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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bath & Body Works (BBWI) - NYSE Next Earnings Date: Nov. 25, 2024 BO
EVR: 3.4
Avg Daily Volume: 4,773,067    Market Cap: 8.51B
Sector: None    Short Interest: 3.69
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 10.98%       Expires on: Nov. 29, 2024
Implied Move Monthly: 14.91%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Nov. 25, 2024 BO None $0.00 @$31.00 $4.55
($30.51)
14.91% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 28, 2024 BO 3.5 $34.72 @$35.00 $4.60
($34.72)
13.14% -8.29% I -6.99% I $32.29 $3.40
( $32.29 )
-26.09%
June 4, 2024 BO 3.3 $51.81 @$52.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 17, 2022 AC 3.5 $40.39 @$40.00

 
 
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