BBWI
Bath & Body Works, Inc.Open17.84+0.42 +2.44%USD
NYSE · as of Oct 13, 14:51 ET · 20m delay
Open
17.70
Prev close
17.41
Day range
17.5718.06
52-week range
14.2827.40
Volume
2.29M0.36×
Mkt cap
3.60B
P/E ttm
4.69
Fwd P/E
6.40
EPS ttm
3.80
Div yield
4.60%
Earnings
Aug 26, 2026
From 52w high
−34.91%
BBWI market-implied price distribution
BBWI Price at Expiry
11 OTM quotes · ATM IV 49.4%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
48%
spot 17.84
Expected price
17.67
forward 17.80
68% range
15–20
−14.6% / +13.1%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 10.72 | −39.9% |
| 16% | 15.23 | −14.6% |
| 25% | 16.18 | −9.3% |
| 50% (median) | 17.75 | −0.5% |
| 75% | 19.29 | +8.2% |
| 84% | 20.18 | +13.1% |
| 95% | 23.40 | +31.2% |
Move Odds
| Up 5% or more (18.73) | 33% |
|---|---|
| Up 10% or more (19.62) | 21% |
| Down 5% or more (16.94) | 36% |
| Down 10% or more (16.05) | 24% |
Options price a 10%+ drop at 24%, 0.9× the 26% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.