Tour v344
TEVA
TEVA PHARMACEUTICAL ADR
$32.22 +2.09%
$32.20 (-0.06%)🌙
as of 07/16 07:05 PM
7/16 19:05

Option Volume

Detail
Current (07/16) 3,240
Calls: 777 (24%)
Puts: 2,463 (76%)
Prior (07/15) 2,593
Calls: 2,261 (87%)
Puts: 332 (13%)
Current vs Prior +24.95%
Calls: -65.63% (Calls)
Puts: +641.87% (Puts)
Prior 7-Day Total 39,508
Calls: 32,493 (82%)
Puts: 7,015 (18%)
Prior 7-Day Average 5,644
Calls: 4,641 (82%)
Puts: 1,002 (18%)
Current vs Prior 7-Day Avg -42.59%
Calls: -83.26%
Puts: +145.77%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $808.8K
Calls: $114.2K (14%)
Puts: $694.6K (86%)
Prior (07/15) $231.4K
Calls: $179.4K (78%)
Puts: $52.0K (22%)
Current vs Prior +249.47%
Calls: -36.38%
Puts: +1236.17%
Prior 7-Day Total $4.67M
Calls: $3.96M (85%)
Puts: $706.7K (15%)
Prior 7-Day Average $666.9K
Calls: $565.9K (85%)
Puts: $101.0K (15%)
Current vs Prior 7-Day Avg +21.28%
Calls: -79.83%
Puts: +588.03%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 3.17
Prior (07/15) 0.15
Current vs Prior +2058.77%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +1058.35%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 103,532
Calls: 101,391 (98%)
Puts: 2,141 (2%)
Prior (07/15) 134,273
Calls: 103,889 (77%)
Puts: 30,384 (23%)
Current vs Prior -22.89%
Prior 7-Day Total 970,719
Calls: 814,880 (84%)
Puts: 155,839 (16%)
Prior 7-Day Average 138,674
Calls: 116,411 (84%)
Puts: 22,262 (16%)
Current vs Prior 7-Day Avg -25.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.86% | 5.31%2.86% | 13.66%
Prior 4.50% | 5.77%4.50% | 13.81%
Current vs Prior -36.54% | -7.97%-36.54% | -1.15%
Prior 7-Day Avg 4.09% | 6.03%5.03% | 14.25%
Current vs 7-Day Avg -30.18% | -12.00%-43.21% | -4.17%
Prior 7-Day Eod 4.50% | 5.77%4.50% | 13.81%
Current vs 7-Day Eod -36.54% | -7.97%-36.54% | -1.15%
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 bearish conviction with 86% of dollar volume in puts ($694.6K) vs calls ($114.2K). Massive premium surge with dollar volume up 249% vs prior. Extreme bearish P/C ratio of 3.17 - heavy put buying. P/C ratio rising 2059% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 8.8%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 211.581.73$1.669.0%40.471.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 212.803.05$2.938.5%20.61--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.87, cheapest $0.84)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Jul 240.810.92$0.8712.6%20.5668
$35.00Aug 210.820.98$0.9017.8%20.3210.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 240.770.91$0.8416.7%110.55--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 173.354.45$3.9028.2%181.0018
$28.50Jul 172.834.05$3.4435.5%181.0018
$29.00Jul 172.433.45$2.9434.7%21.0019
$30.00Jul 171.522.49$2.0148.3%20.97211
$31.00Jul 241.262.28$1.7757.6%10.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 172.393.70$3.0543.0%2160.97--
$36.00Jul 173.454.70$4.0830.6%9160.96--
$34.50Jul 172.003.20$2.6046.2%2160.94--
$34.00Jul 171.532.18$1.8634.9%9160.94--
$33.00Jul 170.721.70$1.2181.0%50.761.1K

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 2.9K, top 916)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.000.03$0.02150.0%710.035.0K
$32.00Aug 141.752.16$1.9620.9%490.54--
$32.00Aug 211.992.21$2.1010.5%280.56--
$32.00Jul 170.310.56$0.4456.8%270.57--
$35.00Jul 240.050.10$0.0862.5%260.09--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Jul 171.532.18$1.8634.9%9160.94--
$36.00Jul 173.454.70$4.0830.6%9160.96--
$34.50Jul 172.003.20$2.6046.2%2160.94--
$35.00Jul 172.393.70$3.0543.0%2160.97--
$27.00Aug 210.240.42$0.3354.5%380.122

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 52.7%, max 182.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Jul 17Aug 21135.0%47.8%182.2%23--
$30.00Jul 17Aug 2194.8%47.4%100.2%5425
$35.00Jul 17Aug 2188.6%46.7%89.4%7315.4K
$33.00Jul 17Aug 2874.1%46.8%58.4%22--
$34.00Jul 17Aug 2172.4%48.3%50.0%12685
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Jul 17Jul 2485.6%42.6%100.9%311
$31.00Jul 17Aug 2869.7%44.5%56.8%3--
$34.00Jul 17Aug 2172.4%48.3%50.0%918--
$32.00Jul 17Aug 2857.7%43.7%32.2%7--
$29.00Jul 24Aug 2151.0%48.6%5.0%3129

