Tour v309
TEVA
TEVA PHARMACEUTICAL ADR
$32.95 -0.45%
$32.93 (-0.06%)🌙
as of 07/10 07:08 PM
7/10 19:08

Option Volume

Detail
Current (07/10) 1,700
Calls: 930 (55%)
Puts: 770 (45%)
Prior (07/09) 6,518
Calls: 4,940 (76%)
Puts: 1,578 (24%)
Current vs Prior -73.92%
Calls: -81.17% (Calls)
Puts: -51.20% (Puts)
Prior 7-Day Total 114,155
Calls: 102,709 (90%)
Puts: 11,446 (10%)
Prior 7-Day Average 16,307
Calls: 14,672 (90%)
Puts: 1,635 (10%)
Current vs Prior 7-Day Avg -89.58%
Calls: -93.66%
Puts: -52.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $142.5K
Calls: $91.0K (64%)
Puts: $51.5K (36%)
Prior (07/09) $1.13M
Calls: $922.2K (82%)
Puts: $205.7K (18%)
Current vs Prior -87.36%
Calls: -90.13%
Puts: -74.95%
Prior 7-Day Total $13.85M
Calls: $12.87M (93%)
Puts: $983.2K (7%)
Prior 7-Day Average $1.98M
Calls: $1.84M (93%)
Puts: $140.5K (7%)
Current vs Prior 7-Day Avg -92.80%
Calls: -95.05%
Puts: -63.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.83
Prior (07/09) 0.32
Current vs Prior +159.20%
Prior 7-Day Average 0.15
Current vs Prior 7-Day Avg +434.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 115,944
Calls: 83,397 (72%)
Puts: 32,547 (28%)
Prior (07/09) 80,817
Calls: 68,984 (85%)
Puts: 11,833 (15%)
Current vs Prior +43.46%
Prior 7-Day Total 1,151,712
Calls: 986,724 (86%)
Puts: 164,988 (14%)
Prior 7-Day Average 164,530
Calls: 140,960 (86%)
Puts: 23,569 (14%)
Current vs Prior 7-Day Avg -29.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.34% | 4.55%4.55% | 13.99%
Prior 3.47% | 5.56%5.56% | 14.50%
Current vs Prior +31.03% | +18.47%-18.11% | -3.52%
Prior 7-Day Avg 4.14% | 6.20%6.25% | 14.69%
Current vs 7-Day Avg +9.93% | +6.22%-27.18% | -4.77%
Prior 7-Day Eod 3.47% | 5.56%-- | --
Current vs 7-Day Eod +31.03% | +18.47%-- | --
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 64% call dollar volume ($91.0K). Light premium activity with dollar volume down 87% vs prior. Below-average activity with volume down 74% vs prior. P/C ratio rising 159% - increased hedging/bearish 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.77, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 172.233.55$2.8945.7%20.95--
$29.50Jul 172.754.20$3.4841.7%20.906
$29.00Jul 103.704.75$4.2224.9%20.89--
$31.00Jul 171.412.40$1.9052.1%20.89--
$30.50Jul 171.723.25$2.4961.4%20.835
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 100.691.34$1.0263.7%510.97979
$35.00Jul 101.672.30$1.9931.7%270.96500
$36.00Jul 102.613.50$3.0629.1%90.9410
$35.00Jul 171.342.25$1.8050.6%10.89--
$33.50Jul 100.151.17$0.66154.5%600.85--

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 1.6K, top 292)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.090.14$0.1241.7%1440.143.5K
$32.50Jul 100.180.88$0.53132.1%800.731.3K
$34.00Jul 311.021.60$1.3144.3%760.43121
$33.50Jul 170.380.51$0.4528.9%550.40265
$33.00Jul 170.390.91$0.6580.0%510.521.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 170.000.21$0.11190.9%2920.12768
$33.00Jul 170.410.79$0.6063.3%1210.491.1K
$33.50Jul 100.151.17$0.66154.5%600.85--
$33.00Jul 100.000.48$0.24200.0%540.54359
$34.00Jul 100.691.34$1.0263.7%510.97979

