Tour v531
TEVA
TEVA PHARMACEUTICAL
$39.31 -0.73%
$39.52 (+0.53%)🌙
as of 10/01 06:50 PM
◀ 10/1 18:50 ▶

Option Volume

Detail
ℹ
Current (10/01) 2,046
Calls: 1,564 (76%)
Puts: 482 (24%)
Prior (09/30) 5,802
Calls: 5,108 (88%)
Puts: 694 (12%)
Current vs Prior -64.74%
Calls: -69.38% (Calls)
Puts: -30.55% (Puts)
Prior 7-Day Total 38,979
Calls: 31,760 (81%)
Puts: 7,219 (19%)
Prior 7-Day Average 6,496
Calls: 4,537 (81%)
Puts: 1,031 (19%)
Current vs Prior 7-Day Avg -68.51%
Calls: -65.53%
Puts: -53.26%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $1.07M
Calls: $990.1K (92%)
Puts: $80.5K (8%)
Prior (09/30) $760.7K
Calls: $722.1K (95%)
Puts: $38.6K (5%)
Current vs Prior +40.72%
Calls: +37.11%
Puts: +108.31%
Prior 7-Day Total $8.08M
Calls: $7.18M (89%)
Puts: $901.0K (11%)
Prior 7-Day Average $1.35M
Calls: $1.03M (89%)
Puts: $128.7K (11%)
Current vs Prior 7-Day Avg -20.53%
Calls: -3.49%
Puts: -37.48%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.31
Prior (09/30) 0.14
Current vs Prior +126.83%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg -12.35%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 43,202
Calls: 34,479 (80%)
Puts: 8,723 (20%)
Prior (09/30) 97,725
Calls: 90,793 (93%)
Puts: 6,932 (7%)
Current vs Prior -55.79%
Prior 7-Day Total 777,929
Calls: 659,655 (85%)
Puts: 118,274 (15%)
Prior 7-Day Average 111,132
Calls: 94,236 (85%)
Puts: 16,896 (15%)
Current vs Prior 7-Day Avg -61.13%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.82% | 4.83%5.37% | 12.64%
Prior 3.36% | 4.75%6.21% | 13.21%
Current vs Prior -15.93% | +1.81%-13.59% | -4.27%
Prior 7-Day Avg 3.75% | 5.16%5.88% | 12.71%
Current vs 7-Day Avg -24.73% | -6.28%-8.74% | -0.52%
Prior 7-Day Eod 3.36% | 4.75%6.21% | 13.21%
Current vs 7-Day Eod -15.93% | +1.81%-13.59% | -4.27%
Sentiment BULLISHBULLISH

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
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($990.1K) vs puts ($80.5K). Below-average activity with volume down 65% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (1,564 calls vs 482 puts). P/C ratio rising 127% - increased hedging/bearish positioning.

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
$32.00Oct 26.907.60$7.259.7%380.9476
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. 33 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Oct 26.958.25$7.6017.1%381.0063
$38.00Oct 21.011.63$1.3247.0%120.95--
$32.00Oct 26.907.60$7.259.7%380.9476
$34.00Oct 24.805.60$5.2015.4%350.9412
$34.50Oct 24.455.15$4.8014.6%170.9314
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 20.872.91$1.89107.9%20.89--
$44.00Oct 23.556.80$5.1862.7%10.871
$43.00Oct 22.855.35$4.1061.0%10.851
$47.00Oct 26.208.95$7.5736.3%20.79--
$40.50Oct 161.302.47$1.8961.9%10.687

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 1.1K, top 55)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 20.300.75$0.5384.9%550.711.7K
$40.00Oct 20.050.20$0.13115.4%500.221.1K
$36.50Oct 22.023.20$2.6145.2%480.8659
$40.00Oct 90.120.83$0.48147.9%480.36372
$36.50Oct 162.294.30$3.3060.9%480.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.00Oct 20.090.22$0.1681.2%460.38305
$38.50Oct 20.010.10$0.06150.0%420.1567
$38.00Oct 160.240.80$0.52107.7%410.30257
$38.50Oct 160.530.80$0.6740.3%380.3624
$39.00Oct 90.301.08$0.69113.0%160.45257

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 31.8%, max 59.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Oct 2Oct 1650.5%31.7%59.5%221.0K
$40.00Oct 2Oct 3051.9%40.0%29.7%801.1K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$38.50Oct 2Oct 1634.4%32.4%6.2%8091

