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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
British American Tobacco Industries (BTI) - NYSE Next Earnings Date: N/A
EVR: 0.7
Avg Daily Volume: 4,096,804    Market Cap: 74.08B
Sector: Consumer Goods    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
July 25, 2024 AC 1.0 $34.73 @$35.00 $1.10
($34.73)
3.14% 1.35% I 1.23% I $35.16 $1.00
( $35.16 )
-9.09%
Feb. 8, 2024 AC 0.9 $31.46 @$31.00 $0.85
($31.46)
2.74% -2.82% O -2.25% I $30.75 $0.68
( $30.75 )
-20.0%
July 26, 2023 AC 1.0 $33.91 @$34.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2023 AC 1.1 $36.75 @$37.00
July 27, 2022 AC 1.1 $42.15 @$40.00
Feb. 11, 2022 AC 1.1 $46.23 @$45.00
July 28, 2021 AC 1.1 $37.93 @$40.00
Feb. 27, 2020 AC 1.2 $40.45 @$40.00
Aug. 1, 2019 AC 1.2 $37.70 @$40.00
Feb. 28, 2019 AC 1.1 $36.74 @$35.00

 
 
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