Tour v346
TEVA
TEVA PHARMACEUTICAL ADR
$32.03 -0.59%
$32.00 (-0.09%)🌙
as of 07/17 07:22 PM
7/17 19:22

Option Volume

Detail
Current (07/17) 2,965
Calls: 1,978 (67%)
Puts: 987 (33%)
Prior (07/16) 3,240
Calls: 777 (24%)
Puts: 2,463 (76%)
Current vs Prior -8.49%
Calls: +154.57% (Calls)
Puts: -59.93% (Puts)
Prior 7-Day Total 27,026
Calls: 20,276 (75%)
Puts: 6,750 (25%)
Prior 7-Day Average 3,860
Calls: 2,896 (75%)
Puts: 964 (25%)
Current vs Prior 7-Day Avg -23.20%
Calls: -31.71%
Puts: +2.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $296.1K
Calls: $160.6K (54%)
Puts: $135.5K (46%)
Prior (07/16) $808.8K
Calls: $114.2K (14%)
Puts: $694.6K (86%)
Current vs Prior -63.39%
Calls: +40.71%
Puts: -80.50%
Prior 7-Day Total $3.81M
Calls: $2.59M (68%)
Puts: $1.22M (32%)
Prior 7-Day Average $544.8K
Calls: $370.1K (68%)
Puts: $174.6K (32%)
Current vs Prior 7-Day Avg -45.65%
Calls: -56.60%
Puts: -22.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.50
Prior (07/16) 3.17
Current vs Prior -84.26%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -28.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 129,522
Calls: 120,465 (93%)
Puts: 9,057 (7%)
Prior (07/16) 103,532
Calls: 101,391 (98%)
Puts: 2,141 (2%)
Current vs Prior +25.10%
Prior 7-Day Total 952,187
Calls: 806,246 (85%)
Puts: 145,941 (15%)
Prior 7-Day Average 136,026
Calls: 115,178 (85%)
Puts: 20,848 (15%)
Current vs Prior 7-Day Avg -4.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.09% | 5.09%2.09% | 13.30%
Prior 2.86% | 5.31%2.86% | 13.66%
Current vs Prior +78.22% | +95.89%-26.74% | -2.61%
Prior 7-Day Avg 3.90% | 5.89%4.53% | 14.19%
Current vs 7-Day Avg +30.64% | +76.62%-53.85% | -6.24%
Prior 7-Day Eod 2.86% | 5.31%2.86% | 13.66%
Current vs 7-Day Eod +78.22% | +95.89%-26.74% | -2.61%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Prior 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.04% | 54.99%
Calls: 31.08% | 13.08%
Puts: 75.00% | 96.91%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 63% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (1,978 calls vs 987 puts). P/C ratio dropping 84% - sentiment shifting bullish. Call-heavy open interest (120,465 calls vs 9,057 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 8.0%, best 8.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 213.003.25$3.138.0%90.70214
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.80, cheapest $0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.800.97$0.8919.1%670.3110.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Jul 310.530.63$0.5817.2%340.245
$32.50Jul 240.850.99$0.9215.2%60.60--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 171.692.60$2.1542.3%11.00211
$31.50Jul 170.401.49$0.95114.7%141.0033
$27.00Jul 174.555.95$5.2526.7%20.945
$31.00Jul 170.681.62$1.1581.7%10.92--
$26.00Jul 175.706.85$6.2818.3%110.8524
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.50Jul 172.604.25$3.4348.1%10.99--
$35.00Jul 172.123.55$2.8450.4%10.99--
$34.00Jul 171.092.40$1.7574.9%40.98210
$33.50Jul 170.722.05$1.3896.4%3000.94520
$36.00Jul 173.204.15$3.6825.8%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 2.1K, top 455)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.50Jul 240.390.52$0.4628.3%4550.4024
$34.00Jul 240.070.14$0.1163.6%1070.13169
$34.50Jul 170.000.10$0.05200.0%1000.07--
$32.00Jul 170.000.46$0.23200.0%910.49574
$35.00Aug 210.800.97$0.8919.1%670.3110.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.50Jul 170.722.05$1.3896.4%3000.94520
$33.50Jul 241.182.68$1.9377.7%2040.7910
$33.00Jul 170.721.28$1.0056.0%1000.871.1K
$33.00Jul 241.151.46$1.3123.7%750.71--
$31.50Jul 170.000.07$0.04175.0%470.15129

