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Bath & Body Works BBWI 21.36 -0.72 -3.26%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.657
Put Call Ratio (OI)
0.521
Put Call Ratio (Vol)
1.03
IV Rank
25.4
IV Percentile
75.6
Max pain
21

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-38.6
38.6
View values by strike
BBWI · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0.973 0
5.00 48.1 -150
6.00 3.32 0
7.50 113 -445
10.00 245 -3.41 K
12.00 0 -116
12.50 3.17 K -9.93 K
13.00 0 -137
14.00 17.1 -135
15.00 14.4 K -86 K
16.00 84.1 -458
16.50 41 -776
17.00 337 -3.51 K
17.50 110 K -118 K
18.00 2.27 K -3.46 K
18.50 844 -1.84 K
19.00 12.5 K -5.22 K
19.50 304 -543
20.00 406 K -156 K
20.50 8.3 K -7.01 K
21.00 284 K -28.6 K
21.50 16.7 K -33.4 K
22.00 416 K -62.4 K
22.50 208 K -30.7 K
23.00 49.1 K -3.6 K
23.50 30.6 K -150
24.00 18.8 K -3.12 K
24.50 864 0
25.00 243 K -51 K
25.50 240 0
26.00 4.13 K -28
26.50 22.5 0
27.00 702 0
27.50 33.8 K -3.13 K
28.00 119 0
29.00 69.2 0
30.00 37 K -4.57 K
32.50 8.55 K -25.9
35.00 21.7 K -73.7
37.50 2.48 K -26.6
40.00 6.16 K -12.6
42.50 443 0
45.00 600 0
47.50 410 0
50.00 6.56 K 0
55.00 106 0
60.00 1.71 K 0