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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Victorias Secret & Co. (VSCO) - NYSE Next Earnings Date: OS Estimate: June 4, 2025 AC
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 4.6
Avg Daily Volume: 4,848,469    Market Cap: 2.5B
Sector: None    Short Interest: 8.2
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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, 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 $7.85
($43.02)
18.26% 13.2% I 11.62% I $48.02 $6.10
( $48.02 )
-22.29%
Aug. 28, 2024 AC 4.6 $24.88 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 30, 2022 AC 3.8 $46.00 @$45.00

 
 
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