Tour v528
TEVA
TEVA PHARMACEUTICAL
$39.81 +2.39%
◀ 9/29 19:02 ▶

Option Volume

Detail
ℹ
Current (09/29) 10,685
Calls: 9,000 (84%)
Puts: 1,685 (16%)
Prior (09/28) --
Calls: 1,956 (71%)
Puts: 817 (29%)
Current vs Prior +0.00%
Calls: +360.12% (Calls)
Puts: +106.24% (Puts)
Prior 7-Day Total 33,328
Calls: 25,722 (77%)
Puts: 7,606 (23%)
Prior 7-Day Average 5,554
Calls: 3,674 (77%)
Puts: 1,086 (23%)
Current vs Prior 7-Day Avg +92.36%
Calls: +144.93%
Puts: +55.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $2.55M
Calls: $2.30M (90%)
Puts: $248.1K (10%)
Prior (09/28) --
Calls: $863.6K (74%)
Puts: $306.6K (26%)
Current vs Prior +0.00%
Calls: +166.76%
Puts: -19.09%
Prior 7-Day Total $7.69M
Calls: $6.78M (88%)
Puts: $903.1K (12%)
Prior 7-Day Average $1.28M
Calls: $968.9K (88%)
Puts: $129.0K (12%)
Current vs Prior 7-Day Avg +99.22%
Calls: +137.76%
Puts: +92.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.19
Prior (09/28) 1.00
Current vs Prior -81.28%
Prior 7-Day Average 0.38
Current vs Prior 7-Day Avg -51.23%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 82,270
Calls: 68,954 (84%)
Puts: 13,316 (16%)
Prior (09/28) 30,380
Calls: 27,101 (89%)
Puts: 3,279 (11%)
Current vs Prior +170.80%
Prior 7-Day Total 831,195
Calls: 703,560 (85%)
Puts: 127,635 (15%)
Prior 7-Day Average 118,742
Calls: 100,508 (85%)
Puts: 18,233 (15%)
Current vs Prior 7-Day Avg -30.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.54% | 5.17%6.10% | 12.51%
Prior 3.01% | 5.09%6.56% | 13.91%
Current vs Prior +17.70% | +1.61%-6.93% | -10.10%
Prior 7-Day Avg 3.89% | 5.38%5.24% | 11.88%
Current vs 7-Day Avg -8.90% | -3.78%+16.40% | +5.31%
Prior 7-Day Eod 3.01% | 5.09%6.56% | 13.91%
Current vs 7-Day Eod +17.70% | +1.61%-6.93% | -10.10%
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 80.24% | 45.29%
Calls: 68.02% | 52.13%
Puts: 92.47% | 38.44%
Current vs 7-Day Avg -2.37% | -33.56%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.30M) vs puts ($248.1K). Dollar volume significantly above 7-day average (99% higher). Volume explosion - 92% above 7-day average (10,685 vs avg 5,554). Extreme bullish P/C ratio of 0.19 - heavy call buying (9,000 calls vs 1,685 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Oct 27.658.40$8.039.3%740.9177
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.52, cheapest $0.52)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 20.470.56$0.5217.3%6000.47896
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Oct 95.306.50$5.9020.3%360.976
$33.50Oct 26.106.80$6.4510.9%650.969
$34.00Oct 25.456.55$6.0018.3%510.967
$32.00Oct 96.958.50$7.7320.1%360.953
$33.00Oct 96.057.35$6.7019.4%360.944
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$43.00Oct 92.713.55$3.1326.8%240.89--
$43.00Oct 302.854.60$3.7247.0%500.7710
$41.00Oct 91.042.04$1.5464.9%1080.69--
$40.50Oct 20.461.16$0.8186.4%20.6314
$40.50Oct 90.981.33$1.1630.2%640.592

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 6.7K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 20.661.61$1.1483.3%1.6K0.75325
$39.50Oct 20.680.87$0.7824.4%1.0K0.6371
$41.00Oct 160.460.69$0.5740.4%1.0K0.36193
$43.00Oct 300.290.70$0.5082.0%6750.23150
$40.00Oct 20.470.56$0.5217.3%6000.47896
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Oct 300.330.77$0.5580.0%2250.22137
$41.00Oct 91.042.04$1.5464.9%1080.69--
$40.50Oct 90.981.33$1.1630.2%640.592
$43.00Oct 302.854.60$3.7247.0%500.7710
$40.00Oct 90.641.03$0.8446.4%320.51635

