VSEC Moves

VSE Corp VSEC 163.96 1.0 0.61%

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Expected move

November 04, 2026 close · $165.97

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±9.3% ±$15.39	$150.58 – $181.36	$146.70 – $185.24	$132.44 – $199.50
2 sessions Earnings	±10.1% ±$16.71	$149.26 – $182.68	$145.16 – $186.78	$129.74 – $202.20
3 sessions Earnings	±10.8% ±$17.96	$148.01 – $183.93	$143.86 – $188.08	$127.43 – $204.51
1 week Earnings	±11.7% ±$19.34	$146.63 – $185.31	$141.97 – $189.97	$125.34 – $206.60
2 weeks Earnings	±13.2% ±$21.94	$144.03 – $187.91	$138.87 – $193.07	$119.71 – $212.23
3 weeks Earnings	±14.5% ±$24.13	$141.84 – $190.10	$136.10 – $195.84	$115.23 – $216.71
1 month Earnings	±15.9% ±$26.47	$139.50 – $192.44	$133.12 – $198.82	$110.30 – $221.64

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VSEC reports in 1 session; 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

Average implied move

±11.50%

Average actual move

16.92%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±11.50%	+16.92%	1.47×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →