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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: June 3, 2026 BO
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 4.9
Avg Daily Volume: 2,673,165    Market Cap: 2.8B
Sector: None    Short Interest: 14.76
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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 5, 2026 BO 4.6 $60.01 @$60.00 $10.10
($60.01)
16.83% -18.04% O -12.16% I $52.71 $8.78
( $52.71 )
-13.07%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 5, 2025 BO 4.6 $20.47 @$20.00
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

 
 
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