BBWI · Bath & Body Works, Inc.

Track BBWI — free Ask ALVIS about BBWI

$19.90 -0.60 (-2.93%)

Market Cap

$4.13B

201.56M

Options Chain

15-min delayed Underlying $19.90 · today Options Calculator

Positioning

Jul 31, 2026 · 2 days to expiry · 72 contracts

Put / call OI

0.57

Call-heavy positioning

Open interest

2,777

contracts outstanding

Volume

704

traded today

Max pain

$19.00

$0.90 below spot

ATM implied vol

77.9%

market's expected move

Open interest by strike · near the money

Calls Puts

14.5

15.5

16.5

17.5

18.5

19.5

20.5

21.5

22.5

23.5

24.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 2d Aug 7 9d Aug 14 16d Aug 21 23d Aug 28 30d Sep 4 37d Sep 18 51d Nov 20 114d Dec 18 142d Jan 15 170d Feb 19 205d Mar 19 233d Jun 17 323d Sep 17 415d Jan 21 541d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
110	74	607.7%	0.97	$11.70		$0.05	—	—	1	4
Call · $9 In the money Last $11.70 Breakeven $20.70 Implied vol 607.7% Delta 0.97 ≈97% ITM Gamma 0.007 Theta -0.14 Vega 0.001 Open interest 110 Model this call Put · $9 Last $0.05 Breakeven $8.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
118	72	537.3%	0.966	$10.75		$0.05	—	—	2	2
Call · $10 In the money Last $10.75 Breakeven $20.75 Implied vol 537.3% Delta 0.966 ≈97% ITM Gamma 0.009 Theta -0.138 Vega 0.001 Open interest 118 Model this call Put · $10 Last $0.05 Breakeven $9.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
5	3	474.1%	0.961	$9.45		—	—	—	—	0
Call · $11 In the money Last $9.45 Breakeven $20.45 Implied vol 474.1% Delta 0.961 ≈96% ITM Gamma 0.011 Theta -0.136 Vega 0.001 Open interest 5 Model this call Put · $11 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	2	416.7%	0.956	$8.85		$0.05	-0.029	364.1%	2	1
Call · $12 In the money Last $8.85 Breakeven $20.85 Implied vol 416.7% Delta 0.956 ≈96% ITM Gamma 0.014 Theta -0.133 Vega 0.001 Open interest 7 Model this call Put · $12 Last $0.05 Breakeven $11.95 Implied vol 364.1% Delta -0.029 ≈3% ITM Gamma 0.011 Theta -0.082 Vega 0.001 Open interest 1 Model this put
9	2	364.1%	0.949	$7.71		$0.05	—	—	2	3
Call · $13 In the money Last $7.71 Breakeven $20.71 Implied vol 364.1% Delta 0.949 ≈95% ITM Gamma 0.018 Theta -0.131 Vega 0.001 Open interest 9 Model this call Put · $13 Last $0.05 Breakeven $12.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
4	3	310%	0.941	$6.80		$0.05	-0.047	285.7%	2	1
Call · $14 In the money Last $6.80 Breakeven $20.80 Implied vol 310% Delta 0.941 ≈94% ITM Gamma 0.024 Theta -0.124 Vega 0.002 Open interest 4 Model this call Put · $14 Last $0.05 Breakeven $13.95 Implied vol 285.7% Delta -0.047 ≈5% ITM Gamma 0.021 Theta -0.096 Vega 0.001 Open interest 1 Model this put
23	20	—	—	$6.10		$0.05	-0.051	263.5%	2	1
Call · $14.5 In the money Last $6.10 Breakeven $20.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $14.5 Last $0.05 Breakeven $14.45 Implied vol 263.5% Delta -0.051 ≈5% ITM Gamma 0.025 Theta -0.095 Vega 0.001 Open interest 1 Model this put
