Tour v531
TEVA
TEVA PHARMACEUTICAL
$39.53 +0.56%
$39.31 (-0.56%)🌙
as of 10/02 06:46 PM
◀ 10/2 18:46 ▶

Option Volume

Detail
ℹ
Current (10/02) 3,947
Calls: 3,405 (86%)
Puts: 542 (14%)
Prior (10/01) 2,046
Calls: 1,564 (76%)
Puts: 482 (24%)
Current vs Prior +92.91%
Calls: +117.71% (Calls)
Puts: +12.45% (Puts)
Prior 7-Day Total 36,918
Calls: 30,034 (81%)
Puts: 6,884 (19%)
Prior 7-Day Average 6,153
Calls: 4,290 (81%)
Puts: 983 (19%)
Current vs Prior 7-Day Avg -35.85%
Calls: -20.64%
Puts: -44.89%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $1.34M
Calls: $1.21M (90%)
Puts: $129.8K (10%)
Prior (10/01) $1.07M
Calls: $990.1K (92%)
Puts: $80.5K (8%)
Current vs Prior +25.20%
Calls: +22.26%
Puts: +61.34%
Prior 7-Day Total $8.23M
Calls: $7.28M (88%)
Puts: $948.4K (12%)
Prior 7-Day Average $1.37M
Calls: $1.04M (88%)
Puts: $135.5K (12%)
Current vs Prior 7-Day Avg -2.27%
Calls: +16.39%
Puts: -4.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.16
Prior (10/01) 0.31
Current vs Prior -48.35%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -55.80%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 41,147
Calls: 39,111 (95%)
Puts: 2,036 (5%)
Prior (10/01) 43,202
Calls: 34,479 (80%)
Puts: 8,723 (20%)
Current vs Prior -4.76%
Prior 7-Day Total 614,947
Calls: 515,643 (84%)
Puts: 99,304 (16%)
Prior 7-Day Average 87,849
Calls: 73,663 (84%)
Puts: 14,186 (16%)
Current vs Prior 7-Day Avg -53.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.54% | 4.53%5.51% | 11.56%
Prior 2.82% | 4.83%5.37% | 12.64%
Current vs Prior +60.36% | +14.10%+2.74% | -8.56%
Prior 7-Day Avg 3.51% | 5.10%6.40% | 13.23%
Current vs 7-Day Avg +29.01% | +8.13%-13.77% | -12.61%
Prior 7-Day Eod 2.82% | 4.83%5.37% | 12.64%
Current vs 7-Day Eod +60.36% | +14.10%+2.74% | -8.56%
Sentiment BEARISHBEARISH

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 90% of dollar volume in calls ($1.21M) vs puts ($129.8K). Above-average activity with volume up 93% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (3,405 calls vs 542 puts). P/C ratio dropping 48% - 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. 30 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$37.00Oct 22.042.86$2.4533.5%150.96121
$37.50Oct 21.572.40$1.9941.7%200.946
$38.00Oct 21.101.86$1.4851.4%160.91148
$34.00Oct 94.356.85$5.6044.6%240.9015
$32.00Oct 97.158.25$7.7014.3%240.8910
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.50Oct 20.632.34$1.49114.8%101.00--
$40.00Oct 20.090.96$0.53164.2%30.81--
$40.50Oct 91.151.71$1.4339.2%100.70--
$40.00Oct 90.831.33$1.0846.3%30.63--
$39.50Oct 90.490.96$0.7364.4%840.5028

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 2.1K, top 314)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 90.150.62$0.39120.5%3140.37420
$40.00Oct 20.000.14$0.07200.0%2990.221.1K
$41.50Oct 160.180.60$0.39107.7%1900.24--
$39.00Oct 20.230.89$0.56117.9%1660.601.7K
$33.50Oct 24.556.75$5.6538.9%680.8118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$39.50Oct 20.000.74$0.37200.0%1640.47135
$39.50Oct 90.490.96$0.7364.4%840.5028
$39.00Oct 90.370.73$0.5565.5%360.40270
$37.00Oct 230.190.69$0.44113.6%360.222
$38.00Oct 230.011.01$0.51196.1%360.298

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 1729.3%, max 3111.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$34.00Oct 2Oct 92792.6%86.9%3111.9%6827
$39.00Oct 2Oct 16842.0%28.5%2859.0%2266.9K
$33.50Oct 2Oct 92951.6%105.2%2706.5%9229
$33.00Oct 2Oct 93111.1%112.1%2675.7%7523
$32.00Oct 2Oct 93431.6%128.7%2567.1%8286
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Oct 2Oct 23842.0%29.3%2772.6%21346
$39.50Oct 2Oct 9341.0%33.6%915.8%248163
$38.00Oct 9Oct 2333.5%28.4%17.8%40197

