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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - BAT Next Earnings Date: OS Estimate: July 31, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.8
Avg Daily Volume: 1,430,129    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
May 1, 2026 BO 1.5 $300.09 @$300.00 $14.40
($300.09)
4.8% 9.89% O 8.95% O $326.96 $30.80
( $326.96 )
113.89%
Feb. 6, 2026 BO 1.4 $275.28 @$275.00 $12.95
($275.28)
4.71% -7.08% O -0.69% I $273.36 $8.18
( $273.36 )
-36.83%
Oct. 31, 2025 BO 1.3 $236.81 @$237.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2024 BO 1.3 $174.12 @$175.00
Feb. 2, 2024 BO 1.4 $184.73 @$185.00

 
 
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