Share price$40.69
1D+0.9%
Sold putSold call
Teva Pharma Industries Ltd ADR TEVA
HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERICi
Market dataready · fetched 2026-10-21T17:52:52.927Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:52:34.704954266Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:01.133305+00:00
Teva Pharma Industries Ltd ADR options
PutsExpensive1.49×
CallsExpensive1.35×
SkewBearish+4.51 pp
Implied moveBalanced±$1.03
TiltBearish12.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.00 | 115.0% | 9.1% | 38.16 | 104.3% | 7.1% |
| 25Δ | 42.26 | 65.6% | 4.5% | 39.30 | 65.2% | 4.1% |
| 30Δ | 41.42 | 43.2% | 2.4% | 40.06 | 41.4% | 2.1% |
| 35Δ | 41.23 | 42.6% | 2.1% | 40.23 | 41.6% | 1.9% |
| 40Δ | 41.05 | 42.1% | 1.7% | 40.40 | 41.8% | 1.6% |
| 45Δ | 40.88 | 42.0% | 1.5% | 40.56 | 42.0% | 1.4% |
| 50Δ | 40.72 | 42.0% | 1.3% | 40.72 | 41.9% | 1.2% |
| 55Δ | 40.56 | 42.1% | 1.1% | 40.88 | 41.9% | 1.0% |
| 60Δ | 40.39 | 42.5% | 0.9% | 41.04 | 42.0% | 0.9% |
| 65Δ | 40.21 | 43.2% | 0.8% | 41.23 | 42.3% | 0.7% |
| 70Δ | 40.03 | 43.8% | 0.7% | 41.41 | 42.6% | 0.6% |
| 75Δ | 39.63 | 54.4% | 0.6% | 42.52 | 81.0% | 0.8% |
| 80Δ | 38.68 | 70.8% | 0.6% | 44.07 | 119.8% | 1.0% |
20Δ
- Pseudo strike
- 44.00
- IV
- 115.0%
- B/E move
- 9.1%
- Pseudo strike
- 38.16
- IV
- 104.3%
- B/E move
- 7.1%
25Δ
- Pseudo strike
- 42.26
- IV
- 65.6%
- B/E move
- 4.5%
- Pseudo strike
- 39.30
- IV
- 65.2%
- B/E move
- 4.1%
30Δ
- Pseudo strike
- 41.42
- IV
- 43.2%
- B/E move
- 2.4%
- Pseudo strike
- 40.06
- IV
- 41.4%
- B/E move
- 2.1%
35Δ
- Pseudo strike
- 41.23
- IV
- 42.6%
- B/E move
- 2.1%
- Pseudo strike
- 40.23
- IV
- 41.6%
- B/E move
- 1.9%
40Δ
- Pseudo strike
- 41.05
- IV
- 42.1%
- B/E move
- 1.7%
- Pseudo strike
- 40.40
- IV
- 41.8%
- B/E move
- 1.6%
45Δ
- Pseudo strike
- 40.88
- IV
- 42.0%
- B/E move
- 1.5%
- Pseudo strike
- 40.56
- IV
- 42.0%
- B/E move
- 1.4%
50Δ
- Pseudo strike
- 40.72
- IV
- 42.0%
- B/E move
- 1.3%
- Pseudo strike
- 40.72
- IV
- 41.9%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 40.56
- IV
- 42.1%
- B/E move
- 1.1%
- Pseudo strike
- 40.88
- IV
- 41.9%
- B/E move
- 1.0%
60Δ
- Pseudo strike
- 40.39
- IV
- 42.5%
- B/E move
- 0.9%
- Pseudo strike
- 41.04
- IV
- 42.0%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 40.21
- IV
- 43.2%
- B/E move
- 0.8%
- Pseudo strike
- 41.23
- IV
- 42.3%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 40.03
- IV
- 43.8%
- B/E move
- 0.7%
- Pseudo strike
- 41.41
- IV
- 42.6%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 39.63
- IV
- 54.4%
- B/E move
- 0.6%
- Pseudo strike
- 42.52
- IV
- 81.0%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 38.68
- IV
- 70.8%
- B/E move
- 0.6%
- Pseudo strike
- 44.07
- IV
- 119.8%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 44.22% | |
| 41.23% |