Bath & Body Works Inc. (BBWI)
NYSE: BBWI
· Real-Time Price · USD
25.89
0.23 (0.90%)
At close: Oct 03, 2025, 3:59 PM
25.84
-0.17%
After-hours: Oct 03, 2025, 07:46 PM EDT
BBWI Delta Exposure By Expiry
The total Delta Exposure (DEX) for BBWI across all expirations shows -227,197.86 net shares that market makers must hedge, with 451,856.81 from calls and 679,054.67 from puts. The put-call delta ratio of 1.50 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BBWI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 11,804.99 | -15,825.13 | -4,020.14 | 1.34 |
| Oct 17, 25 | 34,246.6 | -79,087 | -44,840.4 | 2.31 |
| Oct 24, 25 | 3,958.23 | -107,002.02 | -103,043.79 | 27.03 |
| Oct 31, 25 | 7,435.89 | -69,581.23 | -62,145.34 | 9.36 |
| Nov 7, 25 | 1,235.33 | -51,272.95 | -50,037.62 | 41.51 |
| Nov 14, 25 | 0 | -86.14 | -86.14 | n/a |
| Nov 21, 25 | 156,908.68 | -208,602.39 | -51,693.71 | 1.33 |
| Dec 19, 25 | 14,825.67 | -5,833.32 | 8,992.35 | 0.39 |
| Jan 16, 26 | 92,627.6 | -77,125.59 | 15,502.01 | 0.83 |
| Feb 20, 26 | 17,275.7 | -12,859.07 | 4,416.63 | 0.74 |
| Mar 20, 26 | 30,680.65 | -17,847.52 | 12,833.13 | 0.58 |
| May 15, 26 | 11,441.57 | -883.8 | 10,557.77 | 0.08 |
| Jun 18, 26 | 39,683.58 | -20,631.29 | 19,052.29 | 0.52 |
| Jan 15, 27 | 25,560.98 | -11,085.77 | 14,475.21 | 0.43 |
| Jan 21, 28 | 4,171.34 | -1,331.45 | 2,839.89 | 0.32 |