TEVA options: IV rank, expected move and trade screens
Teva Pharmaceutical Industries Ltd · Healthcare
As of the close on . In the app, data is refreshed intraday.
TEVA closed at $39.53 on Oct 2, 2026 with 30-day implied volatility of 36.3%. That is near the bottom of its one-year range (IV rank 18), so options on TEVA are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 32% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $3.77, or 9.5%.
The price is above both its 50-day (+7.0%) and 200-day (+17.4%) moving averages. It is trading within 1.7% of its 52-week high. The 14-day RSI of 57.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.19, about 3.0% of the price, a measure of a typical day's range.
Option volume at the close (3.1K contracts) was 0.3x its average, much quieter than usual. A beta of 0.70 means TEVA has tended to move about 0.7 times as much as the broad market. None of our preset screens found trades on TEVA at the close.
TEVA stats at the close
- Price
- $39.53
- Market cap $46.1B
- Implied volatility
- 36.3%
- 30-day, at the money
- IV rank
- 18
- IV sits 18% of the way from its one-year low to its one-year high.
- IV percentile
- 32
- IV is higher than 32% of the past year's readings.
- ATR (14-day)
- $1.19
- 3.0% of the price on a typical day
- RSI (14-day)
- 57.7
- Between 30 and 70, neutral
- 52-week range
- -1.7% from high
- +108.6% from the 52-week low
- Moving averages
- +7.0% vs 50-day
- +17.4% vs the 200-day
- Beta
- 0.70
- Sensitivity to the broad market
- Option volume
- 0.3x avg
- 3.1K contracts vs 8.77K average
TEVA expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20267 days | 32.7% | ±$1.79 (4.5%) | $37.74 to $41.32 | $1.43 |
| Oct 30, 202628 days | 34.4% | ±$3.77 (9.5%) | $35.76 to $43.30 | $3.03 |
| Nov 20, 202649 days | 36.4% | ±$5.28 (13.4%) | $34.25 to $44.81 | $4.22 |
| Dec 18, 202677 days | 36.9% | ±$6.70 (17.0%) | $32.83 to $46.23 | $5.35 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
TEVA options FAQ
- What is TEVA's IV rank?
- At the close on Oct 2, 2026, TEVA's IV rank was 18 with 30-day implied volatility of 36.3%. IV sits 18% of the way from its one-year low to its one-year high. Its IV percentile was 32: IV is higher than 32% of the past year's readings.
- What is the expected move for TEVA?
- Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $3.77 (9.5%), a range of $35.76 to $43.30. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is TEVA option volume above average?
- On Oct 2, 2026, TEVA option volume was 0.3x its average, much quieter than usual.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.