BBWI · Expected Move
Bath & Body Works, Inc.
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).
BBWI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BBWI Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$1.00
30-Day ATM IV
51.3%
IV Rank
14%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $2.08 | $1.00 | 51.3% | 14% |
| 20261007 | $1.98 | $1.12 | 48.6% | 4% |
| 20261006 | $2.10 | $1.25 | 50.6% | 11% |
| 20261005 | $2.15 | $0.70 | 55.9% | 30% |
| 20261002 | $1.80 | $0.88 | 55.9% | 30% |
| 20261001 | $1.78 | $0.90 | 47.4% | 0% |
| 20260930 | $1.85 | $0.98 | 51.2% | 13% |
| 20260929 | $1.88 | $1.12 | 51.2% | 13% |
| 20260928 | $1.88 | $0.82 | 50.2% | 9% |
| 20260925 | $1.82 | $0.93 | 47.6% | 0% |
| 20260924 | $1.98 | $1.15 | 51.1% | 12% |
| 20260923 | $2.02 | $1.15 | 52.4% | 16% |
| 20260922 | $2.10 | $1.23 | 52.4% | 16% |
| 20260921 | $2.10 | $0.85 | 53.0% | 18% |
| 20260918 | $2.08 | $1.17 | 53.1% | 19% |
| 20260917 | $2.05 | $1.02 | 52.1% | 15% |
| 20260916 | $2.15 | $1.12 | 54.0% | 22% |
| 20260915 | $2.10 | $1.40 | 52.6% | 17% |
| 20260914 | $2.17 | $0.78 | 51.1% | 12% |
| 20260911 | $2.05 | $1.12 | 52.5% | 17% |
| 20260910 | $1.98 | $1.15 | 51.4% | 13% |
| 20260909 | $2.10 | $1.20 | 51.3% | 12% |
| 20260908 | $2.23 | $1.32 | 51.0% | 11% |
| 20260904 | $2.05 | $0.98 | 48.3% | 2% |
| 20260903 | $2.02 | $1.02 | 48.0% | 0% |
| 20260902 | $2.03 | $1.15 | 47.9% | 0% |
| 20260901 | $2.12 | $1.18 | 48.9% | 0% |
| 20260831 | $2.33 | $0.92 | 50.7% | 1% |
| 20260828 | $2.30 | $1.12 | 52.5% | 9% |
| 20260827 | $2.12 | $1.00 | 50.4% | 0% |
| 20260826 | $2.30 | $1.23 | 53.1% | 6% |
| 20260825 | $2.95 | $2.38 | 71.2% | 81% |
| 20260824 | $2.92 | $2.12 | 65.8% | 59% |
| 20260821 | $2.98 | $2.35 | 66.8% | 63% |
| 20260820 | $3.15 | $2.35 | 68.9% | 72% |
| 20260819 | $2.92 | $2.38 | 64.2% | 52% |
| 20260818 | $3.02 | $2.40 | 66.0% | 60% |
| 20260817 | $3.15 | $0.97 | 65.6% | 58% |
| 20260814 | $2.55 | $1.15 | 62.2% | 44% |
| 20260813 | $2.83 | $1.25 | 65.5% | 57% |
| 20260812 | $3.15 | $1.27 | 75.7% | 100% |
| 20260811 | $2.95 | $1.50 | 67.7% | 69% |
| 20260810 | $2.92 | $1.00 | 68.0% | 71% |
| 20260807 | — | — | 64.6% | 56% |
| 20260806 | $3.12 | $1.48 | 66.9% | 66% |
| 20260805 | $3.30 | $1.50 | 68.0% | 71% |
| 20260804 | $3.28 | $1.70 | 67.9% | 70% |
| 20260803 | $3.33 | $1.10 | 67.0% | 66% |
| 20260731 | $3.05 | $1.23 | 67.4% | 68% |
| 20260730 | $2.95 | $1.27 | 65.9% | 62% |
| 20260729 | $3.15 | $1.50 | 68.9% | 74% |
| 20260728 | $3.23 | $1.60 | 63.1% | 49% |
| 20260727 | $3.17 | $1.10 | 63.5% | 51% |
| 20260724 | $2.42 | $1.23 | 58.6% | 30% |
| 20260723 | $2.67 | $1.32 | 60.6% | 39% |
| 20260722 | $2.67 | $1.42 | 58.9% | 31% |
| 20260721 | $2.85 | $1.55 | 61.7% | 43% |
| 20260720 | $2.97 | $1.25 | 60.8% | 39% |
| 20260716 | $2.60 | $1.50 | 59.8% | 35% |
| 20260715 | $2.65 | $1.48 | 55.4% | 16% |
More on BBWI
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.