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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: OS Estimate: May 27, 2026 BO
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 4.3
Avg Daily Volume: 5,594,681    Market Cap: 4.5B
Sector: None    Short Interest: 7.2
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
March 4, 2026 BO 4.5 $22.43 @$22.50 $3.42
($22.43)
15.2% 6.5% I 2.58% I $23.01 $2.20
( $23.01 )
-35.67%
Nov. 20, 2025 BO 4.0 $21.04 @$20.00 $3.12
($21.04)
15.6% -26.66% O -24.8% O $15.82 $4.62
( $15.82 )
48.08%
Aug. 28, 2025 BO 4.0 $31.54 @$31.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 29, 2024 BO 3.6 $48.33 @$48.00
Nov. 16, 2023 BO 3.7 $32.50 @$32.50

 
 
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