Share price$40.82
1D+1.2%
Sold putSold call
Teva Pharma Industries Ltd ADR TEVA
HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERICi
Market dataready · fetched 2026-10-21T17:01:50.946Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:01:39.100751737Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:50.516913+00:00
Teva Pharma Industries Ltd ADR options
PutsExpensive1.36×
CallsExpensive1.30×
SkewBearish+3.59 pp
Implied moveBalanced±$1.05
TiltBearish9.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.86 | 74.4% | 5.6% | 38.35 | 99.7% | 6.9% |
| 25Δ | 42.70 | 76.6% | 5.4% | 39.87 | 47.3% | 2.8% |
| 30Δ | 41.72 | 49.8% | 2.9% | 40.16 | 42.8% | 2.2% |
| 35Δ | 41.36 | 43.4% | 2.1% | 40.34 | 42.9% | 1.9% |
| 40Δ | 41.18 | 42.9% | 1.8% | 40.52 | 43.0% | 1.7% |
| 45Δ | 41.01 | 42.5% | 1.5% | 40.68 | 42.9% | 1.4% |
| 50Δ | 40.84 | 42.8% | 1.3% | 40.84 | 42.9% | 1.2% |
| 55Δ | 40.68 | 43.2% | 1.1% | 41.01 | 42.8% | 1.0% |
| 60Δ | 40.51 | 43.5% | 1.0% | 41.18 | 42.6% | 0.9% |
| 65Δ | 40.33 | 43.8% | 0.8% | 41.35 | 42.4% | 0.7% |
| 70Δ | 40.14 | 44.1% | 0.7% | 41.73 | 52.2% | 0.7% |
| 75Δ | 39.87 | 48.0% | 0.6% | 42.63 | 83.6% | 0.9% |
| 80Δ | 38.93 | 67.9% | 0.5% | 43.23 | 84.9% | 0.7% |
20Δ
- Pseudo strike
- 42.86
- IV
- 74.4%
- B/E move
- 5.6%
- Pseudo strike
- 38.35
- IV
- 99.7%
- B/E move
- 6.9%
25Δ
- Pseudo strike
- 42.70
- IV
- 76.6%
- B/E move
- 5.4%
- Pseudo strike
- 39.87
- IV
- 47.3%
- B/E move
- 2.8%
30Δ
- Pseudo strike
- 41.72
- IV
- 49.8%
- B/E move
- 2.9%
- Pseudo strike
- 40.16
- IV
- 42.8%
- B/E move
- 2.2%
35Δ
- Pseudo strike
- 41.36
- IV
- 43.4%
- B/E move
- 2.1%
- Pseudo strike
- 40.34
- IV
- 42.9%
- B/E move
- 1.9%
40Δ
- Pseudo strike
- 41.18
- IV
- 42.9%
- B/E move
- 1.8%
- Pseudo strike
- 40.52
- IV
- 43.0%
- B/E move
- 1.7%
45Δ
- Pseudo strike
- 41.01
- IV
- 42.5%
- B/E move
- 1.5%
- Pseudo strike
- 40.68
- IV
- 42.9%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 40.84
- IV
- 42.8%
- B/E move
- 1.3%
- Pseudo strike
- 40.84
- IV
- 42.9%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 40.68
- IV
- 43.2%
- B/E move
- 1.1%
- Pseudo strike
- 41.01
- IV
- 42.8%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 40.51
- IV
- 43.5%
- B/E move
- 1.0%
- Pseudo strike
- 41.18
- IV
- 42.6%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 40.33
- IV
- 43.8%
- B/E move
- 0.8%
- Pseudo strike
- 41.35
- IV
- 42.4%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 40.14
- IV
- 44.1%
- B/E move
- 0.7%
- Pseudo strike
- 41.73
- IV
- 52.2%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 39.87
- IV
- 48.0%
- B/E move
- 0.6%
- Pseudo strike
- 42.63
- IV
- 83.6%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 38.93
- IV
- 67.9%
- B/E move
- 0.5%
- Pseudo strike
- 43.23
- IV
- 84.9%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 44.22% | |
| 41.23% |