Tour v325
TEVA
TEVA PHARMACEUTICAL ADR
$32.18 -2.34%
$32.24 (+0.17%)🌙
as of 07/13 07:05 PM
7/13 19:05

Option Volume

Detail
Current (07/13) 3,187
Calls: 2,858 (90%)
Puts: 329 (10%)
Prior (07/10) 1,700
Calls: 930 (55%)
Puts: 770 (45%)
Current vs Prior +87.47%
Calls: +207.31% (Calls)
Puts: -57.27% (Puts)
Prior 7-Day Total 90,683
Calls: 79,272 (87%)
Puts: 11,411 (13%)
Prior 7-Day Average 12,954
Calls: 11,324 (87%)
Puts: 1,630 (13%)
Current vs Prior 7-Day Avg -75.40%
Calls: -74.76%
Puts: -79.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $279.7K
Calls: $222.2K (79%)
Puts: $57.5K (21%)
Prior (07/10) $142.5K
Calls: $91.0K (64%)
Puts: $51.5K (36%)
Current vs Prior +96.19%
Calls: +144.13%
Puts: +11.53%
Prior 7-Day Total $11.31M
Calls: $10.37M (92%)
Puts: $939.1K (8%)
Prior 7-Day Average $1.62M
Calls: $1.48M (92%)
Puts: $134.2K (8%)
Current vs Prior 7-Day Avg -82.69%
Calls: -85.00%
Puts: -57.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.12
Prior (07/10) 0.83
Current vs Prior -86.10%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -57.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 90,060
Calls: 79,895 (89%)
Puts: 10,165 (11%)
Prior (07/10) 115,944
Calls: 83,397 (72%)
Puts: 32,547 (28%)
Current vs Prior -22.32%
Prior 7-Day Total 1,153,390
Calls: 971,314 (84%)
Puts: 182,076 (16%)
Prior 7-Day Average 164,770
Calls: 138,759 (84%)
Puts: 26,010 (16%)
Current vs Prior 7-Day Avg -45.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.60% | 6.15%4.60% | 14.23%
Prior 4.55% | 6.59%4.55% | 13.99%
Current vs Prior +1.03% | -6.57%+1.03% | +1.73%
Prior 7-Day Avg 4.33% | 6.32%5.91% | 14.55%
Current vs 7-Day Avg +6.17% | -2.63%-22.20% | -2.20%
Prior 7-Day Eod 4.55% | 6.59%4.55% | 13.99%
Current vs 7-Day Eod +1.03% | -6.57%+1.03% | +1.73%
Sentiment BEARISHBEARISH

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 79% of dollar volume in calls ($222.2K) vs puts ($57.5K). Elevated premium activity with dollar volume up 96% vs prior. Above-average activity with volume up 87% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (2,858 calls vs 329 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 213.203.50$3.359.0%2000.7117
PUTS (0)
No puts meet the criteria

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. 23 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 174.105.00$4.5519.8%180.97--
$28.50Jul 173.504.55$4.0326.1%190.97--
$30.00Jul 172.213.05$2.6331.9%2000.91381
$29.50Jul 172.623.65$3.1432.8%10.896
$31.00Jul 171.311.96$1.6439.6%30.81957
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.50Jul 171.712.44$2.0835.1%31.00661
$35.00Jul 172.162.98$2.5731.9%161.00236
$35.50Jul 172.533.45$2.9930.8%11.00--
$36.00Jul 173.103.90$3.5022.9%11.002.2K
$34.00Jul 171.431.94$1.6930.2%30.97617

