TEVA Short Interest
Teva Pharmaceutical Industries Limited (TEVA) operates in the Healthcare sector, specifically the Drug Manufacturers - Specialty & Generic industry, with a market capitalization near $48.04B, listed on NYSE, employing roughly 32,008 people, carrying a beta of 0.82 to the broader market. Teva Pharmaceutical Industries Limited functions as a global pharmaceutical enterprise, involved in the conception, manufacturing, marketing, and provision of a broad spectrum of generic, specialty, and biopharmaceutical products throughout North America, Europe, and various international markets. Led by Richard D. Francis, public since 1982-02-16.
Short interest is the total number of shares currently sold short and not yet covered, reported twice monthly by FINRA. Days to cover (short interest divided by average daily volume) indicates how long it would take short sellers to close positions, with higher values signaling greater squeeze potential.
- Settlement Date
- 2026-09-30
- Short Interest
- 29.8M
- Previous Short Interest
- 31.5M
- Change
- -5.18%
- Days to Cover
- 5.40
- Avg Daily Volume
- 5.5M
- Avg Days to Cover (24 reports)
- 5.87
Showing 24 twice-monthly FINRA short interest reports for Teva Pharmaceutical Industries Limited.
Learn how short interest is reported and how to read the data →
Frequently asked TEVA short interest questions
- What is the current TEVA short interest?
- As of the Sep 30, 2026 settlement, Teva Pharmaceutical Industries Limited (TEVA) short interest is 29.8M shares, a -5.18% change from the prior period. FINRA publishes short interest twice monthly on the 15th and last business day of each month under Rule 4560.
- What is the TEVA days-to-cover ratio?
- Days-to-cover is 5.40, calculated as short interest divided by average daily volume. It estimates how many trading days closing all short positions would consume given typical liquidity. Values above 5 days are commonly cited as elevated; values above 10 days are squeeze-relevant.
- How does TEVA short interest affect options pricing?
- High short interest changes options pricing through three mechanics: borrow-rebate effects (synthetic long stock trades below frictionless put-call parity by approximately the borrow rebate when shares are hard-to-borrow), gamma-squeeze setup risk (if dealers are short gamma against retail call buying, dealer hedge flow can amplify upward moves), and elevated event-vol pricing on names with squeeze potential. See the canonical short-interest documentation for the full mechanism.