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
$2.95
7-Day Straddle
$1.94
Avg IV
0.5%
IV Rank
20%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260729 $2.95 $1.94 0.5% 20%
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%
20260613 $2.83 $1.33 0.5% 6%
20260612 $2.84 $1.30 0.5% 4%
20260611 $2.92 $1.41 0.5% 8%
20260610 $3.10 $1.67 0.6% 15%
20260609 $3.17 $1.78 0.6% 13%
20260608 $3.18 $1.30 0.6% 18%
20260605 $3.09 $1.02 0.6% 19%
20260604 $3.33 $1.79 0.5% 7%
20260603 $2.82 $1.50 0.5% 11%
20260602 $2.76 $1.88 0.5% 9%
20260601 $3.38 $1.46 0.5% 8%
20260529 $3.21 $1.54 0.7% 28%
20260528 $2.91 $1.54 0.5% 8%
20260527 $3.02 $1.69 0.5% 12%
20260526 $3.00 $2.00 0.5% 7%
20260522 $2.66 $1.29 0.9% 55%
20260521 $2.66 $2.54 0.8% 47%
20260520 $2.93 $1.71 0.8% 46%
20260519 $3.02 $1.77 0.8% 40%
20260518 $2.97 $1.35 0.7% 30%
20260515 $2.98 $1.54 0.6% 16%
20260514 $5.03 $2.57 0.6% 16%
20260513 $3.10 $1.80 0.5% 6%
20260512 $3.00 $1.95 0.4% 3%
20260511 $3.19 $1.05 0.5% 10%
20260510 $3.08 $1.54 0.6% 17%
20260508 $2.77 $1.43 0.6% 17%
20260507 $2.73 $1.58 0.5% 12%
20260506 $2.83 $1.64 0.5% 14%
20260505 $3.09 $1.71 0.5% 14%