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BBWI - Bath & Body Works
Implied Volatility Analysis

Implied Volatility:
59.5%
Put/Call-Ratio:
0.61

Bath & Body Works has an Implied Volatility (IV) of 59.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BBWI is 44 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for BBWI is 0.34 standard deviations away from its 1 year mean.

Market Cap$7.86B
Dividend Yield2.17% ($0.74)
Next Earnings Date11/16/2022 (48d)
Implied Volatility (IV) 30d
59.48
Implied Volatility Rank (IVR) 1y
43.87
Implied Volatility Percentile (IVP) 1y
59.53
Historical Volatility (HV) 30d
39.61
IV / HV
1.50
Open Interest
108.72K
Option Volume
2.75K
Put/Call Ratio (Volume)
0.61

Data was calculated after the 9/28/2022 closing.

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