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Teva Pharmaceutical Industries Limited TEVA

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-10T22:36:05.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:23:00.331534121Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:36:04.660071+00:00

Share price$41.80
1D-1.2%
AH$41.69$41.93$42.16$42.40$42.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEVA
Sold putSold callAH

Teva Pharmaceutical Industries Limited options

Live interpolated TEVA call and put midpoint premiums by absolute delta.Teva Pharmaceutical Industries Limited$0.07$1.22$2.38$3.53$4.68$40.02$40.92$41.82$42.73$43.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TEVA spot · $41.80TEVA PRICE$0.31$0.41$0.52$0.63$0.79$0.98$1.22$1.60$2.08$2.69$4.35$0.20$0.23$0.28$0.32$0.38$0.45$0.51$0.76$1.10$1.44$1.79$2.13
Puts——
Calls——
Skew——
Implied moveBullish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ43.3055.2%4.3%40.9634.1%2.5%
30Δ43.0458.0%4.0%41.1832.0%2.0%
35Δ42.7559.2%3.5%41.3730.5%1.7%
40Δ42.4660.4%3.1%41.5429.3%1.4%
45Δ42.1863.3%2.8%41.6828.9%1.2%
50Δ41.8867.0%2.5%41.8228.5%1.0%
55Δ41.5572.1%2.3%41.9628.1%0.8%
60Δ41.1381.9%2.2%42.2631.6%0.7%
65Δ40.6093.6%2.1%42.6336.8%0.7%
70Δ39.94106.4%2.0%43.0042.1%0.6%
75Δ43.3747.3%0.5%
80Δ38.05132.8%1.5%43.7452.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
43.30
IV
55.2%
B/E move
4.3%
Puts
Pseudo strike
40.96
IV
34.1%
B/E move
2.5%

30Δ

Calls
Pseudo strike
43.04
IV
58.0%
B/E move
4.0%
Puts
Pseudo strike
41.18
IV
32.0%
B/E move
2.0%

35Δ

Calls
Pseudo strike
42.75
IV
59.2%
B/E move
3.5%
Puts
Pseudo strike
41.37
IV
30.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
42.46
IV
60.4%
B/E move
3.1%
Puts
Pseudo strike
41.54
IV
29.3%
B/E move
1.4%

45Δ

Calls
Pseudo strike
42.18
IV
63.3%
B/E move
2.8%
Puts
Pseudo strike
41.68
IV
28.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
41.88
IV
67.0%
B/E move
2.5%
Puts
Pseudo strike
41.82
IV
28.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
41.55
IV
72.1%
B/E move
2.3%
Puts
Pseudo strike
41.96
IV
28.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
41.13
IV
81.9%
B/E move
2.2%
Puts
Pseudo strike
42.26
IV
31.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
40.60
IV
93.6%
B/E move
2.1%
Puts
Pseudo strike
42.63
IV
36.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
39.94
IV
106.4%
B/E move
2.0%
Puts
Pseudo strike
43.00
IV
42.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.37
IV
47.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.05
IV
132.8%
B/E move
1.5%
Puts
Pseudo strike
43.74
IV
52.5%
B/E move
0.4%

Options history

IV · four-Friday blend52.78%
Daily close
TEVA26.4%43.2%59.9%2026-08-12: 35.11%2026-08-14: 30.43%2026-08-17: 32.79%2026-08-18: 31.62%2026-08-19: 32.23%2026-08-20: 39.25%2026-08-21: 29.71%2026-08-24: 32.57%2026-08-25: 31.72%2026-08-26: 33.79%2026-08-27: 35.12%2026-08-28: 30.82%2026-08-31: 31.62%2026-09-01: 32.11%2026-09-02: 34.09%2026-09-03: 44.55%2026-09-04: 31.30%2026-09-08: 33.35%2026-09-09: 37.05%2026-09-10: 38.76%2026-09-11: 33.88%2026-09-14: 57.60%2026-09-15: 35.47%2026-09-16: 28.72%2026-09-17: 34.51%2026-09-18: 30.16%2026-09-21: 34.80%2026-09-22: 33.31%2026-09-23: 41.21%2026-09-24: 42.01%2026-09-25: 31.56%2026-09-28: 33.35%2026-09-29: 32.72%2026-09-30: 35.16%2026-10-01: 36.14%2026-10-02: 32.84%2026-10-05: 33.83%2026-10-06: 34.72%2026-10-07: 39.66%2026-10-08: 39.99%2026-10-09: 39.29%2026-10-12: 41.27%2026-10-13: 40.07%2026-10-14: 42.98%2026-10-15: 43.09%2026-10-16: 39.57%2026-10-19: 44.22%2026-10-20: 41.23%2026-10-21: 42.93%2026-10-22: 47.88%2026-10-23: 41.99%2026-10-26: 47.92%2026-10-27: 49.75%2026-10-28: 47.73%2026-10-29: 55.14%2026-10-30: 52.78%Aug 12Sep 22Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
35.11%
30.43%
32.79%
31.62%
32.23%
39.25%
29.71%
32.57%
31.72%
33.79%
35.12%
30.82%
31.62%
32.11%
34.09%
44.55%
31.30%
33.35%
37.05%
38.76%
33.88%
57.60%
35.47%
28.72%
34.51%
30.16%
34.80%
33.31%
41.21%
42.01%
31.56%
33.35%
32.72%
35.16%
36.14%
32.84%
33.83%
34.72%
39.66%
39.99%
39.29%
41.27%
40.07%
42.98%
43.09%
39.57%
44.22%
41.23%
42.93%
47.88%
41.99%
47.92%
49.75%
47.73%
55.14%
52.78%