BTI · British American Tobacco p.l.c.

Track BTI — free Ask ALVIS about BTI

$62.33 +1.51 (+2.48%)

Market Cap

$134.43B

2.16B

Options Chain

15-min delayed Underlying $62.33 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 24 contracts

Put / call OI

0.21

Call-heavy positioning

Open interest

12,036

contracts outstanding

Volume

361

traded today

Max pain

$60.00

$2.33 below spot

ATM implied vol

32.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Dec 18 143d Jan 15 171d Mar 19 234d Jun 17 324d Jul 16 353d Jan 21 542d Mar 17 598d Jul 21 724d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	167.1%	0.937	$26.45		—	—	—	—	0
Call · $35 In the money Last $26.45 Breakeven $61.45 Implied vol 167.1% Delta 0.937 ≈94% ITM Gamma 0.005 Theta -0.059 Vega 0.02 Open interest 1 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	5	163.9%	0.891	$22.41		$0.05	—	—	1	1
Call · $40 In the money Last $22.41 Breakeven $62.41 Implied vol 163.9% Delta 0.891 ≈89% ITM Gamma 0.007 Theta -0.092 Vega 0.033 Open interest 5 Model this call Put · $40 Last $0.05 Breakeven $39.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	112%	0.894	—		$0.12	-0.024	65.1%	2	65
Call · $45 In the money Last — Breakeven — Implied vol 112% Delta 0.894 ≈89% ITM Gamma 0.011 Theta -0.061 Vega 0.031 Open interest 0 Model this call Put · $45 Last $0.12 Breakeven $44.88 Implied vol 65.1% Delta -0.024 ≈2% ITM Gamma 0.006 Theta -0.012 Vega 0.007 Open interest 65 Model this put
13	2	83.8%	0.859	$10.52		$0.13	-0.033	45.8%	14	89
Call · $50 In the money Last $10.52 Breakeven $60.52 Implied vol 83.8% Delta 0.859 ≈86% ITM Gamma 0.018 Theta -0.055 Vega 0.037 Open interest 13 Model this call Put · $50 Last $0.13 Breakeven $49.87 Implied vol 45.8% Delta -0.033 ≈3% ITM Gamma 0.01 Theta -0.011 Vega 0.015 Open interest 89 Model this put
48	2	60.5%	0.791	$7.54		$0.19	-0.082	32.2%	21	771
Call · $55 In the money Last $7.54 Breakeven $62.54 Implied vol 60.5% Delta 0.791 ≈79% ITM Gamma 0.032 Theta -0.052 Vega 0.04 Open interest 48 Model this call Put · $55 Last $0.19 Breakeven $54.81 Implied vol 32.2% Delta -0.082 ≈8% ITM Gamma 0.03 Theta -0.017 Vega 0.028 Open interest 771 Model this put
496	13	40.9%	0.612	$3.43		$0.89	-0.339	24.2%	92	1.1k
Call · $60 In the money Last $3.43 Breakeven $63.43 Implied vol 40.9% Delta 0.612 ≈61% ITM Gamma 0.061 Theta -0.047 Vega 0.062 Open interest 496 Model this call Put · $60 Last $0.89 Breakeven $59.11 Implied vol 24.2% Delta -0.339 ≈34% ITM Gamma 0.096 Theta -0.033 Vega 0.055 Open interest 1.1k Model this put
Underlying $62.33
8.1k	159	33.1%	0.267	$0.89		$3.30	-0.994	0.3%	2	105
Call · $65 Last $0.89 Breakeven $65.89 Implied vol 33.1% Delta 0.267 ≈27% ITM Gamma 0.064 Theta -0.034 Vega 0.055 Open interest 8.1k Model this call Put · $65 In the money Last $3.30 Breakeven $61.70 Implied vol 0.3% Delta -0.994 ≈99% ITM Gamma 0 Theta -0.009 Vega 0 Open interest 105 Model this put
1.2k	44	31.9%	0.059	$0.15		$9.31	—	—	1	1
Call · $70 Last $0.15 Breakeven $70.15 Implied vol 31.9% Delta 0.059 ≈6% ITM Gamma 0.023 Theta -0.012 Vega 0.016 Open interest 1.2k Model this call Put · $70 In the money Last $9.31 Breakeven $60.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
36	1	41.2%	0.03	$0.02		—	—	—	—	0
Call · $75 Last $0.02 Breakeven $75.02 Implied vol 41.2% Delta 0.03 ≈3% ITM Gamma 0.011 Theta -0.009 Vega 0.008 Open interest 36 Model this call Put · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.10		—	—	—	—	0
Call · $80 Last $0.10 Breakeven $80.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $90 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1303523 CUSIP 110448107 13F (30d) 283 filings 278 filers Visit website Investor relations