VSXY as of Oct 31 · 15:50 ET

VSXYNYSERetail-Women's Clothing Stores

Victoria's Secret & Co. · Brief

Next report

34 days

Dec 4 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±11.5%implied · report alone

85.52107.72

straddle ±17.4%

spot 96.62exp Dec 18ATM strike 95ATM straddle 19.75IV 71%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Mar 5 '25—▼−8.24%—

Jun 3 '25—▼−2.69%—

Jun 11 '25—▼−5.41%—

Aug 28 '25—▼−0.48%—

Q3 FY25—▲+17.99%—

Mar 5 '26—▼−12.16%—

Q1 FY26—▲+47.44%—

Q2 FY26±15.7%▼−13.17%×0.84

quarterimplied−50%0+50%realized×

Q2 FY26±15.7%▼−13.17%×0.84

Q1 FY26—▲+47.44%—

Mar '26—▼−12.16%—

Q3 FY25—▲+17.99%—

Aug '25—▼−0.48%—

Jun '25—▼−5.41%—

2 older reports

Jun '25—▼−2.69%—

Mar '25—▼−8.24%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Dec 4 report · est.

Bull2 of 3

4disclosed supplier and customer ties in SEC filingsSEC filings

435managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

4tracked funds holding VSXYN-PORT · Aug 31 '26

0.18%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

VSXY report session

Customers 1

GSGoldman Sachs×0.14

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

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Your note

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