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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: Nov. 26, 2025 BO
OS Projected Window: Nov. 24, 2025 to Nov. 29, 2025
EVR: 4.2
Avg Daily Volume: 3,222,552    Market Cap: 1.8B
Sector: None    Short Interest: 14.11
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 31, 2023 AC 3.3 $20.42 @$20.00

 
 
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