Tour v308
TEVA
TEVA PHARMACEUTICAL ADR
$33.10 -0.42%
$33.17 (+0.21%)🌙
as of 07/09 07:07 PM
7/9 19:07

Option Volume

Detail
Current (07/09) 6,518
Calls: 4,940 (76%)
Puts: 1,578 (24%)
Prior (07/08) 5,317
Calls: 4,493 (85%)
Puts: 824 (15%)
Current vs Prior +22.59%
Calls: +9.95% (Calls)
Puts: +91.50% (Puts)
Prior 7-Day Total 110,164
Calls: 99,554 (90%)
Puts: 10,610 (10%)
Prior 7-Day Average 15,737
Calls: 14,222 (90%)
Puts: 1,515 (10%)
Current vs Prior 7-Day Avg -58.58%
Calls: -65.27%
Puts: +4.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $1.13M
Calls: $922.2K (82%)
Puts: $205.7K (18%)
Prior (07/08) $952.4K
Calls: $844.8K (89%)
Puts: $107.5K (11%)
Current vs Prior +18.43%
Calls: +9.15%
Puts: +91.35%
Prior 7-Day Total $13.26M
Calls: $12.41M (94%)
Puts: $848.2K (6%)
Prior 7-Day Average $1.89M
Calls: $1.77M (94%)
Puts: $121.2K (6%)
Current vs Prior 7-Day Avg -40.46%
Calls: -47.99%
Puts: +69.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.32
Prior (07/08) 0.18
Current vs Prior +74.18%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +89.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 80,817
Calls: 68,984 (85%)
Puts: 11,833 (15%)
Prior (07/08) 245,809
Calls: 203,949 (83%)
Puts: 41,860 (17%)
Current vs Prior -67.12%
Prior 7-Day Total 1,210,045
Calls: 1,051,390 (87%)
Puts: 158,655 (13%)
Prior 7-Day Average 172,863
Calls: 150,198 (87%)
Puts: 22,665 (13%)
Current vs Prior 7-Day Avg -53.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.47% | 5.56%5.56% | 14.50%
Prior 3.61% | 5.99%5.99% | 14.71%
Current vs Prior -3.76% | -7.15%-7.15% | -1.43%
Prior 7-Day Avg 4.22% | 6.22%6.48% | 14.76%
Current vs 7-Day Avg -17.66% | -10.64%-14.25% | -1.72%
Prior 7-Day Eod 3.61% | 5.99%-- | --
Current vs 7-Day Eod -3.76% | -7.15%-- | --
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 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($922.2K) vs puts ($205.7K). Extreme bullish P/C ratio of 0.32 - heavy call buying (4,940 calls vs 1,578 puts). P/C ratio rising 74% - increased hedging/bearish positioning. Call-heavy open interest (68,984 calls vs 11,833 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 1 of results (avg 8.5%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 241.681.83$1.768.5%940.6870
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 $0.92, cheapest $0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 170.790.91$0.8514.1%1520.531.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 170.911.06$0.9915.2%80.57529

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Jul 103.204.70$3.9538.0%40.943
$27.00Jul 105.206.35$5.7819.9%10.93--
$28.50Jul 103.755.70$4.7241.3%60.921
$28.00Jul 104.255.55$4.9026.5%50.914
$30.00Jul 102.363.60$2.9841.6%10.915
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Jul 102.633.75$3.1935.1%150.97--
$35.00Jul 101.442.61$2.0357.6%2980.95511
$35.50Jul 102.213.15$2.6835.1%2370.95--
$39.00Jul 105.706.90$6.3019.0%110.932
$38.00Jul 103.805.60$4.7038.3%140.922

