Tour v531
TEVA
TEVA PHARMACEUTICAL
$41.36 +5.38%
◀ 10/9 10:05 ▶

Option Volume

Detail
ℹ
Current (10/09 10:05am) 2,591
Calls: 2,315 (89%)
Puts: 276 (11%)
Prior (09/15) 392
Calls: 324 (83%)
Puts: 68 (17%)
Current vs Prior +560.97%
Calls: +614.51% (Calls)
Puts: +305.88% (Puts)
Prior 7-Day Total 107,803
Calls: 77,336 (72%)
Puts: 30,467 (28%)
Prior 7-Day Average 15,400
Calls: 11,048 (72%)
Puts: 4,352 (28%)
Current vs Prior 7-Day Avg -83.18%
Calls: -79.05%
Puts: -93.66%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:05am) $604.2K
Calls: $584.5K (97%)
Puts: $19.7K (3%)
Prior (09/15) $263.8K
Calls: $257.6K (98%)
Puts: $6.2K (2%)
Current vs Prior +128.99%
Calls: +126.89%
Puts: +215.80%
Prior 7-Day Total $17.01M
Calls: $12.89M (76%)
Puts: $4.12M (24%)
Prior 7-Day Average $2.43M
Calls: $1.84M (76%)
Puts: $588.9K (24%)
Current vs Prior 7-Day Avg -75.14%
Calls: -68.25%
Puts: -96.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:05am) 0.12
Prior (09/15) 0.21
Current vs Prior -43.19%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -77.59%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:05am) 302,855
Calls: 198,018 (65%)
Puts: 104,837 (35%)
Prior (09/15) 400,985
Calls: 279,593 (70%)
Puts: 121,392 (30%)
Current vs Prior -24.47%
Prior 7-Day Total 2,963,047
Calls: 2,060,289 (70%)
Puts: 902,758 (30%)
Prior 7-Day Average 423,292
Calls: 294,327 (70%)
Puts: 128,965 (30%)
Current vs Prior 7-Day Avg -28.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.66% | 6.17%6.17% | 13.13%
Prior 3.50% | 4.65%3.50% | 10.07%
Current vs Prior -24.09% | +32.71%+75.96% | +30.37%
Prior 7-Day Avg 6.02% | 8.04%7.31% | 11.93%
Current vs 7-Day Avg -55.84% | -23.27%-15.63% | +10.06%
Prior 7-Day Eod 3.50% | 4.65%5.22% | 12.64%
Current vs 7-Day Eod -24.09% | +32.71%+18.05% | +3.89%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 65.54% | 81.62%
Calls: 104.41% | 55.45%
Puts: 26.67% | 107.80%
Prior 78.34% | 30.09%
Calls: 68.52% | 37.65%
Puts: 88.16% | 22.52%
Current vs Prior -16.34% | +171.25%
Prior 7-Day Avg 73.71% | 53.84%
Calls: 80.49% | 47.31%
Puts: 66.95% | 60.37%
Current vs 7-Day Avg -11.09% | +51.59%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($584.5K) vs puts ($19.7K). Massive premium surge with dollar volume up 129% vs prior. Unusually high activity with volume up 561% vs prior - elevated interest. Extreme bullish P/C ratio of 0.12 - heavy call buying (2,315 calls vs 276 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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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. 55 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Oct 96.357.70$7.0319.2%301.0013
$35.00Oct 95.356.65$6.0021.7%21.0019
$37.00Oct 93.154.80$3.9741.6%--1.0022
$38.00Oct 92.963.55$3.2618.1%--1.0077
$35.00Oct 165.007.05$6.0334.0%--1.0037
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$42.50Oct 90.872.45$1.6695.2%10.841
$43.50Oct 91.663.55$2.6172.4%10.801
$43.00Oct 91.223.20$2.2189.6%10.7912
$43.00Oct 302.043.85$2.9561.4%--0.6850
$42.00Oct 160.941.43$1.1941.2%30.62--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 1.8K, top 365)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Oct 91.281.69$1.4927.5%3650.81561
$41.00Nov 202.422.87$2.6517.0%3530.543
$40.00Oct 301.572.77$2.1755.3%1260.64167
$39.00Oct 91.462.81$2.1363.4%600.93258
$40.00Oct 161.512.09$1.8032.2%540.737.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$41.00Oct 160.701.08$0.8942.7%1300.492
$40.00Oct 160.330.82$0.5786.0%510.34129
$39.00Oct 90.000.22$0.11200.0%310.11314
$38.00Nov 200.801.27$1.0445.2%150.2624
$40.50Oct 160.450.88$0.6764.2%80.416

