Varamir
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VSEC

VSE CORP
214.19post−$0.04 (−0.02%)at close +$0.00 (+0.00%)
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as of 19:59:58 UTCnext report Nov 2 · 89d
Earnings Room‹ back to VSEC

The report

fiscal Q3 2026 · from the company's notice
Nov 2after close89days out

Expected movement

market-implied · at the Aug 4 close
±25.2%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Jan 15 · first after the reportATM strike 210straddle 63.50ATM IV 57%× 0.85 straddle-to-rangespot 214.19

Blast radius

2 linked · N-PORT + EDGAR

If VSEC moves ±25.2% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

Positioning

4 expiries · as of the Jul 29 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI
Expiry
OICallsOI Δ
first
833
Aug 21
23d
249
first
first
8
Sep 18
51d
2
first
first
64
Oct 16
79d
98
first
first
23
Jan 15
170d
35
first

The record

expected in pale · actual in full color
4/8reports moved further than the options market had pricedtypically ±6.7% realized vs ±8.4% priced
May 5 '26±9.8%+16.9%×1.73
Feb 26 '26±7.8%+0.3%×0.03
Jan 29 '26±7.6%+5.6%×0.74
Oct 27 '25±9.6%+1.8%×0.19
Jul 30 '25±9.4%+10.6%×1.13
May 6 '25±7.7%+7.8%×1.02
Feb 27 '25±7.4%+0.6%×0.08
Nov 6 '24±7.7%+9.7%×1.25
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.04 · rev $325M
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.