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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: May 29, 2024 AC
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.7
Avg Daily Volume: 3,802,169    Market Cap: 2.20B
Sector: None    Short Interest: 13.88
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 6, 2024 AC 3.9 $25.62 @$26.00 $4.95
($25.62)
19.04% -31.61% O -29.7% O $18.01 $8.05
( $18.01 )
62.63%
Nov. 29, 2023 AC 3.5 $23.58 @$24.00 $3.65
($23.58)
15.21% 17.04% O 14.29% I $26.95 $3.48
( $26.95 )
-4.66%
Aug. 30, 2023 AC 3.6 $17.94 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 31, 2023 AC 3.3 $20.42 @$20.00
March 2, 2023 AC 3.7 $37.75 @$40.00
Nov. 30, 2022 AC 3.8 $46.00 @$45.00
Aug. 24, 2022 AC 4.2 $38.35 @$40.00
May 31, 2022 AC 4.1 $41.21 @$40.00
March 2, 2022 AC 4.9 $54.33 @$55.00
Nov. 17, 2021 AC 0.3 $50.51 @$50.00

 
 
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