BBWI (Bath & Body Works, Inc.)

Expected Move & Straddle Price History

The expected move for BBWI 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 BBWI Expected Move
30-Day Straddle
$2.97
7-Day Straddle
$1.25
Avg IV
0.8%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to BBWI'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.
BBWI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260720 $2.97 $1.25 0.8% 24%
20260716 $2.60 $1.50 0.8% 28%
20260715 $2.65 $1.48 0.8% 22%
20260714 $2.62 $1.55 0.8% 21%
20260713 $2.85 $1.12 0.8% 22%
20260710 $2.58 $1.25 0.8% 26%
20260709 $2.58 $1.38 0.8% 34%
20260708 $2.67 $1.50 0.7% 18%
20260707 $2.80 $1.73 0.8% 23%
20260706 $3.08 $1.20 0.7% 7%
20260702 $2.90 $1.38 0.7% 18%
20260701 $2.98 $1.52 0.8% 33%
20260630 $3.03 $1.70 0.8% 27%
20260629 $3.20 $1.15 0.7% 6%
20260626 $2.65 $1.25 0.8% 30%
20260625 $2.88 $1.48 0.9% 42%
20260624 $2.67 $1.55 0.7% 16%
20260623 $2.67 $1.55 0.8% 32%
20260622 $2.62 $1.05 0.8% 33%
20260618 $2.47 $1.30 0.9% 50%
20260617 $2.60 $1.43 1.1% 71%
20260616 $2.80 $1.60 0.8% 32%
20260615 $2.52 $0.90 0.8% 26%
20260613 $2.15 $1.20 0.8% 29%
20260612 $2.15 $1.00 0.7% 17%
20260611 $2.27 $1.38 0.8% 24%
20260610 $2.42 $1.32 0.8% 24%
20260609 $2.42 $1.43 0.9% 37%
20260608 $2.55 $1.05 0.9% 44%
20260605 $2.27 $1.25 1.0% 58%
20260604 $2.45 $1.30 1.1% 69%
20260603 $2.38 $1.43 1.0% 64%
20260602 $2.52 $1.52 1.0% 59%
20260601 $2.58 $1.20 0.9% 45%
20260529 $2.55 $1.35 0.8% 22%
20260528 $2.58 $1.42 1.0% 53%
20260527 $2.58 $1.38 0.9% 47%
20260526 $2.90 $2.50 0.9% 43%
20260522 $2.85 $2.00 1.1% 80%
20260521 $2.83 $2.08 1.2% 85%
20260520 $2.80 $2.08 1.2% 85%
20260519 $2.67 $1.98 1.1% 77%
20260518 $2.80 $1.00 1.1% 75%
20260515 $2.77 $1.20 0.9% 54%
20260514 $2.90 $1.43 0.9% 46%
20260513 $3.10 $1.52 0.9% 45%
20260512 $3.05 $1.57 0.8% 40%
20260511 $3.00 $1.05 0.8% 38%
20260510 $3.17 $1.23 0.9% 45%
20260508 $3.17 $1.23 0.8% 37%
20260507 $2.95 $1.32 0.8% 35%
20260506 $3.28 $1.45 0.8% 31%
20260505 $3.05 $1.55 0.8% 41%
20260504 $3.02 $1.10 0.8% 40%
20260502 $2.95 $1.23 0.9% 47%
20260501 $2.95 $1.23 0.9% 49%
20260430 $3.05 $1.42 0.8% 41%
20260429 $2.83 $1.45 0.8% 34%
20260428 $3.05 $1.68 0.8% 29%
20260427 $3.15 $1.15 0.8% 32%