VSXY (Victorias Secret & Co.)

Expected Move & Straddle Price History

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).

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.

Current VSXY Expected Move
30-Day Straddle
$11.25
7-Day Straddle
$6.22
Avg IV
0.7%
IV Rank
2%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $11.25 $6.22 0.7% 2%
20260903 $11.00 $6.62 0.7% 0%
20260902 $16.00 $16.00 2.0% 100%
20260901 $13.60 $13.60 1.5% 73%
20260831 $14.05 $14.05 1.7% 100%
20260828 $14.65 $14.65 1.6% 100%
20260827 $15.45 $15.45 1.3% 54%
20260826 $16.05 $16.05 1.5% 94%
20260825 $14.85 $14.85 1.2% 44%
20260824 $14.85 $14.85 1.3% 56%
20260821 $14.45 $0.97 1.6% 100%
20260820 $15.65 $3.55 1.3% 80%
20260819 $16.10 $4.15 1.2% 56%
20260818 $15.25 $4.35 1.3% 78%
20260817 $16.05 $5.38 1.4% 100%
20260814 $16.45 $5.80 1.3% 83%
20260813 $17.55 $7.12 1.4% 95%
20260812 $19.25 $8.78 1.3% 82%
20260811 $19.20 $9.25 1.4% 100%
20260810 $20.55 $9.50 1.2% 100%
20260806 $19.75 $9.75 1.2% 100%
20260805 $10.10 $10.10 0.9% 50%