VSEC · Expected Move

VSE Corp

The expected move for VSEC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

VSEC straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current VSEC Expected Move
30-Day Straddle
$22.45
7-Day Straddle
$22.45
30-Day ATM IV
67.8%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to VSEC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
VSEC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $22.45 $22.45 67.8% 83%
20261021 $23.00 $23.00 65.6% 75%
20261020 $22.95 $22.95 62.6% 64%
20261019 $23.40 $23.40 61.5% 61%
20261016 $25.35 $2.60 62.3% 63%
20261015 $23.55 $4.60 57.8% 48%
20261014 $23.90 $6.47 59.2% 53%
20261013 $25.05 $7.88 59.7% 54%
20261012 $26.35 $7.75 58.5% 50%
20261009 $26.70 $10.35 56.3% 42%
20261008 $26.80 $11.40 57.8% 48%
20261007 $26.45 $11.50 56.6% 43%
20261006 $26.45 $12.00 54.5% 36%
20261005 $26.60 $12.45 54.8% 37%
20261002 $13.30 $13.30 53.8% 33%
20261001 $13.15 $13.15 53.5% 32%
20260930 $14.10 $14.10 52.9% 30%
20260929 $13.80 $13.80 50.6% 22%
20260928 $14.75 $14.75 51.9% 27%
20260925 $15.20 $15.20 48.7% 15%
20260924 $17.45 $17.45 51.4% 25%
20260923 $17.60 $17.60 50.2% 21%
20260922 $18.05 $18.05 48.9% 16%
20260921 $18.35 $18.35 49.8% 19%
20260918 $18.80 $2.08 48.9% 16%
20260917 $18.85 $4.47 48.1% 13%
20260916 $21.90 $8.88 52.0% 27%
20260915 $20.05 $6.88 48.0% 13%
20260914 $22.45 $9.97 50.9% 23%
20260911 $23.50 $10.50 49.0% 17%
20260910 $25.05 $13.10 50.9% 23%
20260909 $26.00 $14.55 51.8% 26%
20260908 $26.65 $15.05 49.8% 16%
20260904 $24.90 $15.35 44.4% 0%
20260903 $25.10 $15.75 45.2% 2%
20260902 $15.90 $15.90 46.0% 4%
20260901 $16.35 $16.35 45.4% 2%
20260831 $16.90 $16.90 44.6% 0%
20260828 $19.40 $19.40 45.4% 0%
20260827 $20.60 $20.60 46.8% 0%
20260826 $22.35 $22.35 47.5% 0%
20260825 $21.80 $21.80 48.1% 0%
20260824 $23.40 $23.40 50.0% 6%
20260821 $23.40 $3.45 48.1% 0%
20260820 $23.70 $5.88 48.1% 0%
20260819 $25.55 $8.43 48.6% 0%
20260818 $27.75 $10.85 49.8% 0%
20260817 $29.05 $12.20 49.7% 0%
20260814 $29.90 $14.60 49.7% 0%
20260813 $30.15 $14.85 52.4% 5%
20260812 $33.15 $16.65 53.4% 9%
20260811 $33.30 $18.10 53.6% 9%
20260810 $30.65 $17.75 53.9% 10%
20260807 — — 54.0% 11%
20260806 $34.90 $22.70 56.8% 21%
20260805 $27.35 $27.35 64.6% 50%
20260804 $26.40 $26.40 63.2% 45%
20260803 $26.20 $26.20 64.0% 48%
20260731 $25.20 $25.20 64.1% 48%
20260730 $25.20 $25.20 64.5% 49%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.