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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: OS Estimate: May 21, 2025 BO
OS Projected Window: May 19, 2025 to May 24, 2025
EVR: 4.0
Avg Daily Volume: 6,661,361    Market Cap: 6.5B
Sector: None    Short Interest: 3.46
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 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 $4.58
($30.71)
14.77% 22.24% O 16.5% O $35.78 $5.55
( $35.78 )
21.18%
Aug. 28, 2024 BO 3.5 $34.72 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 16, 2022 AC 3.2 $31.33 @$30.00

 
 
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