Bath & Body Works Inc (BBWI) Historical Volatility

Tracking BBWI historical volatility helps you see how much Bath & Body Works Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Bath & Body Works Inc's HV tells you what really happened. Use our scanner to monitor BBWI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BBWI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Bath & Body Works Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Bath & Body Works, Inc. operates a specialty retailer of home fragrance, body care, and soaps and sanitizer products. The company sells its products under the Bath & Body Works, White Barn, and other brand names through specialty retail stores and websites located in the United States and Canada, as well as through international stores operated by partners under franchise, license, and wholesale arrangements. As of January 29, 2022, it operated 1,755 company-operated retail stores and 338 international partner-operated stores. The company was formerly known as L Brands, Inc. and changed its name to Bath & Body Works, Inc.

in August 2021. Bath & Body Works, Inc. was founded in 1963 and is headquartered in Columbus, Ohio.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Bath & Body Works Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BBWI HV is running hot, cold, or in line. Make the BBWI 30 day historical volatility — and every other window — work for your edge instead of against it.