Tour v531
TEVA
TEVA PHARMACEUTICAL
$39.13 -1.34%
$39.03 (-0.25%)🌙
as of 10/06 06:50 PM
◀ 10/6 18:50 ▶

Option Volume

Detail
ℹ
Current (10/06) 4,251
Calls: 3,290 (77%)
Puts: 961 (23%)
Prior (10/05) 1,735
Calls: 1,310 (76%)
Puts: 425 (24%)
Current vs Prior +145.01%
Calls: +151.15% (Calls)
Puts: +126.12% (Puts)
Prior 7-Day Total 26,988
Calls: 22,343 (83%)
Puts: 4,645 (17%)
Prior 7-Day Average 4,498
Calls: 3,191 (83%)
Puts: 663 (17%)
Current vs Prior 7-Day Avg -5.49%
Calls: +3.07%
Puts: +44.82%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $846.7K
Calls: $808.8K (96%)
Puts: $37.9K (4%)
Prior (10/05) $405.3K
Calls: $388.3K (96%)
Puts: $17.0K (4%)
Current vs Prior +108.89%
Calls: +108.30%
Puts: +122.42%
Prior 7-Day Total $7.30M
Calls: $6.48M (89%)
Puts: $820.6K (11%)
Prior 7-Day Average $1.22M
Calls: $925.5K (89%)
Puts: $117.2K (11%)
Current vs Prior 7-Day Avg -30.40%
Calls: -12.61%
Puts: -67.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.29
Prior (10/05) 0.32
Current vs Prior -9.97%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -19.26%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 83,856
Calls: 69,303 (83%)
Puts: 14,553 (17%)
Prior (10/05) 47,457
Calls: 42,364 (89%)
Puts: 5,093 (11%)
Current vs Prior +76.70%
Prior 7-Day Total 425,772
Calls: 362,969 (85%)
Puts: 62,803 (15%)
Prior 7-Day Average 60,824
Calls: 51,852 (85%)
Puts: 8,971 (15%)
Current vs Prior 7-Day Avg +37.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 3.73% | 5.11%5.11% | 12.73%
Prior 3.78% | 5.19%5.19% | 12.56%
Current vs Prior -1.35% | -1.60%-1.60% | +1.35%
Prior 7-Day Avg 3.63% | 5.16%5.87% | 12.82%
Current vs 7-Day Avg +2.70% | -0.88%-12.90% | -0.70%
Prior 7-Day Eod 3.78% | 5.19%5.19% | 12.56%
Current vs 7-Day Eod -1.35% | -1.60%-1.60% | +1.35%
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 96% of dollar volume in calls ($808.8K) vs puts ($37.9K). Massive premium surge with dollar volume up 109% vs prior. Unusually high activity with volume up 145% vs prior - elevated interest. Extreme bullish P/C ratio of 0.29 - heavy call buying (3,290 calls vs 961 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 -- 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. 28 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Oct 93.256.65$4.9568.7%291.0011
$34.50Oct 92.555.75$4.1577.1%61.001
$35.00Oct 93.205.00$4.1043.9%61.005
$35.50Oct 92.204.75$3.4873.3%150.951
$36.50Oct 90.544.30$2.42155.4%10.95--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 161.131.56$1.3531.9%20.65--
$39.50Oct 90.710.92$0.8225.6%10.6195
$40.00Nov 132.312.76$2.5417.7%10.54--
$40.00Nov 202.452.90$2.6816.8%90.5417

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 2.4K, top 735)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.00Oct 160.050.36$0.21147.6%3570.152.8K
$41.00Oct 160.000.33$0.17194.1%2470.171.2K
$44.00Oct 160.000.28$0.14200.0%1670.091.0K
$43.00Nov 200.651.10$0.8851.1%1230.272.5K
$37.00Oct 161.722.61$2.1741.0%860.87648
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.50Oct 160.100.23$0.1776.5%7350.134
$37.00Oct 160.000.31$0.16193.8%290.14--
$38.00Oct 160.370.55$0.4639.1%170.31240
$38.00Oct 90.140.23$0.1947.4%110.21--
$39.00Oct 90.420.59$0.5133.3%100.46305

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 10.2%, max 24.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Oct 9Oct 3040.5%32.4%24.8%47219
$39.50Oct 9Oct 1636.5%33.9%7.6%727
$42.00Oct 16Oct 2341.5%39.7%4.6%3592.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.00Oct 9Nov 2040.5%39.0%4.0%11305

