Tour v529
TEVA
TEVA PHARMACEUTICAL
$39.60 -0.53%
◀ 9/30 00:41 ▶

Option Volume

Detail
ℹ
Current (10/01) 5,802
Calls: 5,108 (88%)
Puts: 694 (12%)
Prior (09/29) 10,685
Calls: 9,000 (84%)
Puts: 1,685 (16%)
Current vs Prior -45.70%
Calls: -43.24% (Calls)
Puts: -58.81% (Puts)
Prior 7-Day Total 41,429
Calls: 32,401 (78%)
Puts: 9,028 (22%)
Prior 7-Day Average 6,904
Calls: 4,628 (78%)
Puts: 1,289 (22%)
Current vs Prior 7-Day Avg -15.97%
Calls: +10.35%
Puts: -46.19%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $760.7K
Calls: $722.1K (95%)
Puts: $38.6K (5%)
Prior (09/29) $2.55M
Calls: $2.30M (90%)
Puts: $248.1K (10%)
Current vs Prior -70.19%
Calls: -68.65%
Puts: -84.43%
Prior 7-Day Total $8.96M
Calls: $7.83M (87%)
Puts: $1.13M (13%)
Prior 7-Day Average $1.49M
Calls: $1.12M (87%)
Puts: $161.6K (13%)
Current vs Prior 7-Day Avg -49.05%
Calls: -35.42%
Puts: -76.09%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.14
Prior (09/29) 0.19
Current vs Prior -27.43%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -65.55%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 97,725
Calls: 90,793 (93%)
Puts: 6,932 (7%)
Prior (09/29) 82,270
Calls: 68,954 (84%)
Puts: 13,316 (16%)
Current vs Prior +18.79%
Prior 7-Day Total 826,703
Calls: 696,848 (84%)
Puts: 129,855 (16%)
Prior 7-Day Average 118,100
Calls: 99,549 (84%)
Puts: 18,550 (16%)
Current vs Prior 7-Day Avg -17.25%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.36% | 4.75%6.21% | 13.21%
Prior 3.54% | 5.17%6.10% | 12.51%
Current vs Prior -5.17% | -8.25%+1.77% | +5.58%
Prior 7-Day Avg 3.71% | 5.25%5.43% | 12.20%
Current vs 7-Day Avg -9.52% | -9.65%+14.31% | +8.27%
Prior 7-Day Eod 3.54% | 5.17%6.10% | 12.51%
Current vs 7-Day Eod -5.17% | -8.25%+1.77% | +5.58%
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 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($722.1K) vs puts ($38.6K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (5,108 calls vs 694 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 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 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Oct 26.857.55$7.209.7%140.9113
PUTS (0)
No puts meet the criteria

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. 36 found (avg delta 0.77, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Oct 96.307.70$7.0020.0%100.943
$32.00Oct 27.309.50$8.4026.2%120.9474
$34.50Oct 24.805.80$5.3018.9%120.9311
$35.00Oct 24.305.15$4.7218.0%140.9331
$35.50Oct 23.804.75$4.2822.2%20.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Oct 161.863.45$2.6659.8%10.81--
$41.00Oct 91.112.07$1.5960.4%10.75--
$42.00Oct 232.133.50$2.8248.6%10.75--
$40.50Oct 90.862.00$1.4379.7%50.6660
$40.00Oct 20.431.34$0.89102.2%40.66191

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 5.0K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.50Oct 160.320.51$0.4245.2%2.6K0.272
$39.00Oct 20.591.46$1.0285.3%1.5K0.711.7K
$40.50Oct 90.290.58$0.4367.4%480.346
$40.00Oct 20.170.36$0.2770.4%450.341.1K
$39.50Oct 90.571.20$0.8970.8%360.5359
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 90.400.65$0.5347.2%1030.37179
$37.50Oct 160.240.65$0.4591.1%1010.23--
$39.50Oct 20.260.58$0.4276.2%820.49124
$37.00Oct 20.000.20$0.10200.0%190.10--
$38.00Oct 20.000.25$0.13192.3%130.1535

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 20.2%, max 60.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.50Oct 2Oct 940.4%32.2%25.6%6134
$39.50Oct 2Oct 1637.1%31.6%17.2%181.0K
$40.00Oct 2Nov 640.9%40.7%0.3%701.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.00Oct 2Oct 2353.6%33.3%60.7%1935
$38.50Oct 2Oct 1650.2%39.0%28.7%965
$39.50Oct 2Oct 937.1%32.1%15.3%92147
$40.00Oct 2Oct 940.9%37.6%8.6%5191
$39.00Oct 2Oct 1637.6%35.7%5.3%8304

