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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
British American Tobacco Industries (BTI) - NYSE Next Earnings Date: N/A
EVR: 0.6
Avg Daily Volume: 4,231,741    Market Cap: 115.8B
Sector: Consumer Defensive    Short Interest: 0.3
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 30, 2026 AC 0.7 $61.69 @$60.00 $3.60
($61.69)
6.0% 0.0% 0.0% $61.69 $3.05
( $60.65 )
-15.28%
Feb. 12, 2026 AC 0.7 $60.61 @$60.00 $2.08
($60.61)
3.47% -2.5% I -1.83% I $59.50 $1.57
( $59.50 )
-24.52%
July 31, 2025 AC 0.7 $53.68 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2025 AC 0.7 $39.61 @$40.00
July 25, 2024 AC 1.0 $34.73 @$35.00
Feb. 8, 2024 AC 0.9 $31.46 @$31.00
July 26, 2023 AC 1.0 $33.91 @$34.00
Feb. 9, 2023 AC 1.1 $36.75 @$37.00
July 27, 2022 AC 1.1 $42.15 @$40.00
Feb. 11, 2022 AC 1.1 $46.23 @$45.00

 
 
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