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

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Market datapartial · fetched 2026-10-23T01:59:20.008Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002802444Z

FundamentalsAlpha Vantage · unavailable

Share price$60.47
1D+1.6%
AH$59.31$59.62$59.94$60.25$60.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTI
Sold putSold callAH

British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share options

Live interpolated BTI call and put midpoint premiums by absolute delta.British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share$0.32$1.90$3.47$5.05$6.62$50.54$54.67$58.79$62.91$67.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTI spot · $60.47BTI PRICE$0.49$0.69$0.88$1.08$1.28$1.47$1.67$1.87$2.26$2.88$3.50$4.12$4.74$0.55$0.72$0.88$1.04$1.21$1.56$2.05$2.55$3.04$3.53$4.03$4.52$6.17
PutsCheap0.83×
CallsCheap0.84×
SkewBearish+1.72 pp
Implied moveBearish±$3.72
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4323.2%7.4%56.6525.7%7.2%
25Δ63.8423.3%6.7%57.4125.2%6.3%
30Δ63.2523.4%6.1%58.1624.7%5.3%
35Δ62.6723.5%5.4%58.9224.1%4.3%
40Δ62.0823.6%4.8%59.6823.6%3.3%
45Δ61.4923.7%4.1%60.3923.8%2.7%
50Δ60.9123.9%3.5%61.0724.6%2.4%
55Δ60.3224.0%2.8%61.7525.4%2.1%
60Δ59.6424.4%2.4%62.4326.2%1.8%
65Δ58.8525.1%2.1%63.1127.0%1.5%
70Δ58.0625.9%1.8%63.7927.7%1.2%
75Δ57.2726.6%1.5%64.4728.5%0.9%
80Δ56.4827.4%1.2%66.2434.0%0.7%

20Δ

Calls
Pseudo strike
64.43
IV
23.2%
B/E move
7.4%
Puts
Pseudo strike
56.65
IV
25.7%
B/E move
7.2%

25Δ

Calls
Pseudo strike
63.84
IV
23.3%
B/E move
6.7%
Puts
Pseudo strike
57.41
IV
25.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
63.25
IV
23.4%
B/E move
6.1%
Puts
Pseudo strike
58.16
IV
24.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
62.67
IV
23.5%
B/E move
5.4%
Puts
Pseudo strike
58.92
IV
24.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
62.08
IV
23.6%
B/E move
4.8%
Puts
Pseudo strike
59.68
IV
23.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
61.49
IV
23.7%
B/E move
4.1%
Puts
Pseudo strike
60.39
IV
23.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
60.91
IV
23.9%
B/E move
3.5%
Puts
Pseudo strike
61.07
IV
24.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
60.32
IV
24.0%
B/E move
2.8%
Puts
Pseudo strike
61.75
IV
25.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
59.64
IV
24.4%
B/E move
2.4%
Puts
Pseudo strike
62.43
IV
26.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
58.85
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
63.11
IV
27.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
58.06
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
63.79
IV
27.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
57.27
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
64.47
IV
28.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
56.48
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
66.24
IV
34.0%
B/E move
0.7%

Options history

BTI23.1023.2923.482026-10-20: 23.13%2026-10-21: 23.45%Oct 20Oct 21
Table
DateIV
23.13%
23.45%