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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teva Pharmaceutical Industries Limited (TEVA) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.3
Avg Daily Volume: 11,437,764    Market Cap: 21.7B
Sector: Healthcare    Short Interest: 4.35
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2025 BO None $20.46 @$20.50 $1.96
($20.46)
9.56% 22.18% O 20.23% O $24.60 $4.06
( $24.60 )
107.14%
July 30, 2025 BO 3.9 $16.54 @$16.50 $1.65
($16.54)
10.0% 4.23% I 1.75% I $16.83 $1.16
( $16.83 )
-29.7%
May 7, 2025 BO 3.7 $16.12 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2025 BO 3.5 $21.53 @$21.50
Nov. 6, 2024 BO 3.7 $18.77 @$19.00
July 31, 2024 BO 3.8 $16.41 @$16.50
May 8, 2024 BO 3.4 $13.95 @$14.00
Jan. 31, 2024 BO 3.4 $11.73 @$11.50
Nov. 8, 2023 BO 3.9 $9.04 @$9.00
Aug. 2, 2023 BO 3.5 $8.29 @$8.50

 
 
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