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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
British American Tobacco Industries (BTI) - NYSE Next Earnings Date: OS Estimate: July 24, 2025 AC
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 0.7
Avg Daily Volume: 4,434,635    Market Cap: 85.7B
Sector: Consumer Goods    Short Interest: 0.49
Live Interactive Chart
Days to Next Earnings: 114 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 13, 2025 AC 0.7 $39.61 @$40.00 $0.95
($39.61)
2.38% -2.17% I -1.99% I $38.82 $1.32
( $38.82 )
38.95%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.0 $33.91 @$34.00
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

 
 
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