Tour v334
TEVA
TEVA PHARMACEUTICAL ADR
$31.82 -1.12%
$31.60 (-0.69%)🌙
as of 07/14 07:31 PM
7/14 19:31

Option Volume

Detail
Current (07/14) 4,471
Calls: 4,017 (90%)
Puts: 454 (10%)
Prior (07/13) 3,187
Calls: 2,858 (90%)
Puts: 329 (10%)
Current vs Prior +40.29%
Calls: +40.55% (Calls)
Puts: +37.99% (Puts)
Prior 7-Day Total 80,543
Calls: 69,700 (87%)
Puts: 10,843 (13%)
Prior 7-Day Average 11,506
Calls: 9,957 (87%)
Puts: 1,549 (13%)
Current vs Prior 7-Day Avg -61.14%
Calls: -59.66%
Puts: -70.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $270.6K
Calls: $217.0K (80%)
Puts: $53.6K (20%)
Prior (07/13) $279.7K
Calls: $222.2K (79%)
Puts: $57.5K (21%)
Current vs Prior -3.23%
Calls: -2.34%
Puts: -6.69%
Prior 7-Day Total $9.40M
Calls: $8.49M (90%)
Puts: $911.2K (10%)
Prior 7-Day Average $1.34M
Calls: $1.21M (90%)
Puts: $130.2K (10%)
Current vs Prior 7-Day Avg -79.85%
Calls: -82.11%
Puts: -58.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.11
Prior (07/13) 0.12
Current vs Prior -1.82%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -58.84%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 181,752
Calls: 164,741 (91%)
Puts: 17,011 (9%)
Prior (07/13) 90,060
Calls: 79,895 (89%)
Puts: 10,165 (11%)
Current vs Prior +101.81%
Prior 7-Day Total 1,090,967
Calls: 908,249 (83%)
Puts: 182,718 (17%)
Prior 7-Day Average 155,852
Calls: 129,749 (83%)
Puts: 26,102 (17%)
Current vs Prior 7-Day Avg +16.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.68% | 5.85%3.68% | 14.39%
Prior 4.60% | 6.15%4.60% | 14.23%
Current vs Prior -20.05% | -5.00%-20.05% | +1.13%
Prior 7-Day Avg 4.43% | 6.39%5.69% | 14.50%
Current vs 7-Day Avg -16.98% | -8.47%-35.41% | -0.73%
Prior 7-Day Eod 4.60% | 6.15%4.60% | 14.23%
Current vs 7-Day Eod -20.05% | -5.00%-20.05% | +1.13%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($217.0K) vs puts ($53.6K). Extreme bullish P/C ratio of 0.11 - heavy call buying (4,017 calls vs 454 puts). Call-heavy open interest (164,741 calls vs 17,011 puts) suggests bullish positioning. Rising open interest (up 102%) indicates new positions being established.

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 8.6%, best 7.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 211.111.20$1.167.8%1850.36497
$35.00Aug 210.820.90$0.869.3%650.2910.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Jul 174.955.40$5.188.7%31.003

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.86, cheapest $0.86)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.820.90$0.869.3%650.2910.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 175.556.60$6.0717.3%20.98--
$30.00Jul 171.572.27$1.9236.5%220.92--
$30.00Aug 212.763.20$2.9814.8%200.67214
$31.00Jul 240.711.66$1.1979.8%10.65--
$31.50Jul 170.500.93$0.7259.7%120.6220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 173.504.75$4.1330.3%21.00--
$37.00Jul 174.955.40$5.188.7%31.003
$35.00Jul 172.824.30$3.5641.6%30.98236
$34.00Jul 171.872.55$2.2130.8%50.97614
$33.50Jul 171.591.77$1.6810.7%100.97--