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 0.64, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$35.00$37.00Nov 20$1.22$0.78$1.2279%0.64$36.22
$37.50$38.00Oct 9$0.14$0.36$0.1482%2.57$37.64
$37.00$39.00Oct 16$1.21$0.79$1.2187%0.65$38.21
$36.00$36.50Oct 9$0.30$0.20$0.3090%0.67$36.30
$38.50$39.00Oct 9$0.20$0.30$0.2068%1.50$38.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$40.00$39.00Oct 16$0.49$0.51$0.4965%1.04$39.51
$39.00$38.00Nov 13$0.40$0.60$0.4047%1.50$38.60
$38.00$37.00Nov 20$0.38$0.62$0.3840%1.63$37.62
$39.00$38.00Oct 16$0.40$0.60$0.4048%1.50$38.60
$39.00$38.00Oct 9$0.32$0.68$0.3246%2.12$38.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.30, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$40.50$41.00Oct 16$0.29$0.29$0.2170%1.38$40.79
$42.00$42.50Oct 23$0.23$0.23$0.2778%0.85$42.23
$39.50$40.00Oct 9$0.21$0.21$0.2961%0.72$39.71
$39.50$40.00Oct 16$0.19$0.19$0.3157%0.61$39.69
$43.00$45.00Oct 30$0.16$0.16$1.8484%0.09$43.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$35.00$33.00Nov 20$0.46$0.46$1.5479%0.30$34.54
$38.00$37.00Oct 16$0.30$0.30$0.7069%0.43$37.70
$37.00$35.00Nov 20$0.55$0.55$1.4567%0.38$36.45
$38.00$37.00Oct 9$0.15$0.15$0.8578%0.18$37.85
$39.00$37.00Oct 23$0.62$0.62$1.3854%0.45$38.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.55, cheapest $0.32)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 9Oct 16$0.3240.5%34.5%
$39.50Oct 9Oct 16$0.3336.5%33.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$39.00Oct 9Oct 16$0.3540.5%34.5%
$40.00Oct 16Nov 13$1.1933.7%42.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.94% of stock, avg 6.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$39.00Oct 9$0.64$0.51$1.15$37.85$40.152.94%
$39.50Oct 9$0.35$0.82$1.17$38.33$40.672.99%
$38.00Oct 9$1.17$0.19$1.36$36.64$39.363.48%
$39.00Oct 16$0.96$0.86$1.82$37.18$40.824.65%
$40.00Oct 16$0.49$1.35$1.84$38.16$41.844.70%
$39.00Oct 23$1.25$1.00$2.25$36.75$41.255.75%
$37.00Oct 16$2.17$0.16$2.33$34.67$39.335.95%
$40.00Nov 20$1.86$2.68$4.54$35.46$44.5411.60%
$37.00Nov 20$3.58$1.29$4.87$32.13$41.8712.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.28% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$41.00$37.00Oct 9$0.07$0.04$0.11$36.89$41.11
$40.50$37.00Oct 9$0.09$0.04$0.13$36.87$40.63
$40.00$37.00Oct 9$0.14$0.04$0.18$36.82$40.18
$41.00$38.00Oct 9$0.07$0.19$0.26$37.74$41.26
$40.50$38.00Oct 9$0.09$0.19$0.28$37.72$40.78
$43.00$37.00Oct 9$0.24$0.04$0.28$36.72$43.28
$40.00$38.00Oct 9$0.14$0.19$0.33$37.67$40.33
$41.00$37.00Oct 16$0.17$0.16$0.33$36.67$41.33
$41.00$36.50Oct 16$0.17$0.17$0.34$36.16$41.34
$41.00$35.00Oct 16$0.17$0.27$0.44$34.56$41.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.44, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3840/41Oct 16$0.59$0.4140%1.44$37.41$41.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 21.22, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$35.00$37.00$39.00Oct 16$0.32$1.6835%5.25
$39.00$39.50$40.00Oct 9$0.08$0.4232%5.25
$37.00$40.00$43.00Nov 20$0.74$2.2640%3.05
$39.00$39.50$40.00Oct 16$0.09$0.4118%4.56
$38.00$38.50$39.00Oct 9$0.13$0.3724%2.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$33.00$35.00$37.00Nov 20$0.09$1.9123%21.22
$38.00$39.00$40.00Oct 16$0.09$0.9135%10.11
$37.00$38.00$39.00Oct 16$0.10$0.9033%9.00
$37.00$38.00$39.00Oct 9$0.17$0.8340%4.88
$37.00$38.00$39.00Nov 20$0.08$0.9214%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.14, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$37.00$40.001:2Nov 20-$0.14$2.86
$35.00$37.001:2Oct 16-$0.64$1.36
$36.50$37.501:2Oct 9-$0.20$0.80
$39.00$39.501:2Oct 9-$0.06$0.44
$42.00$44.001:2Oct 16-$0.07$1.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$39.00$38.001:2Oct 16-$0.06$0.94
$37.00$35.001:2Nov 20-$0.19$1.81
$40.00$39.001:2Oct 16-$0.37$0.63
$39.50$39.001:2Oct 9-$0.20$0.30
$33.00$32.001:2Nov 20-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 4.19%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Nov 20$1.640.462.2%4.19%6.41%1691
$43.00Nov 20$0.650.279.9%1.66%11.55%1232.5K
$42.00Oct 23$0.140.227.3%0.36%7.69%2--
$43.00Oct 30$0.130.169.9%0.33%10.22%20--
$39.50Oct 16$0.560.430.9%1.43%2.38%427
$40.00Oct 16$0.390.342.2%1.00%3.22%7--
$40.50Oct 16$0.270.303.5%0.69%4.19%58
$41.50Oct 16$0.120.196.1%0.31%6.36%32.4K
$39.50Oct 9$0.260.390.9%0.66%1.61%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 3,290
Total Puts 961
Put/Call Ratio 0.29
Net Difference 2,329

Prior's Put/Call Breakdown

Total Calls 1,310
Total Puts 425
Put/Call Ratio 0.32
Net Difference 885

Prior 7-Day Put/Call Summary

Total Calls 22,343
Total Puts 4,645
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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