Tour v528
TEVA
TEVA PHARMACEUTICAL
$38.88 -0.80%
$38.81 (-0.18%)🌅
as of 09/29 04:08 AM
◀ 9/28 04:08 ▶

Option Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) 2,773
Calls: 1,956 (71%)
Puts: 817 (29%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 47,908
Calls: 36,750 (77%)
Puts: 11,158 (23%)
Prior 7-Day Average 6,844
Calls: 5,250 (77%)
Puts: 1,594 (23%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) $1.17M
Calls: $863.6K (74%)
Puts: $306.6K (26%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $9.50M
Calls: $8.14M (86%)
Puts: $1.36M (14%)
Prior 7-Day Average $1.36M
Calls: $1.16M (86%)
Puts: $194.6K (14%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.00
Prior (09/25) 0.42
Current vs Prior +139.41%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +248.40%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 30,380
Calls: 27,101 (89%)
Puts: 3,279 (11%)
Prior (09/25) 83,591
Calls: 60,167 (72%)
Puts: 23,424 (28%)
Current vs Prior -63.66%
Prior 7-Day Total 949,699
Calls: 804,848 (85%)
Puts: 144,851 (15%)
Prior 7-Day Average 135,671
Calls: 114,978 (85%)
Puts: 20,693 (15%)
Current vs Prior 7-Day Avg -77.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.01% | 5.09%6.56% | 13.91%
Prior 4.39% | 5.54%6.12% | 13.32%
Current vs Prior -31.43% | -8.03%+7.10% | +4.47%
Prior 7-Day Avg 3.80% | 5.35%5.01% | 11.31%
Current vs 7-Day Avg -20.89% | -4.88%+30.89% | +22.99%
Prior 7-Day Eod 4.39% | 5.54%6.12% | 13.32%
Current vs 7-Day Eod -31.43% | -8.03%+7.10% | +4.47%
Sentiment BULLISHBEARISH

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 82.15% | 60.49%
Calls: 67.51% | 66.61%
Puts: 96.78% | 54.36%
Current vs 7-Day Avg -4.63% | -50.26%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. P/C ratio rising 139% - increased hedging/bearish positioning. Call-heavy open interest (27,101 calls vs 3,279 puts) suggests bullish positioning.

Smart Money NEUTRAL
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 7 found (avg delta 0.61, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Oct 23.254.30$3.7827.8%--0.9625
$37.00Nov 62.873.40$3.1416.9%--0.6811
$38.50Oct 20.300.88$0.5998.3%--0.62239
$39.00Oct 160.601.74$1.1797.4%--0.515.2K
$39.00Oct 231.301.46$1.3811.6%--0.5119
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 20.410.75$0.5858.6%--0.51306
$39.00Oct 90.611.14$0.8860.2%--0.50177

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

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 25.6%, max 54.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Oct 2Oct 2335.9%32.3%11.2%--327
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Oct 2Oct 1646.1%29.8%54.5%--279
$39.00Oct 2Oct 2335.9%32.3%11.2%--336

