VSXY Moves

Victorias Secret & Co VSXY 108.05 1.74 1.64%

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Expected move

November 06, 2026 close · $108.05

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$2.83	$105.21 – $110.88	$104.65 – $111.44	$101.97 – $114.12
2 sessions	±3.6% ±$3.94	$104.11 – $111.98	$103.28 – $112.81	$99.56 – $116.53
3 sessions	±4.6% ±$4.95	$103.09 – $113.00	$102.13 – $113.96	$97.50 – $118.59
1 week	±5.8% ±$6.30	$101.75 – $114.34	$100.34 – $115.75	$94.63 – $121.46
2 weeks	±8.2% ±$8.83	$99.21 – $116.88	$97.11 – $118.98	$89.19 – $126.90
3 weeks	±10.1% ±$10.94	$97.10 – $118.99	$94.44 – $121.65	$84.91 – $131.18
1 month Earnings	±17.2% ±$18.63	$89.42 – $126.67	$84.92 – $131.17	$68.88 – $147.21

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VSXY reports in 19 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

No completed report with a comparable pre-report straddle.