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 1.50, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$40.00Oct 30$1.20$1.80$1.2074%1.50$38.20
$37.00$37.50Oct 2$0.14$0.36$0.1493%2.57$37.14
$32.00$33.00Oct 9$0.60$0.40$0.6091%0.67$32.60
$36.00$36.50Oct 16$0.28$0.22$0.2887%0.79$36.28
$39.00$39.50Oct 16$0.15$0.35$0.1556%2.33$39.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$38.00$37.00Oct 23$0.20$0.80$0.2034%4.00$37.80
$38.50$38.00Oct 16$0.15$0.35$0.1536%2.33$38.35
$39.00$38.50Oct 2$0.10$0.40$0.1038%4.00$38.90
$38.50$38.00Oct 9$0.15$0.35$0.1534%2.33$38.35
$39.00$37.00Oct 30$0.71$1.29$0.7147%1.82$38.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 2.33, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$43.00Oct 23$0.37$0.37$1.6372%0.23$41.37
$41.50$42.00Oct 16$0.14$0.14$0.3680%0.39$41.64
$41.00$41.50Oct 16$0.14$0.14$0.3673%0.39$41.14
$40.00$41.00Oct 23$0.34$0.34$0.6661%0.52$40.34
$40.00$41.00Oct 16$0.32$0.32$0.6859%0.47$40.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$38.00Oct 23$0.70$0.70$0.3050%2.33$38.30
$37.50$37.00Oct 16$0.22$0.22$0.2874%0.79$37.28
$39.00$38.50Oct 16$0.30$0.30$0.2056%1.50$38.70
$39.00$38.50Oct 9$0.26$0.26$0.2456%1.08$38.74
$39.00$37.00Oct 30$0.71$0.71$1.2953%0.55$38.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.47, cheapest $0.41)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Oct 2Oct 9$0.4150.5%34.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 2Oct 9$0.5329.7%34.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.76% of stock, avg 5.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Oct 2$0.53$0.16$0.69$38.31$39.691.76%
$38.00Oct 2$1.32$0.08$1.40$36.60$39.403.56%
$39.50Oct 16$0.91$1.05$1.96$37.54$41.464.99%
$38.50Oct 9$1.54$0.43$1.97$36.53$40.475.01%
$39.00Oct 16$1.06$0.97$2.03$36.97$41.035.16%
$40.50Oct 9$0.60$1.65$2.25$38.25$42.755.72%
$37.50Oct 16$2.12$0.50$2.62$34.88$40.126.66%
$37.00Oct 16$2.59$0.28$2.87$34.13$39.877.30%
$37.00Oct 30$2.57$0.66$3.23$33.77$40.238.22%
$36.00Oct 16$3.58$0.20$3.78$32.22$39.789.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.48% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$38.50Oct 2$0.13$0.06$0.19$38.31$40.19
$40.00$38.00Oct 2$0.13$0.08$0.21$37.79$40.21
$40.00$39.00Oct 2$0.13$0.16$0.29$38.71$40.29
$39.50$38.50Oct 2$0.26$0.06$0.32$38.18$39.82
$39.50$39.00Oct 2$0.26$0.16$0.42$38.58$39.92
$39.50$38.00Oct 2$0.26$0.08$0.34$37.66$39.84
$43.00$37.00Oct 16$0.18$0.28$0.46$36.54$43.46
$41.00$38.00Oct 9$0.19$0.28$0.47$37.53$41.47
$41.50$37.00Oct 16$0.27$0.28$0.55$36.45$42.05
$45.00$37.00Oct 23$0.13$0.37$0.50$36.50$45.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.57, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3842/42Oct 16$0.36$0.1454%2.57$37.14$41.86
37/3841/42Oct 16$0.36$0.1447%2.57$37.14$41.36
37/3841/43Oct 23$0.57$1.4338%0.40$37.43$41.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 2.57, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$39.50$40.00Oct 2$0.14$0.3649%2.57
$32.00$32.50$33.00Oct 2$0.08$0.423%5.25
$41.00$43.00$45.00Oct 23$0.31$1.6921%5.45
$41.50$42.00$42.50Oct 16$0.15$0.358%2.33
$33.50$34.00$34.50Oct 2$0.18$0.325%1.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.00$38.50$39.00Oct 2$0.12$0.3824%3.17
$38.00$38.50$39.00Oct 9$0.11$0.3920%3.55
$37.50$38.00$38.50Oct 16$0.13$0.3710%2.85
$38.00$38.50$39.00Oct 16$0.15$0.3514%2.33
$37.00$38.00$39.00Oct 23$0.50$0.5027%1.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.17, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$40.001:2Oct 30-$0.17$2.83
$37.50$39.001:2Oct 16$0.00$1.50
$40.00$41.001:2Oct 16-$0.09$0.91
$40.00$41.001:2Oct 23-$0.22$0.78
$43.00$45.001:2Oct 23-$0.07$1.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.50$39.501:2Oct 16-$0.21$0.79
$38.00$37.001:2Oct 23-$0.17$0.83
$37.50$37.001:2Oct 16-$0.06$0.44
$39.00$38.501:2Oct 9-$0.17$0.33
$37.00$36.001:2Oct 16-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.09%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Oct 30$0.820.441.8%2.09%3.84%30--
$40.00Oct 23$0.700.391.8%1.78%3.54%782
$41.00Oct 23$0.450.284.3%1.14%5.44%124
$39.50Oct 16$0.770.480.5%1.96%2.44%216
$40.00Oct 16$0.510.411.8%1.30%3.05%72.0K
$41.00Oct 16$0.200.274.3%0.51%4.81%111.2K
$39.50Oct 9$0.500.460.5%1.27%1.76%187
$43.00Oct 23$0.140.129.4%0.36%9.74%113
$41.50Oct 16$0.140.205.6%0.36%5.93%22.6K
$42.50Oct 16$0.080.128.1%0.20%8.32%1052

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 1,564
Total Puts 482
Put/Call Ratio 0.31
Net Difference 1,082

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,760
Total Puts 7,219
Average Put/Call Ratio 0.35
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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