VSXY · Victoria's Secret & Co.

Track VSXY — free Ask ALVIS about VSXY

$89.32 +4.00 (+4.69%)

Market Cap

$6.78B

79.49M

Options Chain

15-min delayed Underlying $89.32 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 34 contracts

Put / call OI

3.37

Put-heavy positioning

Open interest

6,938

contracts outstanding

Volume

211

traded today

Max pain

$90.00

$0.68 above spot

ATM implied vol

77.8%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Dec 18 143d Jan 15 171d Mar 19 234d Dec 17 507d Jan 21 542d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
7	1	—	—	$41.49		$0.61	—	—	1	1
Call · $40 In the money Last $41.49 Breakeven $81.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $40 Last $0.61 Breakeven $39.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		$0.03	-0.024	153.6%	9	10
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last $0.03 Breakeven $44.97 Implied vol 153.6% Delta -0.024 ≈2% ITM Gamma 0.002 Theta -0.041 Vega 0.016 Open interest 10 Model this put
0	—	—	—	—		$0.05	-0.029	134%	1	59
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last $0.05 Breakeven $49.95 Implied vol 134% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.042 Vega 0.017 Open interest 59 Model this put
0	—	—	—	—		$0.16	-0.015	94.3%	32	128
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last $0.16 Breakeven $54.84 Implied vol 94.3% Delta -0.015 ≈1% ITM Gamma 0.002 Theta -0.017 Vega 0.009 Open interest 128 Model this put
20	2	56.1%	0.998	$23.60		$0.20	-0.028	89.6%	1	18
Call · $60 In the money Last $23.60 Breakeven $83.60 Implied vol 56.1% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.007 Vega 0.001 Open interest 20 Model this call Put · $60 Last $0.20 Breakeven $59.80 Implied vol 89.6% Delta -0.028 ≈3% ITM Gamma 0.003 Theta -0.028 Vega 0.019 Open interest 18 Model this put
1	1	68%	0.977	$18.73		$0.40	-0.086	103.8%	4	344
Call · $65 In the money Last $18.73 Breakeven $83.73 Implied vol 68% Delta 0.977 ≈98% ITM Gamma 0.003 Theta -0.024 Vega 0.01 Open interest 1 Model this call Put · $65 Last $0.40 Breakeven $64.60 Implied vol 103.8% Delta -0.086 ≈9% ITM Gamma 0.007 Theta -0.078 Vega 0.034 Open interest 344 Model this put
195	3	73.7%	0.925	$19.90		$0.80	-0.109	89.6%	2	101
Call · $70 In the money Last $19.90 Breakeven $89.90 Implied vol 73.7% Delta 0.925 ≈92% ITM Gamma 0.008 Theta -0.057 Vega 0.035 Open interest 195 Model this call Put · $70 Last $0.80 Breakeven $69.20 Implied vol 89.6% Delta -0.109 ≈11% ITM Gamma 0.009 Theta -0.081 Vega 0.053 Open interest 101 Model this put
320	1	73.7%	0.858	$15.60		$1.60	-0.158	79.7%	4	2.2k
Call · $75 In the money Last $15.60 Breakeven $90.60 Implied vol 73.7% Delta 0.858 ≈86% ITM Gamma 0.013 Theta -0.086 Vega 0.055 Open interest 320 Model this call Put · $75 Last $1.60 Breakeven $73.40 Implied vol 79.7% Delta -0.158 ≈16% ITM Gamma 0.013 Theta -0.091 Vega 0.055 Open interest 2.2k Model this put
159	1	76.2%	0.762	$11.95		$2.79	-0.246	80%	2	318