23	23	235.7%	0.948	$5.72		$0.13	-0.096	303.7%	2	43
Call · $15 In the money Last $5.72 Breakeven $20.72 Implied vol 235.7% Delta 0.948 ≈95% ITM Gamma 0.028 Theta -0.086 Vega 0.001 Open interest 23 Model this call Put · $15 Last $0.13 Breakeven $14.87 Implied vol 303.7% Delta -0.096 ≈10% ITM Gamma 0.035 Theta -0.178 Vega 0.002 Open interest 43 Model this put
4	4	215%	0.943	$5.01		$0.05	-0.06	219%	2	2
Call · $15.5 In the money Last $5.01 Breakeven $20.51 Implied vol 215% Delta 0.943 ≈94% ITM Gamma 0.033 Theta -0.084 Vega 0.001 Open interest 4 Model this call Put · $15.5 Last $0.05 Breakeven $15.45 Implied vol 219% Delta -0.06 ≈6% ITM Gamma 0.034 Theta -0.09 Vega 0.003 Open interest 2 Model this put
2	1	192.5%	0.937	$4.85		$0.05	-0.114	254.1%	2	66
Call · $16 In the money Last $4.85 Breakeven $20.85 Implied vol 192.5% Delta 0.937 ≈94% ITM Gamma 0.04 Theta -0.081 Vega 0.003 Open interest 2 Model this call Put · $16 Last $0.05 Breakeven $15.95 Implied vol 254.1% Delta -0.114 ≈11% ITM Gamma 0.048 Theta -0.169 Vega 0.004 Open interest 66 Model this put
3	1	263.4%	0.844	$4.05		$0.05	-0.094	193.2%	1	5
Call · $16.5 In the money Last $4.05 Breakeven $20.55 Implied vol 263.4% Delta 0.844 ≈84% ITM Gamma 0.056 Theta -0.214 Vega 0.004 Open interest 3 Model this call Put · $16.5 Last $0.05 Breakeven $16.45 Implied vol 193.2% Delta -0.094 ≈9% ITM Gamma 0.054 Theta -0.111 Vega 0.003 Open interest 5 Model this put
2	2	148.9%	0.922	$3.55		$0.05	-0.123	188.2%	1	8
Call · $17 In the money Last $3.55 Breakeven $20.55 Implied vol 148.9% Delta 0.922 ≈92% ITM Gamma 0.061 Theta -0.073 Vega 0.003 Open interest 2 Model this call Put · $17 Last $0.05 Breakeven $16.95 Implied vol 188.2% Delta -0.123 ≈12% ITM Gamma 0.068 Theta -0.132 Vega 0.004 Open interest 8 Model this put
2	2	160.7%	0.865	$2.06		$0.14	-0.079	122.1%	2	48
Call · $17.5 In the money Last $2.06 Breakeven $19.56 Implied vol 160.7% Delta 0.865 ≈86% ITM Gamma 0.084 Theta -0.119 Vega 0.004 Open interest 2 Model this call Put · $17.5 Last $0.14 Breakeven $17.36 Implied vol 122.1% Delta -0.079 ≈8% ITM Gamma 0.075 Theta -0.061 Vega 0.003 Open interest 48 Model this put
30	1	130.1%	0.856	$2.65		$0.05	-0.11	111.2%	200	351
Call · $18 In the money Last $2.65 Breakeven $20.65 Implied vol 130.1% Delta 0.856 ≈86% ITM Gamma 0.109 Theta -0.1 Vega 0.004 Open interest 30 Model this call Put · $18 Last $0.05 Breakeven $17.95 Implied vol 111.2% Delta -0.11 ≈11% ITM Gamma 0.105 Theta -0.071 Vega 0.003 Open interest 351 Model this put
0	—	118.5%	0.807	—		$0.05	-0.131	90.4%	1	77
Call · $18.5 In the money Last — Breakeven — Implied vol 118.5% Delta 0.807 ≈81% ITM Gamma 0.144 Theta -0.111 Vega 0.004 Open interest 0 Model this call Put · $18.5 Last $0.05 Breakeven $18.45 Implied vol 90.4% Delta -0.131 ≈13% ITM Gamma 0.148 Theta -0.066 Vega 0.004 Open interest 77 Model this put
8	1	102.6%	0.747	$1.91		$0.07	-0.165	67.6%	10	172
