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C-Suite Shakeup Pressures Teva Pharmaceutical Stock

Options traders are blasting the biotech stock today

Digital Content Manager
Nov 21, 2022 at 10:49 AM
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Teva Pharmaceutical Industries Ltd (NYSE:TEVA) is down 2.1% at $8.54 at last check, after the company named former Novartis (NVS) and Biogen (BIIB) executive Richard Francis as its new chief executive officer, effective after the retirement of CEO Karen Schultz later this year.

Options traders are already responding to the C-suite shakeup, with 3,787 calls and 2,884 puts exchanged so far, which is double the volume that is normally seen at this point. The March 10 call is the most popular, with new positions being opened there, followed by the 8 put in the same monthly series.

The options pits have been much more bullish than usual in the past 10 weeks. This is per the security's 50-day call/put volume ratio of 1.62 over at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which sits higher than 94% of readings from the past 12 months.

Now looks like an ideal time to speculate on the stock's next moves with options, given its Schaeffer's Volatility Index (SVI) of 45% stands in the low 25th percentile of readings from the past year. This means options traders are pricing in low volatility expectations for TEVA right now. Plus, the equity's Schaeffer's Volatility Scorecard (SVS) ranks at 93 out of 100, indicating TEVA tends to outperform said volatility estimates. 

It has been a volatile last few months for Teva Pharmaceutical stock, which saw its latest rally run out of steam at the $9.60 region. The shares are today eyeing their fifth loss in the past six sessions, while the 50-day moving average has a floor recently. Year-to-date, the equity is up 6.7%.

 
 

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