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 2.33, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$39.50Oct 9$0.21$0.29$0.2150%1.38$39.21
$39.00$40.00Oct 23$0.45$0.55$0.4551%1.22$39.45
$39.50$40.00Oct 2$0.14$0.36$0.1434%2.57$39.64
$39.00$39.50Oct 2$0.28$0.22$0.2850%0.79$39.28
$39.00$42.00Oct 16$0.88$2.12$0.8851%2.41$39.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$39.00$38.50Oct 2$0.15$0.35$0.1551%2.33$38.85
$39.00$38.00Oct 9$0.35$0.65$0.3550%1.86$38.65
$38.00$35.00Oct 16$0.48$2.52$0.4834%5.25$37.52
$39.00$36.00Oct 23$0.98$2.02$0.9849%2.06$38.02
$38.00$37.50Oct 2$0.25$0.25$0.2529%1.00$37.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.42, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$42.00Oct 16$0.88$0.88$2.1249%0.42$39.88
$39.00$39.50Oct 2$0.28$0.28$0.2250%1.27$39.28
$39.50$40.00Oct 2$0.14$0.14$0.3666%0.39$39.64
$39.00$40.00Oct 23$0.45$0.45$0.5549%0.82$39.45
$39.00$39.50Oct 9$0.21$0.21$0.2950%0.72$39.21
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$37.50Oct 2$0.25$0.25$0.2571%1.00$37.75
$38.00$35.00Oct 16$0.48$0.48$2.5266%0.19$37.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.32, cheapest $0.29)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 2Oct 9$0.2935.9%32.9%
$39.50Oct 2Oct 9$0.3631.1%33.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 2Oct 9$0.3035.9%32.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.62% of stock, avg 4.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$38.50Oct 2$0.59$0.43$1.02$37.48$39.522.62%
$39.00Oct 2$0.56$0.58$1.14$37.86$40.142.93%
$39.00Oct 9$0.85$0.88$1.73$37.27$40.734.45%
$39.00Oct 23$1.38$1.35$2.73$36.27$41.737.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.41% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$37.50Oct 2$0.06$0.10$0.16$37.34$41.16
$41.00$36.00Oct 2$0.06$0.11$0.17$35.83$41.17
$42.00$37.50Oct 2$0.08$0.10$0.18$37.32$42.18
$42.00$36.00Oct 2$0.08$0.11$0.19$35.81$42.19
$41.00$37.00Oct 2$0.06$0.15$0.21$36.79$41.21
$42.00$37.00Oct 2$0.08$0.15$0.23$36.77$42.23
$40.00$37.50Oct 2$0.14$0.10$0.24$37.26$40.24
$40.00$36.00Oct 2$0.14$0.11$0.25$35.75$40.25
$40.00$37.00Oct 2$0.14$0.15$0.29$36.71$40.29
$42.00$35.00Oct 16$0.29$0.13$0.42$34.58$42.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 3.55, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3840/40Oct 2$0.39$0.1136%3.55$37.61$39.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 6.14, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Oct 2$0.10$0.9012%9.00
$39.00$39.50$40.00Oct 2$0.14$0.3630%2.57
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$38.50$39.00Oct 2$0.07$0.4322%6.14
$37.00$37.50$38.00Oct 2$0.30$0.2015%0.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.18, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$42.001:2Oct 2-$0.10$0.90
$39.00$40.001:2Oct 23-$0.48$0.52
$39.00$39.501:2Oct 9-$0.43$0.07
$35.00$38.501:2Oct 2$2.60$0.90
$39.00$42.001:2Oct 16$0.59$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Oct 9-$0.18$0.82
$37.00$36.001:2Oct 2-$0.07$0.93
$39.00$38.501:2Oct 2-$0.28$0.22
$36.00$35.001:2Oct 23-$0.21$0.79
$38.50$38.001:2Oct 2-$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 3.34%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$39.00Oct 23$1.300.510.3%3.34%3.65%--19
$40.00Oct 30$0.790.412.9%2.03%4.91%--125
$40.00Oct 23$0.550.402.9%1.41%4.30%--15
$39.00Oct 16$0.600.510.3%1.54%1.85%--5.2K
$42.00Oct 16$0.060.138.0%0.15%8.18%--2.8K
$39.00Oct 2$0.370.500.3%0.95%1.26%--308
$39.00Oct 9$0.350.500.3%0.90%1.21%--184
$39.50Oct 9$0.140.411.6%0.36%1.95%--28
$39.50Oct 2$0.140.341.6%0.36%1.95%--55

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 1,956
Total Puts 817
Put/Call Ratio 0.42
Net Difference 1,139

Prior 7-Day Put/Call Summary

Total Calls 36,750
Total Puts 11,158
Average Put/Call Ratio 0.29
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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