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Teva Pharmaceutical Industries Limited TEVA 41.78 -0.07 -0.17%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.337
Put Call Ratio (OI)
0.518
Put Call Ratio (Vol)
0.677
IV Rank
13.2
IV Percentile
20.6
Max pain
41.5

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-38.7
38.7
View values by strike
TEVA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 0.279 0
5.00 2.35e-8 0
8.00 4.93 -223
10.00 0 -3.59 K
13.00 177 -3.14 K
15.00 944 -5.05 K
17.00 10.1 K -7.96 K
18.00 0 -2.48
19.00 185 -2.92
20.00 7.54 K -13.7 K
21.00 17.9 0
22.00 1.92 K -18.5 K
23.00 119 -52.3
24.00 855 -5.52 K
25.00 28.2 K -42.9 K
26.00 1.73 K -2.96 K
27.00 15.5 K -59.2 K
28.00 1.52 K -2.66 K
29.00 1.25 K -2.13 K
30.00 30.5 K -78.4 K
31.00 7.26 K -74.4 K
32.00 349 K -284 K
33.00 7.66 K -28.9 K
33.50 233 -568
34.00 46.6 K -87.7 K
34.50 256 -71.3
35.00 461 K -247 K
35.50 409 -4.27 K
36.00 56.3 K -73.2 K
36.50 434 -680
37.00 670 K -1.46 M
37.50 88.2 -36.6 K
38.00 311 K -254 K
38.50 4.78 K -68.1 K
39.00 588 K -194 K
39.50 37.5 K -16.7 K
40.00 3.36 M -456 K
40.50 13.2 K -49.2 K
41.00 621 K -553 K
41.50 254 K -389 K
42.00 3.29 M -113 K
42.50 68.9 K -29.5 K
43.00 939 K -51.2 K
43.50 45.1 K -15.8 K
44.00 629 K -44.4 K
44.50 138 K -903
45.00 4.4 M -28.8 K
45.50 7.98 K -202
46.00 207 K -206
46.50 1.03 K -277
47.00 134 K -12.5 K
47.50 1.49 K 0
48.00 17.5 K 0
48.50 0 -211
49.00 391 K -194
50.00 257 K -2.2 K
51.00 1.2 K 0
52.00 345 0
55.00 48.1 K -2.97 K
60.00 1.13 K 0