Victoria's Secret & Co. (VSCO) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Victoria's Secret & Co. (VSCO) operates in the Consumer Cyclical sector, specifically the Apparel - Retail industry, with a market capitalization near $3.64B, listed on NYSE, employing roughly 13,000 people, carrying a beta of 2.25 to the broader market. Victoria's Secret & Co. Led by Hillary Super, public since 2021-07-21.

Snapshot as of May 15, 2026.

Spot Price
$45.88
Expected Move
23.8%
Implied High
$56.81
Implied Low
$34.95
Front DTE
34 days

As of May 15, 2026, Victoria's Secret & Co. (VSCO) has an expected move of 23.82%, a one-standard-deviation implied price range of roughly $34.95 to $56.81 from the current $45.88. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

VSCO Strategy Sizing to the Expected Move

With Victoria's Secret & Co. pricing an expected move of 23.82% from $45.88, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for VSCO derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $45.88 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263483.1%25.4%$57.52$34.24
Jul 17, 20266374.6%31.0%$60.10$31.66
Sep 18, 202612673.0%42.9%$65.56$26.20
Dec 18, 202621772.0%55.5%$71.35$20.41
Jan 15, 202724571.2%58.3%$72.64$19.12
Dec 17, 202758165.3%82.4%$83.68$8.08
Jan 21, 202861665.6%85.2%$84.98$6.78

Frequently asked VSCO expected move questions

What is the current VSCO expected move?
As of May 15, 2026, Victoria's Secret & Co. (VSCO) has an expected move of 23.82% over the next 34 days, implying a one-standard-deviation price range of $34.95 to $56.81 from the current $45.88. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the VSCO expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is VSCO expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.