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 4.0K, top 429)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 211.611.85$1.7313.9%3550.46187
$34.50Jul 240.450.64$0.5534.5%3500.32--
$35.00Jul 170.160.21$0.1926.3%3160.183.4K
$30.00Jul 172.494.00$3.2546.5%2850.90541
$31.00Jul 171.682.42$2.0536.1%2840.851.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 170.110.24$0.1872.2%4290.15345
$35.00Jul 101.442.61$2.0357.6%2980.95511
$35.50Jul 102.213.15$2.6835.1%2370.95--
$28.00Jul 310.120.38$0.25104.0%960.115
$31.50Jul 100.000.34$0.17200.0%500.17--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 83.2%, max 211.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Jul 10Jul 17235.4%82.9%183.9%125
$30.00Jul 10Jul 17145.0%52.7%175.1%286546
$36.00Jul 10Aug 2190.8%49.1%85.0%592.4K
$32.00Jul 10Jul 2469.9%39.1%78.8%9591
$39.00Jul 17Jul 3186.2%56.3%53.1%9735
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 10Aug 21155.3%49.8%211.6%25--
$30.50Jul 10Jul 24131.5%43.2%204.8%1826
$30.00Jul 10Aug 21145.0%48.5%198.7%30277
$31.50Jul 10Jul 17107.0%42.2%153.3%51--
$35.00Jul 10Jul 1765.9%40.2%63.9%301746

