Tour v303
TEVA
TEVA PHARMACEUTICAL ADR
$33.24 -4.07%
$33.87 (+1.90%)🌙
as of 07/08 07:07 PM
7/8 19:07

Option Volume

Detail
Current (07/08) 5,317
Calls: 4,493 (85%)
Puts: 824 (15%)
Prior (07/07) 15,722
Calls: 12,994 (83%)
Puts: 2,728 (17%)
Current vs Prior -66.18%
Calls: -65.42% (Calls)
Puts: -69.79% (Puts)
Prior 7-Day Total 106,985
Calls: 96,657 (90%)
Puts: 10,328 (10%)
Prior 7-Day Average 15,283
Calls: 13,808 (90%)
Puts: 1,475 (10%)
Current vs Prior 7-Day Avg -65.21%
Calls: -67.46%
Puts: -44.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $952.4K
Calls: $844.8K (89%)
Puts: $107.5K (11%)
Prior (07/07) $1.66M
Calls: $1.48M (89%)
Puts: $178.8K (11%)
Current vs Prior -42.76%
Calls: -43.10%
Puts: -39.88%
Prior 7-Day Total $12.54M
Calls: $11.74M (94%)
Puts: $800.5K (6%)
Prior 7-Day Average $1.79M
Calls: $1.68M (94%)
Puts: $114.4K (6%)
Current vs Prior 7-Day Avg -46.83%
Calls: -49.62%
Puts: -5.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.18
Prior (07/07) 0.21
Current vs Prior -12.64%
Prior 7-Day Average 0.19
Current vs Prior 7-Day Avg -3.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 245,809
Calls: 203,949 (83%)
Puts: 41,860 (17%)
Prior (07/07) 122,064
Calls: 110,025 (90%)
Puts: 12,039 (10%)
Current vs Prior +101.38%
Prior 7-Day Total 1,154,189
Calls: 1,023,006 (89%)
Puts: 131,183 (11%)
Prior 7-Day Average 164,884
Calls: 146,143 (89%)
Puts: 18,740 (11%)
Current vs Prior 7-Day Avg +49.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.61% | 5.99%5.99% | 14.71%
Prior 4.21% | 6.32%6.32% | 14.11%
Current vs Prior -14.32% | -5.28%-5.28% | +4.24%
Prior 7-Day Avg 4.40% | 6.34%6.73% | 14.78%
Current vs 7-Day Avg -17.96% | -5.60%-11.05% | -0.45%
Prior 7-Day Eod 4.21% | 6.32%-- | --
Current vs 7-Day Eod -14.32% | -5.28%-- | --
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 57.30% | 59.14%
Calls: 39.19% | 15.00%
Puts: 75.40% | 103.29%
Current vs 7-Day Avg -7.43% | -7.02%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($844.8K) vs puts ($107.5K). Below-average activity with volume down 66% vs prior. Extreme bullish P/C ratio of 0.18 - heavy call buying (4,493 calls vs 824 puts). Call-heavy open interest (203,949 calls vs 41,860 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 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 8.2%, best 7.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 173.303.55$3.437.3%2840.78304
$31.00Jul 172.342.55$2.448.6%2900.87864
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 212.933.20$3.078.8%10.59137

