TEVA Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $39.42 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.54

105k P / 193k C

Put/Call (Volume)

0.18

286 P / 2k C that session

30d ATM IV

36%

annualized implied move

Call wall

$45

33k contracts

Put wall

$37

22k contracts

Tail hedging

1.7×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.54 puts per call outstanding.
●Call wall at $45 (33k contracts), 14% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $37 (22k contracts), 6% below spot — the hedge floor; often acts as support.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	2k	3k	1.42	486
2026-10-16	18k	10k	0.57	246
2026-10-23	1k	127	0.10	16
2026-10-30	2k	829	0.50	1
2026-11-06	116	7	0.06	0
2026-11-13	0	0	—	0
2026-11-20	4k	900	0.21	5
2026-12-18	73k	41k	0.56	13
2027-01-15	66k	33k	0.51	13
2027-03-19	6k	5k	0.90	12
2028-01-21	15k	8k	0.52	10
2029-01-19	329	24	0.07	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.