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 881.8%, max 3751.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Jul 10Jul 172564.9%66.6%3751.6%1114
$30.50Jul 10Jul 172161.3%65.0%3227.1%58
$37.00Jul 10Jul 171319.5%65.4%1917.7%563
$34.50Jul 10Jul 17585.4%36.1%1522.6%25745
$36.00Jul 10Aug 21753.3%46.6%1515.0%152.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 10Jul 24439.2%38.2%1050.5%32500
$33.50Jul 10Jul 24209.4%37.4%460.1%71--
$34.00Jul 10Jul 24211.5%38.7%446.7%551.2K
$33.00Jul 10Jul 31210.5%57.3%267.6%79367
$30.00Jul 31Aug 2157.7%47.6%21.0%4288

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 6.89, avg 2.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$39.00Aug 7$0.38$2.62$0.386.89$36.38
$35.00$38.00Jul 31$0.63$2.37$0.633.76$35.63
$34.00$34.50Jul 17$0.11$0.39$0.113.55$34.11
$36.00$38.00Aug 21$0.45$1.55$0.453.44$36.45
$33.50$35.00Jul 24$0.41$1.09$0.412.66$33.91
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.50$31.00Jul 17$0.39$1.11$0.392.85$32.11
$32.00$31.00Jul 24$0.27$0.73$0.272.70$31.73
$32.00$30.00Jul 31$0.54$1.46$0.542.70$31.46
$32.00$30.00Aug 21$0.69$1.31$0.691.90$31.31
$32.50$32.00Jul 24$0.18$0.32$0.181.78$32.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 6.69, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.50$30.50Jul 10$0.87$0.87$0.136.69$30.37
$30.00$30.50Jul 17$0.40$0.40$0.104.00$30.40
$28.50$29.00Jul 10$0.35$0.35$0.152.33$28.85
$32.50$33.00Jul 10$0.34$0.34$0.162.13$32.84
$31.00$32.50Jul 17$1.00$1.00$0.502.00$32.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$33.50Jul 10$0.36$0.36$0.142.57$33.64
$34.00$33.50Jul 24$0.32$0.32$0.181.78$33.68
$33.00$32.00Jul 31$0.60$0.60$0.401.50$32.40
$33.50$33.00Jul 24$0.28$0.28$0.221.27$33.22
$34.00$33.00Jul 17$0.50$0.50$0.501.00$33.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.35, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.50Jul 10Jul 17$0.06585.4%36.1%
$36.00Jul 10Jul 17$0.06753.3%48.9%
$35.00Jul 10Jul 17$0.10439.2%37.5%
$35.50Jul 17Jul 24$0.1438.9%38.8%
$38.00Jul 31Aug 21$0.2652.9%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.00Jul 10Jul 17$0.08211.5%35.9%
$31.00Jul 17Jul 24$0.1639.5%37.3%
$30.00Jul 31Aug 21$0.2157.7%47.6%
$32.50Jul 17Jul 24$0.2240.7%35.7%
$33.00Jul 10Jul 17$0.36210.5%33.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.31% of stock, avg 5.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.00Jul 10$0.19$0.24$0.43$32.57$33.431.31%
$33.50Jul 10$0.04$0.66$0.70$32.80$34.202.12%
$34.50Jul 17$0.18$1.04$1.22$33.28$35.723.70%
$33.00Jul 17$0.65$0.60$1.25$31.75$34.253.79%
$34.00Jul 17$0.29$1.10$1.39$32.61$35.394.22%
$32.50Jul 17$0.90$0.50$1.40$31.10$33.904.25%
$33.00Jul 24$0.93$0.97$1.90$31.10$34.905.77%
$35.00Jul 17$0.12$1.80$1.92$33.08$36.925.83%
$32.50Jul 24$1.20$0.72$1.92$30.58$34.425.83%
$31.50Jul 10$1.59$0.36$1.95$29.55$33.455.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.70% of stock, avg 3.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$35.00$31.00Jul 17$0.12$0.11$0.23$30.77$35.23
$37.00$31.00Jul 17$0.16$0.11$0.27$30.73$37.27
$34.50$31.00Jul 17$0.18$0.11$0.29$30.71$34.79
$33.50$31.50Jul 10$0.04$0.36$0.40$31.10$33.90
$34.00$31.00Jul 17$0.29$0.11$0.40$30.60$34.40
$36.00$31.00Jul 24$0.13$0.27$0.40$30.60$36.40
$36.00$31.50Jul 10$0.05$0.36$0.41$31.09$36.41
$34.50$31.50Jul 10$0.12$0.36$0.48$31.02$34.98
$35.50$31.00Jul 24$0.22$0.27$0.49$30.51$35.99
$33.00$31.50Jul 10$0.19$0.36$0.55$30.95$33.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 1.33, avg credit $0.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3236/38Aug 21$1.14$0.861.33$30.86$37.14
31/3232/33Jul 24$0.54$0.461.17$31.46$33.04
30/3234/35Aug 21$1.04$0.961.08$30.96$35.04
31/3233/34Jul 24$0.50$0.501.00$31.50$33.50
30/3235/36Aug 21$0.99$1.010.98$31.01$35.99
30/3234/35Jul 31$0.94$1.060.89$31.06$34.94
31/3234/35Jul 24$0.68$0.820.83$31.32$34.18
32/3334/35Jul 24$0.66$0.840.79$32.34$34.16
32/3335/38Jul 31$1.23$1.770.69$31.77$36.23
31/3233/34Jul 17$0.59$0.910.65$31.91$33.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$32.50$33.00$33.50Jul 17$0.05$0.459.00
$33.50$34.00$34.50Jul 17$0.05$0.459.00
$35.00$36.00$37.00Jul 10$0.13$0.876.69
$35.00$35.50$36.00Jul 17$0.07$0.436.14
$31.50$32.00$32.50Jul 10$0.08$0.425.25
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$34.00$35.00$36.00Jul 10$0.10$0.909.00
$32.00$32.50$33.00Jul 24$0.07$0.436.14
$34.00$34.50$35.00Jul 24$0.16$0.342.13

