Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: OS Estimate: Aug. 20, 2025 BO
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 4.0
Avg Daily Volume: 5,913,139    Market Cap: 6.4B
Sector: None    Short Interest: 2.63
Live Interactive Chart
Days to Next Earnings: 79 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 29, 2025 BO 4.0 $30.48 @$30.50 $3.23
($30.48)
10.59% -7.87% I -6.23% I $28.58 $2.98
( $28.58 )
-7.74%
Feb. 27, 2025 BO 4.0 $41.08 @$41.00 $4.80
($41.08)
11.71% -13.33% O -12.7% O $35.86 $5.75
( $35.86 )
19.79%
Nov. 25, 2024 BO 3.4 $30.71 @$31.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 28, 2024 BO 3.5 $34.72 @$35.00
June 4, 2024 BO 3.3 $51.81 @$52.00
Feb. 29, 2024 BO 3.6 $48.33 @$48.00
Nov. 16, 2023 BO 3.7 $32.50 @$32.50
Aug. 23, 2023 BO 3.9 $34.94 @$35.00
May 18, 2023 BO 3.9 $34.02 @$35.00
Feb. 22, 2023 AC 4.2 $41.89 @$42.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US