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 30.8%, max 53.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Oct 2Oct 1649.9%32.4%53.9%2214
$39.50Oct 2Oct 1633.7%29.5%14.3%1.0K71
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Oct 2Oct 1649.9%32.4%53.9%514
$40.00Oct 2Oct 2340.5%32.1%26.0%15206
$39.00Oct 2Oct 1638.7%31.5%22.7%23401
$39.50Oct 2Oct 1633.7%29.5%14.3%12124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 6.14, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$41.00Oct 30$0.14$0.86$0.1450%6.14$40.14
$33.00$33.50Oct 2$0.25$0.25$0.2594%1.00$33.25
$38.50$39.00Oct 16$0.14$0.36$0.1473%2.57$38.64
$39.00$40.00Nov 6$0.39$0.61$0.3959%1.56$39.39
$40.00$41.00Oct 23$0.28$0.72$0.2848%2.57$40.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.50$40.00Oct 2$0.18$0.32$0.1863%1.78$40.32
$40.50$40.00Oct 16$0.16$0.34$0.1656%2.13$40.34
$39.50$39.00Oct 16$0.13$0.37$0.1341%2.85$39.37
$39.50$39.00Oct 2$0.10$0.40$0.1037%4.00$39.40
$39.50$39.00Oct 9$0.14$0.36$0.1440%2.57$39.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.74, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$43.00Oct 30$0.85$0.85$1.1558%0.74$41.85
$40.50$41.00Oct 2$0.30$0.30$0.2063%1.50$40.80
$40.50$41.00Oct 16$0.33$0.33$0.1755%1.94$40.83
$41.00$42.00Oct 9$0.27$0.27$0.7367%0.37$41.27
$40.50$41.00Oct 9$0.23$0.23$0.2758%0.85$40.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$36.50Oct 9$0.28$0.28$1.2278%0.23$37.72
$38.50$38.00Oct 16$0.20$0.20$0.3072%0.67$38.30
$37.50$37.00Oct 16$0.11$0.11$0.3981%0.28$37.39
$38.00$37.00Oct 23$0.23$0.23$0.7772%0.30$37.77
$36.00$34.00Oct 9$0.10$0.10$1.9090%0.05$35.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.30, cheapest $0.23)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Oct 2Oct 9$0.2349.9%35.0%
$40.00Oct 2Oct 9$0.3140.5%32.4%
$39.50Oct 2Oct 9$0.4433.7%29.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.50Oct 2Oct 9$0.3549.9%35.0%
$40.00Oct 2Oct 9$0.2140.5%32.4%
$39.50Oct 2Oct 9$0.2533.7%29.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.76% of stock, avg 5.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Oct 2$0.78$0.32$1.10$38.40$40.602.76%
$40.00Oct 2$0.52$0.63$1.15$38.85$41.152.89%
$40.50Oct 2$0.45$0.81$1.26$39.24$41.763.17%
$39.00Oct 2$1.14$0.22$1.36$37.64$40.363.42%
$40.00Oct 9$0.83$0.84$1.67$38.33$41.674.19%
$39.50Oct 9$1.22$0.57$1.79$37.71$41.294.50%
$40.50Oct 9$0.68$1.16$1.84$38.66$42.344.62%
$39.00Oct 9$1.42$0.43$1.85$37.15$40.854.65%
$41.00Oct 9$0.45$1.54$1.99$39.01$42.995.00%
$40.50Oct 16$0.90$1.15$2.05$38.45$42.555.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.35% of stock, avg 2.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.50$37.50Oct 2$0.08$0.06$0.14$37.36$41.64
$44.00$37.50Oct 2$0.11$0.06$0.17$37.33$44.17
$41.50$38.00Oct 2$0.08$0.11$0.19$37.81$41.69
$44.00$38.00Oct 2$0.11$0.11$0.22$37.78$44.22
$41.00$37.50Oct 2$0.15$0.06$0.21$37.29$41.21
$42.00$36.50Oct 9$0.18$0.06$0.24$36.26$42.24
$41.00$38.00Oct 2$0.15$0.11$0.26$37.74$41.26
$41.50$38.50Oct 2$0.08$0.20$0.28$38.22$41.78
$41.50$39.00Oct 2$0.08$0.22$0.30$38.70$41.80
$41.00$38.50Oct 2$0.15$0.20$0.35$38.15$41.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.58, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
36/3841/42Oct 9$0.55$0.9546%0.58$37.45$41.55
34/3641/42Oct 9$0.37$1.6358%0.23$35.63$41.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$39.50$40.00Oct 2$0.10$0.4027%4.00
$34.50$35.00$35.50Oct 2$0.08$0.421%5.25
$38.00$38.50$39.00Oct 9$0.11$0.3910%3.55
$39.50$40.00$40.50Oct 2$0.19$0.3126%1.63
$39.50$40.00$40.50Oct 16$0.16$0.3415%2.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.50$40.00$40.50Oct 9$0.05$0.4519%9.00
$40.00$40.50$41.00Oct 9$0.06$0.4418%7.33
$38.50$39.00$39.50Oct 2$0.08$0.4217%5.25
$39.00$39.50$40.00Oct 16$0.09$0.4115%4.56
$39.00$39.50$40.00Oct 9$0.13$0.3719%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.19, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$38.501:2Oct 16-$0.19$1.31
$35.00$37.001:2Oct 16-$1.67$0.33
$39.00$40.001:2Oct 23-$0.37$0.63
$41.00$42.001:2Oct 16-$0.11$0.89
$39.50$40.001:2Oct 2-$0.26$0.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$37.001:2Oct 23-$0.09$0.91
$39.50$39.001:2Oct 2-$0.12$0.38
$38.50$38.001:2Oct 16-$0.10$0.40
$39.00$38.001:2Oct 9-$0.25$0.75
$37.50$37.001:2Oct 16-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 4.35%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Nov 6$1.730.520.5%4.35%4.82%103
$41.00Oct 30$1.040.423.0%2.61%5.60%8139
$40.00Oct 30$1.000.490.5%2.51%2.99%12127
$40.00Oct 16$0.960.520.5%2.41%2.89%272.0K
$40.50Oct 16$0.750.451.7%1.88%3.62%6--
$41.00Oct 23$0.580.373.0%1.46%4.45%4--
$43.00Oct 30$0.290.238.0%0.73%8.74%675150
$41.00Oct 16$0.460.363.0%1.16%4.14%1.0K193
$40.00Oct 23$0.670.480.5%1.68%2.16%2864
$42.00Oct 16$0.150.245.5%0.38%5.88%3--

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 9,000
Total Puts 1,685
Put/Call Ratio 0.19
Net Difference 7,315

Prior's Put/Call Breakdown

Total Calls 1,956
Total Puts 817
Put/Call Ratio 1.00
Net Difference 1,139

Prior 7-Day Put/Call Summary

Total Calls 25,722
Total Puts 7,606
Average Put/Call Ratio 0.38
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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