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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: Estimated on June 4, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 3.3
Avg Daily Volume: 2,477,461    Market Cap: 10.17B
Sector: None    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Feb. 29, 2024 BO 3.6 $48.33 @$48.00 $4.88
($48.33)
10.17% -7.82% I -5.44% I $45.70 $3.38
( $45.70 )
-30.74%
Nov. 16, 2023 BO 3.7 $32.50 @$32.50 $3.85
($32.50)
11.85% -7.63% I -7.38% I $30.10 $3.27
( $30.10 )
-15.06%
Aug. 23, 2023 BO 3.9 $34.94 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 18, 2023 BO 3.9 $34.02 @$35.00
Feb. 22, 2023 AC 4.2 $41.89 @$42.00
Nov. 16, 2022 AC 3.2 $31.33 @$30.00
Aug. 17, 2022 AC 3.5 $40.39 @$40.00
May 18, 2022 AC 3.4 $42.94 @$45.00
Feb. 23, 2022 AC 3.6 $50.32 @$50.00
Nov. 17, 2021 AC 0.4 $74.60 @$75.00

 
 
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