← Back to Stock / ETF implied volatility screenerBBWI - Bath & Body Works
BBWI - Bath & Body Works
Implied Volatility Analysis
Implied Volatility:
48.8%
48.8%
Put/Call-Ratio:
13.95
13.95
Bath & Body Works has an Implied Volatility (IV) of 48.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BBWI is 16 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for BBWI is -1.11 standard deviations away from its 1 year mean.
| Market Cap | $9.04B |
|---|---|
| Dividend Yield | 2.00% ($0.79) |
| Next Earnings Date | 5/17/2023 (60d) |
| Implied Volatility (IV) 30d | 48.83 |
| Implied Volatility Rank (IVR) 1y | 15.85 |
| Implied Volatility Percentile (IVP) 1y | 15.48 |
| Historical Volatility (HV) 30d | 32.12 |
| IV / HV | 1.52 |
| Open Interest | 68.39K |
| Option Volume | 12.89K |
| Put/Call Ratio (Volume) | 13.95 |
Data was calculated after the 3/17/2023 closing.
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