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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

Expected move

November 06, 2026 close · $21.36
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.46 $20.90 – $21.82 $20.81 – $21.91 $20.37 – $22.35
2 sessions ±3.0% ±$0.64 $20.72 – $22.00 $20.58 – $22.14 $19.98 – $22.74
3 sessions ±3.8% ±$0.81 $20.55 – $22.17 $20.40 – $22.32 $19.65 – $23.07
1 week ±4.8% ±$1.02 $20.34 – $22.38 $20.11 – $22.61 $19.18 – $23.54
2 weeks Earnings ±13.0% ±$2.79 $18.57 – $24.15 $17.92 – $24.80 $15.49 – $27.23
3 weeks Earnings ±13.9% ±$2.98 $18.38 – $24.34 $17.68 – $25.04 $15.11 – $27.61
1 month Earnings ±14.9% ±$3.18 $18.18 – $24.54 $17.41 – $25.31 $14.67 – $28.05
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BBWI reports in 9 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.68%
Average actual move
8.88%
Beyond the implied move
2 / 7
Median IV change
-44.34%
Reaction session Implied Actual Used ATM IV before → after
August 26, 2026 ±12.80% +7.51% 0.59× —
May 27, 2026 ±11.14% +9.70% 0.87× —
March 04, 2026 ±11.81% +2.59% 0.22× —
August 28, 2025 ±9.99% -6.91% 0.69× 69.9% → 38.9%
May 29, 2025 ±7.55% -6.23% 0.83× —
February 27, 2025 ±9.31% -12.71% 1.36× —
November 25, 2024 ±12.13% +16.51% 1.36× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →