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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Teva Pharmaceutical Industries Limited (TEVA) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.5
Avg Daily Volume: 6,783,882    Market Cap: 15.10B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Nov. 6, 2024 BO 3.7 $18.77 @$19.00 $1.77
($18.77)
9.32% -8.47% I -7.13% I $17.43 $1.70
( $17.43 )
-3.95%
July 31, 2024 BO 3.8 $16.41 @$16.50 $1.88
($16.41)
11.39% 9.81% I 6.21% I $17.43 $1.31
( $17.43 )
-30.32%
May 8, 2024 BO 3.4 $13.95 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 3.4 $11.73 @$11.50
Nov. 8, 2023 BO 3.9 $9.04 @$9.00
Aug. 2, 2023 BO 3.5 $8.29 @$8.50
May 10, 2023 BO 3.5 $9.10 @$9.00
Feb. 8, 2023 AC 3.8 $9.92 @$10.00
Nov. 3, 2022 BO 4.0 $8.76 @$9.00
July 27, 2022 BO 3.2 $7.12 @$7.00

 
 
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