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 6.14, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$36.00Aug 14$0.14$0.86$0.146.14$35.14
$36.00$38.00Aug 14$0.31$1.69$0.315.45$36.31
$35.00$38.00Aug 21$0.53$2.47$0.534.66$35.53
$33.00$33.50Jul 17$0.12$0.38$0.123.17$33.12
$33.00$34.00Jul 24$0.25$0.75$0.253.00$33.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$26.00Aug 7$0.73$4.27$0.735.85$30.27
$29.00$27.00Aug 21$0.33$1.67$0.335.06$28.67
$32.00$31.50Jul 17$0.10$0.40$0.104.00$31.90
$31.00$28.00Jul 31$0.62$2.38$0.623.84$30.38
$29.50$29.00Jul 24$0.11$0.39$0.113.55$29.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 5.06, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$32.00Aug 14$1.67$1.67$0.335.06$31.67
$30.00$32.00Jul 17$1.57$1.57$0.433.65$31.57
$32.00$33.00Aug 7$0.63$0.63$0.371.70$32.63
$30.00$32.00Aug 21$1.18$1.18$0.821.44$31.18
$32.00$33.00Aug 14$0.46$0.46$0.540.85$32.46
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.50$32.50Jul 24$0.76$0.76$0.243.17$32.74
$34.00$33.00Jul 17$0.65$0.65$0.351.86$33.35
$34.00$32.00Aug 21$1.23$1.23$0.771.60$32.77
$32.00$31.00Aug 14$0.57$0.57$0.431.33$31.43
$34.00$32.00Aug 14$1.12$1.12$0.881.27$32.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.48, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 17Jul 24$0.0688.6%40.6%
$34.00Jul 17Jul 24$0.1472.4%38.5%
$36.00Jul 31Aug 14$0.2458.5%51.5%
$33.00Jul 17Jul 24$0.2574.1%39.3%
$37.00Jul 24Jul 31$0.2568.6%68.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.50Jul 17Jul 24$0.1385.6%42.6%
$31.00Jul 17Jul 24$0.1869.7%38.3%
$32.00Jul 17Jul 24$0.3257.7%38.9%
$32.50Jul 17Jul 24$0.3661.2%39.4%
$29.00Jul 24Aug 14$0.5251.0%50.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.23% of stock, avg 8.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$32.50Jul 17$0.24$0.48$0.72$31.78$33.222.23%
$32.00Jul 17$0.44$0.32$0.76$31.24$32.762.36%
$33.00Jul 17$0.17$1.21$1.38$31.62$34.384.28%
$32.00Jul 24$0.87$0.64$1.51$30.49$33.514.69%
$34.00Jul 17$0.03$1.86$1.89$32.11$35.895.87%
$31.00Jul 24$1.77$0.27$2.04$28.96$33.046.33%
$32.50Jul 31$1.39$1.67$3.06$29.44$35.569.50%
$35.00Jul 17$0.02$3.05$3.07$31.93$38.079.53%
$32.00Aug 7$1.93$1.53$3.46$28.54$35.4610.74%
$32.00Aug 14$1.96$1.73$3.69$28.31$35.6911.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.34% of stock, avg 3.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.00$30.50Jul 17$0.03$0.08$0.11$30.39$34.11
$34.00$31.00Jul 17$0.03$0.09$0.12$30.88$34.12
$33.50$30.50Jul 17$0.05$0.08$0.13$30.37$33.63
$33.50$31.00Jul 17$0.05$0.09$0.14$30.86$33.64
$35.00$29.00Jul 24$0.08$0.09$0.17$28.83$35.17
$34.50$29.00Jul 24$0.13$0.09$0.22$28.78$34.72
$37.00$29.00Jul 24$0.14$0.09$0.23$28.77$37.23
$33.00$30.50Jul 17$0.17$0.08$0.25$30.25$33.25
$34.00$31.50Jul 17$0.03$0.22$0.25$31.25$34.25
$33.00$31.00Jul 17$0.17$0.09$0.26$30.74$33.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 4.88, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
31/3233/34Aug 21$0.83$0.174.88$31.17$33.83
30/3132/33Aug 21$0.79$0.213.76$30.21$32.79
31/3234/35Aug 21$0.79$0.213.76$31.21$34.79
27/2930/32Aug 21$1.51$0.493.08$27.49$31.51
30/3133/34Aug 21$0.75$0.253.00$30.25$33.75
32/3434/35Jul 31$0.73$0.272.70$32.77$35.23
32/3436/38Aug 14$1.43$0.572.51$32.57$37.43
31/3235/36Aug 14$0.71$0.292.45$31.29$35.71
30/3134/35Aug 21$0.71$0.292.45$30.29$34.71
29/3032/33Aug 21$0.70$0.302.33$29.30$32.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$34.50$35.00$35.50Jul 31$0.06$0.447.33
$35.00$35.50$36.00Jul 31$0.09$0.414.56
$33.00$33.50$34.00Jul 17$0.10$0.404.00
$32.00$33.00$34.00Jul 24$0.20$0.804.00
$32.00$32.50$33.00Jul 17$0.13$0.372.85
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 21$0.08$0.9211.50
$29.00$30.00$31.00Aug 21$0.09$0.9110.11
$31.50$32.00$32.50Jul 17$0.06$0.447.33
$30.50$31.00$31.50Jul 17$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $--, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$35.00$38.001:2Jul 17$0.00$3.00
$33.00$35.001:2Aug 14$0.00$2.00
$33.00$35.001:2Aug 7-$0.04$1.96
$32.50$34.501:2Jul 31-$0.07$1.93
$35.00$37.001:2Jul 24-$0.20$1.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$27.001:2Aug 21$0.00$2.00
$31.00$29.001:2Aug 14-$0.06$1.94
$34.00$32.001:2Aug 21-$0.47$1.53
$34.00$32.001:2Aug 14-$0.61$1.39
$32.50$31.001:2Jul 31-$0.21$1.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.90%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$33.00Aug 21$1.580.472.4%4.90%7.32%41.8K
$33.00Aug 28$1.570.472.4%4.87%7.29%2--
$33.00Aug 14$1.380.462.4%4.28%6.70%13--
$32.50Jul 31$1.270.490.9%3.94%4.81%5--
$34.00Aug 21$1.160.405.5%3.60%9.12%7685
$33.00Aug 7$1.130.462.4%3.51%5.93%33
$35.00Aug 21$0.820.328.6%2.55%11.17%210.4K
$36.00Aug 28$0.640.2711.7%1.99%13.72%1--
$35.00Aug 14$0.630.298.6%1.96%10.58%112
$34.50Jul 31$0.580.317.1%1.80%8.88%1--

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 777
Total Puts 2,463
Put/Call Ratio 3.17
Net Difference -1,686

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,493
Total Puts 7,015
Average Put/Call Ratio 0.27
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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