$0.260.92$35.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.32, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 10Jul 17$0.1359.5%41.9%
$36.00Jul 10Jul 17$0.1748.6%36.6%
$33.00Jul 10Jul 17$0.1956.2%46.5%
$33.50Jul 10Jul 17$0.2754.0%43.5%
$36.50Jul 10Jul 17$0.2846.6%43.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 10Jul 17$0.0581.7%47.5%
$33.00Jul 10Jul 17$0.2656.2%46.5%
$33.50Jul 10Jul 17$0.2854.0%43.5%
$34.50Jul 10Jul 17$0.3643.6%38.9%
$34.00Jul 10Jul 17$0.3848.9%43.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 3.17% of stock, avg 6.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Jul 10$0.37$0.73$1.10$33.90$36.103.17%
$34.50Jul 10$0.73$0.40$1.13$33.37$35.633.26%
$34.00Jul 10$1.02$0.28$1.30$32.70$35.303.75%
$33.50Jul 10$1.46$0.20$1.66$31.84$35.164.79%
$34.50Jul 17$1.06$0.76$1.82$32.68$36.325.25%
$35.00Jul 17$0.82$1.13$1.95$33.05$36.955.63%
$33.00Jul 10$1.87$0.13$2.00$31.00$35.005.77%
$35.50Jul 17$0.63$1.37$2.00$33.50$37.505.77%
$34.00Jul 17$1.38$0.66$2.04$31.96$36.045.89%
$33.50Jul 17$1.73$0.48$2.21$31.29$35.716.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.66% of stock, avg 3.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.50$33.00Jul 10$0.10$0.13$0.23$32.77$36.73
$37.00$33.00Jul 10$0.12$0.13$0.25$32.75$37.25
$36.50$33.50Jul 10$0.10$0.20$0.30$33.20$36.80
$37.00$33.50Jul 10$0.12$0.20$0.32$33.18$37.32
$36.00$33.00Jul 10$0.20$0.13$0.33$32.67$36.33
$36.50$34.00Jul 10$0.10$0.28$0.38$33.62$36.88
$36.00$33.50Jul 10$0.20$0.20$0.40$33.10$36.40
$37.00$34.00Jul 10$0.12$0.28$0.40$33.60$37.40
$35.50$33.00Jul 10$0.30$0.13$0.43$32.57$35.93
$36.50$30.50Jul 10$0.10$0.34$0.44$30.06$36.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 6.69, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3233/35Aug 21$1.74$0.266.69$30.26$34.74
32/3335/36Jul 17$0.38$0.123.17$32.62$35.38
34/3435/36Jul 17$0.37$0.132.85$33.63$35.37
35/3636/37Jul 17$0.37$0.132.85$35.13$36.87
32/3335/36Aug 21$0.73$0.272.70$32.27$35.73
28/3033/35Aug 21$1.36$0.642.13$28.64$34.36
32/3338/39Aug 21$0.67$0.332.03$32.33$38.67
32/3336/37Aug 21$0.66$0.341.94$32.34$36.66
32/3336/37Jul 17$0.32$0.181.78$32.68$36.82
34/3436/37Jul 17$0.31$0.191.63$33.69$36.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$36.00$37.00$38.00Aug 21$0.05$0.9519.00
$35.00$36.00$37.00Aug 21$0.07$0.9313.29
$34.50$35.00$35.50Jul 17$0.05$0.459.00
$30.00$30.50$31.00Jul 10$0.08$0.425.25
$34.00$34.50$35.00Jul 17$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$33.50$34.00Jul 17$0.09$0.414.56
$28.00$30.00$32.00Aug 21$0.38$1.624.26
$32.00$32.50$33.00Jul 17$0.19$0.311.63
$31.00$33.00$35.00Jul 24$0.83$1.171.41
$34.00$34.50$35.00Jul 10$0.21$0.291.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $--, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Aug 7-$0.25$1.75
$33.00$35.001:2Jul 31-$0.87$1.13
$33.00$34.501:2Jul 24-$0.47$1.03
$33.00$35.001:2Aug 21-$0.97$1.03
$39.00$40.001:2Aug 21-$0.38$0.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$31.001:2Jul 24$0.00$2.00
$32.00$30.001:2Aug 21$0.00$2.00
$30.00$28.001:2Aug 21-$0.20$1.80
$35.00$33.001:2Aug 21-$0.77$1.23
$32.00$30.501:2Jul 10-$0.53$0.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 5.69%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Aug 21$1.970.521.0%5.69%6.70%14810.3K
$35.00Aug 7$1.770.521.0%5.11%6.12%1--
$36.00Aug 21$1.680.463.9%4.85%8.74%71.0K
$35.00Jul 31$1.480.501.0%4.27%5.28%22829
$37.00Aug 21$1.360.396.8%3.92%10.71%1.0K13.7K
$38.00Aug 21$1.040.339.7%3.00%12.67%41.3K
$35.00Jul 24$0.910.491.0%2.63%3.64%27246
$37.00Aug 7$0.760.376.8%2.19%8.98%25--
$35.00Jul 17$0.740.471.0%2.14%3.15%1.1K3.0K
$39.00Aug 21$0.630.2612.6%1.82%14.37%2--

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 12,994
Total Puts 2,728
Put/Call Ratio 0.21
Net Difference 10,266

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 91,033
Total Puts 9,455
Average Put/Call Ratio 0.20
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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