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
$4.22
7-Day Straddle
$2.10
Avg IV
0.5%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260609 $4.22 $2.10 0.5% 23%
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%
20260430 $2.33 $2.33 0.5% 28%
20260429 $3.07 $3.07 0.3% 2%
20260428 $2.57 $2.57 0.4% 16%
20260427 $3.30 $3.30 0.4% 15%
20260424 $2.92 $2.92 0.6% 30%
20260423 $3.45 $3.45 0.4% 16%
20260422 $2.98 $2.98 0.4% 16%
20260421 $2.92 $2.92 0.5% 29%
20260420 $3.30 $3.30 0.3% 2%
20260417 $3.27 $1.77 0.3% 0%
20260416 $3.30 $1.38 0.5% 21%
20260415 $3.55 $1.88 0.4% 17%
20260414 $3.67 $2.53 0.3% 0%
20260413 $3.40 $1.73 0.3% 1%
20260410 $3.50 $1.75 0.4% 7%
20260409 $3.62 $1.88 0.4% 9%
20260408 $3.73 $1.85 0.3% 0%
20260407 $4.03 $2.25 0.4% 14%
20260406 $3.95 $2.25 0.4% 9%
20260402 $4.12 $2.62 0.4% 8%
20260401 $2.92 $2.92 0.5% 24%
20260331 $2.83 $2.83 0.5% 20%
20260330 $3.17 $3.17 0.4% 12%
20260327 $3.45 $3.45 0.4% 12%
20260326 $3.62 $3.62 0.6% 27%
20260325 $3.48 $3.48 0.5% 20%
20260324 $3.82 $3.82 0.6% 31%
20260323 $3.92 $3.92 0.6% 33%
20260320 $3.70 $2.67 0.6% 28%
20260319 $3.67 $1.52 0.5% 26%
20260318 $3.95 $2.12 0.5% 26%