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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cboe Global Markets (CBOE) - BAT Next Earnings Date: OS Estimate: May 2, 2025 BO
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.3
Avg Daily Volume: 826,785    Market Cap: 19.10B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 7, 2025 BO 1.4 $207.00 @$207.50 $7.35
($207.00)
3.54% 2.78% I 2.01% I $211.17 $7.12
( $211.17 )
-3.13%
Nov. 1, 2024 BO 1.3 $213.57 @$212.50 $12.05
($213.57)
5.67% -4.94% I -1.67% I $210.00 $9.60
( $210.00 )
-20.33%
Aug. 2, 2024 BO 1.2 $185.75 @$185.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 3, 2023 BO 1.4 $120.82 @$121.00
Nov. 4, 2022 BO 1.3 $124.90 @$125.00

 
 
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