Teva Pharmaceutical Industries Ltd · Brief

Next report

3 days

Nov 3 · before openconfirmedQ3 FY26

Earnings

Expected move

Inputs

±6.0%implied · report alone

39.5544.63

straddle ±6.3%

spot 42.09exp Nov 6ATM strike 42ATM straddle 3.12IV 67%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Jan 29 '25—▼−13.89%—

May 7 '25—▲+9.18%—

Jul 30 '25—▲+1.75%—

Nov 5 '25—▲+20.23%—

Jan 12 '26—▲+2.44%—

Jan 28 '26—▲+2.09%—

Q1 FY26—▲+11.89%—

Q2 FY26—▲+9.60%—

quarterimplied−25%0+25%realized×

Q2 FY26—▲+9.60%—

Q1 FY26—▲+11.89%—

Jan '26—▲+2.09%—

Jan '26—▲+2.44%—

Nov '25—▲+20.23%—

Jul '25—▲+1.75%—

2 older reports

May '25—▲+9.18%—

Jan '25—▼−13.89%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 3 report · confirmed

—

Linked exposure

TEVA report session

Customers 1

SNYSanofi×0.16

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 20impliedImplied move: ±7.0% into Nov 3 earnings (Oct 20 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.