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 2.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 170.010.22$0.12175.0%1.0K0.18266
$36.00Aug 210.600.88$0.7437.8%3000.271.0K
$30.00Jul 172.213.05$2.6331.9%2000.91381
$30.00Aug 213.203.50$3.359.0%2000.7117
$35.00Jul 170.020.07$0.05100.0%1940.063.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Jul 170.831.15$0.9932.3%540.75--
$33.00Aug 212.242.53$2.3812.2%410.53--
$29.00Jul 170.000.25$0.13192.3%400.107
$32.00Jul 240.630.82$0.7326.0%390.4514
$31.00Jul 170.130.24$0.1957.9%270.201.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 18.5%, max 69.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Jul 17Aug 1471.9%57.1%25.9%5430
$30.00Jul 17Aug 2156.7%47.3%20.0%400398
$35.50Jul 17Jul 2452.2%46.9%11.3%1620.5K
$36.00Jul 24Aug 2148.7%47.3%2.8%3511.0K
$35.00Jul 17Aug 2149.8%48.6%2.3%22613.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Jul 17Aug 1482.0%48.4%69.4%427
$30.00Jul 17Jul 2456.7%44.6%27.1%3--
$35.00Jul 17Jul 2449.8%42.1%18.3%17236
$31.50Jul 17Jul 2446.4%41.2%12.7%23--
$35.50Jul 17Jul 2452.2%46.9%11.3%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 9.00, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$37.00Aug 14$0.24$1.76$0.247.33$35.24
$35.00$37.00Jul 31$0.28$1.72$0.286.14$35.28
$34.00$34.50Jul 24$0.11$0.39$0.113.55$34.11
$33.50$34.00Jul 24$0.12$0.38$0.123.17$33.62
$34.50$35.00Jul 31$0.12$0.38$0.123.17$34.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$30.00Jul 17$0.10$0.90$0.109.00$30.90
$31.00$30.00Jul 24$0.19$0.81$0.194.26$30.81
$29.00$28.00Aug 14$0.19$0.81$0.194.26$28.81
$32.00$31.50Jul 17$0.13$0.37$0.132.85$31.87
$32.00$31.50Jul 24$0.14$0.36$0.142.57$31.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 8.09, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.50$29.50Jul 17$0.89$0.89$0.118.09$29.39
$31.00$33.00Jul 17$1.43$1.43$0.572.51$32.43
$30.00$32.00Aug 21$1.15$1.15$0.851.35$31.15
$31.50$32.00Jul 24$0.28$0.28$0.221.27$31.78
$32.00$33.00Aug 21$0.47$0.47$0.530.89$32.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.50$34.00Jul 17$0.39$0.39$0.113.55$34.11
$34.00$33.50Jul 17$0.38$0.38$0.123.17$33.62
$33.50$32.00Jul 24$0.97$0.97$0.531.83$32.53
$33.50$33.00Jul 17$0.32$0.32$0.181.78$33.18
$35.50$35.00Jul 24$0.32$0.32$0.181.78$35.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.43, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 17Jul 24$0.1149.8%42.1%
$35.50Jul 17Jul 24$0.1352.2%46.9%
$34.50Jul 17Jul 24$0.1443.8%39.2%
$34.00Jul 17Jul 24$0.2339.6%40.5%
$33.50Jul 17Jul 24$0.3036.7%40.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Jul 17Jul 24$0.1456.7%44.6%
$31.00Jul 17Jul 24$0.2348.7%41.4%
$31.50Jul 17Jul 24$0.3046.4%41.2%
$32.00Jul 17Jul 24$0.3142.1%37.5%
$33.50Jul 17Jul 24$0.3936.7%40.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 3.73% of stock, avg 7.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$33.00Jul 17$0.21$0.99$1.20$31.80$34.203.73%
$33.50Jul 17$0.12$1.31$1.43$32.07$34.934.44%
$32.00Jul 24$0.98$0.73$1.71$30.29$33.715.31%
$34.00Jul 17$0.07$1.69$1.76$32.24$35.765.47%
$31.00Jul 17$1.64$0.19$1.83$29.17$32.835.69%
