Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: Aug. 27, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 4.0
Avg Daily Volume: 2,976,717    Market Cap: 2.5B
Sector: None    Short Interest: 8.2
Live Interactive Chart
Days to Next Earnings: 78 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
June 5, 2025 BO 4.6 $20.47 @$20.00 $2.65
($20.47)
13.25% 4.34% I 2.0% I $20.88 $3.10
( $20.88 )
16.98%
March 5, 2025 AC 4.5 $22.21 @$22.00 $4.30
($22.21)
19.55% -12.92% I -8.23% I $20.38 $2.80
( $20.38 )
-34.88%
Dec. 5, 2024 AC 4.5 $43.02 @$43.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 31, 2023 AC 3.3 $20.42 @$20.00
March 2, 2023 AC 3.7 $37.75 @$40.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US