Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teva Pharmaceutical Industries Limited (TEVA) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.8
Avg Daily Volume: 6,446,932    Market Cap: 35.2B
Sector: Healthcare    Short Interest: 4.04
Live Interactive Chart
Days to Next Earnings: 61 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
April 29, 2026 BO 3.7 $31.62 @$31.50 $3.70
($31.62)
11.75% 12.65% O 11.89% O $35.38 $3.93
( $35.38 )
6.22%
Jan. 28, 2026 BO 3.8 $32.53 @$32.50 $3.25
($32.53)
10.0% -4.88% I 2.09% I $33.21 $2.46
( $33.21 )
-24.31%
Nov. 5, 2025 BO 3.3 $20.46 @$20.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 3.9 $16.54 @$16.50
May 7, 2025 BO 3.7 $16.12 @$16.00
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US