Call · $19 In the money Last $1.91 Breakeven $20.91 Implied vol 102.6% Delta 0.747 ≈75% ITM Gamma 0.194 Theta -0.112 Vega 0.005 Open interest 8 Model this call Put · $19 Last $0.07 Breakeven $18.93 Implied vol 67.6% Delta -0.165 ≈17% ITM Gamma 0.228 Theta -0.057 Vega 0.004 Open interest 172 Model this put
60	10	92.2%	0.65	$1.12		$0.15	-0.318	72.1%	7	49
Call · $19.5 In the money Last $1.12 Breakeven $20.62 Implied vol 92.2% Delta 0.65 ≈65% ITM Gamma 0.253 Theta -0.118 Vega 0.006 Open interest 60 Model this call Put · $19.5 Last $0.15 Breakeven $19.35 Implied vol 72.1% Delta -0.318 ≈32% ITM Gamma 0.31 Theta -0.088 Vega 0.006 Open interest 49 Model this put
Underlying $19.90
67	13	88.9%	0.517	$1.02		$0.21	-0.486	67%	8	73
Call · $20 Last $1.02 Breakeven $21.02 Implied vol 88.9% Delta 0.517 ≈52% ITM Gamma 0.283 Theta -0.123 Vega 0.006 Open interest 67 Model this call Put · $20 In the money Last $0.21 Breakeven $19.79 Implied vol 67% Delta -0.486 ≈49% ITM Gamma 0.376 Theta -0.093 Vega 0.006 Open interest 73 Model this put
98	3	73.7%	0.352	$0.30		$0.35	-0.689	57.8%	4	46
Call · $20.5 Last $0.30 Breakeven $20.80 Implied vol 73.7% Delta 0.352 ≈35% ITM Gamma 0.317 Theta -0.094 Vega 0.006 Open interest 98 Model this call Put · $20.5 In the money Last $0.35 Breakeven $20.15 Implied vol 57.8% Delta -0.689 ≈69% ITM Gamma 0.38 Theta -0.07 Vega 0.006 Open interest 46 Model this put
250	1	89.6%	0.263	$0.20		$0.71	-0.901	45.8%	1	25
Call · $21 Last $0.20 Breakeven $21.20 Implied vol 89.6% Delta 0.263 ≈26% ITM Gamma 0.228 Theta -0.1 Vega 0.006 Open interest 250 Model this call Put · $21 In the money Last $0.71 Breakeven $20.29 Implied vol 45.8% Delta -0.901 ≈90% ITM Gamma 0.235 Theta -0.027 Vega 0.003 Open interest 25 Model this put
263	101	83.1%	0.147	$0.15		—	—	—	—	0
Call · $21.5 Last $0.15 Breakeven $21.65 Implied vol 83.1% Delta 0.147 ≈15% ITM Gamma 0.174 Theta -0.066 Vega 0.004 Open interest 263 Model this call Put · $21.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
211	8	99.9%	0.127	$0.15		$1.31	—	—	1	2
Call · $22 Last $0.15 Breakeven $22.15 Implied vol 99.9% Delta 0.127 ≈13% ITM Gamma 0.13 Theta -0.071 Vega 0.003 Open interest 211 Model this call Put · $22 In the money Last $1.31 Breakeven $20.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
28	13	115.3%	0.113	$0.10		—	—	—	—	0
Call · $22.5 Last $0.10 Breakeven $22.60 Implied vol 115.3% Delta 0.113 ≈11% ITM Gamma 0.103 Theta -0.075 Vega 0.003 Open interest 28 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
68	3	122.2%	0.085	$0.02		$2.00	—	—	20	20
Call · $23 Last $0.02 Breakeven $23.02 Implied vol 122.2% Delta 0.085 ≈8% ITM Gamma 0.079 Theta -0.065 Vega 0.003 Open interest 68 Model this call Put · $23 In the money Last $2.00 Breakeven $21.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this put
106	7	161.3%	0.121	$0.08		$2.91	—	—	1	2
Call · $23.5 Last $0.08 Breakeven $23.58 Implied vol 161.3% Delta 0.121 ≈12% ITM Gamma 0.078 Theta -0.111 Vega 0.003 Open interest 106 Model this call Put · $23.5 In the money Last $2.91 Breakeven $20.59 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
