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Bath & Body Works Inc. BBWI

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T20:33:34.490Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:44.332475169Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:33.669848+00:00

Share price$20.20
1D+5.5%
AH$18.91$19.41$19.92$20.42$20.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBWI
Sold putSold callAH

Bath & Body Works Inc. options

Live interpolated BBWI call and put midpoint premiums by absolute delta.Bath & Body Works Inc.$0.02$0.76$1.50$2.23$2.97$17.70$18.87$20.04$21.21$22.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $20.20OPTION PRICELive BBWI spot · $20.20BBWI PRICE$0.15$0.15$0.21$0.26$0.32$0.42$0.54$0.66$0.82$1.01$1.31$1.79$2.76$0.10$0.11$0.12$0.13$0.13$0.14$0.15$0.16$0.17$0.18$0.19$0.19$0.20
PutsCheap0.14×
CallsCheap0.92×
SkewBullish-135.35 pp
Implied moveBullish±$0.69
TiltBullish68.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.75147.9%8.4%19.4984.5%4.0%
25Δ20.9396.1%4.4%19.6772.5%3.2%
30Δ20.7999.9%4.0%19.8461.2%2.4%
35Δ20.66103.6%3.6%20.0150.0%1.5%
40Δ20.52107.3%3.2%20.1938.7%0.7%
45Δ20.37116.6%2.9%20.3627.4%0.1%
50Δ20.21127.1%2.7%20.5316.2%0.9%
55Δ20.06137.5%2.5%20.704.9%1.7%
60Δ19.85149.2%2.3%20.87-6.4%2.5%
65Δ19.61161.6%2.1%21.04-17.7%3.3%
70Δ19.28184.4%1.9%21.22-28.9%4.1%
75Δ18.78225.7%1.9%21.39-40.2%4.9%
80Δ17.83313.4%1.9%21.56-51.5%5.7%

20Δ

Calls
Pseudo strike
21.75
IV
147.9%
B/E move
8.4%
Puts
Pseudo strike
19.49
IV
84.5%
B/E move
4.0%

25Δ

Calls
Pseudo strike
20.93
IV
96.1%
B/E move
4.4%
Puts
Pseudo strike
19.67
IV
72.5%
B/E move
3.2%

30Δ

Calls
Pseudo strike
20.79
IV
99.9%
B/E move
4.0%
Puts
Pseudo strike
19.84
IV
61.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
20.66
IV
103.6%
B/E move
3.6%
Puts
Pseudo strike
20.01
IV
50.0%
B/E move
1.5%

40Δ

Calls
Pseudo strike
20.52
IV
107.3%
B/E move
3.2%
Puts
Pseudo strike
20.19
IV
38.7%
B/E move
0.7%

45Δ

Calls
Pseudo strike
20.37
IV
116.6%
B/E move
2.9%
Puts
Pseudo strike
20.36
IV
27.4%
B/E move
0.1%

50Δ

Calls
Pseudo strike
20.21
IV
127.1%
B/E move
2.7%
Puts
Pseudo strike
20.53
IV
16.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
20.06
IV
137.5%
B/E move
2.5%
Puts
Pseudo strike
20.70
IV
4.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
19.85
IV
149.2%
B/E move
2.3%
Puts
Pseudo strike
20.87
IV
-6.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
19.61
IV
161.6%
B/E move
2.1%
Puts
Pseudo strike
21.04
IV
-17.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
19.28
IV
184.4%
B/E move
1.9%
Puts
Pseudo strike
21.22
IV
-28.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
18.78
IV
225.7%
B/E move
1.9%
Puts
Pseudo strike
21.39
IV
-40.2%
B/E move
4.9%

80Δ

Calls
Pseudo strike
17.83
IV
313.4%
B/E move
1.9%
Puts
Pseudo strike
21.56
IV
-51.5%
B/E move
5.7%