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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: Aug. 26, 2026 BO
EVR: 4.5
Avg Daily Volume: 5,559,375    Market Cap: 3.9B
Sector: Consumer Cyclical    Short Interest: 7.76
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 11.06%       Expires on: Aug. 28, 2026
Implied Move Monthly: 14.45%       Expires on: Sept. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 26, 2026 BO None $0.00 @$19.00 $2.77
($19.17)
14.45% -None% -None% $0.00 $0.00
( N/A )
None%
May 27, 2026 BO 4.3 $17.73 @$17.50 $2.80
($17.73)
16.0% 17.87% O 9.7% I $19.45 $2.98
( $19.45 )
6.43%
March 4, 2026 BO 4.5 $22.43 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 20, 2025 BO 4.0 $21.04 @$20.00
Aug. 28, 2025 BO 4.0 $31.54 @$31.50
May 29, 2025 BO 4.0 $30.48 @$30.50
Feb. 27, 2025 BO 4.0 $41.08 @$41.00
Nov. 25, 2024 BO 3.4 $30.71 @$31.00
Aug. 28, 2024 BO 3.5 $34.72 @$35.00
June 4, 2024 BO 3.3 $51.81 @$52.00

 
 
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