Bath & Body Works, Inc. · Brief

Next report

19 days

Nov 19 · before openest.Q3 FY26

Expected move

±10.3%implied · report alone

20.4325.11

straddle ±11.6%

spot 22.77exp Nov 20ATM strike 23ATM straddle 3.10IV 71%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q2 FY26±10.7%▲+7.51%×0.70

quarterimplied−15%0+15%realized×

Q2 FY26±10.7%▲+7.51%×0.70

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 19 report · est.

Bull2

4tracked funds holding the companyN-PORT · Jul 31 '26

470managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 4

0.13%share of State Street midcap ETF assets represented by the companyN-PORT · Jun 30 '26

8 of 24largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

BBWI report session

No linked exposure.

No changes.

privateThesis 0 · Decisions 0 · Observations 0

No thesis.