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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: 0.7
Avg Daily Volume: 5,419,005    Market Cap: 66.71B
Sector: Consumer Goods    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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 26, 2023 AC 0.8 $33.91 @$34.00 $1.23
($33.91)
3.62% 0.56% I -0.02% I $33.90 $1.07
( $33.90 )
-13.01%
Feb. 9, 2023 AC 0.8 $36.75 @$37.00 $0.80
($36.75)
2.16% 1.33% I 0.27% I $36.85 $0.75
( $36.85 )
-6.25%
July 27, 2022 AC 0.7 $42.15 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2022 AC 0.7 $46.23 @$45.00
July 28, 2021 AC 0.7 $37.93 @$40.00
Feb. 27, 2020 AC 0.6 $40.45 @$40.00
Aug. 1, 2019 AC 0.6 $37.70 @$40.00
Feb. 28, 2019 AC 0.5 $36.74 @$35.00
July 26, 2018 AC 0.4 $54.44 @$55.00
July 28, 2016 AC 0.4 $126.61 @$125.00

 
 
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