$31.50Jul 24$1.26$0.59$1.85$29.65$33.355.75%
$33.50Jul 24$0.42$1.70$2.12$31.38$35.626.59%
$34.50Jul 17$0.05$2.08$2.13$32.37$36.636.62%
$35.00Jul 17$0.05$2.57$2.62$32.38$37.628.14%
$30.00Jul 17$2.63$0.09$2.72$27.28$32.728.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.44% of stock, avg 3.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.50$30.00Jul 17$0.05$0.09$0.14$29.86$34.64
$35.00$30.00Jul 17$0.05$0.09$0.14$29.86$35.14
$34.00$30.00Jul 17$0.07$0.09$0.16$29.84$34.16
$34.50$29.00Jul 17$0.05$0.13$0.18$28.82$34.68
$35.00$29.00Jul 17$0.05$0.13$0.18$28.82$35.18
$34.00$29.00Jul 17$0.07$0.13$0.20$28.80$34.20
$33.50$30.00Jul 17$0.12$0.09$0.21$29.79$33.71
$34.50$31.00Jul 17$0.05$0.19$0.24$30.76$34.74
$35.00$31.00Jul 17$0.05$0.19$0.24$30.76$35.24
$33.50$29.00Jul 17$0.12$0.13$0.25$28.75$33.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 3.55, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3232/32Jul 24$0.39$0.113.55$31.11$32.39
31/3232/33Jul 24$0.38$0.123.17$31.12$32.88
32/3434/34Jul 24$1.08$0.422.57$32.42$35.08
32/3232/33Jul 24$0.35$0.152.33$31.65$32.85
31/3335/36Aug 21$1.28$0.721.78$31.72$36.28
31/3233/34Jul 31$0.93$0.571.63$31.07$33.93
31/3233/34Jul 24$0.30$0.201.50$31.20$33.30
31/3234/34Jul 24$0.29$0.211.38$31.21$33.79
31/3234/34Jul 24$0.28$0.221.27$31.22$34.28
32/3233/34Jul 24$0.27$0.231.17$31.73$33.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 7.33, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$31.50$32.00$32.50Jul 24$0.06$0.447.33
$32.50$33.00$33.50Jul 24$0.08$0.425.25
$34.00$34.50$35.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$33.50$34.00Jul 17$0.06$0.447.33
$29.00$30.00$31.00Jul 17$0.14$0.866.14
$35.00$35.50$36.00Jul 17$0.09$0.414.56
$34.00$34.50$35.00Jul 17$0.10$0.404.00
$32.00$33.50$35.00Jul 24$0.48$1.022.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.09, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$37.001:2Jul 31-$0.09$1.91
$33.00$35.001:2Aug 21-$0.33$1.67
$35.00$37.001:2Aug 14-$0.39$1.61
$35.50$37.001:2Jul 17-$0.05$1.45
$33.00$34.501:2Jul 31-$0.23$1.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$31.001:2Aug 21-$0.40$1.60
$35.00$33.501:2Jul 24-$0.25$1.25
$30.00$29.001:2Jul 17-$0.17$0.83
$29.00$28.001:2Aug 14-$0.26$0.74
$31.50$31.001:2Jul 17-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 5.03%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$33.00Aug 21$1.620.482.5%5.03%7.58%31.7K
$33.00Jul 31$1.210.452.5%3.76%6.31%3028
$35.00Aug 21$0.940.338.8%2.92%11.68%3210.3K
$35.00Aug 14$0.720.308.8%2.24%11.00%12
$32.50Jul 24$0.670.461.0%2.08%3.08%1--
$34.50Jul 31$0.650.317.2%2.02%9.23%1--
$36.00Aug 21$0.600.2711.9%1.86%13.74%3001.0K
$35.00Jul 31$0.530.288.8%1.65%10.41%6--
$33.00Jul 24$0.440.382.5%1.37%3.92%6--
$33.50Jul 24$0.340.304.1%1.06%5.16%327

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 2,858
Total Puts 329
Put/Call Ratio 0.12
Net Difference 2,529

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 79,272
Total Puts 11,411
Average Put/Call Ratio 0.27
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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