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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - BAT Next Earnings Date: Feb. 6, 2026 BO
EVR: 1.4
Avg Daily Volume: 783,458    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Implied Move Weekly: 2.22%       Expires on: Feb. 6, 2026
Implied Move Monthly: 4.70%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 6, 2026 BO None $0.00 @$275.00 $12.95
($275.28)
4.7% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2023 BO 1.4 $162.80 @$162.50

 
 
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