Call · $80 In the money Last $11.95 Breakeven $91.95 Implied vol 76.2% Delta 0.762 ≈76% ITM Gamma 0.018 Theta -0.12 Vega 0.074 Open interest 159 Model this call Put · $80 Last $2.79 Breakeven $77.21 Implied vol 80% Delta -0.246 ≈25% ITM Gamma 0.017 Theta -0.12 Vega 0.074 Open interest 318 Model this put
60	8	76.9%	0.656	$8.85		$4.50	-0.342	73.9%	6	44
Call · $85 In the money Last $8.85 Breakeven $93.85 Implied vol 76.9% Delta 0.656 ≈66% ITM Gamma 0.021 Theta -0.143 Vega 0.088 Open interest 60 Model this call Put · $85 Last $4.50 Breakeven $80.50 Implied vol 73.9% Delta -0.342 ≈34% ITM Gamma 0.022 Theta -0.129 Vega 0.088 Open interest 44 Model this put
Underlying $89.32
276	59	76.7%	0.544	$6.10		$6.80	-0.457	78.8%	28	2.1k
Call · $90 Last $6.10 Breakeven $96.10 Implied vol 76.7% Delta 0.544 ≈54% ITM Gamma 0.023 Theta -0.154 Vega 0.091 Open interest 276 Model this call Put · $90 In the money Last $6.80 Breakeven $83.20 Implied vol 78.8% Delta -0.457 ≈46% ITM Gamma 0.022 Theta -0.15 Vega 0.091 Open interest 2.1k Model this put
262	26	68.8%	0.418	$4.50		$10.50	-0.567	76.9%	2	0
Call · $95 Last $4.50 Breakeven $99.50 Implied vol 68.8% Delta 0.418 ≈42% ITM Gamma 0.025 Theta -0.134 Vega 0.094 Open interest 262 Model this call Put · $95 In the money Last $10.50 Breakeven $84.50 Implied vol 76.9% Delta -0.567 ≈57% ITM Gamma 0.023 Theta -0.142 Vega 0.094 Open interest 0 Model this put
145	9	66.9%	0.304	$2.80		$13.00	-0.685	70.8%	1	0
Call · $100 Last $2.80 Breakeven $102.80 Implied vol 66.9% Delta 0.304 ≈30% ITM Gamma 0.023 Theta -0.116 Vega 0.085 Open interest 145 Model this call Put · $100 In the money Last $13.00 Breakeven $87.00 Implied vol 70.8% Delta -0.685 ≈68% ITM Gamma 0.022 Theta -0.116 Vega 0.084 Open interest 0 Model this put
8	2	74.4%	0.241	$1.10		—	-0.765	73.7%	—	0
Call · $105 Last $1.10 Breakeven $106.10 Implied vol 74.4% Delta 0.241 ≈24% ITM Gamma 0.018 Theta -0.115 Vega 0.066 Open interest 8 Model this call Put · $105 In the money Last — Breakeven — Implied vol 73.7% Delta -0.765 ≈76% ITM Gamma 0.019 Theta -0.104 Vega 0.066 Open interest 0 Model this put
66	2	66.6%	0.139	$1.06		—	-0.841	72.8%	—	0
Call · $110 Last $1.06 Breakeven $111.06 Implied vol 66.6% Delta 0.139 ≈14% ITM Gamma 0.015 Theta -0.073 Vega 0.046 Open interest 66 Model this call Put · $110 In the money Last — Breakeven — Implied vol 72.8% Delta -0.841 ≈84% ITM Gamma 0.015 Theta -0.079 Vega 0.066 Open interest 0 Model this put
1	1	68.5%	0.096	$0.55		—	-0.882	75.2%	—	0
Call · $115 Last $0.55 Breakeven $115.55 Implied vol 68.5% Delta 0.096 ≈10% ITM Gamma 0.011 Theta -0.057 Vega 0.047 Open interest 1 Model this call Put · $115 In the money Last — Breakeven — Implied vol 75.2% Delta -0.882 ≈88% ITM Gamma 0.012 Theta -0.065 Vega 0.045 Open interest 0 Model this put
67	2	73.8%	0.076	$0.35		—	-0.861	94%	—	0
Call · $120 Last $0.35 Breakeven $120.35 Implied vol 73.8% Delta 0.076 ≈8% ITM Gamma 0.008 Theta -0.052 Vega 0.028 Open interest 67 Model this call Put · $120 In the money Last — Breakeven — Implied vol 94% Delta -0.861 ≈86% ITM Gamma 0.011 Theta -0.094 Vega 0.047 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1856437 CUSIP 926400102 13F (30d) 87 filings 84 filers Visit website