Tour v528
TEVA
TEVA PHARMACEUTICAL
$40.22 +3.10%
$40.23 (+0.02%)🌙
as of 09/24 07:12 PM
◀ 9/24 19:12 ▶

Option Volume

Detail
ℹ
Current (09/24) 5,430
Calls: 4,761 (88%)
Puts: 669 (12%)
Prior (09/21) 10,182
Calls: 7,645 (75%)
Puts: 2,537 (25%)
Current vs Prior -46.67%
Calls: -37.72% (Calls)
Puts: -73.63% (Puts)
Prior 7-Day Total 59,498
Calls: 44,269 (74%)
Puts: 15,229 (26%)
Prior 7-Day Average 8,499
Calls: 6,324 (74%)
Puts: 2,175 (26%)
Current vs Prior 7-Day Avg -36.12%
Calls: -24.72%
Puts: -69.25%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $1.14M
Calls: $1.10M (97%)
Puts: $36.7K (3%)
Prior (09/21) $1.54M
Calls: $1.30M (85%)
Puts: $238.0K (15%)
Current vs Prior -26.23%
Calls: -15.57%
Puts: -84.56%
Prior 7-Day Total $12.83M
Calls: $11.53M (90%)
Puts: $1.30M (10%)
Prior 7-Day Average $1.83M
Calls: $1.65M (90%)
Puts: $185.4K (10%)
Current vs Prior 7-Day Avg -38.04%
Calls: -33.30%
Puts: -80.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.14
Prior (09/21) 0.33
Current vs Prior -57.66%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg -60.23%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 116,533
Calls: 114,468 (98%)
Puts: 2,065 (2%)
Prior (09/21) 161,246
Calls: 119,681 (74%)
Puts: 41,565 (26%)
Current vs Prior -27.73%
Prior 7-Day Total 973,273
Calls: 795,537 (82%)
Puts: 177,736 (18%)
Prior 7-Day Average 139,039
Calls: 113,648 (82%)
Puts: 25,390 (18%)
Current vs Prior 7-Day Avg -16.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.28% | 4.82%6.76% | 12.85%
Prior 3.17% | 5.49%7.64% | 14.15%
Current vs Prior +34.89% | -12.17%-11.46% | -9.18%
Prior 7-Day Avg 3.53% | 5.33%4.62% | 10.42%
Current vs 7-Day Avg +21.06% | -9.43%+46.33% | +23.42%
Prior 7-Day Eod 3.17% | 5.49%7.64% | 14.15%
Current vs 7-Day Eod +34.89% | -12.17%-11.46% | -9.18%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Prior 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 85.95% | 90.89%
Calls: 66.51% | 95.58%
Puts: 105.40% | 86.20%
Current vs 7-Day Avg -8.86% | -66.89%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($1.10M) vs puts ($36.7K). Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (4,761 calls vs 669 puts). P/C ratio dropping 58% - sentiment shifting bullish.

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 -- 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. 35 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Sep 250.581.46$1.0286.3%81.00362
$37.00Oct 92.603.60$3.1032.3%131.002
$34.00Oct 164.406.65$5.5340.7%11.001
$38.00Sep 251.592.46$2.0342.9%30.95675
$39.50Sep 250.271.11$0.69121.7%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 254.356.50$5.4339.6%10.99--
$41.50Sep 251.103.30$2.20100.0%10.90--
$46.00Sep 255.607.15$6.3824.3%10.82--
$42.50Sep 252.004.15$3.0869.8%10.75--
$41.00Oct 20.711.95$1.3393.2%150.6655

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.8K, top 591)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 20.701.16$0.9349.5%5910.53684
$38.50Oct 21.742.31$2.0328.1%1900.7649
$37.00Sep 252.563.40$2.9828.2%850.841.0K
$37.00Oct 162.984.55$3.7641.8%630.89--
$41.00Sep 250.010.11$0.06166.7%350.142.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 20.170.57$0.37108.1%1990.29106
$37.00Oct 20.010.23$0.12183.3%1320.1025
$35.50Oct 20.000.70$0.35200.0%840.1450
$39.50Oct 20.370.94$0.6686.4%290.3974
$36.00Oct 230.130.32$0.2382.6%200.12--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 101.5%, max 460.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$37.00Sep 25Oct 16179.9%32.1%460.7%1481.0K
$40.00Sep 25Oct 1647.7%29.8%60.1%463.0K
$38.50Oct 2Oct 1643.4%29.7%46.3%19249
$43.00Oct 16Oct 3034.5%33.5%3.0%231.2K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Sep 25Oct 950.4%31.9%58.0%15927
$39.50Sep 25Oct 941.2%27.8%47.9%1096
$38.00Oct 2Oct 3044.2%32.9%34.4%10100

