Tour v340
TEVA
TEVA PHARMACEUTICAL ADR
$31.56 -0.82%
$31.54 (-0.08%)🌙
as of 07/15 07:12 PM
7/15 19:12

Option Volume

Detail
Current (07/15) 2,593
Calls: 2,261 (87%)
Puts: 332 (13%)
Prior (07/14) 4,471
Calls: 4,017 (90%)
Puts: 454 (10%)
Current vs Prior -42.00%
Calls: -43.71% (Calls)
Puts: -26.87% (Puts)
Prior 7-Day Total 67,758
Calls: 59,467 (88%)
Puts: 8,291 (12%)
Prior 7-Day Average 9,679
Calls: 8,495 (88%)
Puts: 1,184 (12%)
Current vs Prior 7-Day Avg -73.21%
Calls: -73.39%
Puts: -71.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $231.4K
Calls: $179.4K (78%)
Puts: $52.0K (22%)
Prior (07/14) $270.6K
Calls: $217.0K (80%)
Puts: $53.6K (20%)
Current vs Prior -14.49%
Calls: -17.31%
Puts: -3.07%
Prior 7-Day Total $8.16M
Calls: $7.36M (90%)
Puts: $797.7K (10%)
Prior 7-Day Average $1.17M
Calls: $1.05M (90%)
Puts: $114.0K (10%)
Current vs Prior 7-Day Avg -80.15%
Calls: -82.94%
Puts: -54.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.15
Prior (07/14) 0.11
Current vs Prior +29.92%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg -43.66%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 134,273
Calls: 103,889 (77%)
Puts: 30,384 (23%)
Prior (07/14) 181,752
Calls: 164,741 (91%)
Puts: 17,011 (9%)
Current vs Prior -26.12%
Prior 7-Day Total 1,090,340
Calls: 928,515 (85%)
Puts: 161,825 (15%)
Prior 7-Day Average 155,762
Calls: 132,645 (85%)
Puts: 23,117 (15%)
Current vs Prior 7-Day Avg -13.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.50% | 5.77%4.50% | 13.81%
Prior 3.68% | 5.85%3.68% | 14.39%
Current vs Prior +22.37% | -1.34%+22.37% | -4.02%
Prior 7-Day Avg 4.19% | 6.23%5.41% | 14.48%
Current vs 7-Day Avg +7.45% | -7.39%-16.75% | -4.62%
Prior 7-Day Eod 3.68% | 5.85%3.68% | 14.39%
Current vs 7-Day Eod +22.37% | -1.34%+22.37% | -4.02%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($179.4K) vs puts ($52.0K). Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.15 - heavy call buying (2,261 calls vs 332 puts). Call-heavy open interest (103,889 calls vs 30,384 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 7.9%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Jul 241.061.16$1.119.0%720.63126
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 213.954.20$4.086.1%100.73137
$32.00Aug 212.032.21$2.128.5%850.50322

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.91, cheapest $0.84)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Jul 240.760.91$0.8417.9%10.53--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 240.911.05$0.9814.3%70.57--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 175.156.45$5.8022.4%10.98--
$27.00Aug 214.555.30$4.9315.2%50.85--
$31.00Jul 241.061.16$1.119.0%720.63126
$31.00Aug 212.062.42$2.2416.1%20.58--
$31.50Jul 170.400.89$0.6575.4%40.5630
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 171.602.27$1.9434.5%31.00--
$34.00Jul 172.062.63$2.3424.4%81.00612
$34.50Jul 172.803.35$3.0817.9%11.00661
$35.00Jul 173.153.75$3.4517.4%31.00--
$35.50Jul 173.654.30$3.9716.4%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 786, top 85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 211.721.92$1.8211.0%770.502.0K
$31.00Jul 241.061.16$1.119.0%720.63126
$37.00Aug 210.280.49$0.3953.8%720.16--
$32.00Jul 240.520.64$0.5820.7%460.4358
$34.00Jul 170.010.04$0.03100.0%380.052.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 212.032.21$2.128.5%850.50322
$31.50Jul 170.330.60$0.4757.4%310.45128
$29.50Jul 240.100.23$0.1776.5%240.1511
$30.00Jul 170.010.17$0.09177.8%210.12226
$31.50Jul 240.650.80$0.7320.5%100.4720

