BBWI (Bath & Body Works, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where BBWI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on BBWI are priced rich or cheap relative to its own recent 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.

BBWI IV Rank Summary
Current
24%
Compressed — premium buying regime
30-Day Avg
29%
60-Day Avg
39%
90-Day Avg
38%
90-Day Low
6%
90-Day High
85%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in BBWI's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
BBWI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260720 24% 0.8%
20260716 28% 0.8%
20260715 22% 0.8%
20260714 21% 0.8%
20260713 22% 0.8%
20260710 26% 0.8%
20260709 34% 0.8%
20260708 18% 0.7%
20260707 23% 0.8%
20260706 7% 0.7%
20260702 18% 0.7%
20260701 33% 0.8%
20260630 27% 0.8%
20260629 6% 0.7%
20260626 30% 0.8%
20260625 42% 0.9%
20260624 16% 0.7%
20260623 32% 0.8%
20260622 33% 0.8%
20260618 50% 0.9%
20260617 71% 1.1%
20260616 32% 0.8%
20260615 26% 0.8%
20260613 29% 0.8%
20260612 17% 0.7%
20260611 24% 0.8%
20260610 24% 0.8%
20260609 37% 0.9%
20260608 44% 0.9%
20260605 58% 1.0%
20260604 69% 1.1%
20260603 64% 1.0%
20260602 59% 1.0%
20260601 45% 0.9%
20260529 22% 0.8%
20260528 53% 1.0%
20260527 47% 0.9%
20260526 43% 0.9%
20260522 80% 1.1%
20260521 85% 1.2%
20260520 85% 1.2%
20260519 77% 1.1%
20260518 75% 1.1%
20260515 54% 0.9%
20260514 46% 0.9%
20260513 45% 0.9%
20260512 40% 0.8%
20260511 38% 0.8%
20260510 45% 0.9%
20260508 37% 0.8%
20260507 35% 0.8%
20260506 31% 0.8%
20260505 41% 0.8%
20260504 40% 0.8%
20260502 47% 0.9%
20260501 49% 0.9%
20260430 41% 0.8%
20260429 34% 0.8%
20260428 29% 0.8%
20260427 32% 0.8%
20260424 37% 0.9%
20260423 23% 0.7%
20260422 41% 0.9%
20260421 49% 0.9%
20260420 28% 0.7%
20260417 84% 1.3%
20260416 60% 1.0%
20260415 82% 1.2%
20260414 84% 1.3%
20260413 52% 1.0%
20260410 23% 0.7%
20260409 24% 0.7%
20260408 30% 0.7%
20260407 26% 0.7%
20260406 28% 0.7%
20260402 26% 0.7%
20260401 23% 0.7%
20260331 27% 0.7%
20260330 25% 0.7%
20260327 19% 0.6%
20260326 33% 0.8%
20260325 27% 0.7%
20260324 23% 0.7%
20260323 20% 0.6%
20260320 30% 0.7%
20260319 36% 0.8%
20260318 32% 0.8%
20260317 33% 0.8%
20260316 31% 0.8%
20260313 17% 0.6%