TEVA (Teva Pharmaceutical Industries Limited American Depositary Shares)
Expected Move & Straddle Price History
The expected move for TEVA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current TEVA Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$1.51
Avg IV
0.4%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to TEVA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TEVA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $2.50 | $1.51 | 0.4% | 10% |
| 20260910 | $2.65 | $1.91 | 0.5% | 15% |
| 20260909 | $2.78 | $1.48 | 0.4% | 11% |
| 20260908 | $2.87 | $1.57 | 0.4% | 8% |
| 20260904 | $2.66 | $1.31 | 0.4% | 11% |
| 20260903 | $2.63 | $2.54 | 0.5% | 23% |
| 20260902 | $2.71 | $1.67 | 0.4% | 0% |
| 20260901 | $2.62 | $1.38 | 0.5% | 14% |
| 20260831 | $2.96 | $1.17 | 0.4% | 13% |
| 20260828 | $2.67 | $1.17 | 0.5% | 30% |
| 20260827 | $2.64 | $1.33 | 0.5% | 29% |
| 20260826 | $2.90 | $1.56 | 0.4% | 4% |
| 20260825 | $2.64 | $1.61 | 0.4% | 9% |
| 20260824 | $2.89 | $1.12 | 0.5% | 24% |
| 20260821 | $2.69 | $1.14 | 0.8% | 76% |
| 20260820 | $2.57 | $1.43 | 0.8% | 79% |
| 20260819 | $2.94 | $1.67 | 0.5% | 31% |
| 20260818 | $2.87 | $1.56 | 0.8% | 79% |
| 20260817 | $2.90 | $1.10 | 0.7% | 67% |
| 20260814 | $2.51 | $1.27 | 0.4% | 2% |
| 20260813 | $2.57 | $1.37 | 0.5% | 24% |
| 20260812 | $2.65 | $1.59 | 0.4% | 12% |
| 20260811 | $2.84 | $1.57 | 0.4% | 0% |
| 20260810 | $2.84 | $1.23 | 0.5% | 8% |
| 20260806 | $2.70 | $1.62 | 0.6% | 37% |
| 20260805 | $2.96 | $1.42 | 0.6% | 27% |
| 20260804 | $2.98 | $1.88 | 0.5% | 23% |
| 20260803 | $3.08 | $1.17 | 0.6% | 24% |
| 20260731 | $2.80 | $1.33 | 0.6% | 33% |
| 20260730 | $2.69 | $1.66 | 0.5% | 13% |
| 20260729 | $2.92 | $2.31 | 0.6% | 42% |
| 20260728 | $3.16 | $2.78 | 0.5% | 19% |
| 20260727 | $3.50 | $2.37 | 0.6% | 25% |
| 20260724 | $3.33 | $2.47 | 0.6% | 43% |
| 20260723 | $3.54 | $2.58 | 0.6% | 37% |
| 20260722 | $3.33 | $2.58 | 0.6% | 37% |
| 20260721 | $3.61 | $2.81 | 0.6% | 27% |
| 20260720 | $3.52 | $1.05 | 0.6% | 36% |
| 20260716 | $3.52 | $1.51 | 0.6% | 41% |
| 20260715 | $3.62 | $1.55 | 0.6% | 41% |
| 20260714 | $3.74 | $1.44 | 0.6% | 34% |
| 20260713 | $3.79 | $1.25 | 0.6% | 32% |
| 20260710 | $3.58 | $1.25 | 0.6% | 38% |
| 20260709 | $3.75 | $1.61 | 0.6% | 34% |
| 20260708 | $3.87 | $1.83 | 0.6% | 38% |
| 20260707 | $4.23 | $1.82 | 0.6% | 35% |
| 20260706 | $4.34 | $1.57 | 0.6% | 32% |
| 20260702 | $3.79 | $1.67 | 0.6% | 25% |
| 20260701 | $3.69 | $1.52 | 0.6% | 36% |
| 20260630 | $3.89 | $1.71 | 0.6% | 44% |
| 20260629 | $4.27 | $0.99 | 0.6% | 25% |
| 20260626 | $2.67 | $1.29 | 0.5% | 23% |
| 20260625 | $2.84 | $1.37 | 0.6% | 16% |
| 20260624 | $2.88 | $1.50 | 0.5% | 12% |
| 20260623 | $2.87 | $1.50 | 0.5% | 5% |
| 20260622 | $2.84 | $1.11 | 0.6% | 14% |
| 20260618 | $2.77 | $1.43 | 0.6% | 17% |
| 20260617 | $2.62 | $1.41 | 0.6% | 16% |
| 20260616 | $2.69 | $1.57 | 0.6% | 23% |
| 20260615 | $2.84 | $0.94 | 0.6% | 20% |