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 2.85, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.50$36.00Oct 2$0.13$0.37$0.1376%2.85$35.63
$32.00$32.50Oct 2$0.18$0.32$0.1883%1.78$32.18
$33.50$34.00Oct 2$0.17$0.33$0.1781%1.94$33.67
$40.50$41.50Oct 16$0.13$0.87$0.1334%6.69$40.63
$37.00$40.00Oct 23$1.94$1.06$1.9479%0.55$38.94
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$39.50Oct 2$0.16$0.34$0.1681%2.12$39.84
$39.50$39.00Oct 9$0.18$0.32$0.1850%1.78$39.32
$39.00$38.00Oct 16$0.30$0.70$0.3042%2.33$38.70
$38.00$37.00Oct 9$0.12$0.88$0.1220%7.33$37.88
$39.00$38.00Oct 23$0.42$0.58$0.4243%1.38$38.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.27, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$41.00$42.00Oct 9$0.21$0.21$0.7976%0.27$41.21
$41.00$42.00Oct 23$0.32$0.32$0.6867%0.47$41.32
$41.00$42.00Oct 30$0.35$0.35$0.6564%0.54$41.35
$40.00$40.50Oct 16$0.23$0.23$0.2758%0.85$40.23
$41.50$44.00Oct 16$0.24$0.24$2.2676%0.11$41.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$39.00$38.00Oct 9$0.34$0.34$0.6660%0.52$38.66
$39.00$38.00Oct 23$0.42$0.42$0.5857%0.72$38.58
$38.00$37.00Oct 9$0.12$0.12$0.8880%0.14$37.88
$39.00$38.00Oct 16$0.30$0.30$0.7058%0.43$38.70
$39.50$39.00Oct 9$0.18$0.18$0.3250%0.56$39.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.50, cheapest $0.51)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 2Oct 9$0.51842.0%35.0%
$39.50Oct 2Oct 9$0.63341.0%33.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.50Oct 2Oct 9$0.36341.0%33.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.14% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.50Oct 2$0.08$0.37$0.45$39.05$39.951.14%
$40.00Oct 2$0.07$0.53$0.60$39.40$40.601.52%
$38.50Oct 2$1.09$0.05$1.14$37.36$39.642.88%
$39.00Oct 2$0.56$0.74$1.30$37.70$40.303.29%
$39.50Oct 9$0.71$0.73$1.44$38.06$40.943.64%
$40.00Oct 9$0.39$1.08$1.47$38.53$41.473.72%
$39.00Oct 9$1.07$0.55$1.62$37.38$40.624.10%
$40.50Oct 9$0.34$1.43$1.77$38.73$42.274.48%
$39.00Oct 16$1.33$0.69$2.02$36.98$41.025.11%
$37.00Oct 23$2.93$0.44$3.37$33.63$40.378.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 0.30% of stock, avg 2.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$40.00$38.50Oct 2$0.07$0.05$0.12$38.38$40.12
$42.00$37.00Oct 9$0.07$0.09$0.16$36.84$42.16
$42.00$36.50Oct 9$0.07$0.16$0.23$36.27$42.23
$42.00$38.00Oct 9$0.07$0.21$0.28$37.72$42.28
$41.00$37.00Oct 9$0.28$0.09$0.37$36.63$41.37
$41.00$36.50Oct 9$0.28$0.16$0.44$36.06$41.44
$41.00$38.00Oct 9$0.28$0.21$0.49$37.51$41.49
$40.50$37.00Oct 9$0.34$0.09$0.43$36.57$40.93
$42.00$36.00Oct 9$0.07$0.43$0.50$35.50$42.50
$40.00$39.50Oct 2$0.07$0.37$0.44$39.06$40.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.49, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3841/42Oct 9$0.33$0.6756%0.49$37.67$41.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$38.50$39.00$39.50Oct 2$0.05$0.4535%9.00
$37.50$38.00$38.50Oct 2$0.12$0.385%3.17
$39.00$39.50$40.00Oct 16$0.16$0.3417%2.12
$39.50$40.00$40.50Oct 9$0.27$0.2320%0.85
$41.00$42.00$43.00Oct 23$0.29$0.7115%2.45
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Oct 9$0.22$0.7830%3.55
$39.00$39.50$40.00Oct 9$0.17$0.3323%1.94
$36.00$36.50$37.00Oct 9$0.20$0.308%1.50
$37.00$38.00$39.00Oct 23$0.35$0.6521%1.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.09, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$41.00$42.001:2Oct 23-$0.05$0.95
$39.50$40.001:2Oct 9-$0.07$0.43
$41.00$42.001:2Oct 30-$0.18$0.82
$39.50$40.001:2Oct 2-$0.06$0.44
$43.00$45.001:2Oct 23-$0.22$1.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Oct 23-$0.09$0.91
$39.00$38.001:2Oct 16-$0.09$0.91
$40.00$39.501:2Oct 2-$0.21$0.29
$40.00$39.501:2Oct 9-$0.38$0.12
$38.00$37.001:2Oct 23-$0.37$0.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 0.89%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$44.00Nov 6$0.350.2011.3%0.89%12.19%41
$41.00Oct 30$0.600.363.7%1.52%5.24%1146
$42.00Oct 30$0.400.266.2%1.01%7.26%3364
$40.00Oct 23$0.740.441.2%1.87%3.06%1480
$40.00Oct 16$0.620.421.2%1.57%2.76%8--
$42.00Oct 23$0.200.226.2%0.51%6.75%2--
$41.50Oct 16$0.180.245.0%0.46%5.44%190--
$40.50Oct 9$0.220.292.5%0.56%3.01%17--
$41.00Oct 9$0.070.243.7%0.18%3.90%1159
$40.00Oct 9$0.150.371.2%0.38%1.57%314420

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 3,405
Total Puts 542
Put/Call Ratio 0.16
Net Difference 2,863

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 30,034
Total Puts 6,884
Average Put/Call Ratio 0.36
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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