212	3	167.6%	0.101	$0.03		$3.31	—	—	1	1
Call · $24 Last $0.03 Breakeven $24.03 Implied vol 167.6% Delta 0.101 ≈10% ITM Gamma 0.065 Theta -0.1 Vega 0.003 Open interest 212 Model this call Put · $24 In the money Last $3.31 Breakeven $20.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	173.7%	0.082	—		$3.82	—	—	2	3
Call · $24.5 Last — Breakeven — Implied vol 173.7% Delta 0.082 ≈8% ITM Gamma 0.054 Theta -0.09 Vega 0.003 Open interest 0 Model this call Put · $24.5 In the money Last $3.82 Breakeven $20.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
21	21	187%	0.077	$0.03		—	—	—	—	0
Call · $25 Last $0.03 Breakeven $25.03 Implied vol 187% Delta 0.077 ≈8% ITM Gamma 0.049 Theta -0.093 Vega 0.002 Open interest 21 Model this call Put · $25 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	8	260.7%	0.128	$0.05		—	—	—	—	0
Call · $26 Last $0.05 Breakeven $26.05 Implied vol 260.7% Delta 0.128 ≈13% ITM Gamma 0.05 Theta -0.185 Vega 0.003 Open interest 15 Model this call Put · $26 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
12	1	285.8%	0.119	$0.43		$7.10	—	—	2	0
Call · $27 Last $0.43 Breakeven $27.43 Implied vol 285.8% Delta 0.119 ≈12% ITM Gamma 0.043 Theta -0.193 Vega 0.003 Open interest 12 Model this call Put · $27 In the money Last $7.10 Breakeven $19.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	1	251.8%	0.06	$0.05		$7.38	—	—	1	2
Call · $28 Last $0.05 Breakeven $28.05 Implied vol 251.8% Delta 0.06 ≈6% ITM Gamma 0.029 Theta -0.102 Vega 0.002 Open interest 4 Model this call Put · $28 In the money Last $7.38 Breakeven $20.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	333.4%	0.106	$0.02		$9.10	—	—	6	0
Call · $29 Last $0.02 Breakeven $29.02 Implied vol 333.4% Delta 0.106 ≈11% ITM Gamma 0.034 Theta -0.207 Vega 0.003 Open interest 1 Model this call Put · $29 In the money Last $9.10 Breakeven $19.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	363.3%	0.108	—		$9.61	—	—	4	0
Call · $30 Last — Breakeven — Implied vol 363.3% Delta 0.108 ≈11% ITM Gamma 0.032 Theta -0.229 Vega 0.003 Open interest 0 Model this call Put · $30 In the money Last $9.61 Breakeven $20.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	—	—	$0.10		$10.30	—	—	1	0
Call · $31 Last $0.10 Breakeven $31.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $31 In the money Last $10.30 Breakeven $20.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	—	—	$0.10		$11.25	—	—	2	1
Call · $32 Last $0.10 Breakeven $32.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $32 In the money Last $11.25 Breakeven $20.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	1	—	—	$0.14		$14.60	—	—	2	1
Call · $35 Last $0.14 Breakeven $35.14 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $35 In the money Last $14.60 Breakeven $20.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 36" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 701985 CUSIP 070830104 13F (30d) 137 filings 113 filers Visit website Investor relations