British American Tobacco p.l.c. options tape
Read from CBOE's delayed chain on 26 September 2026, with British American Tobacco p.l.c. at $55.63: open interest within 90 days was 14,695 call and 9,264 put contracts, a put/call ratio of 0.63; the day's volume was 1,089 calls and 317 puts (0.29). The most call open interest sits at the $60.00 strike (4,514 contracts) and the most put open interest at $55.00 (2,998). The at-the-money straddle for 16 October 2026, 20 days out, was priced at 4.8% of spot. For 16 October 2026, implied volatility was 24.4% at the put 5% below spot and 25.6% at the call 5% above, -1.3 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $60.00 | 4,514 |
| Puts | $55.00 | 2,998 |
The strike with the most open interest on each side, across expiries within 90 days.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for BTI, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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