TEVA · Expected Move
Teva Pharmaceutical Industries Limited
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).
TEVA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TEVA Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$3.31
30-Day ATM IV
44.2%
IV Rank
65%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $4.05 | $3.31 | 44.2% | 65% |
| 20261026 | $4.27 | $1.29 | 45.5% | 70% |
| 20261023 | $3.79 | $1.42 | 43.0% | 60% |
| 20261022 | $3.98 | $1.68 | 42.1% | 56% |
| 20261021 | $3.97 | $1.77 | 42.9% | 60% |
| 20261020 | $4.05 | $1.74 | 43.4% | 62% |
| 20261019 | $4.19 | $1.48 | 43.4% | 62% |
| 20261016 | $3.94 | $1.54 | 42.4% | 58% |
| 20261015 | $4.45 | $1.80 | 47.1% | 77% |
| 20261014 | $4.25 | $2.20 | 45.8% | 71% |
| 20261013 | $4.15 | $1.96 | 43.7% | 63% |
| 20261012 | $4.21 | $1.55 | 43.9% | 64% |
| 20261009 | $3.86 | $1.85 | 42.7% | 59% |
| 20261008 | $3.63 | $1.83 | 40.8% | 51% |
| 20261007 | $3.60 | $1.85 | 39.3% | 45% |
| 20261006 | $3.53 | $1.81 | 38.2% | 40% |
| 20261005 | $3.92 | $1.19 | 39.8% | 47% |
| 20261002 | $3.03 | $1.43 | 37.7% | 38% |
| 20261001 | $2.96 | $1.58 | 35.6% | 30% |
| 20260930 | $2.89 | $1.62 | 31.9% | 15% |
| 20260929 | $3.09 | $1.66 | 33.0% | 19% |
| 20260928 | $3.18 | $1.14 | 34.3% | 24% |
| 20260925 | $2.62 | $1.54 | 31.4% | 13% |
| 20260924 | $3.05 | $1.77 | 33.2% | 20% |
| 20260923 | $2.75 | $1.84 | 31.0% | 10% |
| 20260922 | $3.00 | $1.73 | 32.4% | 15% |
| 20260921 | $3.09 | $1.14 | 32.8% | 16% |
| 20260918 | $2.62 | $1.42 | 30.6% | 8% |
| 20260917 | $2.97 | $1.36 | 32.7% | 16% |
| 20260916 | $2.38 | $1.10 | 28.3% | 0% |
| 20260915 | $3.21 | $1.76 | 34.6% | 18% |
| 20260914 | $3.03 | $2.00 | 33.8% | 15% |
| 20260911 | $2.50 | $1.51 | 32.4% | 10% |
| 20260910 | $2.65 | $1.91 | 32.4% | 10% |
| 20260909 | $2.78 | $1.48 | 32.5% | 10% |
| 20260908 | $2.87 | $1.57 | 33.0% | 12% |
| 20260904 | $2.66 | $1.31 | 32.8% | 7% |
| 20260903 | $2.63 | $2.54 | 31.9% | 5% |
| 20260902 | $2.71 | $1.67 | 30.9% | 2% |
| 20260901 | $2.62 | $1.38 | 31.0% | 3% |
| 20260831 | $2.96 | $1.17 | 34.2% | 10% |
| 20260828 | $2.67 | $1.17 | 31.4% | 4% |
| 20260827 | $2.64 | $1.33 | 30.4% | 1% |
| 20260826 | $2.90 | $1.56 | 32.8% | 7% |
| 20260825 | $2.64 | $1.61 | 29.9% | 0% |
| 20260824 | $2.89 | $1.12 | 33.6% | 7% |
| 20260821 | $2.69 | $1.14 | 31.4% | 2% |
| 20260820 | $2.57 | $1.43 | 31.3% | 2% |
| 20260819 | $2.94 | $1.67 | 33.0% | 6% |
| 20260818 | $2.87 | $1.56 | 33.2% | 6% |
| 20260817 | $2.90 | $1.10 | 31.8% | 3% |
| 20260814 | $2.51 | $1.27 | 30.6% | 0% |
| 20260813 | $2.57 | $1.37 | 31.6% | 0% |
| 20260812 | $2.65 | $1.59 | 31.5% | 0% |
| 20260811 | $2.84 | $1.57 | 32.9% | 0% |
| 20260810 | $2.84 | $1.23 | 33.9% | 1% |
| 20260807 | — | — | 34.0% | 1% |
| 20260806 | $2.70 | $1.62 | 35.6% | 5% |
| 20260805 | $2.96 | $1.42 | 37.1% | 9% |
| 20260804 | $2.98 | $1.88 | 36.4% | 7% |
More on TEVA
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.