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 $-0.09, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$38.001:2Aug 21-$0.09$1.91
$35.00$36.001:2Jul 10-$0.08$0.92
$33.50$34.501:2Jul 10-$0.20$0.80
$36.00$37.001:2Jul 17-$0.21$0.79
$36.00$37.001:2Jul 10-$0.37$0.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$30.001:2Jul 31-$0.12$1.88
$32.00$30.001:2Aug 21-$0.18$1.82
$33.00$31.501:2Jul 10-$0.48$1.02
$32.00$31.001:2Jul 24$0.00$1.00
$35.00$34.001:2Jul 10-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 4.64%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Aug 21$1.530.463.2%4.64%7.83%3--
$35.00Aug 21$1.180.396.2%3.58%9.80%5110.3K
$34.00Jul 31$1.020.433.2%3.10%6.28%76121
$35.00Aug 7$0.910.366.2%2.76%8.98%228
$36.00Aug 21$0.890.329.3%2.70%11.96%51.0K
$33.00Jul 24$0.790.500.1%2.40%2.55%4050
$35.00Jul 31$0.710.346.2%2.15%8.38%10881
$33.50Jul 24$0.580.421.7%1.76%3.43%1--
$36.00Aug 7$0.570.289.3%1.73%10.99%131
$38.00Aug 21$0.410.2015.3%1.24%16.57%10--

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 930
Total Puts 770
Put/Call Ratio 0.83
Net Difference 160

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 102,709
Total Puts 11,446
Average Put/Call Ratio 0.15
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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