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 246.5%, max 417.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Oct 9Oct 23205.5%39.7%417.6%34121
$43.00Oct 9Nov 20191.8%40.8%370.1%42.8K
$40.00Oct 9Nov 20150.8%41.8%260.4%3791.2K
$40.50Oct 9Oct 16102.4%37.1%176.0%48159
$41.50Oct 9Oct 2390.7%36.2%150.7%51103
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$39.50Oct 9Oct 23205.5%39.7%417.6%--126
$43.00Oct 9Nov 20191.8%40.8%370.1%136
$40.00Oct 9Nov 20150.8%41.8%260.4%--675
$40.50Oct 9Oct 16102.4%37.1%176.0%1477
$41.00Oct 9Oct 3093.0%40.2%131.4%--112

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 0.77, avg 2.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$37.00$39.00Nov 20$1.13$0.87$1.1380%0.77$38.13
$39.00$40.00Nov 6$0.33$0.67$0.3370%2.03$39.33
$38.00$38.50Oct 16$0.16$0.34$0.16100%2.12$38.16
$39.50$40.00Oct 16$0.12$0.38$0.1292%3.17$39.62
$40.00$41.00Nov 20$0.30$0.70$0.3061%2.33$40.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$42.00$41.00Oct 16$0.30$0.70$0.3062%2.33$41.70
$40.00$39.00Oct 30$0.17$0.83$0.1738%4.88$39.83
$40.50$40.00Oct 16$0.10$0.40$0.1041%4.00$40.40
$39.00$38.00Oct 23$0.16$0.84$0.1625%5.25$38.84
$38.00$37.00Oct 23$0.11$0.89$0.1117%8.09$37.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 1.94, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$44.00$45.00Nov 20$0.48$0.48$0.5264%0.92$44.48
$42.50$43.00Oct 16$0.24$0.24$0.2670%0.92$42.74
$43.00$44.00Oct 9$0.20$0.20$0.8079%0.25$43.20
$42.00$42.50Oct 16$0.25$0.25$0.2562%1.00$42.25
$43.00$44.00Oct 23$0.27$0.27$0.7371%0.37$43.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$38.00$37.00Oct 30$0.66$0.66$0.3473%1.94$37.34
$38.50$38.00Oct 16$0.26$0.26$0.2480%1.08$38.24
$41.00$40.00Oct 30$0.62$0.62$0.3852%1.63$40.38
$40.00$39.50Oct 16$0.28$0.28$0.2266%1.27$39.72
$37.50$37.00Oct 9$0.12$0.12$0.3891%0.32$37.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.58, cheapest $0.56)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.50Oct 9Oct 16$0.5690.7%47.1%
$41.00Oct 9Oct 16$0.5993.0%50.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$41.00Oct 9Oct 16$0.5993.0%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 2.06% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$41.00Oct 9$0.55$0.30$0.85$40.15$41.852.06%
$40.50Oct 9$0.99$0.17$1.16$39.34$41.662.80%
$40.00Oct 9$1.49$0.21$1.70$38.30$41.704.11%
$42.00Oct 16$0.74$1.19$1.93$40.07$43.934.67%
$41.00Oct 16$1.14$0.89$2.03$38.97$43.034.91%
$39.50Oct 9$1.88$0.27$2.15$37.35$41.655.20%
$40.50Oct 16$1.50$0.67$2.17$38.33$42.675.25%
$39.50Oct 16$1.92$0.29$2.21$37.29$41.715.34%
$39.00Oct 9$2.13$0.11$2.24$36.76$41.245.42%
$40.00Oct 16$1.80$0.57$2.37$37.63$42.375.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.39% of stock, avg 3.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$44.00$39.00Oct 9$0.05$0.11$0.16$38.84$44.16
$42.00$39.00Oct 9$0.10$0.11$0.21$38.79$42.21
