Takeda Pharmaceutical Company Limited American Depositary Shares (each representing 1/2 of a share of Common Stock) (TAK) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $2.50 | $0 |
| $5 | $0 |
| $7.50 | $0 |
| $10 | $0 |
| $12.50 | -$287 |
| $15 | $178 |
| $17.50 | -$5,088 |
| $20 | $74,853 |
| $22.50 | $11,602 |
| $25 | $480 |
| $30 | $67 |
| $35 | -$9 |
TAK session snapshot
Bullflow recorded 1 TAK options trades on Wednesday, October 28, 2026, totaling $17,414 in premium. Calls made up $17.41K (100.0%) across 1 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
1 trades were sweeps and 0 were blocks. 1 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $17,414 sweep of 129 Apr 16, 2027 $20 Call trade at 14:11:30 ET, filled at the ask.
TAK closed at $20.15, down 0.59% from the prior close. Net gamma exposure was $81.80K per 1% move at the Oct 28, 2026, 15:59:19 ET snapshot; the largest positive GEX strike was $20.
- Company
- Takeda Pharmaceutical Company Limited American Depositary Shares (each representing 1/2 of a share of Common Stock)
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $20.15
TAK options flow statistics
- Total premium
- $17.41K
- Recorded trades
- 1
- Call premium
- $17.41K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $17.41K
- Calls / puts (trades)
- 1 / 0
- Sweeps / blocks
- 1 / 0
- At or above ask
- 1
- At or below bid
- 0
- Largest trade
- $17.41K
- Last trade
Where the premium went
in calls
$17.41K · 1 trades
Premium
Trade type
Fill side
TAK largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| TAK Apr 16, 2027 $20 | Call | $17,414 | 129 | Ask | Sweep |
Each of the 1 largest trades had a different contract.
The 1 largest trades total $17.41K of $17.41K
TAK gamma exposure
- Spot at snapshot
- $20.14
- Net GEX per 1% move
- $81.80K
- Largest positive strike
- $20
- Largest negative strike
- $17.50
Closing snapshot , 12 strikes across 4 expirations (Unavailable to Unavailable).
TAK options flow questions
What was the largest TAK options trade on October 28, 2026?
A $17,414 sweep of 129 TAK Apr 16, 2027 $20 Call trade at 14:11:30 ET, filled at the ask. It was the largest of 1 trades Bullflow recorded for TAK that session.
How much TAK options premium traded on October 28, 2026?
$17,414 across 1 recorded sweeps and blocks: $17,414 in calls (1 trades) and $0 in puts (0 trades).
Was TAK options flow bullish or bearish on October 28, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 0 of 1 trades filled at or below the bid and 1 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are TAK's gamma exposure levels?
At the Oct 28, 2026 closing snapshot (15:59:19 ET, spot $20.14), TAK net GEX was $81.80K per 1% move. The largest positive GEX strike was $20. The largest negative GEX strike was $17.50. The snapshot covers 12 strikes and 4 expirations.
How often is TAK options flow data updated?
The page shows a completed session (October 28, 2026, last trade 14:11:30 ET) and updates after the next trading day becomes historical. Intraday TAK flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.