Optionslam.com

   
    Log In | Join US    
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: 4,909,165    Market Cap: 117.2B
Sector: Consumer Goods    Short Interest: 0.39
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 31, 2025 AC 0.7 $53.68 @$55.00 $2.23
($53.68)
4.05% 2.29% I 1.24% I $54.35 $2.05
( $54.35 )
-8.07%
Feb. 13, 2025 AC 0.7 $39.61 @$40.00 $0.95
($39.61)
2.38% -2.17% I -1.99% I $38.82 $1.32
( $38.82 )
38.95%
July 25, 2024 AC 1.0 $34.73 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2021 AC 1.1 $37.93 @$40.00
Feb. 27, 2020 AC 1.2 $40.45 @$40.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US