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
$2.48
7-Day Straddle
$1.30
Avg IV
1.1%
IV Rank
67%
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
20260604 $2.48 $1.30 1.1% 67%
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%
20260424 $2.77 $1.33 0.9% 37%
20260423 $2.70 $1.45 0.7% 23%
20260422 $2.77 $1.52 0.9% 41%
20260421 $2.83 $1.62 0.9% 49%
20260420 $2.77 $1.18 0.7% 28%
20260417 $2.30 $1.12 1.3% 84%
20260416 $2.27 $1.27 1.0% 60%
20260415 $2.40 $1.40 1.2% 82%
20260414 $2.55 $1.38 1.3% 84%
20260413 $2.52 $1.00 1.0% 52%
20260410 $2.27 $1.12 0.7% 23%
20260409 $2.40 $1.30 0.7% 24%
20260408 $2.40 $1.40 0.7% 30%
20260407 $2.67 $1.72 0.7% 26%
20260406 $2.62 $1.10 0.7% 28%
20260402 $2.40 $1.30 0.7% 26%
20260401 $2.70 $1.43 0.7% 23%
20260331 $2.75 $1.60 0.7% 27%
20260330 $2.75 $1.23 0.7% 25%
20260327 $2.33 $1.12 0.6% 19%
20260326 $2.40 $1.25 0.8% 33%
20260325 $2.45 $1.38 0.7% 27%
20260324 $2.40 $1.50 0.7% 23%
20260323 $2.47 $1.12 0.6% 20%
20260320 $2.50 $1.32 0.7% 30%
20260319 $2.52 $1.42 0.8% 36%
20260318 $2.52 $1.52 0.8% 32%
20260317 $2.55 $1.62 0.8% 33%
20260316 $2.67 $1.18 0.8% 31%
20260313 $2.62 $1.52 0.6% 17%