VSXY · Expected Move
Victorias Secret & Co.
The expected move for VSXY 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).
VSXY straddle price & implied vol
56 sessionsBars: 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 VSXY Expected Move
30-Day Straddle
$11.80
7-Day Straddle
$11.80
30-Day ATM IV
58.9%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to VSXY'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.
VSXY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.80 | $11.80 | 58.9% | 22% |
| 20261021 | $11.75 | $11.75 | 57.1% | 17% |
| 20261020 | $12.05 | $12.05 | 57.3% | 17% |
| 20261019 | $12.15 | $12.15 | 57.5% | 18% |
| 20261016 | $12.60 | $2.48 | 56.4% | 15% |
| 20261015 | $12.85 | $2.90 | 56.7% | 16% |
| 20261014 | $12.85 | $4.32 | 56.0% | 14% |
| 20261013 | $12.60 | $4.05 | 54.6% | 10% |
| 20261012 | $12.70 | $5.70 | 54.7% | 11% |
| 20261009 | $12.20 | $5.20 | 52.9% | 6% |
| 20261008 | $12.60 | $5.42 | 52.7% | 6% |
| 20261007 | $12.75 | $5.60 | 53.3% | 7% |
| 20261006 | $12.55 | $6.55 | 53.7% | 8% |
| 20261005 | $13.70 | $6.72 | 54.0% | 9% |
| 20261002 | $8.25 | $8.25 | 55.1% | 12% |
| 20261001 | $7.85 | $7.85 | 55.2% | 12% |
| 20260930 | $8.50 | $8.50 | 56.4% | 15% |
| 20260929 | $8.05 | $8.05 | 54.6% | 11% |
| 20260928 | $9.85 | $9.85 | 56.6% | 16% |
| 20260925 | $8.40 | $8.40 | 52.4% | 5% |
| 20260924 | $8.90 | $8.90 | 53.3% | 7% |
| 20260923 | $9.00 | $9.00 | 53.4% | 8% |
| 20260922 | $9.00 | $9.00 | 52.4% | 5% |
| 20260921 | $9.00 | $9.00 | 52.4% | 5% |
| 20260918 | $8.95 | $2.55 | 50.4% | 0% |
| 20260917 | $9.50 | $3.45 | 52.5% | 0% |
| 20260916 | $9.45 | $3.18 | 54.7% | 4% |
| 20260915 | $9.65 | $3.45 | 55.6% | 6% |
| 20260914 | $9.40 | $3.85 | 53.4% | 0% |
| 20260911 | $10.15 | $4.60 | 54.3% | 2% |
| 20260910 | $10.20 | $4.90 | 53.7% | 0% |
| 20260909 | $10.85 | $5.70 | 56.3% | 6% |
| 20260908 | $11.70 | $6.42 | 55.5% | 4% |
| 20260904 | $11.25 | $6.22 | 54.6% | 2% |
| 20260903 | $11.00 | $6.62 | 54.0% | 0% |
| 20260902 | $16.00 | $16.00 | 90.1% | 100% |
| 20260901 | $13.60 | $13.60 | 80.6% | 78% |
| 20260831 | $14.05 | $14.05 | 80.6% | — |
| 20260828 | $14.65 | $14.65 | 78.0% | — |
| 20260827 | $15.45 | $15.45 | 81.1% | — |
| 20260826 | $16.05 | $16.05 | 82.6% | — |
| 20260825 | $14.85 | $14.85 | 77.6% | — |
| 20260824 | $14.85 | $14.85 | 78.4% | — |
| 20260821 | $14.45 | $0.97 | 76.9% | — |
| 20260820 | $15.65 | $3.55 | 79.3% | — |
| 20260819 | $16.10 | $4.15 | 78.6% | — |
| 20260818 | $15.25 | $4.35 | 77.9% | — |
| 20260817 | $16.05 | $5.38 | 80.6% | — |
| 20260814 | $16.45 | $5.80 | 73.8% | — |
| 20260813 | $17.55 | $7.12 | 76.8% | — |
| 20260812 | $19.25 | $8.78 | 79.1% | — |
| 20260811 | $19.20 | $9.25 | 78.6% | — |
| 20260810 | $20.55 | $9.50 | 76.6% | — |
| 20260807 | — | — | 74.7% | — |
| 20260806 | $19.75 | $9.75 | 75.4% | — |
| 20260805 | $10.10 | $10.10 | 75.2% | — |
More on VSXY
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.