Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - BAT Next Earnings Date: OS Estimate: Feb. 6, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.4
Avg Daily Volume: 780,278    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 94 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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. 31, 2025 BO 1.3 $236.81 @$237.50 $11.50
($236.81)
4.84% 6.08% O 3.72% I $245.64 $13.03
( $245.64 )
13.3%
Aug. 1, 2025 BO 1.3 $241.04 @$240.00 $10.50
($241.04)
4.38% 3.56% I 2.8% I $247.79 $11.30
( $247.79 )
7.62%
May 2, 2025 BO 1.3 $221.21 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2023 BO 1.4 $162.80 @$162.50
Aug. 4, 2023 BO 1.3 $140.01 @$140.00

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