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Bath & Body Works BBWI 16.99 -0.41 -2.36%

BBWI Gamma Exposure (GEX)

BBWI (Bath & Body Works): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.533
Put Call Ratio (OI)
0.698
Put Call Ratio (Vol)
0.584
IV Rank
11.9
IV Percentile
32.8
Max Pain
16.5

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.1
43.1
View values by strike
BBWI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 8.7 0
5.00 8.43 -184
7.50 361 -545
8.00 61.7 0
9.00 53.5 0
10.00 1.54 K -5.58 K
11.00 20.1 0
12.50 5.82 K -14.3 K
13.00 12.1 -721
14.00 33.2 -3.61 K
14.50 0 -175
15.00 20.8 K -175 K
15.50 0 -1.6 K
16.00 51.7 -45.5 K
16.50 128 K -25.7 K
17.00 338 K -98.2 K
17.50 56.4 K -159 K
18.00 135 K -10.3 K
18.50 10.6 K 0
19.00 191 K -1.56 K
19.50 8.99 K 0
20.00 58.1 K -94.7 K
20.50 20.5 0
21.00 6.66 K 0
22.00 1.11 K 0
22.50 45.3 K -9.37 K
23.00 664 0
24.00 132 0
25.00 80.3 K -12 K
26.00 87.2 0
27.00 53.1 0
27.50 10.3 K -734
30.00 15.6 K -1.5 K
32.50 4.14 K -9.74
35.00 12 K 0
37.50 1.27 K 0
40.00 3.27 K -14.3
42.50 268 0
45.00 376 0
47.50 261 0
50.00 4.25 K 0
55.00 104 0
60.00 1.18 K 0