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Implied Movement: Weekly Straddle Tracking History   
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Cboe Global Markets (CBOE) - BAT Next Earnings Date: OS Estimate: Oct. 31, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.3
Avg Daily Volume: 871,829    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Implied Move Weekly: 2.53%       Expires on: Aug. 1, 2025
Implied Move Monthly: 4.38%       Expires on: Aug. 15, 2025

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Sample Chart


 
Tracking Statistics Available: 30
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 Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
Aug. 1, 2025 BO 1.3 $241.04 @$240.00 $7.05
($241.04)
5.4% 5.4% 2.53% 2.94% 3.56% O 2.8% I $247.79 $7.29
($247.29)
3.4%
May 2, 2025 BO 1.3 $221.21 @$220.00 $6.08
($221.21)
5.68% 9.01% 2.74% 2.76% 3.72% O 2.34% I $226.39 $6.39
($226.39)
5.1%
Feb. 7, 2025 BO 1.4 $207.00 @$207.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 5, 2023 BO 1.4 $137.07 @$137.00


 
 
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