Teva Pharmaceutical Industries (TEVA) options flow
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Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $32 | -$289,482 |
| $35 | $251,375 |
| $37 | -$983,374 |
| $38 | $173,261 |
| $39 | $451,362 |
| $40 | $3,526,672 |
| $40.50 | $158,554 |
| $41 | $449,014 |
| $42 | $2,039,422 |
| $43 | $544,918 |
| $45 | $2,856,864 |
| $50 | $202,421 |
TEVA session snapshot
Bullflow recorded 6 TEVA options trades on Monday, October 26, 2026, totaling $248,772 in premium. Calls made up $42.90K (17.2%) across 1 trades and puts $205.87K (82.8%) across 5 trades, a put/call premium ratio of 4.80.
3 trades were sweeps and 3 were blocks. 5 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $104,000 sweep of 200 Jan 15, 2027 $44 Put trade at 12:52:52 ET, filled at the ask.
TEVA closed at $39.95, up 1.37% from the prior close. Net gamma exposure was $9.31M per 1% move at the Oct 26, 2026, 15:59:30 ET snapshot; the largest positive GEX strike was $40.
- Company
- Teva Pharmaceutical Industries Limited
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $39.95
TEVA options flow statistics
- Total premium
- $248.77K
- Recorded trades
- 6
- Call premium
- $42.90K
- Put premium
- $205.87K
- Put/call premium ratio
- 4.80
- Avg premium per trade
- $41.46K
- Calls / puts (trades)
- 1 / 5
- Sweeps / blocks
- 3 / 3
- At or above ask
- 5
- At or below bid
- 1
- Largest trade
- $104.00K
- Last trade
Where the premium went
in calls
$248.77K · 6 trades
Premium
Trade type
Fill side
TEVA largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| TEVA Jan 15, 2027 $44 | Put | $104,000 | 200 | Ask | Sweep | |
| TEVA Jan 15, 2027 $44 | Put | $52,000 | 100 | Bid | Sweep | |
| TEVA Jun 17, 2027 $45 | Call | $42,900 | 130 | Ask | Block | |
| TEVA Nov 27, 2026 $40 | Put | $21,000 | 100 | Ask | Block | |
| TEVA Nov 13, 2026 $39 | Put | $15,872 | 128 | Ask | Sweep | |
| TEVA Nov 20, 2026 $38.50 | Put | $13,000 | 100 | Ask | Block |
2 of the 6 largest trades, $156.00K combined
The 6 largest trades total $248.77K of $248.77K
TEVA gamma exposure
- Spot at snapshot
- $39.95
- Net GEX per 1% move
- $9.31M
- Largest positive strike
- $40
- Largest negative strike
- $37
Closing snapshot , 60 strikes across 12 expirations (Unavailable to Unavailable).
TEVA options flow questions
What was the largest TEVA options trade on October 26, 2026?
A $104,000 sweep of 200 TEVA Jan 15, 2027 $44 Put trade at 12:52:52 ET, filled at the ask. It was the largest of 6 trades Bullflow recorded for TEVA that session.
How much TEVA options premium traded on October 26, 2026?
$248,772 across 6 recorded sweeps and blocks: $42,900 in calls (1 trades) and $205,872 in puts (5 trades).
Was TEVA options flow bullish or bearish on October 26, 2026?
Calls were 17.2% of premium (put/call premium ratio 4.80). 1 of 6 trades filled at or below the bid and 5 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are TEVA's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:30 ET, spot $39.95), TEVA net GEX was $9.31M per 1% move. The largest positive GEX strike was $40. The largest negative GEX strike was $37. The snapshot covers 60 strikes and 12 expirations.
How often is TEVA options flow data updated?
The page shows a completed session (October 26, 2026, last trade 13:28:55 ET) and updates after the next trading day becomes historical. Intraday TEVA flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.