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 6.69, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$39.00Jul 31$0.39$2.61$0.396.69$36.39
$37.00$38.00Jul 17$0.14$0.86$0.146.14$37.14
$34.00$34.50Jul 10$0.11$0.39$0.113.55$34.11
$34.50$35.50Jul 24$0.22$0.78$0.223.55$34.72
$35.50$36.00Jul 24$0.11$0.39$0.113.55$35.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$28.00Aug 21$0.18$0.82$0.184.56$28.82
$32.00$30.50Jul 24$0.31$1.19$0.313.84$31.69
$31.00$28.00Jul 31$0.66$2.34$0.663.55$30.34
$30.00$29.00Aug 21$0.23$0.77$0.233.35$29.77
$31.00$30.00Aug 21$0.29$0.71$0.292.45$30.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 7.33, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$28.00Jul 10$0.88$0.88$0.127.33$27.88
$31.50$32.00Jul 24$0.35$0.35$0.152.33$31.85
$29.00$29.50Jul 10$0.34$0.34$0.162.13$29.34
$30.00$32.00Jul 10$1.32$1.32$0.681.94$31.32
$32.00$32.50Jul 24$0.32$0.32$0.181.78$32.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$34.00Jul 10$0.82$0.82$0.184.56$34.18
$35.00$34.00Jul 17$0.58$0.58$0.421.38$34.42
$34.00$33.00Aug 21$0.51$0.51$0.491.04$33.49
$33.50$33.00Jul 17$0.25$0.25$0.251.00$33.25
$33.50$33.00Jul 24$0.25$0.25$0.251.00$33.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.38, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$36.00Jul 10Jul 17$0.0690.8%41.5%
$39.00Jul 17Jul 31$0.0686.2%56.3%
$35.00Jul 10Jul 17$0.1765.9%40.2%
$35.50Jul 17Jul 24$0.2140.0%41.6%
$34.50Jul 10Jul 17$0.2554.7%40.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$31.50Jul 10Jul 17$0.08107.0%42.2%
$30.50Jul 10Jul 24$0.15131.5%43.2%
$34.00Jul 10Jul 17$0.1967.6%45.3%
$33.50Jul 10Jul 17$0.2238.6%41.9%
$28.00Jul 31Aug 21$0.2556.7%51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.05% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.00Jul 10$0.38$0.30$0.68$32.32$33.682.05%
$33.50Jul 10$0.10$0.77$0.87$32.63$34.372.63%
$34.00Jul 10$0.14$1.21$1.35$32.65$35.354.08%
$33.00Jul 17$0.85$0.74$1.59$31.41$34.594.80%
$33.50Jul 17$0.63$0.99$1.62$31.88$35.124.89%
$32.50Jul 17$1.15$0.52$1.67$30.83$34.175.05%
$32.00Jul 10$1.66$0.11$1.77$30.23$33.775.35%
$34.00Jul 17$0.51$1.40$1.91$32.09$35.915.77%
$32.00Jul 17$1.55$0.44$1.99$30.01$33.996.01%
$35.00Jul 10$0.02$2.03$2.05$32.95$37.056.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.42% of stock, avg 4.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.50$32.00Jul 10$0.03$0.11$0.14$31.86$34.64
$34.50$30.50Jul 10$0.03$0.11$0.14$30.36$34.64
$34.50$31.50Jul 10$0.03$0.17$0.20$31.30$34.70
$33.50$32.00Jul 10$0.10$0.11$0.21$31.79$33.71
$33.50$30.50Jul 10$0.10$0.11$0.21$30.29$33.71
$34.50$32.50Jul 10$0.03$0.20$0.23$32.27$34.73
$34.00$32.00Jul 10$0.14$0.11$0.25$31.75$34.25
$34.00$30.50Jul 10$0.14$0.11$0.25$30.25$34.25
$33.50$31.50Jul 10$0.10$0.17$0.27$31.23$33.77
$33.50$32.50Jul 10$0.10$0.20$0.30$32.20$33.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 6.69, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3233/34Aug 21$0.87$0.136.69$31.13$33.87
31/3234/35Jul 31$0.83$0.174.88$31.17$34.83
32/3334/35Aug 21$0.81$0.194.26$32.19$34.81
30/3133/34Aug 21$0.80$0.204.00$30.20$33.80
33/3435/36Aug 21$0.79$0.213.76$33.21$35.79
31/3235/36Jul 31$0.78$0.223.55$31.22$35.78
32/3335/36Aug 21$0.77$0.233.35$32.23$35.77
32/3334/35Jul 31$0.75$0.253.00$32.25$34.75
29/3033/34Aug 21$0.74$0.262.85$29.26$33.74
33/3436/36Jul 24$0.36$0.142.57$33.14$35.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$33.50$34.50$35.50Jul 24$0.14$0.866.14
$32.50$33.00$33.50Jul 17$0.08$0.425.25
$33.00$34.00$35.00Aug 21$0.19$0.814.26
$34.00$34.50$35.00Jul 10$0.10$0.404.00
$32.00$32.50$33.00Jul 17$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Aug 21$0.05$0.9519.00
$29.00$30.00$31.00Aug 21$0.06$0.9415.67
$31.00$32.00$33.00Aug 7$0.07$0.9313.29
$30.00$31.00$32.00Aug 21$0.07$0.9313.29
$31.00$32.00$33.00Aug 21$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.17, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$38.001:2Aug 21-$0.17$1.83
$30.00$32.001:2Jul 10-$0.34$1.66
$31.00$33.001:2Aug 21-$1.03$0.97
$34.50$35.501:2Jul 24-$0.11$0.89
$33.50$34.501:2Jul 24-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$29.001:2Jul 10$0.00$1.00
$29.00$28.001:2Aug 21-$0.32$0.68
$35.00$34.001:2Jul 10-$0.39$0.61
$30.00$29.001:2Aug 21-$0.45$0.55
$32.00$31.001:2Jul 31-$0.49$0.51

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 4.86%, avg 1.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Aug 21$1.610.462.7%4.86%7.58%355187
$35.00Aug 21$1.280.405.7%3.87%9.61%10--
$34.00Jul 31$1.260.442.7%3.81%6.53%5--
$36.00Aug 21$1.060.348.8%3.20%11.96%11.0K
$35.00Aug 7$0.960.375.7%2.90%8.64%1--
$35.00Aug 14$0.860.385.7%2.60%8.34%22
$33.50Jul 24$0.810.461.2%2.45%3.66%17--
$35.00Jul 31$0.750.365.7%2.27%8.01%2--
$33.50Jul 17$0.550.431.2%1.66%2.87%6265
$38.00Aug 21$0.500.2214.8%1.51%16.31%51.3K

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 4,940
Total Puts 1,578
Put/Call Ratio 0.32
Net Difference 3,362

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 99,554
Total Puts 10,610
Average Put/Call Ratio 0.17
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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