BTI · Expected Move
British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share
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).
BTI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BTI Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$3.12
30-Day ATM IV
23.4%
IV Rank
23%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.12 | $3.12 | 23.4% | 23% |
| 20261022 | $3.25 | $3.25 | 23.6% | 24% |
| 20261021 | $3.15 | $3.15 | 22.8% | 16% |
| 20261020 | $3.08 | $3.08 | 22.5% | 12% |
| 20261019 | $3.28 | $3.28 | 22.9% | 17% |
| 20261016 | $3.38 | $0.40 | 22.8% | 16% |
| 20261015 | $3.50 | $2.20 | 21.3% | 0% |
| 20261014 | $3.55 | $1.75 | 22.5% | 8% |
| 20261013 | $3.20 | $1.27 | 21.9% | 1% |
| 20261012 | $3.25 | $1.30 | 22.0% | 2% |
| 20261009 | $3.30 | $1.45 | 21.9% | 1% |
| 20261008 | $3.25 | $1.62 | 21.8% | 0% |
| 20261007 | $3.40 | $1.80 | 22.9% | 5% |
| 20261006 | $3.60 | $2.28 | 22.4% | 0% |
| 20261005 | $3.70 | $2.52 | 22.7% | 0% |
| 20261002 | $2.77 | $2.77 | 23.1% | 0% |
| 20261001 | $2.85 | $2.85 | 24.0% | 11% |
| 20260930 | $2.33 | $2.33 | 23.5% | 4% |
| 20260929 | $2.42 | $2.42 | 24.3% | 15% |
| 20260928 | $2.58 | $2.58 | 24.6% | 19% |
| 20260925 | $2.65 | $2.65 | 24.7% | 21% |
| 20260924 | $2.85 | $2.85 | 25.1% | 25% |
| 20260923 | $2.90 | $2.90 | 27.0% | 52% |
| 20260922 | $2.88 | $2.88 | 24.9% | 24% |
| 20260921 | $2.85 | $2.85 | 24.5% | 17% |
| 20260918 | $3.03 | $0.93 | 25.0% | 24% |
| 20260917 | $3.12 | $1.10 | 25.2% | 28% |
| 20260916 | $3.35 | $1.33 | 26.1% | 39% |
| 20260915 | $3.58 | $1.75 | 26.6% | 46% |
| 20260914 | $3.83 | $2.43 | 25.8% | 35% |
| 20260911 | $3.48 | $1.30 | 25.4% | 30% |
| 20260910 | $3.50 | $1.48 | 25.3% | 31% |
| 20260909 | $3.60 | $1.62 | 25.8% | 37% |
| 20260908 | $3.70 | $1.75 | 25.9% | 40% |
| 20260904 | $3.70 | $1.88 | 24.0% | 23% |
| 20260903 | $3.83 | $2.17 | 24.0% | 23% |
| 20260902 | $2.08 | $2.08 | 23.9% | 21% |
| 20260901 | $2.27 | $2.27 | 24.7% | 31% |
| 20260831 | $2.23 | $2.23 | 24.0% | 22% |
| 20260828 | $2.50 | $2.50 | 23.5% | 17% |
| 20260827 | $2.70 | $2.70 | 23.7% | 19% |
| 20260826 | $3.52 | $3.52 | 23.4% | 16% |
| 20260825 | $2.95 | $2.95 | 23.8% | 20% |
| 20260824 | $3.23 | $3.23 | 24.5% | 28% |
| 20260821 | $3.05 | $1.20 | 23.7% | 19% |
| 20260820 | $3.45 | $1.90 | 26.9% | 57% |
| 20260819 | $3.12 | $1.20 | 23.5% | 16% |
| 20260818 | $3.35 | $1.73 | 25.3% | 38% |
| 20260817 | $3.27 | $1.47 | 24.3% | 26% |
| 20260814 | $3.75 | $2.32 | 23.3% | 15% |
| 20260813 | $4.05 | $2.62 | 23.8% | 21% |
| 20260812 | $3.53 | $1.90 | 24.5% | 28% |
| 20260811 | $3.92 | $2.47 | 24.5% | 28% |
| 20260810 | $4.12 | $2.72 | 24.7% | 31% |
| 20260807 | — | — | 23.2% | 13% |
| 20260806 | $4.07 | $2.62 | 25.1% | 36% |
| 20260805 | $2.52 | $2.52 | 24.7% | 31% |
| 20260804 | $2.77 | $2.77 | 25.6% | 41% |
| 20260803 | $2.85 | $2.85 | 25.9% | 46% |
| 20260731 | $3.05 | $3.05 | 25.5% | 40% |
More on BTI
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.