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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teva Pharmaceutical Industries Limited (TEVA) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.8
Avg Daily Volume: 5,500,684    Market Cap: 40.3B
Sector: Healthcare    Short Interest: 2.85
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
July 29, 2026 BO 3.8 $31.67 @$31.50 $3.23
($31.67)
10.25% 12.69% O 9.59% I $34.71 $3.88
( $34.71 )
20.12%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 BO 3.3 $20.46 @$20.50
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

 
 
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