IntraAlpha
Create free account Start free

British American Tobacco p.l.c. BTI

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-10-23T03:49:59.168Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T03:49:58.603714+00:00

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. options

Live interpolated BTI call and put midpoint premiums by absolute delta.British American Tobacco p.l.c.$0.32$1.90$3.47$5.05$6.62$50.55$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%