Bath & Body Works Inc.

NYSE: BBWI · Real-Time Price · USD
28.70
-0.90 (-3.04%)
At close: Aug 14, 2025, 3:59 PM
28.70
0.00%
Pre-market: Aug 15, 2025, 08:39 AM EDT

BBWI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for BBWI across all expirations is -39,811.89 shares per 1% move, with 112,947.12 from calls and 152,759.01 from puts. The put-call GEX ratio of 1.35 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Sep 5, 25 expiration with -40,756.52 net GEX, which may act as a pivot point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.

BBWI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Aug 22, 25 6,059.87 -17,076.83 -11,016.96 2.82
Aug 29, 25 14,749.69 -11,771 2,978.69 0.80
Sep 5, 25 8,947.79 -49,704.31 -40,756.52 5.55
Sep 12, 25 13,578.52 -31,540.63 -17,962.11 2.32
Sep 19, 25 40,759.62 -12,914.38 27,845.24 0.32
Sep 26, 25 115.4 -42.11 73.29 0.36
Oct 17, 25 245.36 -1,531.84 -1,286.48 6.24
Nov 21, 25 14,535.97 -20,839.41 -6,303.44 1.43
Jan 16, 26 9,145.06 -5,087.98 4,057.08 0.56
Feb 20, 26 487.65 -166.31 321.34 0.34
Mar 20, 26 702.96 -579.33 123.63 0.82
Jun 18, 26 2,407.99 -1,186.37 1,221.62 0.49
Jan 15, 27 1,211.24 -318.51 892.73 0.26