BTI (British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share)

Expected Move & Straddle Price History

The expected move for BTI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current BTI Expected Move
30-Day Straddle
$4.00
7-Day Straddle
$4.00
Avg IV
0.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to BTI's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
BTI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $4.00 $4.00 0.4% 15%
20260723 $3.95 $3.95 0.3% 3%
20260722 $4.45 $4.45 0.4% 14%
20260721 $4.40 $4.40 0.4% 16%
20260720 $5.00 $5.00 0.3% 5%
20260716 $4.58 $2.05 0.3% 3%
20260715 $4.15 $1.50 0.4% 14%
20260714 $4.42 $1.93 0.5% 20%
20260713 $4.30 $1.55 0.4% 8%
20260710 $4.28 $1.38 0.3% 3%
20260709 $4.40 $1.60 0.5% 20%
20260708 $4.55 $2.23 0.5% 18%
20260707 $4.75 $2.58 0.4% 10%
20260706 $4.70 $2.42 0.4% 10%
20260702 $2.78 $2.78 0.8% 54%
20260701 $2.50 $2.50 0.7% 47%
20260630 $2.92 $2.92 0.7% 40%
20260629 $3.65 $3.65 0.6% 36%
20260626 $3.80 $3.80 0.5% 27%
20260625 $3.43 $3.43 0.5% 28%
20260624 $3.20 $3.20 0.6% 32%
20260623 $3.02 $3.02 0.6% 32%
20260622 $3.40 $3.40 0.6% 33%
20260618 $3.47 $1.60 0.5% 28%
20260617 $3.68 $0.93 0.5% 27%
20260616 $3.65 $1.62 0.5% 24%
20260615 $3.68 $1.68 0.5% 25%
20260613 $3.98 $2.55 0.5% 24%
20260612 $4.30 $2.48 0.5% 23%
20260611 $4.42 $2.30 0.5% 22%
20260610 $4.22 $2.12 0.5% 21%
20260609 $4.20 $2.08 0.5% 20%
20260608 $4.25 $2.20 0.5% 22%
20260605 $4.45 $2.45 0.5% 19%
20260604 $4.80 $3.02 0.5% 19%
20260603 $4.65 $2.82 0.5% 18%
20260602 $2.67 $2.67 0.8% 54%
20260601 $3.05 $3.05 1.2% 100%
20260529 $3.52 $3.52 1.0% 81%
20260528 $3.58 $3.58 1.0% 83%
20260527 $3.38 $3.38 0.9% 72%
20260526 $3.40 $3.40 0.9% 70%
20260522 $3.58 $3.58 0.9% 74%
20260521 $3.73 $3.73 0.9% 75%
20260520 $3.85 $3.85 0.9% 70%
20260519 $4.10 $4.10 0.9% 74%
20260518 $4.33 $4.33 0.7% 45%
20260515 $4.08 $0.17 0.9% 65%
20260514 $4.60 $1.85 0.9% 69%
20260513 $4.18 $1.18 0.7% 48%
20260512 $4.10 $1.83 0.7% 52%
20260511 $3.85 $1.50 0.7% 43%
20260510 $3.83 $2.08 0.7% 48%
20260508 $3.83 $2.08 0.7% 46%
20260507 $3.90 $2.30 0.7% 53%
20260506 $3.80 $1.73 0.7% 53%
20260505 $3.98 $2.05 0.7% 42%
20260504 $4.08 $2.43 0.6% 41%
20260502 $2.23 $2.23 0.6% 35%
20260501 $2.23 $2.23 0.5% 24%