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TEVA - Teva- Pharmaceutical Industries (ADR)
Implied Volatility Analysis

Implied Volatility:
54.8%
Put/Call-Ratio:
0.18

Teva- Pharmaceutical Industries (ADR) has an Implied Volatility (IV) of 54.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TEVA is 11 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for TEVA is -0.19 standard deviations away from its 1 year mean.

Market Cap$8.96B
Next Earnings Date11/3/2022 (30d)
Implied Volatility (IV) 30d
54.83
Implied Volatility Rank (IVR) 1y
10.80
Implied Volatility Percentile (IVP) 1y
61.51
Historical Volatility (HV) 30d
32.62
IV / HV
1.68
Open Interest
1.30M
Option Volume
10.88K
Put/Call Ratio (Volume)
0.18

Data was calculated after the 10/3/2022 closing.

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