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 37.2%, max 105.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 17Aug 2195.8%46.6%105.7%125.1K
$32.50Jul 17Jul 2470.2%37.9%85.2%13193
$31.50Jul 17Jul 2459.7%38.9%53.4%530
$35.00Jul 17Aug 2165.0%46.6%39.5%2515.3K
$34.00Jul 17Aug 2157.5%46.5%23.6%442.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$32.50Jul 17Jul 2470.2%37.9%85.2%3958
$31.50Jul 17Jul 2459.7%38.9%53.4%41148
$35.00Jul 17Aug 2165.0%46.6%39.5%13137
$28.00Jul 31Aug 2162.2%50.1%24.1%4--
$30.00Jul 17Aug 765.0%53.1%22.4%22226

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 6.69, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$36.00$37.00Aug 21$0.13$0.87$0.136.69$36.13
$35.00$36.00Aug 21$0.19$0.81$0.194.26$35.19
$32.50$33.00Jul 24$0.11$0.39$0.113.55$32.61
$33.00$33.50Jul 24$0.11$0.39$0.113.55$33.11
$34.00$34.50Jul 24$0.11$0.39$0.113.55$34.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$30.00Jul 17$0.15$0.85$0.155.67$30.85
$29.00$28.00Jul 31$0.19$0.81$0.194.26$28.81
$30.50$29.50Jul 24$0.20$0.80$0.204.00$30.30
$31.00$30.50Jul 24$0.15$0.35$0.152.33$30.85
$30.50$29.00Jul 31$0.45$1.05$0.452.33$30.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 14.71, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$31.50Jul 17$5.15$5.15$0.3514.71$31.15
$27.00$31.00Aug 21$2.69$2.69$1.312.05$29.69
$31.00$31.50Jul 24$0.27$0.27$0.231.17$31.27
$32.00$33.00Aug 21$0.54$0.54$0.461.17$32.54
$31.50$32.00Jul 17$0.26$0.26$0.241.08$31.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$34.00$33.50Jul 17$0.40$0.40$0.104.00$33.60
$34.00$33.00Jul 31$0.80$0.80$0.204.00$33.20
$33.00$32.50Jul 17$0.39$0.39$0.113.55$32.61
$33.00$32.00Aug 7$0.76$0.76$0.243.17$32.24
$35.00$34.50Jul 17$0.37$0.37$0.132.85$34.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.37, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.50Jul 17Jul 24$0.0770.2%37.9%
$31.50Jul 17Jul 24$0.1959.7%38.9%
$32.00Jul 17Jul 24$0.1958.4%38.9%
$34.00Jul 17Jul 24$0.2057.5%49.1%
$33.00Jul 17Jul 24$0.2147.8%39.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$34.00Jul 17Jul 24$0.1257.5%49.1%
$32.00Jul 17Jul 24$0.2158.4%38.9%
$28.00Jul 31Aug 21$0.2462.2%50.1%
$31.50Jul 17Jul 24$0.2659.7%38.9%
$31.00Jul 17Jul 24$0.2855.3%39.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 3.55% of stock, avg 8.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$31.50Jul 17$0.65$0.47$1.12$30.38$32.623.55%
$32.00Jul 17$0.39$0.77$1.16$30.84$33.163.68%
$32.50Jul 17$0.32$1.05$1.37$31.13$33.874.34%
$33.00Jul 17$0.07$1.44$1.51$31.49$34.514.78%
$32.00Jul 24$0.58$0.98$1.56$30.44$33.564.94%
$31.50Jul 24$0.84$0.73$1.57$29.93$33.074.97%
$31.00Jul 24$1.11$0.52$1.63$29.37$32.635.16%
$32.50Jul 24$0.39$1.33$1.72$30.78$34.225.45%
$33.00Jul 24$0.28$1.90$2.18$30.82$35.186.91%
