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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: March 4, 2026 BO
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 4.6
Avg Daily Volume: 2,939,666    Market Cap: 2.8B
Sector: None    Short Interest: 14.76
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Dec. 5, 2025 BO 4.2 $41.57 @$42.00 $5.97
($41.57)
14.21% 20.8% O 17.99% O $49.05 $8.25
( $49.05 )
38.19%
Aug. 28, 2025 BO 4.0 $22.78 @$23.00 $3.75
($22.78)
16.3% 11.8% I -0.48% I $22.67 $2.42
( $22.67 )
-35.47%
June 5, 2025 BO 4.6 $20.47 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2025 AC 4.5 $22.21 @$22.00
Dec. 5, 2024 AC 4.5 $43.02 @$43.00
Aug. 28, 2024 AC 4.6 $24.88 @$25.00
June 5, 2024 AC 4.7 $22.61 @$22.50
March 6, 2024 AC 3.9 $25.62 @$26.00
Nov. 29, 2023 AC 3.5 $23.58 @$24.00
Aug. 30, 2023 AC 3.6 $17.94 @$17.50

 
 
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