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 3.7K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.000.06$0.03200.0%1.8K0.043.7K
$36.00Aug 210.560.77$0.6731.3%2810.24980
$36.00Jul 170.000.23$0.12191.7%2020.094.3K
$34.00Jul 170.030.04$0.0425.0%1880.062.2K
$34.00Aug 211.111.20$1.167.8%1850.36497
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 240.701.92$1.3193.1%290.628
$33.00Jul 241.231.99$1.6147.2%270.708
$32.00Jul 170.250.65$0.4588.9%240.55545
$30.50Jul 170.030.20$0.12141.7%230.151
$32.00Jul 240.660.97$0.8237.8%210.53--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 27.9%, max 97.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 17Aug 2198.7%49.9%97.9%4835.3K
$37.00Jul 17Aug 2185.2%49.9%70.8%1216.3K
$34.50Jul 17Jul 2454.3%40.0%35.5%5485
$35.00Jul 17Aug 2860.3%46.5%29.5%1.9K3.7K
$31.50Jul 17Jul 2445.8%39.0%17.3%1420
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Jul 17Aug 1485.2%52.3%63.0%63
$29.50Jul 17Jul 3174.0%47.5%55.7%19--
$35.00Jul 17Jul 3160.3%53.8%12.1%6236
$30.50Jul 17Jul 2449.5%44.7%10.7%241
$29.00Jul 31Aug 2149.6%46.7%6.3%4148

