Teva Pharmaceutical Industries Limited TEVA 39.96 0.98 2.51%
TEVA Delta Exposure (DEX)
TEVA (Teva Pharmaceutical Industries Limited): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.
ATM IV
0.331
Put Call Ratio (OI)
0.579
Put Call Ratio (Vol)
0.952
IV Rank
20.8
IV Percentile
16.3
Max Pain
37
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 5.00 | 1.7 K | 0 |
| 8.00 | 900 | -134 |
| 10.00 | 0 | -2.05 K |
| 13.00 | 9.6 K | -1.59 K |
| 15.00 | 24.1 K | -2.05 K |
| 17.00 | 198 K | -3.98 K |
| 18.00 | 6.2 K | -0.921 |
| 19.00 | 0 | -1.05 |
| 20.00 | 92.6 K | -8.63 K |
| 21.00 | 1 K | 0 |
| 22.00 | 232 K | -14.1 K |
| 23.00 | 0 | -17.8 |
| 24.00 | 20.8 K | -2.13 K |
| 25.00 | 469 K | -26.2 K |
| 26.00 | 16.2 K | -1.27 K |
| 27.00 | 223 K | -36.6 K |
| 28.00 | 5.63 K | -1.01 K |
| 29.00 | 34.6 K | -914 |
| 30.00 | 541 K | -74.4 K |
| 31.00 | 51.3 K | -36.6 K |
| 32.00 | 1.47 M | -123 K |
| 33.00 | 73.3 K | -12.3 K |
| 34.00 | 184 K | -71.4 K |
| 34.50 | 0 | -349 |
| 35.00 | 805 K | -60.3 K |
| 35.50 | 0 | -331 |
| 36.00 | 91 K | -33.9 K |
| 36.50 | 0 | -2.71 K |
| 37.00 | 837 K | -571 K |
| 37.50 | 7.33 K | -2.11 K |
| 38.00 | 344 K | -24.4 K |
| 38.50 | 3.57 K | -3.57 K |
| 39.00 | 730 K | -43.8 K |
| 39.50 | 13.5 K | -3.04 K |
| 40.00 | 1.7 M | -70.4 K |
| 40.50 | 6.04 K | 0 |
| 41.00 | 91.7 K | -3.52 K |
| 41.50 | 6.5 K | -61.8 |
| 42.00 | 726 K | -12.2 K |
| 43.00 | 89.6 K | -3.22 K |
| 44.00 | 26.3 K | -4.31 K |
| 45.00 | 1.07 M | -14 K |
| 46.00 | 20.4 K | 0 |
| 47.00 | 27.5 K | -13.6 K |
| 48.00 | 1.71 K | 0 |
| 49.00 | 2.71 K | 0 |
| 50.00 | 103 K | -2.32 K |
| 55.00 | 30.8 K | -64.4 |