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Victoria’s Secret options imply 13.7% move in share price post-earnings

Victoria’s Secret options imply 13.7% move in share price post-earnings

Pre-earnings options volume in Victoria’s Secret (VSCO) is 12.9x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 13.7%, or $2.94, after results are released. Median move over the past eight quarters is 7.8%.

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