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 833.4%, max 2479.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$36.00Jul 17Aug 211054.6%49.3%2039.8%28990
$35.00Jul 17Aug 21525.3%49.4%963.4%7115.4K
$33.50Jul 17Jul 24382.3%39.3%871.9%13--
$34.50Jul 17Jul 31677.1%69.8%870.3%1022
$30.00Jul 17Aug 21388.4%47.6%715.8%10425
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Jul 17Jul 241057.1%41.0%2479.5%1125
$32.50Jul 17Jul 24496.5%37.7%1215.3%14925
$33.50Jul 17Jul 24382.3%39.3%871.9%504530
$35.50Jul 17Jul 24595.6%65.5%809.5%2--
$30.00Jul 17Aug 21388.4%47.6%715.8%22290

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 5.67, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$36.00Jul 31$0.15$0.85$0.155.67$35.15
$34.00$35.00Aug 21$0.17$0.83$0.174.88$34.17
$35.00$36.00Aug 21$0.23$0.77$0.233.35$35.23
$36.00$37.00Aug 21$0.25$0.75$0.253.00$36.25
$33.00$34.00Jul 31$0.30$0.70$0.302.33$33.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$32.00$31.50Jul 24$0.11$0.39$0.113.55$31.89
$31.00$29.00Aug 7$0.64$1.36$0.642.13$30.36
$32.00$31.50Jul 17$0.16$0.34$0.162.12$31.84
$31.50$31.00Jul 24$0.16$0.34$0.162.12$31.34
$31.00$30.00Aug 21$0.35$0.65$0.351.86$30.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 3.65, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$30.00Aug 21$1.57$1.57$0.433.65$29.57
$30.00$32.00Aug 21$1.20$1.20$0.801.50$31.20
$32.50$33.00Jul 31$0.27$0.27$0.231.17$32.77
$32.00$32.50Jul 24$0.25$0.25$0.251.00$32.25
$34.50$35.00Jul 31$0.25$0.25$0.251.00$34.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.00$32.50Jul 24$0.39$0.39$0.113.55$32.61
$33.50$33.00Jul 17$0.38$0.38$0.123.17$33.12
$34.00$33.50Jul 17$0.37$0.37$0.132.85$33.63
$34.00$33.00Aug 21$0.65$0.65$0.351.86$33.35
$35.50$33.50Jul 24$1.27$1.27$0.731.74$34.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.44, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$37.00Jul 31Aug 21$0.0869.3%46.4%
$34.00Jul 17Jul 24$0.10377.5%37.7%
$33.50Jul 17Jul 24$0.18382.3%39.3%
$32.50Jul 17Jul 24$0.20496.5%37.7%
$33.00Jul 17Jul 24$0.24366.3%38.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$33.00Jul 17Jul 24$0.31366.3%38.2%
$31.00Jul 17Jul 24$0.34357.6%46.8%
$32.00Jul 17Jul 24$0.47181.0%38.3%
$29.50Jul 24Jul 31$0.4748.0%62.7%
$32.50Jul 17Jul 24$0.48496.5%37.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.34% of stock, avg 7.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$32.00Jul 17$0.23$0.20$0.43$31.57$32.431.34%
$32.50Jul 17$0.26$0.44$0.70$31.80$33.202.19%
$31.50Jul 17$0.95$0.04$0.99$30.51$32.493.09%
$33.00Jul 17$0.06$1.00$1.06$31.94$34.063.31%
$31.00Jul 17$1.15$0.06$1.21$29.79$32.213.78%
$32.00Jul 24$0.71$0.67$1.38$30.62$33.384.31%
$32.50Jul 24$0.46$0.92$1.38$31.12$33.884.31%
$33.50Jul 17$0.02$1.38$1.40$32.10$34.904.37%
$33.00Jul 24$0.30$1.31$1.61$31.39$34.615.03%
