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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teva Pharmaceutical Industries Limited (TEVA) - NYSE Next Earnings Date: Estimated on May 8, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.7
Avg Daily Volume: 9,136,650    Market Cap: 15.10B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Jan. 31, 2024 BO 3.7 $11.73 @$11.50 $1.14
($11.73)
9.91% 7.75% I 3.15% I $12.10 $1.03
( $12.10 )
-9.65%
Nov. 8, 2023 BO 4.2 $9.04 @$9.00 $0.88
($9.04)
9.78% 5.86% I 1.21% I $9.15 $0.46
( $9.15 )
-47.73%
Aug. 2, 2023 BO 3.8 $8.29 @$8.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 3.8 $9.10 @$9.00
Feb. 8, 2023 BO 3.8 $10.89 @$11.00
Nov. 3, 2022 BO 4.0 $8.76 @$9.00
July 27, 2022 BO 3.2 $7.12 @$7.00
May 3, 2022 BO 3.4 $8.53 @$8.50
Feb. 9, 2022 BO 3.3 $8.29 @$8.50
Oct. 27, 2021 BO 3.5 $9.39 @$9.50

 
 
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