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.47, cheapest $0.26)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.230.28$0.2619.2%2950.213.5K
$34.00Jul 170.490.57$0.5315.1%1190.372.2K
$33.00Jul 100.560.67$0.6217.7%510.603.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 43 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 103.554.70$4.1327.8%20.971
$27.00Jul 105.506.70$6.1019.7%20.942
$28.00Jul 104.505.70$5.1023.5%10.93--
$29.50Jul 103.004.20$3.6033.3%10.911
$30.50Jul 172.173.30$2.7441.2%30.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 102.383.30$2.8432.4%20.96--
$38.00Jul 104.305.50$4.9024.5%10.92--
$35.00Jul 101.452.48$1.9752.3%20.92511
$39.00Jul 104.506.60$5.5537.8%10.91--
$36.00Jul 172.402.96$2.6820.9%10.89--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 4.0K, top 502)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Jul 310.390.67$0.5352.8%5020.23--
$35.50Jul 170.130.20$0.1741.2%3470.1520.6K
$33.00Jul 170.951.10$1.0214.7%3380.551.4K
$35.00Jul 170.230.28$0.2619.2%2950.213.5K
$31.00Jul 172.342.55$2.448.6%2900.87864
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 100.510.65$0.5824.1%1240.5880
$34.00Jul 100.751.06$0.9134.1%1030.73--
$33.00Jul 170.621.00$0.8146.9%610.451.1K
$30.00Aug 210.741.00$0.8729.9%420.24246
$33.00Aug 211.812.19$2.0019.0%400.45--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 50.4%, max 281.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 10Jul 24165.3%43.4%281.1%129129
$30.50Jul 10Jul 17125.9%44.4%183.2%51
$37.00Jul 10Aug 21117.2%48.4%142.2%5914.7K
$29.50Jul 10Jul 17128.4%81.3%57.9%41
$35.50Jul 10Jul 1764.5%40.9%57.4%34920.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 10Jul 31165.3%59.6%177.4%2210
$36.00Jul 10Jul 1762.1%41.3%50.2%3--
$29.00Jul 17Jul 3179.8%60.1%32.7%4--
$28.00Jul 17Aug 772.3%55.5%30.4%4--
$33.50Jul 10Jul 2447.3%40.9%15.5%12580

