TEVANYSEManufacturing

Teva Pharmaceutical Industries Ltd (TEVA) earnings date, market-implied expected move, and options open interest by expiry

41.90

+1.20 · +2.95%

post 41.94 +0.10%

After hours16:03 ETdelayed

Open40.80Volume10.3MMkt cap$47.4BP/E67.65EPS0.62

Day40.33 – 43.1258%52-wk26.00 – 42.5996%

TEVA

Teva Pharmaceutical Industries Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

before open · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

before open

confirmedNov 2 close

Implied vs realized

Largest filed tie

40.00%

of Alvotech revenue

supplierALVO 20-F

Supply chain

Largest filed tie

13F top-10 QoQ

—

Top fund weight

0.14%

TEVA weight · SEIE

N-PORTJun 30 '26

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Teva Pharmaceutical Industries (TEVA) is expected to report on Jan 27 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Jan 29 '25Jan 29 '25confirmed—▼−13.89%—

May 7 '25May 7 '25confirmed—▲+9.18%—

Jul 30 '25Jul 30 '25confirmed—▲+1.75%—

Nov 5 '25Nov 5 '25confirmed—▲+20.23%—

Jan 12 '26Jan 12 '26confirmed—▲+2.44%—

Jan 28 '26Jan 28 '26confirmed—▲+2.09%—

Q1 FY26Apr 29 '26confirmed—▲+11.89%—

Q2 FY26Jul 29 '26confirmed—▲+9.60%—

quarterimplied−25%0+25%realized×

Q2 FY26—▲+9.60%—

Q1 FY26—▲+11.89%

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

Implied vs realized

Positioning

OI · 9 expiries · Nov 2 close

1.59OI · 9 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

644+10%Nov 63d0.322,015+20%0.32

643+3%Nov 1310d0.93695+28%0.93

4,2850%Nov 2017d0.2318,347−2%0.23

2930%Nov 2724d0.083,5330%0.08

200%Dec 431d0.2388+4%0.23

0—Dec 1138d—0——

41,0000%Dec 1845d0.5870,8950%0.58

30,5110%Jan 1573d0.4272,8340%0.42

report · Jan 27 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 63d644+10%2,015+20%0.32

Nov 1310d643+3%695+28%0.93

Nov 2017d4,2850%18,347

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

5.32%as filednet margin · revenue +6.11% QoQ · −1.90% YoY

Revenue

$4.4B+6.11% QoQ

Gross profit

$2.4B+13.33% QoQ

55.52% margin

Operating income

$714M+409.09% QoQ

16.25% margin

Pre-tax income

$300M+165.93% QoQ

Net income

$234M+140.70% QoQ

5.32% margin

Cost of revenue

$2.0B−1.71% QoQ

Operating expenses

$1.7B−27.60% QoQ

Marketing $709M

SG&A $298M

R&D $297M

Other operating $422M

Other expense

$414M

Tax

$66M−45.45% QoQ

Revenue$4.4B+6.11%

Gross profit

$2.4B+13.33%

55.52% margin

Operating income

$714M+409.09%

16.25% margin

Pre-tax income

$300M+165.93%

Net income

$234M+140.70%

5.32% margin

Cost of revenue

$2.0B−1.71%

Operating expenses

$1.7B−27.60%

Marketing $709M

SG&A $298M

R&D $297M

Other expense

$414M

Tax$66M−45.45%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×0.91· ±6.2% vs ±6.8% · 6 releases

eventrelease day|move|up · n×base

FOMCrate decision±6.2%2 of 6×0.91

Bar = avg |move| to ±7% · tick = ±6.8% avg day · ×base = |move| ÷ ±6.8% · min 6 releases

Earnings history

EPS 0.20 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.20	—
Q2 FY26	Jul 29 '26 · confirmed	-0.49	—
Q1 FY26	Apr 29 '26 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod