VSXY (Victorias Secret & Co.)
Historical IV Rank & Volatility Regime
IV Rank measures where VSXY's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on VSXY are priced rich or cheap relative to its own recent 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.
VSXY IV Rank Summary
Current
2%
Compressed — premium buying regime
30-Day Avg
—
60-Day Avg
—
90-Day Avg
75%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in VSXY's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
VSXY IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260904 | 2% | 0.7% |
| 20260903 | 0% | 0.7% |
| 20260902 | 100% | 2.0% |
| 20260901 | 73% | 1.5% |
| 20260831 | 100% | 1.7% |
| 20260828 | 100% | 1.6% |
| 20260827 | 54% | 1.3% |
| 20260826 | 94% | 1.5% |
| 20260825 | 44% | 1.2% |
| 20260824 | 56% | 1.3% |
| 20260821 | 100% | 1.6% |
| 20260820 | 80% | 1.3% |
| 20260819 | 56% | 1.2% |
| 20260818 | 78% | 1.3% |
| 20260817 | 100% | 1.4% |
| 20260814 | 83% | 1.3% |
| 20260813 | 95% | 1.4% |
| 20260812 | 82% | 1.3% |
| 20260811 | 100% | 1.4% |
| 20260810 | 100% | 1.2% |
| 20260806 | 100% | 1.2% |
| 20260805 | 50% | 0.9% |