BBWI · Covered-Calls
Bath & Body Works, Inc. (BBWI) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $26.50
- Modelled premium
- $0.41
- Premium yield
- 1.8%
- Annualized premium yield
- 36.1%
- Breakeven
- $22.37
- Downside protection
- 1.8%
- Days to expiration
- 21
Update time unavailable
Loading graph — the exact table is available below.
$11.39: Expiration P/L: -$1,098.00 Update time unavailable
Event / reference markers
- Spot: $22.78
- Expiry breakeven $22.37: $22.37
- sell call strike $26.50: $26.50
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$1,098.00 | Update time unavailable | ||
| -$1,075.22 | Update time unavailable | ||
| -$1,052.44 | Update time unavailable | ||
| -$1,029.66 | Update time unavailable | ||
| -$1,006.88 | Update time unavailable | ||
| -$984.10 | Update time unavailable | ||
| -$961.32 | Update time unavailable | ||
| -$938.54 | Update time unavailable | ||
| -$915.76 | Update time unavailable | ||
| -$892.98 | Update time unavailable | ||
| -$870.20 | Update time unavailable | ||
| -$847.42 | Update time unavailable | ||
| -$824.64 | Update time unavailable | ||
| -$801.86 | Update time unavailable | ||
| -$779.08 | Update time unavailable | ||
| -$756.30 | Update time unavailable | ||
| -$733.52 | Update time unavailable | ||
| -$710.74 | Update time unavailable | ||
| -$687.96 | Update time unavailable | ||
| -$665.18 | Update time unavailable | ||
| -$642.40 | Update time unavailable | ||
| -$619.62 | Update time unavailable | ||
| -$596.84 | Update time unavailable | ||
| -$574.06 | Update time unavailable | ||
| -$551.28 | Update time unavailable | ||
| -$528.50 | Update time unavailable | ||
| -$505.72 | Update time unavailable | ||
| -$482.94 | Update time unavailable | ||
| -$460.16 | Update time unavailable | ||
| -$437.38 | Update time unavailable | ||
| -$414.60 | Update time unavailable | ||
| -$391.82 | Update time unavailable | ||
| -$369.04 | Update time unavailable | ||
| -$346.26 | Update time unavailable | ||
| -$323.48 | Update time unavailable | ||
| -$300.70 | Update time unavailable | ||
| -$277.92 | Update time unavailable | ||
| -$255.14 | Update time unavailable | ||
| -$232.36 | Update time unavailable | ||
| -$209.58 | Update time unavailable | ||
| -$186.80 | Update time unavailable | ||
| -$164.02 | Update time unavailable | ||
| -$141.24 | Update time unavailable | ||
| -$118.46 | Update time unavailable | ||
| -$95.68 | Update time unavailable | ||
| -$72.90 | Update time unavailable | ||
| -$50.12 | Update time unavailable | ||
| -$27.34 | Update time unavailable | ||
| -$4.56 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $18.22 | Update time unavailable | ||
| $41.00 | Spot reference | Update time unavailable | |
| $63.78 | Update time unavailable | ||
| $86.56 | Update time unavailable | ||
| $109.34 | Update time unavailable | ||
| $132.12 | Update time unavailable | ||
| $154.90 | Update time unavailable | ||
| $177.68 | Update time unavailable | ||
| $200.46 | Update time unavailable | ||
| $223.24 | Update time unavailable | ||
| $246.02 | Update time unavailable | ||
| $268.80 | Update time unavailable | ||
| $291.58 | Update time unavailable | ||
| $314.36 | Update time unavailable | ||
| $337.14 | Update time unavailable | ||
| $359.92 | Update time unavailable | ||
| $382.70 | Update time unavailable | ||
| $405.48 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable | ||
| $413.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.