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 4.88, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$37.00Aug 21$0.17$0.83$0.174.88$36.17
$35.00$36.00Aug 21$0.19$0.81$0.194.26$35.19
$34.00$34.50Jul 24$0.10$0.40$0.104.00$34.10
$35.00$36.00Jul 31$0.20$0.80$0.204.00$35.20
$32.50$33.00Jul 17$0.12$0.38$0.123.17$32.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$31.50Jul 17$0.10$0.40$0.104.00$31.90
$30.00$29.50Jul 31$0.12$0.38$0.123.17$29.88
$31.50$30.50Jul 24$0.26$0.74$0.262.85$31.24
$30.50$30.00Jul 24$0.15$0.35$0.152.33$30.35
$32.00$31.50Jul 24$0.15$0.35$0.152.33$31.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 4.56, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$31.50Jul 17$1.20$1.20$0.304.00$31.20
$31.50$32.00Jul 17$0.38$0.38$0.123.17$31.88
$31.50$32.00Jul 24$0.38$0.38$0.123.17$31.88
$32.00$33.00Jul 31$0.51$0.51$0.491.04$32.51
$30.00$32.00Aug 21$1.01$1.01$0.991.02$31.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$32.00Jul 31$1.64$1.64$0.364.56$32.36
$32.00$31.50Jul 31$0.37$0.37$0.132.85$31.63
$34.00$33.50Jul 24$0.33$0.33$0.171.94$33.67
$33.50$33.00Jul 24$0.32$0.32$0.181.78$33.18
$31.00$30.00Jul 31$0.63$0.63$0.371.70$30.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.35, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 17Jul 24$0.0860.3%44.4%
$34.50Jul 17Jul 24$0.0954.3%40.0%
$36.00Jul 17Jul 31$0.1598.7%52.2%
$33.50Jul 17Jul 24$0.1737.8%36.0%
$34.00Jul 17Jul 24$0.1846.2%42.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.50Jul 17Jul 24$0.0574.0%43.9%
$37.00Jul 17Aug 14$0.1285.2%52.3%
$30.00Jul 17Jul 24$0.2148.9%43.3%
$33.50Jul 17Jul 24$0.2537.8%36.0%
$30.50Jul 17Jul 24$0.2949.5%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.48% of stock, avg 8.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$32.00Jul 17$0.34$0.45$0.79$31.21$32.792.48%
$32.50Jul 17$0.21$0.69$0.90$31.60$33.402.83%
$31.50Jul 17$0.72$0.35$1.07$30.43$32.573.36%
$33.00Jul 17$0.09$1.17$1.26$31.74$34.263.96%
$32.00Jul 24$0.66$0.82$1.48$30.52$33.484.65%
$31.50Jul 24$1.04$0.67$1.71$29.79$33.215.37%
$33.50Jul 17$0.04$1.68$1.72$31.78$35.225.41%
$30.00Jul 17$1.92$0.05$1.97$28.03$31.976.19%
$33.00Jul 24$0.39$1.61$2.00$31.00$35.006.29%
$33.50Jul 24$0.21$1.93$2.14$31.36$35.646.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 98 found (cheapest 0.28% of stock, avg 3.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.50$30.00Jul 17$0.04$0.05$0.09$29.91$33.59
$33.00$30.00Jul 17$0.09$0.05$0.14$29.86$33.14
$33.50$30.50Jul 17$0.04$0.12$0.16$30.34$33.66
$33.50$29.50Jul 17$0.04$0.12$0.16$29.34$33.66
$36.00$30.00Jul 17$0.12$0.05$0.17$29.83$36.17
$33.50$31.00Jul 17$0.04$0.13$0.17$30.83$33.67
$33.00$30.50Jul 17$0.09$0.12$0.21$30.29$33.21
$33.00$29.50Jul 17$0.09$0.12$0.21$29.29$33.21
$33.00$31.00Jul 17$0.09$0.13$0.22$30.78$33.22
$36.00$30.50Jul 17$0.12$0.12$0.24$30.26$36.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 11.50, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
32/3435/36Jul 31$1.84$0.1611.50$32.16$36.84
31/3234/35Aug 21$0.90$0.109.00$31.10$34.90
30/3132/33Aug 21$0.85$0.155.67$30.15$32.85
30/3135/36Jul 31$0.83$0.174.88$30.17$35.83
29/3032/33Aug 21$0.82$0.184.56$29.18$32.82
31/3235/36Aug 21$0.79$0.213.76$31.21$35.79
30/3133/34Jul 31$0.78$0.223.55$30.22$33.78
28/2932/33Aug 21$0.78$0.223.55$28.22$32.78
31/3236/37Aug 21$0.77$0.233.35$31.23$36.77
30/3133/34Aug 21$0.74$0.262.85$30.26$33.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$33.00$34.00$35.00Aug 21$0.05$0.9519.00
$34.00$35.00$36.00Jul 31$0.08$0.9211.50
$33.00$33.50$34.00Jul 17$0.05$0.459.00
$36.00$37.00$38.00Aug 21$0.10$0.909.00
$32.00$33.00$34.00Aug 21$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$29.00$29.50$30.00Jul 31$0.05$0.459.00
$29.50$30.00$30.50Jul 24$0.06$0.447.33
$35.00$35.50$36.00Jul 17$0.10$0.404.00
$30.00$31.00$32.00Aug 21$0.21$0.793.76
$29.50$30.00$30.50Jul 17$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.29, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$32.00$34.001:2Aug 7-$0.29$1.71
$30.00$32.001:2Aug 21-$0.96$1.04
$35.00$36.001:2Jul 31-$0.07$0.93
$32.00$33.001:2Jul 24-$0.12$0.88
$34.00$35.001:2Jul 31-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$28.001:2Aug 21-$0.14$0.86
$31.50$30.501:2Jul 24-$0.15$0.85
$30.00$29.001:2Aug 21-$0.42$0.58
$30.00$29.501:2Jul 24-$0.08$0.42
$31.00$30.501:2Jul 17-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 5.85%, avg 2.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Aug 21$1.860.510.6%5.85%6.41%5--
$32.00Aug 28$1.590.520.6%5.00%5.56%3--
$33.00Aug 21$1.430.433.7%4.49%8.20%151.7K
$32.00Aug 7$1.230.500.6%3.87%4.43%2--
$34.00Aug 21$1.110.366.8%3.49%10.34%185497
$32.00Jul 31$1.050.510.6%3.30%3.87%2--
$35.00Aug 21$0.820.2910.0%2.58%12.57%6510.3K
$34.00Jul 31$0.600.326.8%1.89%8.74%4--
$35.00Aug 28$0.580.3110.0%1.82%11.82%10--
$36.00Aug 21$0.560.2413.1%1.76%14.90%281980

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,017
Total Puts 454
Put/Call Ratio 0.11
Net Difference 3,563

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 69,700
Total Puts 10,843
Average Put/Call Ratio 0.27
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All