$34.00Jul 17$0.01$1.75$1.76$32.24$35.765.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.28% of stock, avg 4.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$34.50$31.50Jul 17$0.05$0.04$0.09$31.41$34.59
$33.00$31.50Jul 17$0.06$0.04$0.10$31.40$33.10
$34.50$31.00Jul 17$0.05$0.06$0.11$30.89$34.61
$33.00$31.00Jul 17$0.06$0.06$0.12$30.88$33.12
$36.00$31.50Jul 17$0.08$0.04$0.12$31.38$36.12
$36.00$31.00Jul 17$0.08$0.06$0.14$30.86$36.14
$34.50$29.50Jul 24$0.06$0.11$0.17$29.33$34.67
$34.00$29.50Jul 24$0.11$0.11$0.22$29.28$34.22
$34.50$30.50Jul 24$0.06$0.19$0.25$30.25$34.75
$32.00$31.50Jul 17$0.23$0.04$0.27$31.23$32.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 9.00, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3436/37Aug 21$0.90$0.109.00$33.10$36.90
31/3233/34Aug 21$0.89$0.118.09$31.11$33.89
33/3435/36Aug 21$0.88$0.127.33$33.12$35.88
32/3334/35Jul 31$0.81$0.194.26$32.19$35.31
30/3132/33Aug 21$0.79$0.213.76$30.21$32.79
30/3133/34Aug 21$0.78$0.223.55$30.22$33.78
32/3336/37Aug 21$0.78$0.223.55$32.22$36.78
32/3335/36Aug 21$0.76$0.243.17$32.24$35.76
30/3132/33Jul 24$0.37$0.132.85$30.63$32.87
32/3232/33Jul 17$0.36$0.142.57$31.64$32.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$35.00$36.00$37.00Jul 31$0.07$0.9313.29
$33.50$34.00$34.50Jul 17$0.05$0.459.00
$32.50$33.00$33.50Jul 24$0.06$0.447.33
$32.00$32.50$33.00Jul 24$0.09$0.414.56
$28.00$30.00$32.00Aug 21$0.37$1.634.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Aug 21$0.07$0.9313.29
$30.00$31.00$32.00Aug 21$0.11$0.898.09
$32.00$33.00$34.00Aug 21$0.12$0.887.33
$31.50$32.00$32.50Jul 17$0.08$0.425.25
$31.50$32.00$32.50Jul 24$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.01, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 21-$0.73$1.27
$30.00$31.001:2Jul 17-$0.15$0.85
$35.00$36.001:2Jul 17-$0.15$0.85
$36.00$37.001:2Aug 21-$0.16$0.84
$36.00$37.001:2Jul 31-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Jul 17-$0.01$1.99
$35.50$33.501:2Jul 24-$0.66$1.34
$31.50$31.001:2Jul 17-$0.08$0.42
$31.00$30.001:2Aug 21-$0.64$0.36
$35.00$34.001:2Jul 17-$0.66$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 4.68%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$33.00Aug 28$1.500.453.0%4.68%7.71%2--
$33.00Aug 21$1.380.453.0%4.31%7.34%371.8K
$32.50Jul 31$1.290.471.5%4.03%5.49%1--
$33.00Aug 7$1.140.433.0%3.56%6.59%24
$33.00Jul 31$1.060.423.0%3.31%6.34%11120
$34.00Aug 21$0.940.366.2%2.93%9.09%59--
$35.00Aug 21$0.800.319.3%2.50%11.77%6710.4K
$34.00Jul 31$0.720.336.2%2.25%8.40%1113
$34.50Jul 31$0.600.317.7%1.87%9.58%22
$36.00Aug 21$0.570.2412.4%1.78%14.17%27990

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 1,978
Total Puts 987
Put/Call Ratio 0.50
Net Difference 991

Prior's Put/Call Breakdown

Total Calls 777
Total Puts 2,463
Put/Call Ratio 3.17
Net Difference -1,686

Prior 7-Day Put/Call Summary

Total Calls 20,276
Total Puts 6,750
Average Put/Call Ratio 0.70
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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