$44.00$40.50Oct 9$0.05$0.17$0.22$40.28$44.22
$42.00$40.50Oct 9$0.10$0.17$0.27$40.23$42.27
$44.00$40.00Oct 9$0.05$0.21$0.26$39.74$44.26
$42.00$40.00Oct 9$0.10$0.21$0.31$39.69$42.31
$45.00$39.00Oct 9$0.24$0.11$0.35$38.65$45.35
$42.00$39.50Oct 9$0.10$0.27$0.37$39.13$42.37
$44.00$39.50Oct 9$0.05$0.27$0.32$39.18$44.32
$43.00$39.00Oct 9$0.25$0.11$0.36$38.64$43.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 7.33, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
37/3844/45Oct 30$0.88$0.1249%7.33$37.12$44.88
37/3843/44Oct 30$0.86$0.1442%6.14$37.14$43.86
36/3642/43Oct 16$0.37$0.1358%2.85$36.13$42.87
37/3843/44Oct 9$0.32$0.6870%0.47$37.18$43.32
35/3643/44Oct 23$0.39$0.6160%0.64$35.61$43.39
35/3646/47Oct 23$0.24$0.7674%0.32$35.76$46.24
36/3745/46Nov 20$0.46$0.5452%0.85$36.54$45.46
34/3545/46Nov 20$0.37$0.6360%0.59$34.63$45.37
37/3845/46Nov 20$0.51$0.4946%1.04$37.49$45.51
38/3945/46Nov 20$0.55$0.4540%1.22$38.45$45.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$39.00$40.00$41.00Oct 30$0.06$0.9421%15.67
$41.00$41.50$42.00Oct 9$0.09$0.4142%4.56
$40.50$41.00$41.50Oct 16$0.06$0.4421%7.33
$40.00$40.50$41.00Oct 9$0.06$0.4419%7.33
$42.00$43.00$44.00Oct 30$0.11$0.8917%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$37.00$38.00$39.00Oct 23$0.05$0.9512%19.00
$36.00$37.00$38.00Nov 20$0.05$0.9511%19.00
$35.00$36.00$37.00Nov 20$0.10$0.909%9.00
$40.00$40.50$41.00Oct 16$0.12$0.3816%3.17
$36.00$37.00$38.00Oct 23$0.12$0.887%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-1.50, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$34.00$37.001:2Oct 23-$1.50$1.50
$40.50$41.001:2Oct 9-$0.11$0.39
$40.00$41.001:2Oct 23-$0.48$0.52
$37.50$39.001:2Oct 23-$1.24$0.26
$44.00$45.001:2Oct 30-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$43.00$40.001:2Nov 20-$0.08$2.92
$43.00$41.001:2Oct 30-$0.29$1.71
$41.00$40.001:2Oct 30-$0.38$0.62
$35.00$34.001:2Nov 20-$0.07$0.93
$35.00$34.001:2Oct 9$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.93%, avg 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$44.00Nov 20$1.210.366.4%2.93%9.31%3614
$43.00Nov 20$1.150.414.0%2.78%6.75%42.6K
$42.00Nov 20$1.400.471.6%3.38%4.93%46107
$45.00Nov 20$0.670.288.8%1.62%10.42%10167
$45.00Nov 13$0.500.298.8%1.21%10.01%--30
$45.00Nov 6$0.250.338.8%0.60%9.41%50369
$46.00Nov 20$0.390.2211.2%0.94%12.16%13
$47.00Nov 20$0.270.2013.6%0.65%14.29%2385
$43.00Oct 30$0.380.324.0%0.92%4.88%3802
$44.00Nov 6$0.100.296.4%0.24%6.62%15

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 2,315
Total Puts 276
Put/Call Ratio 0.12
Net Difference 2,039

Prior's Put/Call Breakdown

Total Calls 324
Total Puts 68
Put/Call Ratio 0.21
Net Difference 256

Prior 7-Day Put/Call Summary

Total Calls 77,336
Total Puts 30,467
Average Put/Call Ratio 0.53
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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