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Bath & Body Works Inc. BBWI

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T00:16:35.345Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001823701Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:14:58.061000+00:00

Share price$20.44
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.$0.25$1.65$3.05$4.45$5.85$14.73$17.57$20.40$23.24$26.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBWI spot · $20.44BBWI PRICE$0.40$0.54$0.69$0.83$1.03$1.23$1.43$1.64$1.87$2.26$2.65$3.04$3.43$0.53$0.71$0.90$1.08$1.27$1.55$1.86$2.17$2.48$2.79$3.57$4.36$5.44
PutsExpensive1.06×
CallsCheap0.86×
SkewBearish+2.30 pp
Implied moveBearish±$3.30
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4257.9%21.5%17.5966.1%16.5%
25Δ23.7858.8%19.0%18.1664.9%14.6%
30Δ23.1359.7%16.5%18.7463.7%12.7%
35Δ22.4960.6%14.1%19.3262.6%10.8%
40Δ21.9760.6%12.5%19.8961.4%8.9%
45Δ21.4560.6%11.0%20.4261.1%7.7%
50Δ20.9460.6%9.5%20.9461.0%6.7%
55Δ20.4260.5%7.9%21.4660.9%5.7%
60Δ19.9060.7%6.5%21.9760.8%4.7%
65Δ19.3261.9%5.6%22.4960.7%3.6%
70Δ18.7563.1%4.7%23.4063.9%3.0%
75Δ18.1864.4%3.8%24.3267.0%2.4%
80Δ17.6065.6%2.9%25.5370.8%1.8%

20Δ

Calls
Pseudo strike
24.42
IV
57.9%
B/E move
21.5%
Puts
Pseudo strike
17.59
IV
66.1%
B/E move
16.5%

25Δ

Calls
Pseudo strike
23.78
IV
58.8%
B/E move
19.0%
Puts
Pseudo strike
18.16
IV
64.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
23.13
IV
59.7%
B/E move
16.5%
Puts
Pseudo strike
18.74
IV
63.7%
B/E move
12.7%

35Δ

Calls
Pseudo strike
22.49
IV
60.6%
B/E move
14.1%
Puts
Pseudo strike
19.32
IV
62.6%
B/E move
10.8%

40Δ

Calls
Pseudo strike
21.97
IV
60.6%
B/E move
12.5%
Puts
Pseudo strike
19.89
IV
61.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
21.45
IV
60.6%
B/E move
11.0%
Puts
Pseudo strike
20.42
IV
61.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
20.94
IV
60.6%
B/E move
9.5%
Puts
Pseudo strike
20.94
IV
61.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
20.42
IV
60.5%
B/E move
7.9%
Puts
Pseudo strike
21.46
IV
60.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
19.90
IV
60.7%
B/E move
6.5%
Puts
Pseudo strike
21.97
IV
60.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
19.32
IV
61.9%
B/E move
5.6%
Puts
Pseudo strike
22.49
IV
60.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
18.75
IV
63.1%
B/E move
4.7%
Puts
Pseudo strike
23.40
IV
63.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
18.18
IV
64.4%
B/E move
3.8%
Puts
Pseudo strike
24.32
IV
67.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
17.60
IV
65.6%
B/E move
2.9%
Puts
Pseudo strike
25.53
IV
70.8%
B/E move
1.8%