$34.00Jul 17$0.03$2.34$2.37$31.63$36.377.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 51 found (cheapest 0.51% of stock, avg 3.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$30.00Jul 17$0.07$0.09$0.16$29.84$33.16
$33.00$31.00Jul 17$0.07$0.24$0.31$30.69$33.31
$33.50$29.50Jul 24$0.17$0.17$0.34$29.16$33.84
$33.50$28.50Jul 24$0.17$0.17$0.34$28.16$33.84
$34.00$29.50Jul 24$0.23$0.17$0.40$29.10$34.40
$34.00$28.50Jul 24$0.23$0.17$0.40$28.10$34.40
$32.50$30.00Jul 17$0.32$0.09$0.41$29.59$32.91
$33.00$29.50Jul 24$0.28$0.17$0.45$29.05$33.45
$33.00$28.50Jul 24$0.28$0.17$0.45$28.05$33.45
$32.00$30.00Jul 17$0.39$0.09$0.48$29.52$32.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 6.14, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3233/34Aug 21$0.86$0.146.14$31.14$33.86
31/3232/32Jul 24$0.40$0.104.00$31.10$32.40
31/3234/35Aug 21$0.79$0.213.76$31.21$34.79
31/3235/36Aug 21$0.73$0.272.70$31.27$35.73
32/3232/33Jul 24$0.36$0.142.57$31.64$32.86
32/3233/34Jul 24$0.36$0.142.57$31.64$33.36
32/3234/34Jul 24$0.36$0.142.57$31.64$34.36
32/3536/37Aug 21$2.09$0.912.30$32.91$38.09
30/3132/32Jul 24$0.34$0.162.12$30.66$32.34
31/3236/37Aug 21$0.67$0.332.03$31.33$36.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$34.00$35.00$36.00Aug 21$0.06$0.9415.67
$35.00$36.00$37.00Aug 21$0.06$0.9415.67
$33.00$34.00$35.00Aug 21$0.07$0.9313.29
$31.50$32.00$32.50Jul 24$0.07$0.436.14
$32.00$32.50$33.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$30.50$31.00$31.50Jul 24$0.06$0.447.33
$30.00$31.00$32.00Aug 7$0.12$0.887.33
$31.00$31.50$32.00Jul 17$0.07$0.436.14
$31.50$32.00$32.50Jul 24$0.10$0.404.00
$32.00$32.50$33.00Jul 17$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.16, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$36.00$37.001:2Aug 21-$0.26$0.74
$35.00$36.001:2Aug 21-$0.33$0.67
$34.00$35.001:2Aug 21-$0.46$0.54
$33.00$33.501:2Jul 24-$0.06$0.44
$31.50$32.001:2Jul 17-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$32.001:2Aug 21-$0.16$2.84
$33.00$31.001:2Jul 31-$0.35$1.65
$30.50$29.001:2Jul 31-$0.12$1.38
$29.00$28.001:2Jul 31-$0.19$0.81
$31.00$30.001:2Aug 7-$0.57$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 5.45%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Aug 21$1.720.501.4%5.45%6.84%772.0K
$32.00Aug 7$1.290.491.4%4.09%5.48%419
$33.00Aug 21$1.130.414.6%3.58%8.14%11.8K
$34.00Aug 21$0.820.347.7%2.60%10.33%6679
$35.00Aug 21$0.600.2710.9%1.90%12.80%2310.3K
$32.00Jul 24$0.520.431.4%1.65%3.04%4658
$36.00Aug 21$0.410.2114.1%1.30%15.37%10980
$32.50Jul 24$0.340.333.0%1.08%4.06%222
$35.00Jul 31$0.320.2110.9%1.01%11.91%16904
$37.00Aug 21$0.280.1617.2%0.89%18.12%72--

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 2,261
Total Puts 332
Put/Call Ratio 0.15
Net Difference 1,929

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 59,467
Total Puts 8,291
Average Put/Call Ratio 0.26
Ratio Trend Rising

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