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Teva Pharmaceutical Industries Ltd. options tape

Read from CBOE's delayed chain on 27 September 2026, with Teva Pharmaceutical Industries Ltd. at $39.19: open interest within 90 days was 94,275 call and 56,470 put contracts, a put/call ratio of 0.6; the day's volume was 872 calls and 293 puts (0.34). The most call open interest sits at the $40.00 strike (20,988 contracts) and the most put open interest at $37.00 (20,349). The at-the-money straddle for 2 October 2026, 5 days out, was priced at 3.9% of spot. For 23 October 2026, implied volatility was 33.8% at the put 5% below spot and 36.7% at the call 5% above, -2.9 points.

Spot$39.19-2.63% on the day
Put/call, open interest0.656,470 puts, 94,275 calls
Put/call, volume0.34293 puts, 872 calls
Priced move3.9%straddle to 2 October 2026, 5 days
30-day implied volatility30.8%
Put minus call IV, 5% out-2.9 ptsto 23 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$40.0020,988
Puts$37.0020,349

The strike with the most open interest on each side, across expiries within 90 days.

Open-interest builds against the previous day appear from the second daily read of this name.

Source

CBOE delayed quotes for TEVA, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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