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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - BAT Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.8
Avg Daily Volume: 1,122,803    Market Cap: 28.8B
Sector: Financial Services    Short Interest: 2.93
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Weekly: 8.84%       Expires on: Oct. 30, 2026
Implied Move Monthly: 11.41%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Oct. 30, 2026 BO None $0.00 @$280.00 $31.75
($278.20)
11.41% -None% -None% $0.00 $0.00
( N/A )
None%
July 31, 2026 BO 1.8 $296.52 @$297.50 $24.25
($296.52)
8.15% 4.9% I 4.62% I $310.23 $24.05
( $310.23 )
-0.82%
May 1, 2026 BO 1.5 $300.09 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2026 BO 1.4 $275.28 @$275.00
Oct. 31, 2025 BO 1.3 $236.81 @$237.50
Aug. 1, 2025 BO 1.3 $241.04 @$240.00
May 2, 2025 BO 1.3 $221.21 @$220.00
Feb. 7, 2025 BO 1.4 $207.00 @$207.50
Nov. 1, 2024 BO 1.3 $213.57 @$212.50
Aug. 2, 2024 BO 1.2 $185.75 @$185.00

 
 
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