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 0.69, avg 2.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$34.00$37.00Oct 16$1.77$1.23$1.77100%0.69$35.77
$37.00$38.00Oct 9$0.36$0.64$0.36100%1.78$37.36
$35.50$36.00Sep 25$0.10$0.40$0.1087%4.00$35.60
$32.50$33.00Sep 25$0.17$0.33$0.1782%1.94$32.67
$39.00$39.50Sep 25$0.33$0.17$0.33100%0.52$39.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$39.50Oct 2$0.67$0.83$0.6766%1.24$40.33
$38.00$37.00Oct 2$0.18$0.82$0.1820%4.56$37.82
$39.50$39.00Oct 2$0.29$0.21$0.2939%0.72$39.21
$39.00$37.00Oct 9$0.50$1.50$0.5035%3.00$38.50
$40.00$36.00Oct 23$1.26$2.74$1.2648%2.17$38.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.30, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$42.00$43.00Oct 30$0.39$0.39$0.6165%0.64$42.39
$41.00$41.50Oct 2$0.17$0.17$0.3366%0.52$41.17
$42.00$43.00Oct 16$0.25$0.25$0.7570%0.33$42.25
$41.50$42.00Oct 2$0.11$0.11$0.3975%0.28$41.61
$43.00$45.00Oct 30$0.31$0.31$1.6974%0.18$43.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$35.00Oct 16$1.14$1.14$3.8651%0.30$38.86
$40.00$36.00Oct 23$1.26$1.26$2.7452%0.46$38.74
$39.00$37.00Oct 9$0.50$0.50$1.5065%0.33$38.50
$39.50$39.00Oct 2$0.29$0.29$0.2161%1.38$39.21
$38.00$37.00Oct 2$0.18$0.18$0.8280%0.22$37.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.41, cheapest $0.53)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Sep 25Oct 2$0.5347.7%36.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Oct 16Oct 23$0.2929.8%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.06% of stock, avg 4.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Sep 25$0.69$0.14$0.83$38.67$40.332.06%
$39.00Sep 25$1.02$0.09$1.11$37.89$40.112.76%
$41.00Oct 2$0.47$1.33$1.80$39.20$42.804.48%
$39.00Oct 2$1.48$0.37$1.85$37.15$40.854.60%
$39.50Oct 2$1.21$0.66$1.87$37.63$41.374.65%
$39.50Oct 9$1.40$0.72$2.12$37.38$41.625.27%
$40.00Oct 16$1.23$1.20$2.43$37.57$42.436.04%
$37.00Oct 9$3.10$0.14$3.24$33.76$40.248.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.37% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$39.00Sep 25$0.06$0.09$0.15$38.85$41.15
$41.00$38.50Sep 25$0.06$0.14$0.20$38.30$41.20
$41.00$39.50Sep 25$0.06$0.14$0.20$39.30$41.20
$42.50$37.00Oct 2$0.19$0.12$0.31$36.69$42.81
$42.00$37.00Oct 2$0.19$0.12$0.31$36.69$42.31
$41.50$37.00Oct 2$0.30$0.12$0.42$36.58$41.92
$42.00$38.00Oct 2$0.19$0.30$0.49$37.51$42.49
$42.50$38.00Oct 2$0.19$0.30$0.49$37.51$42.99
$45.00$36.00Oct 23$0.28$0.23$0.51$35.49$45.51
$42.50$35.50Oct 2$0.19$0.35$0.54$34.96$43.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.41, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3842/42Oct 2$0.29$0.7155%0.41$37.71$41.79
37/3841/42Oct 2$0.35$0.6546%0.54$37.65$41.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$41.00$41.50$42.00Oct 2$0.06$0.4416%7.33
$39.00$40.00$41.00Oct 16$0.19$0.8126%4.26
$42.00$43.00$44.00Oct 16$0.14$0.8615%6.14
$33.00$33.50$34.00Sep 25$0.08$0.422%5.25
$41.50$42.00$42.50Oct 2$0.11$0.399%3.55
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$38.50$39.00$39.50Sep 25$0.10$0.4011%4.00

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 $-0.73, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$37.001:2Oct 16-$1.99$1.01
$38.00$39.501:2Oct 9-$0.06$1.44
$39.00$41.001:2Oct 30-$0.30$1.70
$43.00$45.001:2Oct 30-$0.01$1.99
$43.00$45.001:2Oct 23-$0.07$1.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$42.501:2Sep 25-$0.73$1.77
$39.50$39.001:2Oct 2-$0.08$0.42
$39.00$38.001:2Oct 2-$0.23$0.77
$39.00$38.501:2Sep 25-$0.19$0.31
$37.00$35.501:2Oct 2-$0.58$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.01%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$42.00Oct 30$0.810.354.4%2.01%6.44%163
$41.00Oct 30$0.870.421.9%2.16%4.10%10148
$43.00Oct 30$0.290.266.9%0.72%7.63%2295
$42.00Oct 16$0.400.294.4%0.99%5.42%27--
$43.00Oct 23$0.210.236.9%0.52%7.43%2--
$43.00Oct 16$0.240.206.9%0.60%7.51%11.1K
$44.00Oct 16$0.120.159.4%0.30%9.70%61.0K
$41.00Oct 16$0.320.381.9%0.80%2.73%17192
$41.50Oct 9$0.190.303.2%0.47%3.65%11
$40.50Oct 9$0.310.430.7%0.77%1.47%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 4,761
Total Puts 669
Put/Call Ratio 0.14
Net Difference 4,092

Prior's Put/Call Breakdown

Total Calls 7,645
Total Puts 2,537
Put/Call Ratio 0.33
Net Difference 5,108

Prior 7-Day Put/Call Summary

Total Calls 44,269
Total Puts 15,229
Average Put/Call Ratio 0.35
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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