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 4.26, avg 1.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$41.00Oct 30$0.19$0.81$0.1947%4.26$40.19
$33.50$34.00Oct 9$0.30$0.20$0.3085%0.67$33.80
$39.50$40.00Oct 16$0.15$0.35$0.1556%2.33$39.65
$39.50$40.00Oct 9$0.14$0.36$0.1453%2.57$39.64
$39.00$40.00Nov 6$0.46$0.54$0.4659%1.17$39.46
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$41.00$40.50Oct 9$0.16$0.34$0.1675%2.12$40.84
$40.50$39.00Oct 16$0.61$0.89$0.6160%1.46$39.89
$40.00$39.50Oct 9$0.25$0.25$0.2556%1.00$39.75
$39.50$39.00Oct 9$0.21$0.29$0.2147%1.38$39.29
$39.50$39.00Oct 2$0.20$0.30$0.2049%1.50$39.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 1.78, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.00$40.50Oct 9$0.32$0.32$0.1856%1.78$40.32
$40.00$44.00Nov 6$1.38$1.38$2.6249%0.53$41.38
$41.00$41.50Oct 16$0.22$0.22$0.2865%0.79$41.22
$40.00$41.00Oct 16$0.46$0.46$0.5451%0.85$40.46
$41.50$42.50Oct 16$0.21$0.21$0.7973%0.27$41.71
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$37.50$37.00Oct 16$0.18$0.18$0.3277%0.56$37.32
$38.50$38.00Oct 9$0.16$0.16$0.3469%0.47$38.34
$39.50$39.00Oct 2$0.20$0.20$0.3051%0.67$39.30
$39.50$39.00Oct 9$0.21$0.21$0.2953%0.72$39.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.33, cheapest $0.31)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Oct 2Oct 9$0.4537.1%32.1%
$40.00Oct 2Oct 9$0.4840.9%37.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 2Oct 9$0.3137.6%32.3%
$39.50Oct 2Oct 9$0.3237.1%32.1%
$40.00Oct 2Oct 9$0.1040.9%37.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.17% of stock, avg 5.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Oct 2$0.44$0.42$0.86$38.64$40.362.17%
$40.00Oct 2$0.27$0.89$1.16$38.84$41.162.93%
$39.00Oct 2$1.02$0.22$1.24$37.76$40.243.13%
$39.50Oct 9$0.89$0.74$1.63$37.87$41.134.12%
$40.00Oct 9$0.75$0.99$1.74$38.26$41.744.39%
$40.50Oct 9$0.43$1.43$1.86$38.64$42.364.70%
$39.00Oct 9$1.35$0.53$1.88$37.12$40.884.75%
$41.00Oct 9$0.29$1.59$1.88$39.12$42.884.75%
$38.00Oct 2$1.78$0.13$1.91$36.09$39.914.82%
$39.00Oct 16$1.55$0.83$2.38$36.62$41.386.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.43% of stock, avg 2.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$37.50Oct 2$0.05$0.12$0.17$37.33$41.17
$41.00$38.00Oct 2$0.05$0.13$0.18$37.82$41.18
$41.50$37.50Oct 2$0.07$0.12$0.19$37.31$41.69
$41.50$38.00Oct 2$0.07$0.13$0.20$37.80$41.70
$40.50$37.50Oct 2$0.13$0.12$0.25$37.25$40.75
$40.50$38.00Oct 2$0.13$0.13$0.26$37.74$40.76
$41.00$38.50Oct 2$0.05$0.20$0.25$38.25$41.25
$41.50$38.50Oct 2$0.07$0.20$0.27$38.23$41.77
$40.50$38.50Oct 2$0.13$0.20$0.33$38.17$40.83
$41.00$39.00Oct 2$0.05$0.22$0.27$38.73$41.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.63, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
38/3842/42Oct 16$0.62$0.3840%1.63$37.88$42.12
38/3840/41Oct 9$0.30$0.2035%1.50$38.20$40.80
37/3842/42Oct 16$0.39$0.6150%0.64$37.11$41.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$40.00$41.00$42.00Oct 23$0.07$0.9322%13.29
$40.00$40.50$41.00Oct 2$0.06$0.4425%7.33
$40.50$41.00$41.50Oct 2$0.10$0.4010%4.00
$39.00$39.50$40.00Oct 16$0.15$0.3513%2.33
$40.00$40.50$41.00Oct 9$0.18$0.3219%1.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.50$38.00$38.50Oct 2$0.06$0.4411%7.33
$38.50$39.00$39.50Oct 2$0.18$0.3226%1.78
$39.50$40.00$40.50Oct 9$0.19$0.3119%1.63
$38.50$39.00$39.50Oct 9$0.18$0.3216%1.78
$39.00$39.50$40.00Oct 2$0.27$0.2334%0.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.22, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$39.001:2Oct 2-$0.26$0.74
$40.00$41.001:2Oct 16-$0.18$0.82
$41.50$42.501:2Oct 16$0.00$1.00
$41.00$42.001:2Oct 23-$0.18$0.82
$39.50$40.001:2Oct 2-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$42.00$40.501:2Oct 16-$0.22$1.28
$40.50$39.001:2Oct 16-$0.22$1.28
$38.50$38.001:2Oct 2-$0.06$0.44
$37.50$37.001:2Oct 16-$0.09$0.41
$37.50$37.001:2Oct 2-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 3.84%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Nov 6$1.520.511.0%3.84%4.85%25--
$44.00Nov 6$0.240.2211.1%0.61%11.72%1--
$41.00Oct 30$0.640.393.5%1.62%5.15%1--
$40.00Oct 23$0.800.481.0%2.02%3.03%284
$40.00Oct 30$0.730.471.0%1.84%2.85%1137
$41.00Oct 16$0.420.353.5%1.06%4.60%21.2K
$40.00Oct 16$0.670.491.0%1.69%2.70%112.0K
$42.00Oct 23$0.220.266.1%0.56%6.62%9--
$41.50Oct 16$0.320.274.8%0.81%5.61%2.6K2
$41.00Oct 23$0.210.373.5%0.53%4.07%124

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 5,108
Total Puts 694
Put/Call Ratio 0.14
Net Difference 4,414

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,401
Total Puts 9,028
Average Put/Call Ratio 0.39
Ratio Trend Falling

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