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 7.33, avg 1.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$34.00$34.50Jul 10$0.11$0.39$0.113.55$34.11
$35.00$36.00Jul 24$0.22$0.78$0.223.55$35.22
$37.00$38.00Aug 21$0.22$0.78$0.223.55$37.22
$35.00$37.00Jul 31$0.50$1.50$0.503.00$35.50
$35.00$38.00Aug 14$0.75$2.25$0.753.00$35.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$28.00Jul 31$0.12$0.88$0.127.33$28.88
$29.00$28.00Jul 17$0.18$0.82$0.184.56$28.82
$30.00$28.00Aug 7$0.36$1.64$0.364.56$29.64
$31.00$29.00Jul 31$0.51$1.49$0.512.92$30.49
$33.00$31.00Jul 31$0.52$1.48$0.522.85$32.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 6.69, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$31.00$31.50Jul 17$0.38$0.38$0.123.17$31.38
$32.00$32.50Jul 17$0.32$0.32$0.181.78$32.32
$31.00$32.00Jul 24$0.63$0.63$0.371.70$31.63
$32.50$33.00Jul 17$0.31$0.31$0.191.63$32.81
$32.00$32.50Jul 24$0.31$0.31$0.191.63$32.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$36.00$35.00Jul 10$0.87$0.87$0.136.69$35.13
$35.50$35.00Jul 17$0.37$0.37$0.132.85$35.13
$34.00$33.50Jul 10$0.33$0.33$0.171.94$33.67
$35.00$34.00Jul 17$0.66$0.66$0.341.94$34.34
$39.00$38.00Jul 10$0.65$0.65$0.351.86$38.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.26, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$38.00Aug 14Aug 21$0.0750.2%48.2%
$36.00Jul 10Jul 17$0.0862.1%41.3%
$29.50Jul 10Jul 17$0.10128.4%81.3%
$35.50Jul 10Jul 17$0.1164.5%40.9%
$30.50Jul 10Jul 17$0.12125.9%44.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.00Jul 17Jul 24$0.0848.6%40.8%
$30.00Aug 7Aug 14$0.1052.7%50.8%
$29.00Jul 17Jul 31$0.1679.8%60.1%
$28.00Jul 17Jul 31$0.2272.3%63.2%
$34.00Jul 10Jul 17$0.3449.3%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.80% of stock, avg 7.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.50Jul 10$0.35$0.58$0.93$32.57$34.432.80%
$33.00Jul 10$0.62$0.34$0.96$32.04$33.962.89%
$34.00Jul 10$0.20$0.91$1.11$32.89$35.113.34%
$32.50Jul 10$1.06$0.17$1.23$31.27$33.733.70%
$34.50Jul 10$0.09$1.31$1.40$33.10$35.904.21%
$33.50Jul 17$0.77$0.97$1.74$31.76$35.245.23%
$34.00Jul 17$0.53$1.25$1.78$32.22$35.785.35%
$33.00Jul 17$1.02$0.81$1.83$31.17$34.835.51%
$32.50Jul 17$1.33$0.55$1.88$30.62$34.385.66%
$35.00Jul 10$0.06$1.97$2.03$32.97$37.036.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.66% of stock, avg 3.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.00$31.50Jul 10$0.06$0.16$0.22$31.28$35.22
$35.00$32.50Jul 10$0.06$0.17$0.23$32.27$35.23
$34.50$31.50Jul 10$0.09$0.16$0.25$31.25$34.75
$34.50$32.50Jul 10$0.09$0.17$0.26$32.24$34.76
$37.00$31.50Jul 10$0.15$0.16$0.31$31.19$37.31
$37.00$31.00Jul 17$0.15$0.16$0.31$30.69$37.31
$37.00$32.50Jul 10$0.15$0.17$0.32$32.18$37.32
$35.50$31.00Jul 17$0.17$0.16$0.33$30.67$35.83
$34.00$31.50Jul 10$0.20$0.16$0.36$31.14$34.36
$34.00$32.50Jul 10$0.20$0.17$0.37$32.13$34.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 6.69, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
28/2930/30Jul 17$0.87$0.136.69$28.13$30.87
34/3536/37Aug 21$0.87$0.136.69$34.13$36.87
34/3537/38Aug 21$0.82$0.184.56$34.18$37.82
30/3233/35Aug 21$1.60$0.404.00$30.40$34.60
32/3336/37Aug 21$0.75$0.253.00$32.25$36.75
32/3335/36Aug 21$0.74$0.262.85$32.26$35.74
33/3436/37Aug 21$0.74$0.262.85$33.26$36.74
33/3435/36Aug 21$0.73$0.272.70$33.27$35.73
32/3337/38Aug 21$0.70$0.302.33$32.30$37.70
33/3437/38Aug 21$0.69$0.312.23$33.31$37.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$34.00$35.00$36.00Jul 24$0.05$0.9519.00
$36.00$37.00$38.00Aug 21$0.05$0.9519.00
$32.50$33.00$33.50Jul 17$0.06$0.447.33
$34.00$34.50$35.00Jul 10$0.08$0.425.25
$31.50$32.00$32.50Jul 17$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$34.00$35.00Aug 21$0.13$0.876.69
$32.50$33.00$33.50Jul 10$0.07$0.436.14
$33.50$34.00$34.50Jul 10$0.07$0.436.14
$33.00$33.50$34.00Jul 10$0.09$0.414.56
$32.50$33.00$33.50Jul 24$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.03, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Jul 31-$0.03$1.97
$33.00$35.001:2Aug 21-$0.52$1.48
$35.00$36.001:2Jul 24-$0.06$0.94
$34.00$35.001:2Jul 24-$0.23$0.77
$36.00$37.001:2Jul 10-$0.27$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$30.001:2Aug 21-$0.22$1.78
$31.00$29.001:2Jul 17-$0.40$1.60
$33.00$31.001:2Jul 31-$0.43$1.57
$32.50$31.501:2Jul 10-$0.15$0.85
$29.00$28.001:2Jul 31-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.06%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$35.00Aug 21$1.350.415.3%4.06%9.36%4110.3K
$35.00Aug 14$1.220.415.3%3.67%8.97%2--
$36.00Aug 21$1.100.358.3%3.31%11.61%111.0K
$33.50Jul 24$0.900.490.8%2.71%3.49%110
$35.00Jul 31$0.870.385.3%2.62%7.91%44849
$37.00Aug 21$0.830.2911.3%2.50%13.81%5814.7K
$33.50Jul 17$0.690.460.8%2.08%2.86%211253
$34.00Jul 24$0.640.412.3%1.93%4.21%2103
$38.00Aug 21$0.630.2414.3%1.90%16.22%6--
$37.00Aug 7$0.550.2611.3%1.65%12.97%2555

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 4,493
Total Puts 824
Put/Call Ratio 0.18
Net Difference 3,669

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 96,657
Total Puts 10,328
Average Put/Call Ratio 0.19
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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