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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: OS Estimate: Nov. 18, 2026 BO
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 4.5
Avg Daily Volume: 5,693,536    Market Cap: 3.7B
Sector: Consumer Cyclical    Short Interest: 8.57
Live Interactive Chart
Days to Next Earnings: 66 Days

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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 4.5 $17.58 @$17.50 $2.72
($17.58)
15.54% 8.87% I 7.5% I $18.90 $2.30
( $18.90 )
-15.44%
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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