Versant Media Group, Inc. Class A (VSNT) 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.
Versant Media Group, Inc. Class A (VSNT) operates in the Industrials sector, specifically the Advertising Agencies industry, with a market capitalization near $5.81B, listed on NASDAQ, employing roughly 4,400 people, carrying a beta of 0.01 to the broader market. Versant Media Group, Inc. Led by Mark H. Lazarus, public since 2025-12-15.
Snapshot as of May 15, 2026.
- Spot Price
- $43.18
- Expected Move
- 9.4%
- Implied High
- $47.23
- Implied Low
- $39.13
- Front DTE
- 34 days
As of May 15, 2026, Versant Media Group, Inc. Class A (VSNT) has an expected move of 9.37%, a one-standard-deviation implied price range of roughly $39.13 to $47.23 from the current $43.18. 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.
VSNT Strategy Sizing to the Expected Move
With Versant Media Group, Inc. Class A pricing an expected move of 9.37% from $43.18, 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 VSNT derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $43.18 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 32.7% | 10.0% | $47.49 | $38.87 |
| Jul 17, 2026 | 63 | 37.3% | 15.5% | $49.87 | $36.49 |
| Aug 21, 2026 | 98 | 37.9% | 19.6% | $51.66 | $34.70 |
| Nov 20, 2026 | 189 | 38.9% | 28.0% | $55.27 | $31.09 |
| Dec 18, 2026 | 217 | 37.7% | 29.1% | $55.73 | $30.63 |
Frequently asked VSNT expected move questions
- What is the current VSNT expected move?
- As of May 15, 2026, Versant Media Group, Inc. Class A (VSNT) has an expected move of 9.37% over the next 34 days, implying a one-standard-deviation price range of $39.13 to $47.23 from the current $43.18. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the VSNT 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 VSNT 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.