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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
British American Tobacco Industries (BTI) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 0.7
Avg Daily Volume: 5,631,173    Market Cap: 111.0B
Sector: Consumer Goods    Short Interest: 0.22
Live Interactive Chart
Days to Next Earnings: 136 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2021 AC 1.1 $37.93 @$40.00

 
 
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